# EDGAR Filing Document

**Accession Number:** 0001567101
**File Stem:** 0001003715-26-001895
**Filing Date:** 2026-5
**Character Count:** 3321419
**Document Hash:** cf1ced5c1d5184b8a796bac980555fcb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-001895.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0001003715-26-001895

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Bridge Builder Trust
- **CENTRAL INDEX KEY:** 0001567101

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22811
- **FILM NUMBER:** 261011413

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201
- **BUSINESS PHONE:** 414-287-3700

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 1920
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80201

## Series and Classes Contracts Data

### Bridge Builder Core Plus Bond Fund (Series ID: S000049701)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000157147 | Bridge Builder Core Plus Bond Fund | BBCPX           |

## Nport-Ex

**Bridge Builder Core Bond Fund**

**Schedule of Investments**

**March 31, 2026 (Unaudited)**

**(Amounts in thousands, except number of contracts)**

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Principal**<br>**Amount**<br>**(000s)** | $nan<br>**Value**<br>**(000s)** |
|  **BONDS & NOTES – 99.11%** |  |  |
|  **Asset-Backed Obligations – 8.57%** |  |  |
|  Academic Loan Funding Trust 2013-1 |  |  |
|  4.58% (30-day Average SOFR + 0.91%), 12/26/2044, Series 2013-1A, Class A(1)(2) | $276 | $271 |
|  Accelerated 2021-1H LLC |  |  |
|  1.90%, 10/20/2040, Series 2021-1H, Class B(1) | 945 | 884 |
|  Affirm Master Trust |  |  |
|  4.37%, 02/15/2034, Series 2026-1A, Class A(1) | 17100 | 17031 |
|  4.67%, 07/15/2033, Series 2025-2A, Class A(1) | 12100 | 12136 |
|  4.99%, 02/15/2033, Series 2025-1A, Class A(1) | 12100 | 12173 |
|  AMCR ABS Trust 2026-A |  |  |
|  6.25%, 05/18/2033, Series 2026-A, Class B(1) | 2643 | 2645 |
|  American Credit Acceptance Receivables Trust 2026-1 |  |  |
|  4.16%, 07/12/2029, Series 2026-1, Class A(1) | 19731 | 19717 |
|  4.24%, 04/12/2030, Series 2026-1, Class B(1) | 6986 | 6971 |
|  American Express Credit Account Master Trust Series 2025-5 |  |  |
|  4.51%, 07/15/2032, Series 2025-5, Class A | 8053 | 8136 |
|  AmeriCredit Automobile Receivables Trust 2021-3 |  |  |
|  1.41%, 08/18/2027, Series 2021-3, Class C | 1184 | 1179 |
|  AmeriCredit Automobile Receivables Trust 2023-1 |  |  |
|  5.80%, 12/18/2028, Series 2023-1, Class C | 6800 | 6896 |
|  AmeriCredit Automobile Receivables Trust 2026-1 |  |  |
|  4.03%, 04/18/2029, Series 2026-1, Class A2(1) | 7277 | 7273 |
|  4.15%, 11/18/2032, Series 2026-1, Class A3(1) | 14459 | 14413 |
|  4.28%, 11/18/2032, Series 2026-1, Class B(1) | 6180 | 6144 |
|  AMSR 2021-SFR1 Trust |  |  |
|  2.90%, 06/17/2038, Series 2021-SFR1, Class E2(1) | 3950 | 3730 |
|  AMSR 2022-SFR3 Trust |  |  |
|  4.00%, 10/17/2039, Series 2022-SFR3, Class E1(1) | 10000 | 9735 |
|  AMSR 2025-SFR1 Trust |  |  |
|  3.66%, 06/17/2042, Series 2025-SFR1, Class B(1) | 5080 | 4796 |
|  AMSR 2026-SFR1 Trust |  |  |
|  3.78%, 04/17/2031, Series 2026-SFR1, Class C | 10000 | 9203 |
|  Aqua Finance Issuer Trust 2025-A |  |  |
|  5.56%, 12/19/2050, Series 2025-A, Class B(1) | 6486 | 6578 |
|  AutoNation Finance Trust 2026-1 |  |  |
|  4.18%, 06/11/2031, Series 2026-1A, Class A4(1) | 6746 | 6716 |
|  Avis Budget Rental Car Funding AESOP LLC |  |  |
|  1.66%, 02/20/2028, Series 2021-2A, Class A(1) | 14400 | 14137 |
|  3.83%, 08/21/2028, Series 2022-1A, Class A(1) | 16800 | 16708 |
|  4.60%, 08/20/2032, Series 2026-2A, Class A(1) | 2278 | 2249 |
|  5.23%, 12/20/2030, Series 2024-3A, Class A(1) | 5400 | 5489 |
|  5.36%, 06/20/2030, Series 2024-1A, Class A(1) | 12003 | 12267 |
|  5.57%, 10/20/2028, Series 2024-2A, Class B(1) | 1400 | 1416 |
|  Bastion Funding I LLC |  |  |
|  7.12%, 04/25/2038, Series 2023-1A, Class A2(1) | 3880 | 3904 |
|  Bayview Financial Mortgage Pass-Through Trust 2007-B |  |  |
|  7.33%, 08/28/2047, Series 2007-B, Class 1A2(3) | 71 | 62 |
|  Bear Stearns Asset Backed Securities Trust 2003-2 |  |  |
|  5.29% (1 Month Term SOFR + 1.61%, 1.50% Floor, 11.00% Cap), 03/25/2043, Series 2003-2, Class A3(2) | 1292 | 1303 |
|  Bg Beta I Ltd. |  |  |
|  6.28%, 07/16/2054, Series 2024-1, Class B-1(1) | 6014 | 6070 |
|  BOF VII AL Funding Trust I |  |  |
|  6.29%, 07/26/2032, Series 2023-CAR3, Class A2(1) | 2495 | 2533 |
|  6.63%, 07/26/2032, Series 2023-CAR3, Class B(1) | 916 | 929 |
|  BRAVO Residential Funding Trust 2025-CES2 |  |  |
|  4.96%, 07/26/2055, Series 2025-CES2, Class A1(1)(3) | 5892 | 5856 |
|  Bridge 2025-SFR1 Trust |  |  |
|  4.20%, 09/17/2042, Series 2025-SFR1, Class C(1) | 3674 | 3453 |
|  Bridgecrest Lending Auto Securitization Trust 2024-1 |  |  |
|  5.65%, 04/16/2029, Series 2024-1, Class C | 5403 | 5440 |
|  Bridgecrest Lending Auto Securitization Trust 2025-2 |  |  |
|  5.62%, 03/17/2031, Series 2025-2, Class D | 13220 | 13325 |
|  Bridgecrest Lending Auto Securitization Trust 2026-1 |  |  |
|  4.10%, 07/17/2028, Series 2026-1, Class A2 | 6896 | 6896 |
|  BXG Receivables Note Trust 2022-A |  |  |
|  5.35%, 09/28/2037, Series 2022-A, Class C(1) | 3256 | 3240 |
|  Capital One Prime Auto Receivables Trust 2023-2 |  |  |
|  5.82%, 06/15/2028, Series 2023-2, Class A3 | 1314 | 1326 |
|  Capteris Equipment Finance 2026-1 LLC |  |  |
|  4.44%, 09/20/2033, Series 2026-1A, Class A2(1) | 17100 | 17068 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  CarMax Auto Owner Trust 2022-1 |  |  |
|  2.20%, 11/15/2027, Series 2022-1, Class C | 4200 | 4196 |
|  2.47%, 07/17/2028, Series 2022-1, Class D | 2000 | 1998 |
|  CarMax Auto Owner Trust 2024-4 |  |  |
|  4.67%, 12/15/2027, Series 2024-4, Class A2A | 372 | 373 |
|  Carmax Auto Owner Trust 2025-2 |  |  |
|  5.16%, 01/15/2031, Series 2025-2, Class C | 1595 | 1620 |
|  CarMax Auto Owner Trust 2026-1 |  |  |
|  4.04%, 03/17/2031, Series 2026-1, Class A3 | 18950 | 18883 |
|  Carmax Select Receivables Trust 2025-B |  |  |
|  4.19%, 03/15/2029, Series 2025-B, Class A2 | 6681 | 6680 |
|  CarMax Select Receivables Trust 2026-A |  |  |
|  4.03%, 12/17/2029, Series 2026-A, Class A2A | 14574 | 14565 |
|  4.20%, 05/17/2032, Series 2026-A, Class B | 4309 | 4271 |
|  Carvana Auto Receivables Trust 2021-P3 |  |  |
|  1.03%, 06/10/2027, Series 2021-P3, Class A4 | 626 | 623 |
|  Carvana Auto Receivables Trust 2023-N1 |  |  |
|  5.92%, 07/10/2029, Series 2023-N1, Class C(1) | 4763 | 4779 |
|  Carvana Auto Receivables Trust 2023-P3 |  |  |
|  5.82%, 08/10/2028, Series 2023-P3, Class A3(1) | 941 | 945 |
|  Carvana Auto Receivables Trust 2025-P3 |  |  |
|  4.07%, 02/12/2029, Series 2025-P3, Class A2 | 9893 | 9885 |
|  Carvana Auto Receivables Trust 2026-P1 |  |  |
|  4.10%, 06/11/2029, Series 2026-P1, Class A2 | 6910 | 6901 |
|  Cascade MH Asset Trust 2024-MH1 |  |  |
|  5.70%, 11/25/2056, Series 2024-MH1, Class A1(1)(4) | 6757 | 6839 |
|  CCG Receivables Trust 2025-2 |  |  |
|  4.14%, 08/15/2034, Series 2025-2, Class A2(1) | 8300 | 8297 |
|  CFIN 2022-RTL1 Issuer LLC |  |  |
|  4.75%, 08/15/2026, Series 2022-RTL1, Class AA(1)(3) | 1141 | 1136 |
|  Chase Funding Trust Series 2003-4 |  |  |
|  4.92%, 05/25/2033, Series 2003-4, Class 1A5(3) | 41 | 41 |
|  Chase Funding Trust Series 2003-6 |  |  |
|  4.86%, 11/25/2034, Series 2003-6, Class 1A5(3) | 53 | 53 |
|  4.86%, 11/25/2034, Series 2003-6, Class 1A7(3) | 91 | 90 |
|  Citibank Credit Card Issuance Trust |  |  |
|  4.49%, 06/21/2032, Series 2025-A2, Class A | 4792 | 4841 |
|  Citizens Auto Receivables Trust 2024-1 |  |  |
|  5.11%, 04/17/2028, Series 2024-1, Class A3(1) | 3377 | 3390 |
|  Compass Datacenters Issuer III LLC |  |  |
|  4.90%, 02/25/2056, Series 2026-1A, Class A21(1) | 7296 | 7235 |
|  5.29%, 02/25/2056, Series 2026-1A, Class A22(1) | 8059 | 7892 |
|  Continental Finance Credit Card ABS Master Trust |  |  |
|  5.40%, 12/17/2035, Series 2025-A, Class A(1) | 14600 | 14508 |
|  6.19%, 10/15/2030, Series 2022-A, Class A(1) | 1474 | 1476 |
|  COOF Securitization Trust 2014-1 Ltd. |  |  |
|  2.89%, 06/25/2040, Series 2014-1, Class A(1)(4) | 146 | 9 |
|  COOPR Residential Mortgage Trust 2025-CES2 |  |  |
|  5.50%, 06/25/2060, Series 2025-CES2, Class A1A(1)(3) | 8618 | 8645 |
|  CoreVest American Finance 2019-3 Trust |  |  |
|  2.71%, 10/15/2052, Series 2019-3, Class A(1) | 243 | 243 |
|  3.16%, 10/15/2052, Series 2019-3, Class B(1) | 2250 | 2161 |
|  3.27%, 10/15/2052, Series 2019-3, Class C(1) | 5862 | 5491 |
|  CoreVest American Finance 2020-3 Trust |  |  |
|  2.20%, 08/15/2053, Series 2020-3, Class B(1) | 6314 | 5933 |
|  Countrywide Asset-Backed Certificates |  |  |
|  5.12%, 02/25/2035, Series 2004-S1, Class A3(3) | 4 | 4 |
|  Credit Acceptance Auto Loan Trust 2023-3 |  |  |
|  6.39%, 08/15/2033, Series 2023-3A, Class A(1) | 1712 | 1716 |
|  Credit Acceptance Auto Loan Trust 2023-5 |  |  |
|  6.13%, 12/15/2033, Series 2023-5A, Class A(1) | 6095 | 6120 |
|  Credit Acceptance Auto Loan Trust 2024-1 |  |  |
|  6.71%, 07/17/2034, Series 2024-1A, Class C(1) | 9300 | 9472 |
|  Credit Acceptance Auto Loan Trust 2024-2 |  |  |
|  6.70%, 10/16/2034, Series 2024-2A, Class C(1) | 13334 | 13758 |
|  Credit Acceptance Auto Loan Trust 2024-3 |  |  |
|  4.85%, 11/15/2034, Series 2024-3A, Class B(1) | 6285 | 6294 |
|  Credit Acceptance Auto Loan Trust 2025-1 |  |  |
|  5.71%, 07/16/2035, Series 2025-1A, Class C(1) | 9400 | 9495 |
|  Crossroads Asset Trust 2025-A |  |  |
|  5.20%, 02/20/2032, Series 2025-A, Class B(1) | 2065 | 2084 |
|  5.51%, 02/20/2032, Series 2025-A, Class C(1) | 925 | 935 |
|  CWABS Asset-Backed Certificates Trust 2005-10 |  |  |
|  4.11%, 02/25/2036, Series 2005-10, Class AF6(4)(5) | 0 | 0 |
|  CWABS Asset-Backed Certificates Trust 2005-17 |  |  |
|  5.56%, 05/25/2036, Series 2005-17, Class 1AF5(4) | 3 | 3 |
|  CWABS, Inc. Asset-Backed Certificates Series 2004-1 |  |  |
|  4.35% (1 Month Term SOFR + 0.67%, 0.56% Floor), 04/25/2034, Series 2004-1, Class 3A(2) | 1 | 1 |
|  4.54% (1 Month Term SOFR + 0.86%, 0.75% Floor), 03/25/2034, Series 2004-1, Class M1(2) | 4 | 4 |
|  CWABS, Inc. Asset-Backed Certificates Trust 2004-6 |  |  |
|  4.57% (1 Month Term SOFR + 0.89%, 0.78% Floor), 11/25/2034, Series 2004-6, Class 2A5(2) | 307 | 301 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.69% (1 Month Term SOFR + 1.01%, 0.90% Floor), 10/25/2034, Series 2004-6, Class M1(2) | 2 | 2 |
|  Dell Equipment Finance Trust 2025-2 |  |  |
|  4.12%, 03/24/2031, Series 2025-2, Class A3(1) | 3000 | 2993 |
|  Delta Air Lines 2015-1 Class AA Pass-Through Trust |  |  |
|  3.63%, 07/30/2027, Series 2015-1, Class AA | 704 | 696 |
|  Diversified Abs Phase VI LLC |  |  |
|  7.50%, 11/28/2039, Series VI, Class A | 3515 | 3480 |
|  DP Lion Holdco LLC |  |  |
|  8.24%, 11/30/2043, Series 2023-1A, Class A | 2900 | 2969 |
|  Drive Auto Receivables Trust 2025-2 |  |  |
|  4.14%, 09/15/2032, Series 2025-2, Class A3 | 5643 | 5638 |
|  4.29%, 10/16/2028, Series 2025-2, Class A2 | 7429 | 7430 |
|  4.90%, 12/15/2032, Series 2025-2, Class D | 9895 | 9846 |
|  DT Auto Owner Trust 2023-2 |  |  |
|  5.79%, 02/15/2029, Series 2023-2A, Class C(1) | 3403 | 3411 |
|  Enterprise Fleet Financing 2023-2 LLC |  |  |
|  5.56%, 04/22/2030, Series 2023-2, Class A2(1) | 1834 | 1841 |
|  Enterprise Fleet Financing 2025-2 LLC |  |  |
|  4.41%, 06/20/2029, Series 2025-2, Class A3(1) | 7124 | 7144 |
|  Enterprise Fleet Financing 2025-3 LLC |  |  |
|  4.50%, 04/20/2028, Series 2025-3, Class A2(1) | 5400 | 5413 |
|  Exeter Automobile Receivables Trust 2022-2 |  |  |
|  4.56%, 07/17/2028, Series 2022-2A, Class D | 6339 | 6329 |
|  Exeter Automobile Receivables Trust 2022-4 |  |  |
|  5.98%, 12/15/2028, Series 2022-4A, Class D | 3778 | 3799 |
|  Exeter Automobile Receivables Trust 2023-3 |  |  |
|  6.21%, 06/15/2028, Series 2023-3A, Class C | 1513 | 1517 |
|  Exeter Automobile Receivables Trust 2023-4 |  |  |
|  6.95%, 12/17/2029, Series 2023-4A, Class D | 4820 | 4909 |
|  Exeter Automobile Receivables Trust 2024-2 |  |  |
|  5.92%, 02/15/2030, Series 2024-2A, Class D | 10080 | 10226 |
|  Exeter Automobile Receivables Trust 2024-5 |  |  |
|  5.06%, 02/18/2031, Series 2024-5A, Class D | 3876 | 3877 |
|  Exeter Automobile Receivables Trust 2025-2 |  |  |
|  5.89%, 07/15/2031, Series 2025-2A, Class D | 16900 | 17131 |
|  Exeter Automobile Receivables Trust 2025-5 |  |  |
|  4.38%, 06/15/2028, Series 2025-5A, Class A2 | 14801 | 14808 |
|  5.16%, 03/15/2032, Series 2025-5A, Class D | 5497 | 5455 |
|  Exeter Automobile Receivables Trust 2026-1 |  |  |
|  4.08%, 09/15/2028, Series 2026-1A, Class A2 | 10941 | 10936 |
|  Exeter Automobile Receivables Trust 2026-2 |  |  |
|  5.51%, 08/16/2032, Series 2026-2A, Class D | 10875 | 10861 |
|  First Investors Auto Owner Trust 2025-1 |  |  |
|  4.31%, 12/15/2028, Series 2025-1A, Class A2(1) | 7589 | 7596 |
|  First Investors Auto Owner Trust 2026-1 |  |  |
|  4.31%, 07/16/2029, Series 1A, Class A2(1) | 3622 | 3622 |
|  FirstKey Homes 2021-SFR1 Trust |  |  |
|  1.54%, 08/17/2038, Series 2021-SFR1, Class A(1) | 10500 | 10385 |
|  2.19%, 08/17/2038, Series 2021-SFR1, Class D(1) | 7500 | 7414 |
|  FirstKey Homes 2022-SFR1 Trust |  |  |
|  4.15%, 05/19/2039, Series 2022-SFR1, Class A(1) | 10385 | 10341 |
|  5.20%, 05/19/2039, Series 2022-SFR1, Class D(1) | 4935 | 4902 |
|  FirstKey Homes 2022-SFR2 Trust |  |  |
|  4.25%, 07/17/2039, Series 2022-SFR2, Class A(1) | 10382 | 10332 |
|  Flywheel |  |  |
|  7.15%, 08/25/2044, Series 2024-PDP1, Class A(1) | 6677 | 6794 |
|  8.11%, 08/25/2044, Series 2024-PDP1, Class B(1) | 2144 | 2171 |
|  FMC GMSR Issuer Trust |  |  |
|  3.62%, 07/25/2026, Series 2021-GT1, Class A(1)(4) | 10900 | 10459 |
|  3.85%, 10/25/2026, Series 2021-GT2, Class A(1)(4) | 8250 | 7934 |
|  4.45%, 01/25/2028, Series 2020-GT1, Class A(1)(4) | 9700 | 9585 |
|  6.19%, 04/25/2027, Series 2022-GT1, Class A(1) | 8210 | 8221 |
|  6.50%, 03/26/2027, Series 2024-SAT1, Class A(1)(4) | 12840 | 12759 |
|  Ford Credit Auto Owner Trust 2021-REV1 |  |  |
|  1.61%, 10/17/2033, Series 2021-1, Class B(1) | 2320 | 2317 |
|  Ford Credit Auto Owner Trust 2021-REV2 |  |  |
|  1.91%, 05/15/2034, Series 2021-2, Class B(1) | 2150 | 2117 |
|  Ford Credit Auto Owner Trust 2022-REV1 |  |  |
|  3.88%, 11/15/2034, Series 2022-1, Class A(1) | 28979 | 28893 |
|  Ford Credit Auto Owner Trust 2023-B |  |  |
|  5.23%, 05/15/2028, Series 2023-B, Class A3 | 695 | 698 |
|  Ford Credit Auto Owner Trust 2023-REV1 |  |  |
|  4.85%, 08/15/2035, Series 2023-1, Class A(1) | 18470 | 18662 |
|  Ford Credit Auto Owner Trust 2023-REV2 |  |  |
|  5.28%, 02/15/2036, Series 2023-2, Class A(1) | 8800 | 8996 |
|  Ford Credit Auto Owner Trust 2024-A |  |  |
|  5.09%, 12/15/2028, Series 2024-A, Class A3 | 3946 | 3973 |
|  Ford Credit Auto Owner Trust 2025-REV2 |  |  |
|  4.37%, 02/15/2038, Series 2025-2, Class A(1)(3) | 28409 | 28336 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Ford Credit Auto Owner Trust 2026-REV1 |  |  |
|  4.32%, 08/15/2038, Series 2026-1, Class A(1)(3) | 26336.0 | 26136.0 |
|  4.48%, 08/15/2038, Series 2026-1, Class B(1)(3) | 7734.0 | 7678.0 |
|  Ford Credit Auto Owner Trust/Ford Credit |  |  |
|  4.86%, 08/15/2037, Series 2025-1, Class A(1)(3) | 37225.0 | 37875.0 |
|  Ford Credit Floorplan Master Owner Trust A |  |  |
|  4.30%, 09/15/2029, Series 2024-3, Class A1(1) | 12825.0 | 12840.0 |
|  4.63%, 04/15/2030, Series 2025-1, Class A1 | 17900.0 | 18016.0 |
|  4.92%, 05/15/2028, Series 2023-1, Class A1(1) | 11000.0 | 11013.0 |
|  Foundation Finance Trust 2023-2 |  |  |
|  6.53%, 06/15/2049, Series 2023-2A, Class A(1) | 1331.0 | 1380.0 |
|  9.10%, 06/15/2049, Series 2023-2A, Class D(1) | 3771.0 | 4013.0 |
|  Foundation Finance Trust 2024-2 |  |  |
|  4.93%, 03/15/2050, Series 2024-2A, Class B(1) | 4162.0 | 4157.0 |
|  GE Capital Mortgage Services, Inc. 1999-HE1 Trust |  |  |
|  6.71%, 04/25/2029, Series 1999-HE1, Class M(4) | 3.0 | 3.0 |
|  GITSIT Mortgage Loan Trust 2025-NPL1 |  |  |
|  6.28%, 02/25/2055, Series 2025-NPL1, Class A1(1)(3) | 2976.0 | 2978.0 |
|  GITSIT Mortgage Loan Trust 2025-NPL2 |  |  |
|  5.42%, 12/25/2055, Series 2025-NPL2, Class A1(1)(3) | 8152.0 | 8103.0 |
|  GLS Auto Receivables Issuer Trust 2021-4 |  |  |
|  2.48%, 10/15/2027, Series 2021-4A, Class D(1) | 1883.0 | 1875.0 |
|  GLS Auto Receivables Issuer Trust 2023-3 |  |  |
|  6.01%, 05/15/2029, Series 2023-3A, Class C(1) | 4016.0 | 4037.0 |
|  GLS Auto Receivables Issuer Trust 2023-4 |  |  |
|  6.65%, 08/15/2029, Series 2023-4A, Class C(1) | 6500.0 | 6559.0 |
|  GLS Auto Receivables Issuer Trust 2024-3 |  |  |
|  5.53%, 02/18/2031, Series 2024-3A, Class D(1) | 4133.0 | 4184.0 |
|  GLS Auto Receivables Issuer Trust 2025-2 |  |  |
|  5.11%, 01/15/2031, Series 2025-2A, Class C(1) | 12095.0 | 12188.0 |
|  GLS Auto Receivables Issuer Trust 2025-4 |  |  |
|  4.37%, 10/16/2028, Series 2025-4A, Class A2(1) | 25863.0 | 25880.0 |
|  GLS Auto Receivables Issuer Trust 2026-1 |  |  |
|  3.97%, 11/15/2029, Series 2026-1A, Class A3(1) | 5037.0 | 5019.0 |
|  4.04%, 11/15/2028, Series 2026-1A, Class A2(1) | 9799.0 | 9790.0 |
|  GLS Auto Select Receivables Issuer Trust 2026-1 |  |  |
|  4.05%, 02/17/2032, Series 2026-1A, Class A2(1) | 8171.0 | 8146.0 |
|  GM Financial Automobile Leasing Trust 2025-2 |  |  |
|  4.58%, 05/22/2028, Series 2025-2, Class A3 | 5762.0 | 5789.0 |
|  GM Financial Automobile Leasing Trust 2026-1 |  |  |
|  4.12%, 01/22/2030, Series 2026-1, Class B | 2070.0 | 2058.0 |
|  GM Financial Consumer Automobile Receivables Trust 2023-4 |  |  |
|  6.16%, 04/16/2029, Series 2023-4, Class B | 1700.0 | 1738.0 |
|  6.41%, 05/16/2029, Series 2023-4, Class C | 1200.0 | 1228.0 |
|  GM Financial Revolving Receivables Trust 2021-1 |  |  |
|  1.49%, 06/12/2034, Series 2021-1, Class B(1) | 500.0 | 494.0 |
|  GM Financial Revolving Receivables Trust 2023-2 |  |  |
|  5.77%, 08/11/2036, Series 2023-2, Class A(1) | 20576.0 | 21285.0 |
|  GM Financial Revolving Receivables Trust 2024-1 |  |  |
|  4.98%, 12/11/2036, Series 2024-1, Class A(1) | 8200.0 | 8352.0 |
|  GM Financial Revolving Receivables Trust 2025-1 |  |  |
|  4.64%, 12/11/2037, Series 2025-1, Class A(1) | 22700.0 | 22921.0 |
|  GMF Floorplan Owner Revolving Trust |  |  |
|  5.13%, 03/15/2029, Series 2024-1A, Class A1(1) | 31686.0 | 31962.0 |
|  Goodgreen 2017-1 Trust |  |  |
|  3.74%, 10/15/2052, Series 2017-1A, Class A(1) | 483.0 | 448.0 |
|  Goodgreen 2017-2 Trust |  |  |
|  3.26%, 10/15/2053, Series 2017-2A, Class A(1) | 1348.0 | 1225.0 |
|  Goodgreen 2019-2 |  |  |
|  2.76%, 04/15/2055, Series 2019-2A, Class A(1) | 2126.0 | 1858.0 |
|  Goodgreen 2023-1 |  |  |
|  5.90%, 01/17/2061, Series 2023-1A, Class A(1) | 5246.0 | 5216.0 |
|  GoodLeap Home Improvement Solutions Trust 2025-3 |  |  |
|  5.00%, 10/20/2049, Series 2025-3A, Class A(1) | 9941.0 | 9897.0 |
|  GreenSky Home Improvement Issuer Trust 2025-2 |  |  |
|  5.02%, 06/25/2060, Series 2025-2A, Class A3(1) | 10485.0 | 10600.0 |
|  GreenSky Home Improvement Trust 2024-1 |  |  |
|  5.67%, 06/25/2059, Series 2024-1, Class A4(1) | 1127.0 | 1143.0 |
|  Grene Energy |  |  |
|  12.50%, 01/25/2027 | 492.0 | 393.0 |
|  GS Mortgage-Backed Securities Trust 2025-SL1 |  |  |
|  5.85%, 11/25/2067, Series 2025-SL1, Class A1(1)(4) | 15460.0 | 15544.0 |
|  GS Mortgage-Backed Securities Trust 2026-CES1 |  |  |
|  4.90%, 05/25/2056, Series 2026-CES1, Class A1(1)(3) | 7279.0 | 7216.0 |
|  HERO Funding 2017-3 |  |  |
|  3.95%, 09/20/2048, Series 2017-3A, Class A2(1) | 858.0 | 800.0 |
|  HERO Funding Trust 2016-2 |  |  |
|  3.75%, 09/20/2041, Series 2016-2A, Class A(1) | 432.0 | 410.0 |
|  HERO Funding Trust 2016-3 |  |  |
|  3.08%, 09/20/2042, Series 2016-3A, Class A1(1) | 183.0 | 169.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  HERO Funding Trust 2016-4A |  |  |
|  3.57%, 09/20/2047, Series 2016-4A, Class A1(1) | 632.0 | 592.0 |
|  HERO Funding Trust 2017-1A |  |  |
|  4.46%, 09/20/2047, Series 2017-1A, Class A2(1) | 1251.0 | 1190.0 |
|  HERO Funding Trust 2017-2 |  |  |
|  3.28%, 09/20/2048, Series 2017-2A, Class A1(1) | 1055.0 | 971.0 |
|  Hertz Vehicle Financing LLC |  |  |
|  2.33%, 06/26/2028, Series 2022-2A, Class A(1) | 24903.0 | 24344.0 |
|  3.89%, 09/25/2028, Series 2022-5A, Class A(1) | 14357.0 | 14253.0 |
|  Hilton Grand Vacations Trust 2022-1D |  |  |
|  4.10%, 06/20/2034, Series 2022-1D, Class B(1) | 837.0 | 834.0 |
|  Hilton Grand Vacations Trust 2025-3EXT |  |  |
|  4.90%, 10/25/2044, Series 2025-3EXT, Class B(1) | 8300.0 | 8240.0 |
|  HINNT 2024-A LLC |  |  |
|  5.49%, 03/15/2043, Series 2024-A, Class A(1) | 2484.0 | 2513.0 |
|  HINNT 2025-A LLC |  |  |
|  5.45%, 03/15/2044, Series 2025-A, Class B(1) | 2095.0 | 2120.0 |
|  Home Partners of America 2021-2 Trust |  |  |
|  1.90%, 12/17/2026, Series 2021-2, Class A(1) | 4900.0 | 4808.0 |
|  2.95%, 12/17/2026, Series 2021-2, Class E2(1) | 6236.0 | 6126.0 |
|  Home Partners of America 2021-3 Trust |  |  |
|  2.20%, 01/17/2041, Series 2021-3, Class A(1) | 3318.0 | 3116.0 |
|  3.20%, 01/17/2041, Series 2021-3, Class E1(1) | 5161.0 | 4825.0 |
|  Huntington Auto Trust 2024-1 |  |  |
|  5.14%, 08/15/2029, Series 2024-1A, Class A4(1) | 11500.0 | 11644.0 |
|  Hyundai Auto Lease Securitization Trust 2025-C |  |  |
|  4.38%, 06/15/2029, Series 2025-C, Class A4(1) | 6050.0 | 6067.0 |
|  Hyundai Auto Receivables Trust 2023-C |  |  |
|  5.55%, 12/17/2029, Series 2023-C, Class A4 | 2326.0 | 2370.0 |
|  Identity Digital LLC |  |  |
|  6.79%, 03/20/2065(1) | 10000.0 | 10028.0 |
|  Jonah 2022-1 A2 |  |  |
|  7.80%, 11/10/2037, Series 2022-1, Class A2(1) | 4989.0 | 5008.0 |
|  Jonah Energy Abs I LLC |  |  |
|  7.20%, 12/10/2037, Series 2022-1, Class A1(1) | 4391.0 | 4453.0 |
|  Jonah Energy Abs II LLC |  |  |
|  6.50%, 08/10/2039, Series 2024-1A, Class A1(1) | 6508.0 | 6500.0 |
|  JP Morgan Mortgage Trust 2025-HE2 |  |  |
|  4.92% (30-day Average SOFR + 1.25%), 11/20/2055, Series 2025-HE2, Class A1(1)(2) | 5552.0 | 5554.0 |
|  KGS-Alpha SBA COOF Trust |  |  |
|  0.59%, 05/25/2039, Series 2012-6, Class A(1)(4) | 422.0 | 4.0 |
|  KGS-Alpha SBA COOF Trust 2012-2 |  |  |
|  0.91%, 08/25/2038, Series 2012-2, Class A(1)(4) | 435.0 | 6.0 |
|  KGS-Alpha SBA COOF Trust 2014-2 |  |  |
|  3.17%, 04/25/2040, Series 2014-2, Class A(1)(4) | 82.0 | 4.0 |
|  Kubota Credit Owner Trust 2025-1 |  |  |
|  4.67%, 06/15/2029, Series 2025-1A, Class A3(1) | 10800.0 | 10880.0 |
|  LAD Auto Receivables Trust 2024-1 |  |  |
|  5.23%, 01/18/2028, Series 2024-1A, Class A3(1) | 112.0 | 112.0 |
|  LAD Auto Receivables Trust 2026-1 |  |  |
|  3.92%, 04/15/2031, Series 2026-1A, Class A3(1) | 7456.0 | 7396.0 |
|  Long Beach Mortgage Loan Trust 2004-1 |  |  |
|  4.54% (1 Month Term SOFR + 0.86%, 0.75% Floor), 02/25/2034, Series 2004-1, Class M1(2) | 40.0 | 40.0 |
|  Long Beach Mortgage Loan Trust 2004-3 |  |  |
|  4.65% (1 Month Term SOFR + 0.97%, 0.86% Floor), 07/25/2034, Series 2004-3, Class M1(2) | 20.0 | 20.0 |
|  M&T Bank RV Trust 2026-1 |  |  |
|  4.35%, 01/15/2046, Series 2026-1A, Class A(1) | 6877.0 | 6799.0 |
|  Mariner Finance Issuance Trust 2021-A |  |  |
|  2.33%, 03/20/2036, Series 2021-AA, Class B(1) | 5700.0 | 5509.0 |
|  Mercury Financial Credit Card Master Trust |  |  |
|  5.34%, 02/20/2032, Series 2026-1A, Class A(1) | 15090.0 | 14989.0 |
|  MFA 2024-NPL1 Trust |  |  |
|  6.33%, 09/25/2054, Series 2024-NPL1, Class A1(1)(3) | 5132.0 | 5139.0 |
|  Mid-State Capital Corp. 2006-1 Trust |  |  |
|  6.08%, 10/15/2040, Series 2006-1, Class M1(1) | 201.0 | 202.0 |
|  MMAF Equipment Finance LLC 2019-B |  |  |
|  2.29%, 11/12/2041, Series 2019-B, Class A5(1) | 4221.0 | 4206.0 |
|  MVW 2025-1 LLC |  |  |
|  5.21%, 09/22/2042, Series 2025-1A, Class B(1) | 1982.0 | 1984.0 |
|  Navient Private Education Refi Loan Trust 2019-C |  |  |
|  3.13%, 02/15/2068, Series 2019-CA, Class A2(1) | 577.0 | 571.0 |
|  Navient Private Education Refi Loan Trust 2020-B |  |  |
|  2.12%, 01/15/2069, Series 2020-BA, Class A2(1) | 1219.0 | 1167.0 |
|  Navient Private Education Refi Loan Trust 2021-G |  |  |
|  1.58%, 04/15/2070, Series 2021-GA, Class A(1) | 5483.0 | 4951.0 |
|  Nelnet Student Loan Trust 2021-D |  |  |
|  1.63%, 04/20/2062, Series 2021-DA, Class AFX(1) | 3891.0 | 3712.0 |
|  New Century Home Equity Loan Trust Series 2003-5 |  |  |
|  4.84%, 11/25/2033, Series 2003-5, Class AI6(3) | 63.0 | 62.0 |
|  New Residential Mortgage Loan Trust 2018-1 |  |  |
|  4.00%, 12/25/2057, Series 2018-1A, Class A1A(1)(4) | 837.0 | 816.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  NMABS Issuer I LLC |  |  |
|  5.14%, 11/22/2055, Series 2025-1A, Class A(1) | 11316 | 11080 |
|  NRZ Excess Spread-Collateralized Notes |  |  |
|  3.10%, 07/25/2026, Series 2021-FHT1, Class A(1) | 4545 | 4509 |
|  3.47%, 11/25/2026, Series 2021-GNT1, Class A(1) | 2834 | 2795 |
|  Octane Receivables Trust 2023-1 |  |  |
|  5.96%, 07/20/2029, Series 2023-1A, Class B(1) | 2084 | 2089 |
|  OneMain Direct Auto Receivables Trust 2023-1 |  |  |
|  5.41%, 11/14/2029, Series 2023-1A, Class A(1) | 11614 | 11696 |
|  7.07%, 02/14/2033, Series 2023-1A, Class D(1) | 6480 | 6652 |
|  OneMain Direct Auto Receivables Trust 2025-1 |  |  |
|  5.36%, 04/16/2035, Series 2025-1A, Class A(1) | 17100 | 17481 |
|  OneMain Direct Auto Receivables Trust 2026-1 |  |  |
|  4.49%, 12/14/2033, Series 2026-1A, Class A(1) | 23300 | 23122 |
|  OneMain Financial Issuance Trust 2020-2 |  |  |
|  1.75%, 09/14/2035, Series 2020-2A, Class A(1) | 5620 | 5543 |
|  OneMain Financial Issuance Trust 2021-1 |  |  |
|  4.43% (30-day Average SOFR + 0.76%), 06/16/2036, Series 2021-1A, Class A2(1)(2) | 10342 | 10345 |
|  OneMain Financial Issuance Trust 2023-2 |  |  |
|  5.84%, 09/15/2036, Series 2023-2A, Class A1(1) | 16600 | 16835 |
|  Onemain Financial Issuance Trust 2025-1 |  |  |
|  4.82%, 07/14/2038, Series 2025-1A, Class A(1) | 21700 | 21744 |
|  Oportun Issuance Trust 2021-B |  |  |
|  1.47%, 05/08/2031, Series 2021-B, Class A(1) | 779 | 766 |
|  Oportun Issuance Trust 2025-D |  |  |
|  5.31%, 02/08/2033, Series 2025-D, Class B(1) | 16200 | 16190 |
|  Oportun Issuance Trust 2026-A |  |  |
|  5.06%, 01/09/2034, Series 2026-A, Class B(1) | 10700 | 10673 |
|  Option One Mortgage Loan Trust 2004-3 |  |  |
|  4.69% (1 Month Term SOFR + 1.01%, 0.90% Floor), 11/25/2034, Series 2004-3, Class A4(2) | 1264 | 1325 |
|  P4 SFR 2019-STL |  |  |
|  7.25%, 10/11/2026, Series 2019, Class A | 4391 | 4345 |
|  Pagaya AI Technology in Housing Trust 2023-1 |  |  |
|  3.60%, 10/25/2040, Series 2023-1, Class A(1) | 3200 | 3093 |
|  PEAC Solutions Receivables 2026-1 LLC |  |  |
|  4.27%, 10/20/2028, Series 2026-1A, Class A2(1) | 7900 | 7896 |
|  Pennsylvania Higher Education Assistance Agency |  |  |
|  4.31% (30-day Average SOFR + 0.64%, 0.53% Floor), 05/25/2070, Series 2021-1A, Class A(1)(2) | 3473 | 3411 |
|  Perimeter Master Note Business Trust |  |  |
|  5.58%, 12/16/2030, Series 2025-1A, Class A(1) | 12750 | 12688 |
|  PFS Financing Corp. |  |  |
|  4.85%, 02/15/2030, Series 2025-B, Class A(1) | 16484 | 16631 |
|  PowerPay Issuance Trust 2025-1 |  |  |
|  5.23%, 11/18/2041, Series 2025-1A, Class A(1) | 8456 | 8433 |
|  PRET 2025-NPL6 LLC |  |  |
|  5.74%, 06/25/2055, Series 2025-NPL6, Class A1(1)(3) | 5017 | 5024 |
|  PRET 2025-NPL8 LLC |  |  |
|  5.73%, 08/25/2055, Series 2025-NPL8, Class A1(1)(3) | 9817 | 9838 |
|  PRET 2026-NPL1 LLC |  |  |
|  5.18%, 01/25/2056, Series 2026-NPL1, Class A1(1)(3) | 677 | 672 |
|  PRET 2026-NPL2 LLC |  |  |
|  5.15%, 02/25/2056, Series 2026-NPL2, Class A1(1)(3) | 4815 | 4778 |
|  PRET 2026-NPL3 LLC |  |  |
|  4.97%, 02/25/2056, Series 2026-NPL3, Class A1(1)(3) | 9855 | 9774 |
|  PRET 2026-NPL4 LLC |  |  |
|  5.51%, 04/25/2056, Series 2026-NPL4, Class A1(1)(3) | 3520 | 3516 |
|  Progress Residential 2021-SFR3 |  |  |
|  2.54%, 05/17/2026, Series 2021-SFR3, Class E1(1) | 6250 | 6225 |
|  Progress Residential 2021-SFR9 Trust |  |  |
|  2.81%, 11/17/2040, Series 2021-SFR9, Class E1(1) | 5400 | 5102 |
|  Progress Residential 2022-SFR1 Trust |  |  |
|  3.93%, 02/17/2041, Series 2022-SFR1, Class E1(1) | 11100 | 10700 |
|  Progress Residential 2022-SFR2 Trust |  |  |
|  3.95%, 04/17/2027, Series 2022-SFR2, Class D(1) | 3000 | 2958 |
|  Progress Residential 2022-SFR3 Trust |  |  |
|  5.20%, 04/17/2039, Series 2022-SFR3, Class E1(1) | 9025 | 8979 |
|  Progress Residential 2024-SFR2 Trust |  |  |
|  3.30%, 04/17/2041, Series 2024-SFR2, Class A(1) | 19772 | 18959 |
|  Progress Residential 2025-SFR2 Trust |  |  |
|  3.56%, 04/17/2042, Series 2025-SFR2, Class D(1) | 8348 | 7740 |
|  Progress Residential 2025-SFR3 Trust |  |  |
|  3.39%, 07/17/2042, Series 2025-SFR3, Class B(1) | 8310 | 7735 |
|  Progress Residential 2025-SFR5 Trust |  |  |
|  4.00%, 10/17/2042, Series 2025-SFR5, Class C(1) | 1399 | 1318 |
|  Progress Residential 2025-SFR6 Trust |  |  |
|  4.00%, 12/17/2042, Series 2025-SFR6, Class C(1) | 5330 | 5032 |
|  4.00%, 12/17/2042, Series 2025-SFR6, Class D(1) | 7735 | 7154 |
|  RCKT Mortgage Trust 2024-CES5 |  |  |
|  5.85%, 08/25/2044, Series 2024-CES5, Class A1A(1)(3) | 1188 | 1194 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  RCKT Mortgage Trust 2024-CES7 |  |  |
|  5.16%, 10/25/2044, Series 2024-CES7, Class A1A(1)(3) | 3426.0 | 3422.0 |
|  RCKT Mortgage Trust 2024-CES9 |  |  |
|  5.58%, 12/25/2044, Series 2024-CES9, Class A1A(1)(3) | 3657.0 | 3671.0 |
|  RCKT Mortgage Trust 2025-CES9 |  |  |
|  4.80%, 09/25/2055, Series 2025-CES9, Class A1A(1)(3) | 5713.0 | 5664.0 |
|  RCKT Trust 2025-PL1 |  |  |
|  4.99%, 07/25/2034, Series 2025-1A, Class B(1) | 1430.0 | 1434.0 |
|  RCO IX Mortgage LLC 2025-2 |  |  |
|  6.51%, 04/25/2030, Series 2025-2, Class A1(1)(3) | 8527.0 | 8538.0 |
|  RCO IX Mortgage LLC 2025-4 |  |  |
|  5.31%, 10/25/2030, Series 2025-4, Class A1(1)(3) | 11173.0 | 11164.0 |
|  RCO VIII Mortgage LLC 2025-3 |  |  |
|  6.43%, 05/25/2030, Series 2025-3, Class A1(1)(3) | 3530.0 | 3534.0 |
|  RCO X Mortgage LLC 2025-5 |  |  |
|  5.42%, 10/25/2030, Series 2025-5, Class A1(1)(3) | 7397.0 | 7373.0 |
|  RCO X Mortgage LLC 2026-1 |  |  |
|  5.54%, 03/25/2031, Series 2026-1, Class A1(1)(3) | 2200.0 | 2193.0 |
|  Reach Abs Trust 2026-1 |  |  |
|  4.80%, 02/15/2033, Series 2026-1A, Class C(1) | 11875.0 | 11791.0 |
|  Regional Management Issuance Trust 2025-1 |  |  |
|  4.99%, 04/17/2034, Series 2025-1, Class A(1) | 4055.0 | 4069.0 |
|  Renaissance Home Equity Loan Trust |  |  |
|  5.61%, 04/25/2037, Series 2007-1, Class AF3(3) | 299.0 | 72.0 |
|  Renew 2017-1 |  |  |
|  3.67%, 09/20/2052, Series 2017-1A, Class A(1) | 647.0 | 603.0 |
|  Research-Driven Pagaya Motor Asset Trust 2026-1 |  |  |
|  4.86%, 01/25/2035, Series 2026-1A, Class A3(1) | 10000.0 | 9963.0 |
|  RKTL 2026-1 |  |  |
|  4.07%, 02/26/2035, Series 2026-1A, Class A(1) | 6720.0 | 6713.0 |
|  Santander Drive Auto Receivables Trust 2022-6 |  |  |
|  5.69%, 02/18/2031, Series 2022-6, Class D | 10600.0 | 10694.0 |
|  Santander Drive Auto Receivables Trust 2023-1 |  |  |
|  5.09%, 05/15/2030, Series 2023-1, Class C | 1716.0 | 1725.0 |
|  Santander Drive Auto Receivables Trust 2023-3 |  |  |
|  5.77%, 11/15/2030, Series 2023-3, Class C | 4500.0 | 4565.0 |
|  Santander Drive Auto Receivables Trust 2023-4 |  |  |
|  6.04%, 12/15/2031, Series 2023-4, Class C | 8300.0 | 8474.0 |
|  Santander Drive Auto Receivables Trust 2023-6 |  |  |
|  5.98%, 04/16/2029, Series 2023-6, Class B | 2500.0 | 2524.0 |
|  6.40%, 03/17/2031, Series 2023-6, Class C | 1000.0 | 1027.0 |
|  Santander Drive Auto Receivables Trust 2024-3 |  |  |
|  5.97%, 10/15/2031, Series 2024-3, Class D | 11480.0 | 11753.0 |
|  Santander Drive Auto Receivables Trust 2024-4 |  |  |
|  4.95%, 04/15/2030, Series 2024-4, Class C | 7500.0 | 7540.0 |
|  Santander Drive Auto Receivables Trust 2024-5 |  |  |
|  4.63%, 08/15/2029, Series 2024-5, Class B | 3396.0 | 3405.0 |
|  Santander Drive Auto Receivables Trust 2025-3 |  |  |
|  4.68%, 09/15/2031, Series 2025-3, Class C | 15580.0 | 15602.0 |
|  Santander Drive Auto Receivables Trust 2025-4 |  |  |
|  4.95%, 01/15/2032, Series 2025-4, Class D | 4455.0 | 4423.0 |
|  Santander Drive Auto Receivables Trust 2026-1 |  |  |
|  3.93%, 07/15/2030, Series 2026-1, Class A3 | 7205.0 | 7157.0 |
|  Santander Mortgage Asset Receivable Trust 2025-Ces1 |  |  |
|  5.04%, 09/25/2055, Series 2025-CES1, Class A1A(1)(3) | 5660.0 | 5635.0 |
|  SCF Equipment Leasing 2023-1 LLC |  |  |
|  6.17%, 05/20/2032, Series 2023-1A, Class A3(1) | 1237.0 | 1243.0 |
|  7.00%, 08/22/2033, Series 2023-1A, Class D(1) | 8558.0 | 8872.0 |
|  SCF Equipment Leasing 2025-1 LLC |  |  |
|  5.11%, 11/21/2033, Series 2025-1A, Class A3(1) | 6950.0 | 7065.0 |
|  Securitized Asset Backed Receivables LLC Trust 2006-CB1 |  |  |
|  2.80%, 01/25/2036, Series 2006-CB1, Class AF2(3) | 37.0 | 32.0 |
|  SFS Auto Receivables Securitization Trust 2023-1 |  |  |
|  5.71%, 01/22/2030, Series 2023-1A, Class B(1) | 1200.0 | 1221.0 |
|  5.97%, 02/20/2031, Series 2023-1A, Class C(1) | 1550.0 | 1581.0 |
|  SFS Auto Receivables Securitization Trust 2026-1 |  |  |
|  3.91%, 08/20/2029, Series 2026-1A, Class A2A(1) | 8289.0 | 8268.0 |
|  3.96%, 07/21/2031, Series 2026-1A, Class A3(1) | 6093.0 | 6042.0 |
|  4.27%, 06/21/2032, Series 2026-1A, Class B(1) | 6202.0 | 6104.0 |
|  Sierra Timeshare 2025-2 Receivables Funding LLC |  |  |
|  4.72%, 04/20/2044, Series 2025-2A, Class A(1) | 1423.0 | 1422.0 |
|  4.93%, 04/20/2044, Series 2025-2A, Class B(1) | 2013.0 | 2011.0 |
|  SoFi Consumer Loan Program Trust 2026-1 |  |  |
|  4.06%, 12/26/2035, Series 2026-1, Class A(1) | 9227.0 | 9217.0 |
|  SoFi Professional Loan Program 2019-C LLC |  |  |
|  2.37%, 11/16/2048, Series 2019-C, Class A2FX(1) | 1394.0 | 1357.0 |
|  SoFi Professional Loan Program 2020-ATrust |  |  |
|  2.54%, 05/15/2046, Series 2020-A, Class A2FX(1) | 2075.0 | 2005.0 |
|  Stellantis Financial Underwritten Enhanced Lease Trust 2025-A |  |  |
|  4.50%, 03/20/2029, Series 2025-AA, Class A4(1) | 3800.0 | 3818.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Stellantis Financial Underwritten Enhanced Lease Trust 2025-B |  |  |
|  4.31%, 05/22/2028, Series 2025-BA, Class A2(1) | 4625 | 4632 |
|  Stellantis Financial Underwritten Enhanced Lease Trust 2025-C |  |  |
|  4.06%, 06/20/2028, Series 2025-CA, Class A2(1) | 16016 | 16004 |
|  Stream Innovations 2026-1 Issuer Trust |  |  |
|  4.78%, 08/15/2046, Series 2026-1A, Class A(1) | 19550 | 19395 |
|  Structured Asset Securities Corp. Pass-Through Certificates Series 2002-AL1 |  |  |
|  3.45%, 02/25/2032, Series 2002-AL1, Class A2 | 1 | 1 |
|  3.45%, 02/25/2032, Series 2002-AL1, Class A3 | 11 | 2 |
|  Synchrony Card Funding LLC |  |  |
|  4.18%, 03/15/2032, Series 2026-A1, Class A | 14305 | 14276 |
|  4.49%, 05/15/2031, Series 2025-A2, Class A | 10500 | 10564 |
|  Tesla Electric Vehicle Trust 2023-1 |  |  |
|  5.38%, 02/20/2029, Series 2023-1, Class A4(1) | 1733 | 1756 |
|  Texas Natural Gas Securitization Finance Corp. |  |  |
|  5.10%, 04/01/2035, Series 2023-1, Class A1 | 11702 | 11988 |
|  5.17%, 04/01/2041, Series 2023-1, Class A2 | 10028 | 10156 |
|  Towd Point Mortgage Trust |  |  |
|  7.29%, 10/25/2063, Series 2023-CES2, Class A1A(1)(4) | 1535 | 1544 |
|  Towd Point Mortgage Trust 2020-MH1 |  |  |
|  2.25%, 02/25/2060, Series 2020-MH1, Class A1(1)(4) | 763 | 751 |
|  Towd Point Mortgage Trust 2024-CES1 |  |  |
|  5.85%, 01/25/2064, Series 2024-CES1, Class A1A(1)(4) | 309 | 309 |
|  Towd Point Mortgage Trust 2024-CES3 |  |  |
|  6.29%, 05/25/2064, Series 2024-CES3, Class A1(1)(4) | 3828 | 3859 |
|  Towd Point Mortgage Trust 2024-CES4 |  |  |
|  5.12%, 09/25/2064, Series 2024-CES4, Class A1(1)(3) | 4427 | 4416 |
|  Towd Point Mortgage Trust 2024-CES5 |  |  |
|  5.17%, 09/25/2064, Series 2024-CES5, Class A1(1)(4) | 4068 | 4060 |
|  Towd Point Mortgage Trust 2025-CES1 |  |  |
|  5.71%, 02/25/2055, Series 2025-CES1, Class A1(1)(3) | 5030 | 5053 |
|  Towd Point Mortgage Trust 2025-CRM1 |  |  |
|  5.80%, 01/25/2065, Series 2025-CRM1, Class A1(1)(3) | 4540 | 4570 |
|  Towd Point Mortgage Trust 2026-FIX1 |  |  |
|  4.98%, 12/25/2065, Series 2026-FIX1, Class A1(1)(3) | 14727 | 14621 |
|  Toyota Auto Loan Extended Note Trust 2025-1 |  |  |
|  4.65%, 05/25/2038, Series 2025-1A, Class A(1) | 12900 | 13002 |
|  Toyota Lease Owner Trust 2025-B |  |  |
|  3.96%, 11/20/2028, Series 2025-B, Class A3(1) | 11763 | 11707 |
|  Toyota Lease Owner Trust 2026-A |  |  |
|  3.82%, 02/20/2029, Series 2026-A, Class A3(1) | 14334 | 14241 |
|  Truist Bank Auto Credit-Linked Notes Series 2025-1 |  |  |
|  4.73%, 09/26/2033, Series 2025-1, Class B(1) | 4173 | 4171 |
|  VCAT 2025-NPL3 LLC |  |  |
|  5.89%, 02/25/2055, Series 2025-NPL3, Class A1(1)(3) | 495 | 496 |
|  VCAT 2026-NPL1 LLC |  |  |
|  5.10%, 01/25/2056, Series 2026-NPL1, Class A1(1)(3) | 1927 | 1916 |
|  Verizon Master Trust |  |  |
|  4.62%, 11/20/2030, Series 2024-8, Class A1A | 11200 | 11283 |
|  VM Debt |  |  |
|  7.46%, 07/18/2027, Series 2019-1(1) | 14994 | 14339 |
|  Volkswagen Auto Lease Trust 2024-A |  |  |
|  5.21%, 06/21/2027, Series 2024-A, Class A3 | 7281 | 7303 |
|  Volkswagen Auto Lease Trust 2025-B |  |  |
|  4.01%, 01/22/2029, Series 2025-B, Class A3 | 20555 | 20526 |
|  VOLT CII LLC |  |  |
|  5.87%, 08/25/2051, Series 2021-NP11, Class A1(1)(3) | 438 | 437 |
|  VOLT XCV LLC |  |  |
|  6.24%, 03/27/2051, Series 2021-NPL4, Class A1(1)(3) | 152 | 152 |
|  Western Funding Auto Loan Trust 2025-1 |  |  |
|  4.75%, 07/16/2035, Series 2025-1, Class A(1) | 10000 | 10049 |
|  5.34%, 11/15/2035, Series 2025-1, Class C(1) | 9310 | 9394 |
|  Westgate Resorts 2024-1 LLC |  |  |
|  6.56%, 01/20/2038, Series 2024-1A, Class B(1) | 3699 | 3744 |
|  Westgate Resorts 2026-1 LLC |  |  |
|  5.19%, 10/20/2039, Series 2026-1A, Class A(1) | 6900 | 6903 |
|  5.47%, 10/20/2039, Series 2026-1A, Class B(1) | 7444 | 7451 |
|  Westlake Automobile Receivables Trust 2022-2 |  |  |
|  5.48%, 09/15/2027, Series 2022-2A, Class D(1) | 1373 | 1376 |
|  Westlake Automobile Receivables Trust 2023-1 |  |  |
|  6.79%, 11/15/2028, Series 2023-1A, Class D(1) | 3345 | 3399 |
|  Westlake Automobile Receivables Trust 2023-2 |  |  |
|  7.01%, 11/15/2028, Series 2023-2A, Class D(1) | 7312 | 7414 |
|  Westlake Automobile Receivables Trust 2023-3 |  |  |
|  6.02%, 09/15/2028, Series 2023-3A, Class C(1) | 7800 | 7844 |
|  Westlake Automobile Receivables Trust 2025-3 |  |  |
|  4.22%, 06/15/2029, Series 2025-3A, Class A3(1) | 2329 | 2329 |
|  Westlake Automobile Receivables Trust 2026-P1 |  |  |
|  3.84%, 01/16/2029, Series 2026-P1, Class A2(1) | 11698 | 11672 |
|  3.92%, 03/15/2030, Series 2026-P1, Class A3(1) | 9376 | 9324 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Wheels Fleet Lease Funding 1 LLC |  |  |
|  4.41%, 05/18/2040, Series 2025-2A, Class A1(1) | 14100 | 14128 |
|  5.80%, 04/18/2038, Series 2023-1A, Class A(1) | 3226 | 3241 |
|  **Total Asset-Backed Obligations (Cost: $2,274,386)** |  | **2275267** |
|  **Collateralized Loan Obligations – 1.99%** |  |  |
|  AGL CLO 19 Ltd. |  |  |
|  4.97% (3 Month Term SOFR + 1.30%, 1.30% Floor), 07/21/2038, Series 2022-19A, Class A1R(1)(2) | 25000 | 25005 |
|  Atlas Senior Loan Fund XXIII Ltd. |  |  |
|  5.20% (3 Month Term SOFR + 1.53%, 1.53% Floor), 07/20/2037, Series 2024-23A, Class A1(1)(2) | 28975 | 28988 |
|  Benefit Street Partners CLO XXI Ltd. |  |  |
|  4.91% (3 Month Term SOFR + 1.24%, 1.24% Floor), 01/15/2039, Series 2020-21A, Class A1R2(1)(2) | 30500 | 30476 |
|  Eldridge CLO 2026-3 Ltd. |  |  |
|  4.94% (3 Month Term SOFR + 1.22%, 1.22% Floor), 03/31/2038, Series 2026-3A, Class A(1)(2) | 30000 | 30000 |
|  Elmwood CLO 40 Ltd. |  |  |
|  4.91% (3 Month Term SOFR + 1.24%, 1.24% Floor), 03/22/2038, Series 2025-3A, Class A(1)(2) | 17000 | 16971 |
|  Elmwood CLO II Ltd. |  |  |
|  5.02% (3 Month Term SOFR + 1.35%, 1.35% Floor), 10/20/2037, Series 2019-2A, Class A1RR(1)(2) | 31250 | 31280 |
|  Jamestown CLO XV Ltd. |  |  |
|  4.72% (3 Month Term SOFR + 1.05%, 1.05% Floor), 07/15/2035, Series 2020-15A, Class A1R2(1)(2) | 25000 | 25000 |
|  Kennedy Lewis CLO 8 Ltd. |  |  |
|  5.05% (3 Month Term SOFR + 1.38%, 1.38% Floor), 01/20/2038, Series 8A, Class A1R2(1)(2) | 31250 | 31256 |
|  KKR CLO 11 Ltd. |  |  |
|  5.11% (3 Month Term SOFR + 1.44%, 1.44% Floor), 01/15/2031, Series 11, Class AR(1)(2) | 600 | 600 |
|  KKR CLO 54 Ltd. |  |  |
|  4.99% (3 Month Term SOFR + 1.32%, 1.32% Floor), 01/15/2038, Series 2024-54A, Class A(1)(2) | 11500 | 11502 |
|  Madison Park Funding XXIX Ltd. |  |  |
|  4.85% (3 Month Term SOFR + 1.18%, 1.18% Floor), 03/25/2038, Series 2018-29A, Class A1R2(1)(2) | 9029 | 9001 |
|  Marble Point CLO XXV Ltd. |  |  |
|  4.86% (3 Month Term SOFR + 1.19%, 1.19% Floor), 10/20/2036, Series 2022-2A, Class A1RR(1)(2) | 30000 | 29907 |
|  MidOcean Credit CLO XIV Ltd. |  |  |
|  0.00% (3 Month Term SOFR + 1.22%, 1.22% Floor), 04/15/2037, Series 2024-14A, Class A1R(1)(2)(6) | 19500 | 19500 |
|  NGC 2024-I Ltd. |  |  |
|  5.27% (3 Month Term SOFR + 1.60%, 1.60% Floor), 07/20/2037, Series 2024-1A, Class A1(1)(2) | 29750 | 29754 |
|  Ocean Trails CLO 8 |  |  |
|  5.09% (3 Month Term SOFR + 1.28%, 1.28% Floor), 03/15/2038, Series 2020-8A, Class A1R2(1)(2) | 30100 | 30044 |
|  Octagon 55 Ltd. |  |  |
|  4.93% (3 Month Term SOFR + 1.26%, 1.26% Floor), 03/20/2038, Series 2021-1A, Class A1R(1)(2) | 40000 | 39907 |
|  Regatta XII Funding Ltd. |  |  |
|  5.06% (3 Month Term SOFR + 1.39%, 1.39% Floor), 10/15/2037, Series 2019-1A, Class ARR(1)(2) | 28000 | 28016 |
|  Sixth Street CLO XII Ltd. |  |  |
|  4.87% (3 Month Term SOFR + 1.20%, 1.20% Floor), 01/17/2039, Series 2018-12A, Class A1R2(1)(2) | 30000 | 29945 |
|  TCW CLO 2020-1 Ltd. |  |  |
|  4.72% (3 Month Term SOFR + 1.05%), 04/20/2034, Series 2020-1A, Class A1R3(1)(2) | 19250 | 19233 |
|  Texas Debt Capital CLO 2023-II Ltd. |  |  |
|  5.04% (3 Month Term SOFR + 1.37%, 1.37% Floor), 10/21/2037, Series 2023-2A, Class A1R(1)(2) | 22000 | 22009 |
|  Venture 32 CLO Ltd. |  |  |
|  5.03% (3 Month Term SOFR + 1.36%, 1.10% Floor), 07/18/2031, Series 2018-32A, Class A1(1)(2) | 1338 | 1338 |
|  Voya CLO 2019-3 Ltd. |  |  |
|  5.01% (3 Month Term SOFR + 1.34%, 1.08% Floor), 10/17/2032, Series 2019-3A, Class AR(1)(2) | 13092 | 13091 |
|  Wellfleet CLO 2024-1 Ltd. |  |  |
|  5.26% (3 Month Term SOFR + 1.59%, 1.59% Floor), 07/18/2037, Series 2024-1A, Class A1(1)(2) | 25950 | 25964 |
|  **Total Collateralized Loan Obligations (Cost: $529,242)** |  | **528787** |
|  **Corporate Bonds – 28.74%** |  |  |
|  **Basic Materials – 0.89%** |  |  |
|  Anglo American Capital Plc |  |  |
|  4.75%, 04/10/2027(1) | 3980 | 3984 |
|  5.25%, 03/19/2036(1) | 4958 | 4848 |
|  5.63%, 04/01/2030(1) | 4300 | 4434 |
|  5.75%, 04/05/2034(1) | 15385 | 15835 |
|  Antofagasta Plc |  |  |
|  5.63%, 09/09/2035(1) | 1534 | 1516 |
|  ArcelorMittal SA |  |  |
|  6.75%, 03/01/2041 | 6462 | 6871 |
|  6.80%, 11/29/2032 | 3000 | 3311 |
|  BHP Billiton Finance USA Ltd. |  |  |
|  5.00%, 02/21/2030 | 2885 | 2938 |
|  5.30%, 02/21/2035 | 900 | 916 |
|  CF Industries, Inc. |  |  |
|  4.95%, 06/01/2043 | 3055 | 2726 |
|  5.30%, 11/26/2035 | 1670 | 1663 |
|  Corp. Nacional del Cobre de Chile |  |  |
|  6.44%, 01/26/2036(1) | 2076 | 2188 |
|  DuPont de Nemours, Inc. |  |  |
|  4.73%, 11/15/2028(1) | 2962 | 2973 |
|  5.32%, 11/15/2038 | 4035 | 3975 |
|  5.42%, 11/15/2048 | 526 | 487 |
|  Freeport Indonesia PT |  |  |
|  4.76%, 04/14/2027(1) | 660 | 659 |
|  5.32%, 04/14/2032(1) | 5456 | 5424 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Glencore Funding LLC |  |  |
|  2.50%, 09/01/2030(1) | 4330 | 3937 |
|  2.63%, 09/23/2031(1) | 4000 | 3565 |
|  3.88%, 10/27/2027(1) | 875 | 866 |
|  3.88%, 04/27/2051(1) | 1000 | 723 |
|  4.00%, 03/27/2027(1) | 17716 | 17637 |
|  4.90%, 07/01/2031(1) | 5415 | 5412 |
|  5.34%, 04/04/2027(1) | 9318 | 9392 |
|  5.51%, 04/01/2036(1) | 9374 | 9394 |
|  5.63%, 04/04/2034(1) | 2450 | 2508 |
|  5.67%, 04/01/2035(1) | 19235 | 19649 |
|  5.70%, 05/08/2033(1) | 1700 | 1752 |
|  6.38%, 10/06/2030(1) | 2688 | 2852 |
|  6.50%, 10/06/2033(1) | 7000 | 7575 |
|  International Flavors & Fragrances, Inc. |  |  |
|  2.30%, 11/01/2030(1) | 5045 | 4495 |
|  LYB International Finance III LLC |  |  |
|  5.88%, 01/15/2036 | 10660 | 10695 |
|  Minera Mexico SA de CV |  |  |
|  5.63%, 02/12/2032(1) | 2378 | 2402 |
|  Newmont Corp. / Newcrest Finance Pty Ltd. |  |  |
|  5.35%, 03/15/2034 | 5260 | 5410 |
|  Nutrien Ltd. |  |  |
|  4.13%, 03/15/2035 | 1960 | 1796 |
|  4.20%, 04/01/2029 | 420 | 417 |
|  5.25%, 01/15/2045 | 1444 | 1330 |
|  OCP SA |  |  |
|  6.10%, 04/30/2030(1) | 7528 | 7646 |
|  6.70%, 03/01/2036(1) | 5100 | 5228 |
|  6.75%, 05/02/2034(1) | 5033 | 5236 |
|  6.88%, 04/25/2044(1) | 1737 | 1734 |
|  Rio Tinto Alcan, Inc. |  |  |
|  5.75%, 06/01/2035 | 54 | 56 |
|  Rio Tinto Finance USA Plc |  |  |
|  4.88%, 03/14/2030 | 9057 | 9199 |
|  5.25%, 03/14/2035 | 691 | 702 |
|  Samarco Mineracao SA |  |  |
|  9.50%, 06/30/2031(1)(7) | 688 | 677 |
|  Sasol Financing USA LLC |  |  |
|  6.50%, 09/27/2028 | 1555 | 1570 |
|  Sherwin-Williams Co. |  |  |
|  4.30%, 08/15/2028 | 1873 | 1869 |
|  Steel Dynamics, Inc. |  |  |
|  4.00%, 12/15/2028 | 1959 | 1938 |
|  Vale Overseas Ltd. |  |  |
|  3.75%, 07/08/2030 | 5000 | 4759 |
|  6.13%, 06/12/2033 | 4225 | 4407 |
|  6.40%, 06/28/2054 | 4607 | 4666 |
|  6.88%, 11/21/2036 | 5167 | 5716 |
|  Windfall Mining Group, Inc. / Groupe Minier Windfall, Inc. |  |  |
|  5.85%, 05/13/2032(1) | 3807 | 3868 |
|  Total Basic Materials | Total Basic Materials | 235826 |
|  **Communications – 2.17%** |  |  |
|  Airbnb, Inc. |  |  |
|  5.25%, 03/16/2036 | 12540 | 12553 |
|  Alphabet, Inc. |  |  |
|  4.10%, 02/15/2031 | 27834 | 27641 |
|  4.40%, 02/15/2033 | 1400 | 1383 |
|  4.70%, 11/15/2035 | 4170 | 4120 |
|  4.80%, 02/15/2036 | 19791 | 19706 |
|  5.50%, 02/15/2046 | 3550 | 3521 |
|  5.65%, 02/15/2056 | 9234 | 9204 |
|  5.75%, 02/15/2066 | 2325 | 2303 |
|  Amazon.com, Inc. |  |  |
|  3.95%, 04/13/2052 | 4000 | 3067 |
|  4.25%, 03/13/2031 | 10650 | 10572 |
|  4.55%, 03/13/2033 | 4259 | 4218 |
|  4.88%, 03/13/2036 | 15832 | 15688 |
|  5.80%, 03/13/2056 | 9980 | 9972 |
|  5.95%, 03/13/2066 | 1660 | 1665 |
|  6.05%, 03/13/2076 | 1840 | 1829 |
|  AT&T, Inc. |  |  |
|  1.65%, 02/01/2028 | 525 | 500 |
|  2.25%, 02/01/2032 | 15230 | 13305 |
|  2.55%, 12/01/2033 | 3038 | 2571 |
|  3.50%, 06/01/2041 | 1353 | 1049 |
|  3.50%, 09/15/2053 | 11872 | 7785 |
|  3.55%, 09/15/2055 | 10545 | 6858 |
|  3.65%, 06/01/2051 | 1565 | 1074 |
|  3.65%, 09/15/2059 | 1685 | 1092 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.80%, 12/01/2057 | 987.0 | 666.0 |
|  4.50%, 05/15/2035 | 7570.0 | 7175.0 |
|  4.55%, 11/01/2032 | 3620.0 | 3558.0 |
|  4.65%, 06/01/2044 | 2145.0 | 1818.0 |
|  5.13%, 04/30/2036 | 2305.0 | 2277.0 |
|  5.40%, 02/15/2034 | 7850.0 | 8027.0 |
|  5.70%, 11/01/2054 | 2500.0 | 2341.0 |
|  6.00%, 08/15/2040 | 2275.0 | 2337.0 |
|  6.00%, 04/30/2056 | 8330.0 | 8150.0 |
|  6.05%, 08/15/2056 | 4000.0 | 3939.0 |
|  Beignet Investor LLC |  |  |
|  6.58%, 05/30/2049(1) | 25995.0 | 26727.0 |
|  Bell Telephone Co. of Canada or Bell Canada |  |  |
|  5.10%, 05/11/2033 | 3000.0 | 3003.0 |
|  British Telecommunications Plc |  |  |
|  9.63%, 12/15/2030 | 9000.0 | 10750.0 |
|  Charter Communications Operating LLC / Charter Communications Operating Capital |  |  |
|  3.50%, 06/01/2041 | 13115.0 | 9197.0 |
|  3.50%, 03/01/2042 | 8745.0 | 5986.0 |
|  3.70%, 04/01/2051 | 2580.0 | 1597.0 |
|  5.05%, 03/30/2029 | 2000.0 | 2010.0 |
|  5.38%, 04/01/2038 | 835.0 | 748.0 |
|  5.75%, 04/01/2048 | 4733.0 | 3947.0 |
|  6.38%, 10/23/2035 | 4000.0 | 4062.0 |
|  6.55%, 06/01/2034 | 12845.0 | 13335.0 |
|  6.83%, 10/23/2055 | 690.0 | 650.0 |
|  Comcast Corp. |  |  |
|  2.89%, 11/01/2051 | 2519.0 | 1456.0 |
|  2.94%, 11/01/2056 | 845.0 | 468.0 |
|  2.99%, 11/01/2063 | 2980.0 | 1578.0 |
|  3.25%, 11/01/2039 | 3295.0 | 2544.0 |
|  3.75%, 04/01/2040 | 2195.0 | 1779.0 |
|  3.90%, 03/01/2038 | 455.0 | 391.0 |
|  3.97%, 11/01/2047 | 154.0 | 113.0 |
|  4.00%, 11/01/2049 | 638.0 | 463.0 |
|  4.05%, 11/01/2052 | 156.0 | 112.0 |
|  4.20%, 08/15/2034 | 555.0 | 522.0 |
|  4.25%, 01/15/2033 | 3107.0 | 3003.0 |
|  5.17%, 01/15/2037(1) | 1277.0 | 1243.0 |
|  5.35%, 05/15/2053 | 7275.0 | 6432.0 |
|  Corning, Inc. |  |  |
|  3.90%, 11/15/2049 | 960.0 | 721.0 |
|  Cox Communications, Inc. |  |  |
|  2.60%, 06/15/2031(1) | 15920.0 | 14097.0 |
|  2.95%, 10/01/2050(1) | 1275.0 | 687.0 |
|  3.35%, 09/15/2026(1) | 369.0 | 367.0 |
|  3.50%, 08/15/2027(1) | 8245.0 | 8131.0 |
|  3.60%, 06/15/2051(1) | 1250.0 | 758.0 |
|  4.80%, 02/01/2035(1) | 6000.0 | 5458.0 |
|  Discovery Communications LLC |  |  |
|  3.63%, 05/15/2030 | 1650.0 | 1534.0 |
|  Fibercop SpA |  |  |
|  7.20%, 07/18/2036(1) | 1231.0 | 1222.0 |
|  Grupo Televisa SAB |  |  |
|  6.13%, 01/31/2046 | 220.0 | 156.0 |
|  Meta Platforms, Inc. |  |  |
|  4.60%, 11/15/2032 | 2445.0 | 2421.0 |
|  4.88%, 11/15/2035 | 7955.0 | 7804.0 |
|  5.40%, 08/15/2054 | 1505.0 | 1363.0 |
|  5.50%, 11/15/2045 | 12554.0 | 11880.0 |
|  5.60%, 05/15/2053 | 3065.0 | 2860.0 |
|  5.63%, 11/15/2055 | 3330.0 | 3122.0 |
|  5.75%, 11/15/2065 | 3032.0 | 2816.0 |
|  NBCUniversal Media LLC |  |  |
|  4.45%, 01/15/2043 | 10.0 | 8.0 |
|  NBN Co. Ltd. |  |  |
|  2.63%, 05/05/2031(1) | 15025.0 | 13702.0 |
|  News Corp. |  |  |
|  3.88%, 05/15/2029(1) | 12665.0 | 12223.0 |
|  NTT Finance Corp. |  |  |
|  4.57%, 07/16/2027(1) | 2404.0 | 2409.0 |
|  4.88%, 07/16/2030(1) | 20197.0 | 20325.0 |
|  Orange SA |  |  |
|  5.00%, 01/13/2036(1) | 7380.0 | 7249.0 |
|  Rogers Communications, Inc. |  |  |
|  3.80%, 03/15/2032 | 4650.0 | 4341.0 |
|  5.30%, 02/15/2034 | 12145.0 | 12092.0 |
|  Sprint Capital Corp. |  |  |
|  6.88%, 11/15/2028 | 725.0 | 767.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Telecom Italia Capital SA |  |  |
|  7.20%, 07/18/2036 | 413 | 446 |
|  Telefonica Emisiones SA |  |  |
|  4.10%, 03/08/2027 | 2215 | 2206 |
|  4.90%, 03/06/2048 | 4575 | 3784 |
|  Time Warner Cable Enterprises LLC |  |  |
|  8.38%, 07/15/2033 | 529 | 599 |
|  Time Warner Cable LLC |  |  |
|  5.50%, 09/01/2041 | 6815 | 5874 |
|  5.88%, 11/15/2040 | 2810 | 2547 |
|  6.55%, 05/01/2037 | 375 | 378 |
|  6.75%, 06/15/2039 | 539 | 535 |
|  7.30%, 07/01/2038 | 3578 | 3744 |
|  T-Mobile USA, Inc. |  |  |
|  3.00%, 02/15/2041 | 2300 | 1682 |
|  3.40%, 10/15/2052 | 2140 | 1401 |
|  3.60%, 11/15/2060 | 3920 | 2544 |
|  3.88%, 04/15/2030 | 44285 | 43129 |
|  5.13%, 05/15/2032 | 6500 | 6593 |
|  5.65%, 01/15/2053 | 1000 | 946 |
|  Uber Technologies, Inc. |  |  |
|  4.80%, 09/15/2034 | 1510 | 1478 |
|  Verizon Communications, Inc. |  |  |
|  2.36%, 03/15/2032 | 20170 | 17605 |
|  2.55%, 03/21/2031 | 5433 | 4932 |
|  3.40%, 03/22/2041 | 1500 | 1152 |
|  3.70%, 03/22/2061 | 1500 | 999 |
|  4.02%, 12/03/2029 | 9802 | 9668 |
|  4.27%, 01/15/2036 | 2311 | 2137 |
|  4.33%, 09/21/2028 | 6990 | 6992 |
|  4.40%, 11/01/2034 | 2500 | 2380 |
|  4.81%, 03/15/2039 | 7941 | 7402 |
|  5.40%, 07/02/2037 | 489 | 487 |
|  Vodafone Group Plc |  |  |
|  5.63%, 02/10/2053 | 475 | 444 |
|  6.15%, 02/27/2037 | 1631 | 1746 |
|  Total Communications | Total Communications | 576423 |
|  **Consumer, Cyclical – 1.22%** |  |  |
|  Air Canada 2015-1 Class A Pass-Through Trust |  |  |
|  3.60%, 03/15/2027(1) | 452 | 445 |
|  Air Canada 2015-2 Class AA Pass-Through Trust |  |  |
|  3.75%, 12/15/2027(1) | 772 | 763 |
|  Air Canada 2017-1 Class A Pass-Through Trust |  |  |
|  3.55%, 01/15/2030(1) | 1819 | 1729 |
|  Air Canada 2017-1 Class AA Pass-Through Trust |  |  |
|  3.30%, 01/15/2030(1) | 3521 | 3367 |
|  American Airlines 2014-1 Class A Pass-Through Trust |  |  |
|  3.70%, 10/01/2026 | 220 | 219 |
|  American Airlines 2015-1 Class A Pass-Through Trust |  |  |
|  3.38%, 05/01/2027 | 4852 | 4791 |
|  American Airlines 2015-2 Class AA Pass-Through Trust |  |  |
|  3.60%, 09/22/2027 | 374 | 369 |
|  American Airlines 2016-2 Class A Pass-Through Trust |  |  |
|  3.65%, 06/15/2028 | 701 | 680 |
|  American Airlines 2016-2 Class AA Pass-Through Trust |  |  |
|  3.20%, 06/15/2028 | 888 | 866 |
|  American Airlines 2016-3 Class AA Pass-Through Trust |  |  |
|  3.00%, 10/15/2028 | 863 | 836 |
|  Aptiv Swiss Holdings Ltd. |  |  |
|  5.15%, 09/13/2034 | 7495 | 7648 |
|  AutoNation, Inc. |  |  |
|  4.45%, 01/15/2029 | 7690 | 7626 |
|  AutoZone, Inc. |  |  |
|  1.65%, 01/15/2031 | 1540 | 1337 |
|  BMW U.S. Capital LLC |  |  |
|  4.40%, 03/19/2029(1) | 1625 | 1622 |
|  4.50%, 08/11/2030(1) | 12345 | 12206 |
|  BorgWarner, Inc. |  |  |
|  4.95%, 08/15/2029 | 3000 | 3035 |
|  British Airways 2018-1 Class A Pass-Through Trust |  |  |
|  4.13%, 09/20/2031(1) | 1244 | 1202 |
|  British Airways 2018-1 Class AA Pass-Through Trust |  |  |
|  3.80%, 09/20/2031(1) | 583 | 569 |
|  British Airways 2019-1 Class AA Pass-Through Trust |  |  |
|  3.30%, 12/15/2032(1) | 1098 | 1039 |
|  Delta Air Lines 2020-1 Class AA Pass-Through Trust |  |  |
|  2.00%, 06/10/2028 | 1062 | 1027 |
|  Delta Air Lines, Inc. |  |  |
|  5.25%, 07/10/2030 | 7508 | 7557 |
|  Delta Air Lines, Inc. / SkyMiles IP Ltd. |  |  |
|  4.75%, 10/20/2028(1) | 11573 | 11556 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Discovery Global Holdings, Inc. |  |  |
|  4.28%, 03/15/2032 | 2892.0 | 2559.0 |
|  Ford Motor Credit Co. LLC |  |  |
|  2.90%, 02/10/2029 | 6720.0 | 6285.0 |
|  3.63%, 06/17/2031 | 1265.0 | 1140.0 |
|  4.00%, 11/13/2030 | 3240.0 | 3015.0 |
|  5.11%, 05/03/2029 | 5208.0 | 5159.0 |
|  5.42%, 04/09/2031 | 13599.0 | 13355.0 |
|  5.73%, 09/05/2030 | 5559.0 | 5553.0 |
|  5.80%, 03/08/2029 | 10735.0 | 10856.0 |
|  5.88%, 11/07/2029 | 2425.0 | 2455.0 |
|  5.92%, 03/20/2028 | 1900.0 | 1924.0 |
|  6.80%, 11/07/2028 | 435.0 | 450.0 |
|  7.35%, 03/06/2030 | 1265.0 | 1334.0 |
|  General Motors Co. |  |  |
|  5.00%, 04/01/2035 | 866.0 | 829.0 |
|  5.35%, 04/15/2028 | 8745.0 | 8870.0 |
|  5.63%, 04/15/2030 | 11375.0 | 11695.0 |
|  6.60%, 04/01/2036 | 685.0 | 728.0 |
|  General Motors Financial Co., Inc. |  |  |
|  2.40%, 10/15/2028 | 4160.0 | 3943.0 |
|  5.05%, 04/04/2028 | 5000.0 | 5043.0 |
|  5.40%, 05/08/2027 | 810.0 | 817.0 |
|  Gildan Activewear, Inc. |  |  |
|  5.40%, 10/07/2035(1) | 1150.0 | 1121.0 |
|  Home Depot, Inc. |  |  |
|  3.63%, 04/15/2052 | 2600.0 | 1856.0 |
|  4.40%, 03/15/2045 | 268.0 | 227.0 |
|  Hyatt Hotels Corp. |  |  |
|  5.75%, 01/30/2027 | 2370.0 | 2391.0 |
|  Hyundai Capital America |  |  |
|  1.50%, 06/15/2026(1) | 2215.0 | 2202.0 |
|  1.80%, 01/10/2028(1) | 2170.0 | 2067.0 |
|  2.38%, 10/15/2027(1) | 1200.0 | 1161.0 |
|  3.00%, 02/10/2027(1) | 675.0 | 666.0 |
|  4.55%, 01/08/2031(1) | 2609.0 | 2562.0 |
|  4.75%, 04/06/2029(1) | 17261.0 | 17265.0 |
|  4.80%, 01/10/2033(1) | 2624.0 | 2551.0 |
|  4.85%, 03/25/2027(1) | 11065.0 | 11102.0 |
|  4.88%, 06/23/2027(1) | 3720.0 | 3735.0 |
|  5.00%, 04/07/2031(1) | 8595.0 | 8600.0 |
|  5.15%, 03/27/2030(1) | 10000.0 | 10107.0 |
|  5.68%, 06/26/2028(1) | 5000.0 | 5098.0 |
|  Kia Corp. |  |  |
|  1.75%, 10/16/2026(1) | 1620.0 | 1596.0 |
|  LG Energy Solution Ltd. |  |  |
|  5.88%, 04/02/2035(1) | 5000.0 | 4994.0 |
|  Marriott International, Inc. |  |  |
|  3.50%, 10/15/2032 | 6693.0 | 6155.0 |
|  4.90%, 04/15/2029 | 809.0 | 818.0 |
|  McDonald's Corp. |  |  |
|  4.45%, 03/01/2047 | 360.0 | 300.0 |
|  6.30%, 10/15/2037 | 394.0 | 432.0 |
|  O'Reilly Automotive, Inc. |  |  |
|  3.60%, 09/01/2027 | 802.0 | 794.0 |
|  4.70%, 06/15/2032 | 3150.0 | 3129.0 |
|  5.10%, 03/12/2036 | 2105.0 | 2077.0 |
|  Royal Caribbean Cruises Ltd. |  |  |
|  4.75%, 05/15/2033 | 3580.0 | 3457.0 |
|  6.25%, 03/15/2032(1) | 1720.0 | 1759.0 |
|  Sands China Ltd. |  |  |
|  5.40%, 08/08/2028 | 249.0 | 251.0 |
|  Southwest Airlines Co. |  |  |
|  4.38%, 11/15/2028 | 2985.0 | 2946.0 |
|  Toll Brothers Finance Corp. |  |  |
|  4.35%, 02/15/2028 | 16345.0 | 16276.0 |
|  United Airlines 2014-1 Class A Pass-Through Trust |  |  |
|  4.00%, 04/11/2026 | 482.0 | 481.0 |
|  United Airlines 2016-1 Class A Pass-Through Trust |  |  |
|  3.45%, 07/07/2028 | 979.0 | 951.0 |
|  United Airlines 2016-1 Class AA Pass-Through Trust |  |  |
|  3.10%, 07/07/2028 | 4406.0 | 4291.0 |
|  United Airlines 2016-2 Class A Pass-Through Trust |  |  |
|  3.10%, 10/07/2028 | 1807.0 | 1730.0 |
|  United Airlines 2016-2 Class AA Pass-Through Trust |  |  |
|  2.88%, 10/07/2028 | 1084.0 | 1046.0 |
|  United Airlines 2018-1 Class A Pass-Through Trust |  |  |
|  3.70%, 03/01/2030 | 5262.0 | 5056.0 |
|  United Airlines 2018-1 Class AA Pass-Through Trust |  |  |
|  3.50%, 03/01/2030 | 2122.0 | 2062.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  United Airlines 2019-1 Class A Pass-Through Trust |  |  |
|  4.55%, 08/25/2031 | 1409 | 1358 |
|  United Airlines 2019-1 Class AA Pass-Through Trust |  |  |
|  4.15%, 08/25/2031 | 1611 | 1576 |
|  United Airlines 2019-2 Class AA Pass-Through Trust |  |  |
|  2.70%, 05/01/2032 | 2124 | 1952 |
|  United Airlines 2024-1 Class AA Pass-Through Trust |  |  |
|  5.45%, 02/15/2037 | 2269 | 2312 |
|  Volkswagen Group of America Finance LLC |  |  |
|  4.35%, 06/08/2027(1) | 12500 | 12462 |
|  5.65%, 03/25/2032(1) | 7945 | 8069 |
|  5.80%, 03/27/2035(1) | 5000 | 4997 |
|  6.20%, 11/16/2028(1) | 727 | 752 |
|  Total Consumer, Cyclical | Total Consumer, Cyclical | 323289 |
|  **Consumer, Non-cyclical – 3.43%** |  |  |
|  Abbott Laboratories |  |  |
|  3.70%, 03/09/2029 | 12086 | 11942 |
|  4.00%, 03/15/2031 | 5325 | 5241 |
|  4.65%, 03/15/2036 | 20780 | 20321 |
|  5.50%, 03/15/2056 | 3444 | 3377 |
|  5.60%, 03/15/2066 | 6082 | 5928 |
|  AbbVie, Inc. |  |  |
|  4.05%, 11/21/2039 | 8092 | 7103 |
|  4.25%, 11/21/2049 | 741 | 601 |
|  4.30%, 05/14/2036 | 1250 | 1181 |
|  4.40%, 11/06/2042 | 1700 | 1493 |
|  4.45%, 05/14/2046 | 425 | 365 |
|  4.55%, 03/15/2035 | 4790 | 4651 |
|  4.75%, 03/15/2036 | 5168 | 5070 |
|  5.05%, 03/15/2034 | 4510 | 4577 |
|  5.55%, 03/15/2056 | 5822 | 5694 |
|  Aetna, Inc. |  |  |
|  4.50%, 05/15/2042 | 4205 | 3515 |
|  4.75%, 03/15/2044 | 1800 | 1515 |
|  6.75%, 12/15/2037 | 341 | 368 |
|  AHS Hospital Corp. |  |  |
|  2.78%, 07/01/2051 | 2730 | 1672 |
|  Altria Group, Inc. |  |  |
|  2.45%, 02/04/2032 | 3845 | 3374 |
|  4.50%, 08/06/2030 | 6432 | 6404 |
|  Amgen, Inc. |  |  |
|  1.65%, 08/15/2028 | 1155 | 1089 |
|  3.15%, 02/21/2040 | 4733 | 3681 |
|  4.66%, 06/15/2051 | 1225 | 1028 |
|  4.85%, 02/19/2036 | 3200 | 3144 |
|  5.60%, 03/02/2043 | 2889 | 2848 |
|  5.65%, 03/02/2053 | 7525 | 7288 |
|  Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide, Inc. |  |  |
|  4.70%, 02/01/2036 | 6237 | 6075 |
|  4.90%, 02/01/2046 | 5555 | 5006 |
|  Anheuser-Busch InBev Worldwide, Inc. |  |  |
|  4.95%, 01/15/2042 | 2735 | 2551 |
|  5.45%, 01/23/2039 | 1200 | 1219 |
|  Ascension Health |  |  |
|  3.11%, 11/15/2039 | 2670 | 2087 |
|  Ashtead Capital, Inc. |  |  |
|  5.80%, 04/15/2034(1) | 5000 | 5097 |
|  AstraZeneca Plc |  |  |
|  4.00%, 09/18/2042 | 540 | 454 |
|  6.45%, 09/15/2037 | 500 | 559 |
|  Baptist Healthcare System Obligated Group |  |  |
|  3.54%, 08/15/2050 | 2280 | 1630 |
|  BAT Capital Corp. |  |  |
|  2.73%, 03/25/2031 | 6820 | 6236 |
|  3.56%, 08/15/2027 | 952 | 942 |
|  4.39%, 08/15/2037 | 10160 | 9231 |
|  4.54%, 08/15/2047 | 2100 | 1705 |
|  4.63%, 03/22/2033 | 8420 | 8240 |
|  Baxalta, Inc. |  |  |
|  5.25%, 06/23/2045 | 50 | 47 |
|  Baxter International, Inc. |  |  |
|  2.27%, 12/01/2028 | 6500 | 6057 |
|  Bimbo Bakeries USA, Inc. |  |  |
|  4.00%, 05/17/2051(1) | 3755 | 2840 |
|  5.38%, 01/09/2036(1) | 535 | 532 |
|  6.05%, 01/15/2029(1) | 238 | 246 |
|  Biogen, Inc. |  |  |
|  5.75%, 05/15/2035 | 2565 | 2653 |
|  Boston Scientific Corp. |  |  |
|  4.55%, 03/01/2039 | 356 | 333 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.25%, 11/15/2035 | 845.0 | 933.0 |
|  Bristol-Myers Squibb Co. |  |  |
|  3.70%, 03/15/2052 | 1704.0 | 1229.0 |
|  4.13%, 06/15/2039 | 1512.0 | 1347.0 |
|  4.25%, 10/26/2049 | 1973.0 | 1584.0 |
|  4.55%, 02/20/2048 | 1374.0 | 1162.0 |
|  5.55%, 02/22/2054 | 268.0 | 258.0 |
|  Bunge Ltd. Finance Corp. |  |  |
|  2.75%, 05/14/2031 | 3900.0 | 3551.0 |
|  3.20%, 04/21/2031 | 10250.0 | 9560.0 |
|  4.65%, 09/17/2034 | 2895.0 | 2803.0 |
|  5.15%, 08/04/2035 | 17090.0 | 17018.0 |
|  5.25%, 04/21/2032 | 5295.0 | 5374.0 |
|  Cencora, Inc. |  |  |
|  4.90%, 02/13/2036 | 9368.0 | 9178.0 |
|  5.15%, 02/15/2035 | 4835.0 | 4870.0 |
|  Centene Corp. |  |  |
|  3.38%, 02/15/2030 | 12500.0 | 11292.0 |
|  Children's Health System of Texas |  |  |
|  2.51%, 08/15/2050 | 2270.0 | 1323.0 |
|  Children's Hospital |  |  |
|  2.93%, 07/15/2050 | 1340.0 | 862.0 |
|  Children's Hospital Corp. |  |  |
|  2.59%, 02/01/2050 | 1290.0 | 769.0 |
|  Cigna Group |  |  |
|  3.20%, 03/15/2040 | 3166.0 | 2453.0 |
|  4.38%, 10/15/2028 | 8650.0 | 8643.0 |
|  4.80%, 07/15/2046 | 218.0 | 188.0 |
|  4.88%, 09/15/2032 | 11725.0 | 11708.0 |
|  5.25%, 01/15/2036 | 2682.0 | 2685.0 |
|  Coca-Cola Femsa SAB de CV |  |  |
|  1.85%, 09/01/2032 | 1500.0 | 1251.0 |
|  CommonSpirit Health |  |  |
|  2.78%, 10/01/2030 | 5925.0 | 5447.0 |
|  3.91%, 10/01/2050 | 1265.0 | 928.0 |
|  Conagra Brands, Inc. |  |  |
|  7.00%, 10/01/2028 | 3250.0 | 3419.0 |
|  Constellation Brands, Inc. |  |  |
|  2.88%, 05/01/2030 | 3620.0 | 3387.0 |
|  4.50%, 05/09/2047 | 180.0 | 147.0 |
|  4.75%, 05/09/2032 | 400.0 | 397.0 |
|  4.80%, 05/01/2030 | 3280.0 | 3299.0 |
|  Cornell University |  |  |
|  4.17%, 06/15/2030 | 2685.0 | 2665.0 |
|  4.73%, 06/15/2035 | 3926.0 | 3891.0 |
|  Cottage Health Obligated Group |  |  |
|  3.30%, 11/01/2049 | 1530.0 | 1055.0 |
|  CVS Health Corp. |  |  |
|  1.75%, 08/21/2030 | 785.0 | 692.0 |
|  4.78%, 03/25/2038 | 8370.0 | 7713.0 |
|  4.88%, 07/20/2035 | 500.0 | 481.0 |
|  5.00%, 09/15/2032 | 4525.0 | 4529.0 |
|  5.05%, 03/25/2048 | 5000.0 | 4290.0 |
|  5.25%, 02/21/2033 | 3100.0 | 3135.0 |
|  5.70%, 06/01/2034 | 7013.0 | 7207.0 |
|  6.00%, 06/01/2044 | 8330.0 | 8201.0 |
|  6.05%, 06/01/2054 | 1550.0 | 1504.0 |
|  CVS Pass-Through Trust |  |  |
|  5.77%, 01/10/2033(1) | 2268.0 | 2300.0 |
|  5.93%, 01/10/2034(1) | 380.0 | 387.0 |
|  7.51%, 01/10/2032(1) | 505.0 | 533.0 |
|  CVS Pass-Through Trust Series 2009 |  |  |
|  8.35%, 07/10/2031(1) | 501.0 | 543.0 |
|  CVS Pass-Through Trust Series 2013 |  |  |
|  4.70%, 01/10/2036(1) | 632.0 | 596.0 |
|  Dentsply Sirona, Inc. |  |  |
|  3.25%, 06/01/2030 | 3000.0 | 2763.0 |
|  Element Fleet Management Corp. |  |  |
|  5.04%, 03/25/2030(1) | 9825.0 | 9915.0 |
|  6.27%, 06/26/2026(1) | 7530.0 | 7550.0 |
|  6.32%, 12/04/2028(1) | 2390.0 | 2490.0 |
|  Elevance Health, Inc. |  |  |
|  4.10%, 03/01/2028 | 920.0 | 914.0 |
|  4.38%, 12/01/2047 | 4500.0 | 3620.0 |
|  4.63%, 05/15/2042 | 400.0 | 350.0 |
|  4.65%, 01/15/2043 | 391.0 | 338.0 |
|  4.65%, 08/15/2044 | 395.0 | 338.0 |
|  Eli Lilly & Co. |  |  |
|  4.90%, 10/15/2035 | 4097.0 | 4095.0 |
|  5.00%, 02/09/2054 | 2010.0 | 1831.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  ERAC USA Finance LLC |  |  |
|  4.50%, 02/15/2045(1) | 300.0 | 257.0 |
|  5.63%, 03/15/2042(1) | 357.0 | 355.0 |
|  Experian Finance Plc |  |  |
|  2.75%, 03/08/2030(1) | 9240.0 | 8637.0 |
|  Ford Foundation |  |  |
|  2.82%, 06/01/2070 | 790.0 | 440.0 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |
|  3.00%, 12/01/2031(1) | 8000.0 | 7111.0 |
|  General Mills, Inc. |  |  |
|  3.00%, 02/01/2051 | 3007.0 | 1846.0 |
|  Gilead Sciences, Inc. |  |  |
|  2.60%, 10/01/2040 | 4268.0 | 3089.0 |
|  4.60%, 09/01/2035 | 4225.0 | 4129.0 |
|  Global Payments, Inc. |  |  |
|  3.20%, 08/15/2029 | 4843.0 | 4568.0 |
|  4.50%, 11/15/2028 | 10000.0 | 9902.0 |
|  4.88%, 11/15/2030 | 3022.0 | 2968.0 |
|  5.20%, 11/15/2032 | 5865.0 | 5693.0 |
|  5.30%, 08/15/2029 | 964.0 | 971.0 |
|  5.40%, 03/15/2033 | 2560.0 | 2498.0 |
|  5.55%, 11/15/2035 | 7606.0 | 7329.0 |
|  Grupo Bimbo SAB de CV |  |  |
|  4.70%, 11/10/2047(1) | 4500.0 | 3828.0 |
|  Hackensack Meridian Health, Inc. |  |  |
|  2.68%, 09/01/2041 | 3780.0 | 2694.0 |
|  2.88%, 09/01/2050 | 2000.0 | 1246.0 |
|  Hartford HealthCare Corp. |  |  |
|  3.45%, 07/01/2054 | 887.0 | 652.0 |
|  HCA, Inc. |  |  |
|  3.50%, 07/15/2051 | 116.0 | 77.0 |
|  3.63%, 03/15/2032 | 4580.0 | 4256.0 |
|  4.50%, 02/15/2027 | 7000.0 | 7000.0 |
|  4.90%, 11/15/2035 | 2680.0 | 2591.0 |
|  5.13%, 06/15/2039 | 1715.0 | 1616.0 |
|  5.50%, 06/15/2047 | 1955.0 | 1791.0 |
|  5.75%, 03/01/2035 | 2585.0 | 2658.0 |
|  5.88%, 02/01/2029 | 4000.0 | 4117.0 |
|  5.95%, 09/15/2054 | 1300.0 | 1250.0 |
|  6.10%, 04/01/2064 | 6000.0 | 5792.0 |
|  Humana, Inc. |  |  |
|  5.38%, 04/15/2031 | 14310.0 | 14464.0 |
|  Icon Investments Six DAC |  |  |
|  5.85%, 05/08/2029 | 6925.0 | 7061.0 |
|  Illumina, Inc. |  |  |
|  4.75%, 12/12/2030 | 13195.0 | 13127.0 |
|  Imperial Brands Finance Plc |  |  |
|  5.50%, 02/01/2030(1) | 5815.0 | 5964.0 |
|  J Paul Getty Trust |  |  |
|  4.91%, 04/01/2035 | 10363.0 | 10389.0 |
|  JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings |  |  |
|  3.00%, 05/15/2032 | 7450.0 | 6620.0 |
|  3.63%, 01/15/2032 | 4875.0 | 4516.0 |
|  3.75%, 12/01/2031 | 2700.0 | 2521.0 |
|  5.50%, 01/15/2036 | 3510.0 | 3512.0 |
|  5.63%, 03/10/2037(1) | 5076.0 | 5092.0 |
|  5.75%, 04/01/2033 | 7500.0 | 7742.0 |
|  5.95%, 04/20/2035 | 1100.0 | 1142.0 |
|  6.25%, 03/01/2056 | 5700.0 | 5588.0 |
|  6.38%, 02/25/2055 | 2700.0 | 2691.0 |
|  6.38%, 04/15/2066 | 5722.0 | 5615.0 |
|  6.50%, 12/01/2052 | 1155.0 | 1169.0 |
|  6.75%, 03/15/2034 | 3176.0 | 3493.0 |
|  Keurig Dr Pepper, Inc. |  |  |
|  4.42%, 12/15/2046 | 3850.0 | 3013.0 |
|  Kimberly-Clark de Mexico SAB de CV |  |  |
|  2.43%, 07/01/2031(1) | 7500.0 | 6832.0 |
|  Kraft Heinz Foods Co. |  |  |
|  4.38%, 06/01/2046 | 6113.0 | 4779.0 |
|  4.63%, 10/01/2039 | 2357.0 | 2078.0 |
|  4.88%, 10/01/2049 | 1215.0 | 994.0 |
|  5.00%, 07/15/2035 | 3500.0 | 3400.0 |
|  Kroger Co. |  |  |
|  4.45%, 02/01/2047 | 1600.0 | 1314.0 |
|  5.00%, 09/15/2034 | 6090.0 | 6013.0 |
|  5.40%, 07/15/2040 | 95.0 | 93.0 |
|  5.50%, 09/15/2054 | 780.0 | 724.0 |
|  Laboratory Corp. of America Holdings |  |  |
|  2.95%, 12/01/2029 | 2190.0 | 2076.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Maple Parent Holdings Corp. |  |  |
|  5.05%, 03/26/2031(1) | 10710.0 | 10665.0 |
|  5.70%, 03/26/2036(1) | 1253.0 | 1245.0 |
|  Mars, Inc. |  |  |
|  5.20%, 03/01/2035(1) | 9135.0 | 9222.0 |
|  5.65%, 05/01/2045(1) | 4775.0 | 4715.0 |
|  Massachusetts Institute of Technology |  |  |
|  3.89%, 07/01/2116 | 2906.0 | 1976.0 |
|  4.68%, 07/01/2114 | 1645.0 | 1349.0 |
|  5.62%, 06/01/2055 | 1550.0 | 1571.0 |
|  Medline Borrower LP |  |  |
|  3.88%, 04/01/2029(1) | 16521.0 | 15982.0 |
|  Memorial Health Services |  |  |
|  3.45%, 11/01/2049 | 3040.0 | 2137.0 |
|  Merck & Co., Inc. |  |  |
|  2.75%, 12/10/2051 | 1415.0 | 861.0 |
|  2.90%, 12/10/2061 | 1485.0 | 848.0 |
|  4.00%, 03/07/2049 | 1340.0 | 1049.0 |
|  Mylan, Inc. |  |  |
|  5.20%, 04/15/2048 | 2483.0 | 1965.0 |
|  5.40%, 11/29/2043 | 2625.0 | 2220.0 |
|  MyMichigan Health |  |  |
|  3.41%, 06/01/2050 | 3480.0 | 2431.0 |
|  Nationwide Children's Hospital, Inc. |  |  |
|  4.56%, 11/01/2052 | 646.0 | 552.0 |
|  Novartis Capital Corp. |  |  |
|  4.40%, 03/18/2031 | 7883.0 | 7881.0 |
|  4.90%, 03/18/2036 | 18825.0 | 18781.0 |
|  5.70%, 03/18/2056 | 4754.0 | 4788.0 |
|  NYU Langone Hospitals |  |  |
|  3.38%, 07/01/2055 | 1270.0 | 860.0 |
|  Orlando Health Obligated Group |  |  |
|  4.09%, 10/01/2048 | 2605.0 | 2075.0 |
|  Pepperdine University |  |  |
|  3.30%, 12/01/2059 | 1440.0 | 909.0 |
|  Pfizer Investment Enterprises Pte Ltd. |  |  |
|  5.34%, 05/19/2063 | 4405.0 | 4001.0 |
|  Philip Morris International, Inc. |  |  |
|  4.00%, 10/29/2030(8) | 19120.0 | 18716.0 |
|  5.13%, 02/13/2031 | 9615.0 | 9834.0 |
|  Piedmont Healthcare, Inc. |  |  |
|  2.86%, 01/01/2052 | 2195.0 | 1360.0 |
|  President & Fellows of Harvard College |  |  |
|  3.30%, 07/15/2056 | 4420.0 | 3001.0 |
|  4.89%, 03/15/2030 | 2976.0 | 3036.0 |
|  5.26%, 03/15/2036 | 4078.0 | 4217.0 |
|  Providence St Joseph Health Obligated Group |  |  |
|  2.75%, 10/01/2026 | 865.0 | 858.0 |
|  Quanta Services, Inc. |  |  |
|  2.35%, 01/15/2032 | 2965.0 | 2583.0 |
|  4.50%, 01/15/2031 | 7315.0 | 7255.0 |
|  5.10%, 08/09/2035 | 3555.0 | 3506.0 |
|  Regeneron Pharmaceuticals, Inc. |  |  |
|  1.75%, 09/15/2030 | 2800.0 | 2482.0 |
|  RELX Capital, Inc. |  |  |
|  5.25%, 03/27/2035 | 1120.0 | 1133.0 |
|  Revvity, Inc. |  |  |
|  3.63%, 03/15/2051 | 3400.0 | 2384.0 |
|  Reynolds American, Inc. |  |  |
|  5.70%, 08/15/2035 | 110.0 | 113.0 |
|  7.25%, 06/15/2037 | 2365.0 | 2692.0 |
|  Roche Holdings, Inc. |  |  |
|  4.59%, 09/09/2034(1) | 4875.0 | 4796.0 |
|  5.59%, 11/13/2033(1) | 7570.0 | 7995.0 |
|  Royalty Pharma Plc |  |  |
|  5.20%, 09/25/2035 | 4350.0 | 4293.0 |
|  S&P Global, Inc. |  |  |
|  4.25%, 05/01/2029 | 3529.0 | 3521.0 |
|  Solventum Corp. |  |  |
|  5.60%, 03/23/2034 | 21335.0 | 21812.0 |
|  Sysco Corp. |  |  |
|  5.95%, 04/01/2030 | 5000.0 | 5193.0 |
|  6.60%, 04/01/2050 | 1000.0 | 1033.0 |
|  Takeda Pharmaceutical Co. Ltd. |  |  |
|  3.18%, 07/09/2050 | 3788.0 | 2489.0 |
|  5.65%, 07/05/2044 | 881.0 | 865.0 |
|  Takeda U.S. Financing, Inc. |  |  |
|  5.20%, 07/07/2035 | 17905.0 | 17907.0 |
|  Texas Health Resources |  |  |
|  2.33%, 11/15/2050 | 970.0 | 543.0 |
|  4.33%, 11/15/2055 | 1000.0 | 822.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Thermo Fisher Scientific, Inc. |  |  |
|  4.90%, 02/12/2036 | 4450 | 4418 |
|  Trustees of Columbia University in the City of New York |  |  |
|  4.36%, 10/01/2035 | 2462 | 2383 |
|  Tyson Foods, Inc. |  |  |
|  5.40%, 03/15/2029 | 7000 | 7183 |
|  5.70%, 03/15/2034 | 2110 | 2184 |
|  UnitedHealth Group, Inc. |  |  |
|  3.25%, 05/15/2051 | 1395 | 919 |
|  3.50%, 08/15/2039 | 1675 | 1355 |
|  4.50%, 04/15/2033 | 1515 | 1479 |
|  4.75%, 05/15/2052 | 2455 | 2067 |
|  5.15%, 07/15/2034 | 8245 | 8315 |
|  5.63%, 07/15/2054 | 7788 | 7423 |
|  5.88%, 02/15/2053 | 1495 | 1472 |
|  University of Chicago |  |  |
|  2.76%, 04/01/2045 | 1575 | 1231 |
|  University of Miami |  |  |
|  4.06%, 04/01/2052 | 1280 | 994 |
|  University of Southern California |  |  |
|  3.23%, 10/01/2120 | 1370 | 760 |
|  Utah Acquisition Sub, Inc. |  |  |
|  5.25%, 06/15/2046 | 2877 | 2311 |
|  Verisk Analytics, Inc. |  |  |
|  5.13%, 03/15/2036 | 13275 | 12969 |
|  Viatris, Inc. |  |  |
|  2.30%, 06/22/2027 | 3525 | 3418 |
|  3.85%, 06/22/2040 | 3625 | 2751 |
|  4.00%, 06/22/2050 | 4880 | 3198 |
|  Yale-New Haven Health Services Corp. |  |  |
|  2.50%, 07/01/2050 | 1530 | 885 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 909821 |
|  **Energy – 2.71%** |  |  |
|  Abu Dhabi Crude Oil Pipeline LLC |  |  |
|  4.60%, 11/02/2047(1) | 3351 | 2908 |
|  Adnoc Murban Rsc Ltd. |  |  |
|  4.50%, 09/11/2034(1) | 5910 | 5592 |
|  5.13%, 09/11/2054(1) | 1361 | 1170 |
|  Aker BP ASA |  |  |
|  3.10%, 07/15/2031(1) | 7730 | 7057 |
|  3.75%, 01/15/2030(1) | 3695 | 3550 |
|  5.13%, 10/01/2034(1) | 1950 | 1908 |
|  5.25%, 10/30/2035(1) | 4000 | 3890 |
|  5.60%, 06/13/2028(1) | 3380 | 3448 |
|  5.80%, 10/01/2054(1) | 700 | 640 |
|  6.00%, 06/13/2033(1) | 19565 | 20380 |
|  Antero Resources Corp. |  |  |
|  5.40%, 02/01/2036 | 11656 | 11462 |
|  APA Corp. |  |  |
|  5.10%, 09/01/2040 | 350 | 315 |
|  Baker Hughes Holdings LLC / Baker Hughes Co.-Obligor, Inc. |  |  |
|  5.00%, 06/15/2036 | 10386 | 10197 |
|  5.85%, 06/15/2056 | 5795 | 5671 |
|  Boardwalk Pipelines LP |  |  |
|  3.60%, 09/01/2032 | 5000 | 4607 |
|  BP Capital Markets America, Inc. |  |  |
|  2.94%, 06/04/2051 | 3935 | 2481 |
|  4.89%, 09/11/2033 | 2000 | 2010 |
|  Canadian Natural Resources Ltd. |  |  |
|  5.00%, 12/15/2029 | 4055 | 4117 |
|  6.25%, 03/15/2038 | 5000 | 5259 |
|  6.50%, 02/15/2037 | 118 | 126 |
|  Cenovus Energy, Inc. |  |  |
|  5.25%, 06/15/2037 | 1977 | 1911 |
|  5.40%, 06/15/2047 | 192 | 174 |
|  6.75%, 11/15/2039 | 2987 | 3253 |
|  Cheniere Energy Partners LP |  |  |
|  4.00%, 03/01/2031 | 4100 | 3936 |
|  5.55%, 10/30/2035 | 6615 | 6736 |
|  5.75%, 08/15/2034 | 4000 | 4120 |
|  5.95%, 06/30/2033 | 3000 | 3145 |
|  Cheniere Energy, Inc. |  |  |
|  5.20%, 07/30/2036(1) | 3020 | 2989 |
|  5.65%, 04/15/2034 | 1630 | 1678 |
|  6.00%, 07/30/2056(1) | 1205 | 1201 |
|  Columbia Pipeline Group, Inc. |  |  |
|  5.80%, 06/01/2045 | 2700 | 2633 |
|  Columbia Pipelines Holding Co. LLC |  |  |
|  5.10%, 10/01/2031(1) | 992 | 997 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Columbia Pipelines Operating Co. LLC |  |  |
|  5.44%, 02/15/2035(1) | 7295.0 | 7398.0 |
|  5.96%, 02/15/2055(1) | 4940.0 | 4813.0 |
|  6.04%, 11/15/2033(1) | 1000.0 | 1054.0 |
|  ConocoPhillips Co. |  |  |
|  5.50%, 01/15/2055 | 3090.0 | 2952.0 |
|  Continental Resources, Inc. |  |  |
|  2.27%, 11/15/2026(1) | 3235.0 | 3183.0 |
|  Coterra Energy, Inc. |  |  |
|  3.90%, 05/15/2027 | 3045.0 | 3023.0 |
|  5.40%, 02/15/2035 | 2575.0 | 2583.0 |
|  Devon Energy Corp. |  |  |
|  4.75%, 05/15/2042 | 7790.0 | 6837.0 |
|  5.75%, 09/15/2054 | 6907.0 | 6491.0 |
|  7.95%, 04/15/2032 | 2033.0 | 2338.0 |
|  Diamondback Energy, Inc. |  |  |
|  5.55%, 04/01/2035 | 4625.0 | 4720.0 |
|  DT Midstream, Inc. |  |  |
|  5.80%, 12/15/2034(1) | 2500.0 | 2567.0 |
|  Eastern Energy Gas Holdings LLC |  |  |
|  5.65%, 10/15/2054 | 1000.0 | 942.0 |
|  6.20%, 01/15/2055 | 1445.0 | 1465.0 |
|  Eastern Gas Transmission & Storage, Inc. |  |  |
|  4.60%, 12/15/2044 | 1300.0 | 1109.0 |
|  Ecopetrol SA |  |  |
|  8.63%, 01/19/2029 | 6705.0 | 7087.0 |
|  Enbridge Energy Partners LP |  |  |
|  7.38%, 10/15/2045 | 2600.0 | 2975.0 |
|  7.50%, 04/15/2038 | 4949.0 | 5734.0 |
|  Enbridge, Inc. |  |  |
|  3.70%, 07/15/2027 | 4984.0 | 4937.0 |
|  4.20%, 11/20/2028 | 2776.0 | 2757.0 |
|  4.85%, 03/27/2031 | 6615.0 | 6642.0 |
|  5.45%, 03/27/2036 | 4000.0 | 4034.0 |
|  5.63%, 04/05/2034 | 2940.0 | 3033.0 |
|  5.70%, 03/08/2033 | 2430.0 | 2517.0 |
|  Energy Transfer LP |  |  |
|  4.95%, 01/15/2043 | 1482.0 | 1285.0 |
|  5.00%, 05/15/2050 | 1115.0 | 925.0 |
|  5.25%, 04/15/2029 | 5631.0 | 5735.0 |
|  5.30%, 04/01/2044 | 200.0 | 179.0 |
|  5.35%, 01/15/2036 | 3928.0 | 3901.0 |
|  5.40%, 10/01/2047 | 3500.0 | 3110.0 |
|  5.55%, 05/15/2034 | 11305.0 | 11512.0 |
|  5.70%, 04/01/2035 | 2000.0 | 2054.0 |
|  6.00%, 02/01/2029(1) | 5000.0 | 5039.0 |
|  6.00%, 06/15/2048 | 1000.0 | 960.0 |
|  6.05%, 06/01/2041 | 2000.0 | 2001.0 |
|  6.10%, 12/01/2028 | 3360.0 | 3492.0 |
|  6.13%, 12/15/2045 | 810.0 | 791.0 |
|  6.20%, 04/01/2055 | 3235.0 | 3141.0 |
|  6.25%, 04/15/2049 | 3505.0 | 3437.0 |
|  6.40%, 12/01/2030 | 535.0 | 572.0 |
|  6.50%, 02/01/2042 | 3000.0 | 3127.0 |
|  6.55%, 12/01/2033 | 1385.0 | 1495.0 |
|  ENI SpA |  |  |
|  4.25%, 05/09/2029(1) | 2825.0 | 2809.0 |
|  5.70%, 10/01/2040(1) | 557.0 | 548.0 |
|  5.95%, 05/15/2054(1) | 1500.0 | 1492.0 |
|  ENI USA, Inc. |  |  |
|  7.30%, 11/15/2027 | 400.0 | 418.0 |
|  Enterprise Products Operating LLC |  |  |
|  4.85%, 08/15/2042 | 4000.0 | 3641.0 |
|  4.95%, 02/15/2035 | 5100.0 | 5084.0 |
|  4.95%, 10/15/2054 | 177.0 | 155.0 |
|  5.20%, 01/15/2036 | 2010.0 | 2021.0 |
|  5.75%, 03/01/2035 | 1075.0 | 1115.0 |
|  EQT Corp. |  |  |
|  3.90%, 10/01/2027 | 233.0 | 230.0 |
|  4.50%, 01/15/2029 | 1915.0 | 1911.0 |
|  7.50%, 06/01/2030 | 7500.0 | 8167.0 |
|  Equinor ASA |  |  |
|  6.50%, 12/01/2028(1) | 5729.0 | 6034.0 |
|  Exxon Mobil Corp. |  |  |
|  3.00%, 08/16/2039 | 3535.0 | 2808.0 |
|  3.10%, 08/16/2049 | 2040.0 | 1377.0 |
|  Flex Intermediate Holdco LLC |  |  |
|  3.36%, 06/30/2031(1) | 5000.0 | 4553.0 |
|  Galaxy Pipeline Assets Bidco Ltd. |  |  |
|  2.94%, 09/30/2040(1) | 2080.0 | 1682.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Greensaif Pipelines Bidco Sarl |  |  |
|  6.51%, 02/23/2042(1) | 2235.0 | 2309.0 |
|  Gulfstream Natural Gas System LLC |  |  |
|  5.60%, 07/23/2035(1) | 8150.0 | 8253.0 |
|  Halliburton Co. |  |  |
|  4.75%, 08/01/2043 | 565.0 | 494.0 |
|  7.60%, 08/15/2096(1) | 258.0 | 292.0 |
|  Helmerich & Payne, Inc. |  |  |
|  4.85%, 12/01/2029 | 1500.0 | 1500.0 |
|  Hess Corp. |  |  |
|  5.60%, 02/15/2041 | 11405.0 | 11587.0 |
|  7.13%, 03/15/2033 | 5421.0 | 6176.0 |
|  Kinder Morgan Energy Partners LP |  |  |
|  6.95%, 01/15/2038 | 8490.0 | 9478.0 |
|  7.50%, 11/15/2040 | 483.0 | 560.0 |
|  Kinder Morgan, Inc. |  |  |
|  5.05%, 02/15/2046 | 600.0 | 535.0 |
|  7.80%, 08/01/2031 | 4600.0 | 5248.0 |
|  Marathon Petroleum Corp. |  |  |
|  4.50%, 04/01/2048 | 3000.0 | 2380.0 |
|  MPLX LP |  |  |
|  2.65%, 08/15/2030 | 7390.0 | 6812.0 |
|  4.50%, 04/15/2038 | 4000.0 | 3594.0 |
|  4.80%, 02/15/2031 | 7660.0 | 7678.0 |
|  5.00%, 01/15/2033 | 10000.0 | 9927.0 |
|  5.20%, 03/01/2047 | 695.0 | 614.0 |
|  5.20%, 12/01/2047 | 560.0 | 491.0 |
|  5.40%, 04/01/2035 | 12020.0 | 12008.0 |
|  5.50%, 06/01/2034 | 3000.0 | 3031.0 |
|  NGPL PipeCo LLC |  |  |
|  3.25%, 07/15/2031(1) | 2055.0 | 1889.0 |
|  Northern Natural Gas Co. |  |  |
|  5.63%, 02/01/2054(1) | 560.0 | 532.0 |
|  Occidental Petroleum Corp. |  |  |
|  4.30%, 08/15/2039 | 825.0 | 691.0 |
|  4.40%, 04/15/2046 | 2800.0 | 2214.0 |
|  5.55%, 10/01/2034 | 19845.0 | 20181.0 |
|  6.20%, 03/15/2040 | 1490.0 | 1522.0 |
|  6.45%, 09/15/2036 | 4000.0 | 4274.0 |
|  6.60%, 03/15/2046 | 1142.0 | 1183.0 |
|  7.88%, 09/15/2031 | 5368.0 | 6094.0 |
|  ONEOK Partners LP |  |  |
|  6.20%, 09/15/2043 | 2500.0 | 2494.0 |
|  6.65%, 10/01/2036 | 1050.0 | 1131.0 |
|  ONEOK, Inc. |  |  |
|  3.10%, 03/15/2030 | 13970.0 | 13172.0 |
|  4.20%, 03/15/2045 | 4567.0 | 3486.0 |
|  4.75%, 10/15/2031 | 275.0 | 272.0 |
|  6.25%, 10/15/2055 | 2320.0 | 2274.0 |
|  6.50%, 09/01/2030(1) | 6670.0 | 7060.0 |
|  Ovintiv, Inc. |  |  |
|  6.50%, 08/15/2034 | 1499.0 | 1598.0 |
|  Petroleos Mexicanos |  |  |
|  6.50%, 01/23/2029 | 970.0 | 972.0 |
|  6.63%, 06/15/2038 | 126.0 | 113.0 |
|  6.70%, 02/16/2032 | 6724.0 | 6581.0 |
|  6.75%, 09/21/2047 | 153.0 | 122.0 |
|  Phillips 66 |  |  |
|  5.88%, 05/01/2042 | 3000.0 | 3005.0 |
|  Pioneer Natural Resources Co. |  |  |
|  1.90%, 08/15/2030 | 10650.0 | 9579.0 |
|  Plains All American Pipeline LP / PAA Finance Corp. |  |  |
|  3.55%, 12/15/2029 | 2800.0 | 2710.0 |
|  4.70%, 01/15/2031 | 2700.0 | 2692.0 |
|  QatarEnergy |  |  |
|  1.38%, 09/12/2026(1) | 1534.0 | 1513.0 |
|  2.25%, 07/12/2031(1) | 3240.0 | 2854.0 |
|  3.13%, 07/12/2041(1) | 18836.0 | 13677.0 |
|  Reliance Industries Ltd. |  |  |
|  2.88%, 01/12/2032(1) | 3000.0 | 2698.0 |
|  Sabal Trail Transmission LLC |  |  |
|  4.68%, 05/01/2038(1) | 10000.0 | 9322.0 |
|  Sabine Pass Liquefaction LLC |  |  |
|  4.50%, 05/15/2030 | 3320.0 | 3296.0 |
|  Santos Finance Ltd. |  |  |
|  3.65%, 04/29/2031(1) | 5891.0 | 5512.0 |
|  5.75%, 11/13/2035(1) | 5000.0 | 5012.0 |
|  6.88%, 09/19/2033(1) | 3160.0 | 3440.0 |
|  South Bow USA Infrastructure Holdings LLC |  |  |
|  4.91%, 09/01/2027 | 775.0 | 778.0 |
|  5.03%, 10/01/2029 | 885.0 | 891.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.58%, 10/01/2034 | 9175 | 9112 |
|  Spectra Energy Partners LP |  |  |
|  4.50%, 03/15/2045 | 3000 | 2513 |
|  Suncor Energy, Inc. |  |  |
|  5.95%, 12/01/2034 | 1048 | 1098 |
|  6.80%, 05/15/2038 | 230 | 251 |
|  7.88%, 06/15/2026 | 543 | 547 |
|  Targa Resources Corp. |  |  |
|  4.35%, 04/15/2031 | 8124 | 7953 |
|  4.90%, 09/15/2030 | 6487 | 6542 |
|  5.20%, 07/01/2027 | 4000 | 4031 |
|  5.50%, 02/15/2035 | 3480 | 3511 |
|  5.55%, 08/15/2035 | 3000 | 3026 |
|  6.15%, 03/01/2029 | 7916 | 8247 |
|  TC PipeLines LP |  |  |
|  3.90%, 05/25/2027 | 5000 | 4963 |
|  TotalEnergies Capital International SA |  |  |
|  2.99%, 06/29/2041 | 4000 | 2980 |
|  3.13%, 05/29/2050 | 2465 | 1630 |
|  3.46%, 07/12/2049 | 1905 | 1347 |
|  Transcontinental Gas Pipe Line Co. LLC |  |  |
|  3.25%, 05/15/2030 | 6253 | 5944 |
|  5.10%, 03/15/2036(1) | 2230 | 2210 |
|  Valero Energy Corp. |  |  |
|  4.35%, 06/01/2028 | 3416 | 3417 |
|  6.63%, 06/15/2037 | 5000 | 5473 |
|  Var Energi ASA |  |  |
|  5.00%, 05/18/2027(1) | 11460 | 11511 |
|  5.88%, 05/22/2030(1) | 6000 | 6190 |
|  7.50%, 01/15/2028(1) | 2200 | 2301 |
|  8.00%, 11/15/2032(1) | 4000 | 4549 |
|  Venture Global Calcasieu Pass LLC |  |  |
|  3.88%, 08/15/2029(1) | 3000 | 2852 |
|  6.25%, 01/15/2030(1) | 4000 | 4091 |
|  Western Midstream Operating LP |  |  |
|  5.25%, 02/01/2050 | 1040 | 877 |
|  5.30%, 03/01/2048 | 3100 | 2620 |
|  5.45%, 11/15/2034 | 6000 | 5941 |
|  5.45%, 04/01/2044 | 4709 | 4189 |
|  5.50%, 12/15/2035 | 5174 | 5088 |
|  6.15%, 04/01/2033 | 6133 | 6401 |
|  7.25%, 04/01/2030(1) | 6000 | 6318 |
|  Williams Companies, Inc. |  |  |
|  4.85%, 03/01/2048 | 3000 | 2559 |
|  4.90%, 01/15/2045 | 2355 | 2060 |
|  5.10%, 09/15/2045 | 4510 | 4079 |
|  5.40%, 03/04/2044 | 2750 | 2558 |
|  5.65%, 03/15/2033 | 3350 | 3460 |
|  5.75%, 06/24/2044 | 2500 | 2430 |
|  5.95%, 03/15/2056 | 2631 | 2589 |
|  6.30%, 04/15/2040 | 333 | 352 |
|  Woodside Finance Ltd. |  |  |
|  5.10%, 09/12/2034 | 7000 | 6890 |
|  Total Energy | Total Energy | 720054 |
|  **Financials – 12.29%** |  |  |
|  200 Park Funding Trust |  |  |
|  5.74%, 02/15/2055(1) | 3000 | 2882 |
|  ABN AMRO Bank NV |  |  |
|  1.54% (1 Year CMT Index + 0.80%), 06/16/2027(1)(2) | 5000 | 4967 |
|  2.47% (1 Year CMT Index + 1.10%), 12/13/2029(1)(2) | 1300 | 1230 |
|  3.32% (5 Year CMT Index + 1.90%), 03/13/2037(1)(2) | 2500 | 2231 |
|  5.52% (1 Year CMT Index + 1.25%), 12/03/2035(1)(2) | 2200 | 2230 |
|  6.34% (1 Year CMT Index + 1.65%), 09/18/2027(1)(2) | 8900 | 8976 |
|  AEGON Funding Co. LLC |  |  |
|  5.50%, 04/16/2027(1) | 3500 | 3531 |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust |  |  |
|  2.45%, 10/29/2026 | 2345 | 2319 |
|  3.00%, 10/29/2028 | 20150 | 19396 |
|  3.30%, 01/30/2032 | 19935 | 18105 |
|  4.75%, 01/15/2033 | 3380 | 3285 |
|  5.00%, 11/15/2035 | 885 | 855 |
|  5.10%, 01/19/2029 | 755 | 765 |
|  6.10%, 01/15/2027 | 3680 | 3720 |
|  AIA Group Ltd. |  |  |
|  3.20%, 09/16/2040(1) | 915 | 703 |
|  AIB Group Plc |  |  |
|  5.32% (SOFR + 1.65%), 05/15/2031(1)(2) | 4370 | 4449 |
|  5.87% (SOFR + 1.91%), 03/28/2035(1)(2) | 8300 | 8577 |
|  6.61% (SOFR + 2.33%), 09/13/2029(1)(2) | 6070 | 6353 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  AIG SunAmerica Global Financing X |  |  |
|  6.90%, 03/15/2032(1) | 955.0 | 1036.0 |
|  Aircastle Ltd. / Aircastle Ireland DAC |  |  |
|  5.00%, 09/15/2030(1) | 5345.0 | 5332.0 |
|  5.25%, 03/15/2030(1) | 1632.0 | 1645.0 |
|  5.75%, 10/01/2031(1) | 1400.0 | 1433.0 |
|  Alexandria Real Estate Equities, Inc. |  |  |
|  2.00%, 05/18/2032 | 2180.0 | 1824.0 |
|  3.80%, 04/15/2026 | 338.0 | 338.0 |
|  5.50%, 10/01/2035 | 5430.0 | 5405.0 |
|  Ally Financial, Inc. |  |  |
|  5.54% (SOFR + 1.73%), 01/17/2031(2) | 2000.0 | 2013.0 |
|  6.85% (SOFR + 2.82%), 01/03/2030(2) | 3000.0 | 3129.0 |
|  American Express Co. |  |  |
|  3.55% (5 Year CMT Index + 2.85%), 09/15/2174(2) | 3475.0 | 3436.0 |
|  4.80% (SOFR + 1.24%), 10/24/2036(2) | 3180.0 | 3075.0 |
|  4.92% (SOFR + 1.22%), 07/20/2033(2) | 2075.0 | 2079.0 |
|  5.44% (SOFR + 1.32%), 01/30/2036(2) | 2585.0 | 2631.0 |
|  American National Global Funding |  |  |
|  4.88%, 01/23/2031(1) | 1500.0 | 1468.0 |
|  5.55%, 01/28/2030(1) | 8000.0 | 8082.0 |
|  American National Group, Inc. |  |  |
|  6.00%, 07/15/2035 | 7000.0 | 6824.0 |
|  American Tower Corp. |  |  |
|  1.88%, 10/15/2030 | 2485.0 | 2193.0 |
|  2.10%, 06/15/2030 | 1300.0 | 1170.0 |
|  2.95%, 01/15/2051 | 875.0 | 540.0 |
|  3.10%, 06/15/2050 | 1340.0 | 860.0 |
|  3.38%, 10/15/2026 | 506.0 | 503.0 |
|  3.70%, 10/15/2049 | 2065.0 | 1482.0 |
|  Americold Realty Operating Partnership LP |  |  |
|  5.41%, 09/12/2034 | 8015.0 | 7621.0 |
|  5.60%, 05/15/2032 | 5000.0 | 4946.0 |
|  AmFam Holdings, Inc. |  |  |
|  2.81%, 03/11/2031(1) | 5000.0 | 4386.0 |
|  Aon Corp. / Aon Global Holdings Plc |  |  |
|  3.90%, 02/28/2052 | 4250.0 | 3099.0 |
|  Aon North America, Inc. |  |  |
|  5.45%, 03/01/2034 | 3880.0 | 3962.0 |
|  5.75%, 03/01/2054 | 1685.0 | 1624.0 |
|  Ares Strategic Income Fund |  |  |
|  5.55%, 04/15/2031(1) | 2466.0 | 2362.0 |
|  Arthur J Gallagher & Co. |  |  |
|  3.50%, 05/20/2051 | 3000.0 | 2052.0 |
|  5.00%, 02/15/2032 | 3495.0 | 3503.0 |
|  AT&T Reign II Multi-Property Lease-Backed Pass-Through Trust |  |  |
|  6.09%, 12/15/2044(1) | 7911.0 | 7832.0 |
|  Athene Global Funding |  |  |
|  2.95%, 11/12/2026(1) | 8845.0 | 8758.0 |
|  Athene Holding Ltd. |  |  |
|  6.25%, 04/01/2054 | 3865.0 | 3546.0 |
|  Australia & New Zealand Banking Group Ltd. |  |  |
|  2.57% (5 Year CMT Index + 1.70%), 11/25/2035(1)(2) | 4590.0 | 4102.0 |
|  4.40%, 05/19/2026(1) | 1816.0 | 1817.0 |
|  5.20% (1 Year CMT Index + 1.47%), 09/30/2035(1)(2) | 3500.0 | 3446.0 |
|  Aviation Capital Group LLC |  |  |
|  4.25%, 04/30/2029(1) | 5000.0 | 4927.0 |
|  4.80%, 10/24/2030(1) | 6000.0 | 5931.0 |
|  5.13%, 04/10/2030(1) | 2335.0 | 2347.0 |
|  5.38%, 07/15/2029(1) | 1400.0 | 1422.0 |
|  Avolon Holdings Funding Ltd. |  |  |
|  2.53%, 11/18/2027(1) | 4647.0 | 4490.0 |
|  3.25%, 02/15/2027(1) | 3700.0 | 3658.0 |
|  4.20%, 04/15/2029(1) | 2170.0 | 2129.0 |
|  4.25%, 04/15/2026(1) | 1710.0 | 1710.0 |
|  4.38%, 05/01/2026(1) | 790.0 | 790.0 |
|  4.70%, 01/30/2031(1) | 2545.0 | 2494.0 |
|  4.85%, 04/01/2033(1) | 7590.0 | 7271.0 |
|  4.95%, 01/15/2028(1) | 3604.0 | 3616.0 |
|  4.95%, 10/15/2032(1) | 972.0 | 947.0 |
|  5.15%, 01/15/2030(1) | 4295.0 | 4311.0 |
|  5.75%, 03/01/2029(1) | 1030.0 | 1053.0 |
|  Banco Bilbao Vizcaya Argentaria SA |  |  |
|  5.13%, 03/03/2036 | 5200.0 | 5058.0 |
|  Banco Nacional de Panama |  |  |
|  2.50%, 08/11/2030(1) | 2750.0 | 2438.0 |
|  Banco Santander SA |  |  |
|  1.72% (1 Year CMT Index + 0.90%), 09/14/2027(2) | 3000.0 | 2962.0 |
|  4.55%, 11/06/2030 | 5200.0 | 5126.0 |
|  5.13%, 11/06/2035 | 3400.0 | 3315.0 |
|  5.54% (1 Year CMT Index + 1.45%), 03/14/2030(2) | 3400.0 | 3481.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.35%, 03/14/2034 | 13400 | 14076 |
|  6.61%, 11/07/2028 | 4400 | 4624 |
|  Bank of America Corp. |  |  |
|  1.73% (SOFR + 0.96%), 07/22/2027(2) | 2670 | 2648 |
|  1.90% (SOFR + 1.53%), 07/23/2031(2) | 1285 | 1144 |
|  2.09% (SOFR + 1.06%), 06/14/2029(2) | 15630 | 14871 |
|  2.30% (SOFR + 1.22%), 07/21/2032(2) | 16345 | 14428 |
|  2.55% (SOFR + 1.05%), 02/04/2028(2) | 3075 | 3028 |
|  2.57% (SOFR + 1.21%), 10/20/2032(2) | 4515 | 4017 |
|  2.59% (SOFR + 2.15%), 04/29/2031(2) | 2997 | 2769 |
|  2.68% (SOFR + 1.93%), 06/19/2041(2) | 7418 | 5316 |
|  2.69% (SOFR + 1.32%), 04/22/2032(2) | 17025 | 15428 |
|  2.88% (3 Month Term SOFR + 1.45%), 10/22/2030(2) | 5130 | 4852 |
|  2.97% (SOFR + 1.33%), 02/04/2033(2) | 6450 | 5839 |
|  3.19% (3 Month Term SOFR + 1.44%), 07/23/2030(2) | 5258 | 5043 |
|  3.59% (3 Month Term SOFR + 1.63%), 07/21/2028(2) | 7800 | 7716 |
|  3.82% (3 Month Term SOFR + 1.84%), 01/20/2028(2) | 10000 | 9950 |
|  4.27% (3 Month Term SOFR + 1.57%), 07/23/2029(2) | 1500 | 1494 |
|  5.05% (SOFR + 1.13%), 02/06/2037(2) | 22625 | 22324 |
|  5.51% (SOFR + 1.31%), 01/24/2036(2) | 3900 | 3977 |
|  5.82% (SOFR + 1.57%), 09/15/2029(2) | 9165 | 9455 |
|  6.20% (SOFR + 1.99%), 11/10/2028(2) | 3000 | 3082 |
|  6.25% (5 Year CMT Index + 2.35%), 10/26/2174(2) | 3765 | 3788 |
|  7.75%, 05/14/2038 | 137 | 163 |
|  Bank of Ireland Group Plc |  |  |
|  2.03% (1 Year CMT Index + 1.10%), 09/30/2027(1)(2) | 6132 | 6053 |
|  5.60% (SOFR + 1.62%), 03/20/2030(1)(2) | 15120 | 15506 |
|  Bank of Montreal |  |  |
|  3.80% (5 Year Swap Rate USD + 1.43%), 12/15/2032(2) | 6500 | 6396 |
|  4.34% (SOFR + 0.89%), 03/19/2030(2) | 5000 | 4978 |
|  4.44% (SOFR + 0.97%), 01/14/2032(2) | 4835 | 4760 |
|  4.57% (SOFR + 0.88%), 09/10/2027(2) | 5000 | 5005 |
|  Bank of New York Mellon Corp. |  |  |
|  6.47% (SOFR + 1.85%), 10/25/2034(2) | 2380 | 2601 |
|  Bank of Nova Scotia |  |  |
|  4.59% (5 Year CMT Index + 2.05%), 05/04/2037(2) | 8000 | 7653 |
|  4.81% (SOFR + 1.05%), 02/02/2034(2) | 4095 | 4037 |
|  4.85%, 02/01/2030 | 1057 | 1069 |
|  4.93% (SOFR + 0.89%), 02/14/2029(2) | 10000 | 10084 |
|  Banque Federative du Credit Mutuel SA |  |  |
|  4.54%, 01/15/2031(1) | 4765 | 4699 |
|  5.11%, 01/15/2036(1) | 4120 | 4031 |
|  5.54%, 01/22/2030(1) | 2835 | 2914 |
|  5.79%, 07/13/2028(1) | 5080 | 5212 |
|  Barclays Plc |  |  |
|  2.89% (1 Year CMT Index + 1.30%), 11/24/2032(2) | 1572 | 1405 |
|  4.52% (SOFR + 1.14%), 02/24/2032(2) | 7595 | 7429 |
|  4.84% (SOFR + 1.34%), 09/10/2028(2) | 2450 | 2459 |
|  4.94% (SOFR + 1.56%), 09/10/2030(2) | 1673 | 1682 |
|  5.21% (SOFR + 1.51%), 02/24/2037(2) | 2645 | 2560 |
|  5.34% (SOFR + 1.91%), 09/10/2035(2) | 9000 | 8919 |
|  5.79% (SOFR + 1.59%), 02/25/2036(2) | 1835 | 1855 |
|  6.22% (SOFR + 2.98%), 05/09/2034(2) | 8288 | 8692 |
|  6.50% (SOFR + 1.88%), 09/13/2027(2) | 6615 | 6668 |
|  7.44% (1 Year CMT Index + 3.50%), 11/02/2033(2) | 5000 | 5590 |
|  Belrose Funding Trust II |  |  |
|  6.79%, 05/15/2055(1) | 5000 | 5008 |
|  Berkshire Hathaway Finance Corp. |  |  |
|  3.85%, 03/15/2052 | 2265 | 1710 |
|  Blackstone Holdings Finance Co. LLC |  |  |
|  4.45%, 07/15/2045(1) | 170 | 141 |
|  Blue Owl Finance LLC |  |  |
|  6.25%, 04/18/2034 | 6161 | 5923 |
|  Blue Owl Technology Finance Corp. |  |  |
|  6.13%, 01/23/2031 | 2324 | 2192 |
|  BNP Paribas SA |  |  |
|  1.68% (SOFR + 0.91%), 06/30/2027(1)(2) | 2660 | 2640 |
|  1.90% (SOFR + 1.61%), 09/30/2028(1)(2) | 6280 | 6037 |
|  2.59% (5 Year CMT Index + 2.05%), 08/12/2035(1)(2) | 2000 | 1788 |
|  2.87% (3 Month Term SOFR + 1.39%), 04/19/2032(1)(2) | 3560 | 3228 |
|  3.13% (SOFR + 1.56%), 01/20/2033(1)(2) | 550 | 494 |
|  4.79% (SOFR + 1.45%), 05/09/2029(1)(2) | 4225 | 4240 |
|  4.92% (SOFR + 1.29%), 01/15/2034(1)(2) | 7000 | 6845 |
|  5.09% (SOFR + 1.68%), 05/09/2031(1)(2) | 14620 | 14746 |
|  5.18% (SOFR + 1.52%), 01/09/2030(1)(2) | 750 | 762 |
|  5.28% (SOFR + 1.28%), 11/19/2030(1)(2) | 7335 | 7447 |
|  5.34% (1 Year CMT Index + 1.50%), 06/12/2029(1)(2) | 6000 | 6097 |
|  5.50% (SOFR + 1.59%), 05/20/2030(1)(2) | 4509 | 4617 |
|  5.79% (SOFR + 1.62%), 01/13/2033(1)(2) | 3590 | 3709 |
|  5.91% (SOFR + 1.92%), 11/19/2035(1)(2) | 4425 | 4486 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  BPCE SA |  |  |
|  2.28% (SOFR + 1.31%), 01/20/2032(1)(2) | 8350 | 7361 |
|  3.12% (SOFR + 1.73%), 10/19/2032(1)(2) | 6500 | 5743 |
|  3.25%, 01/11/2028(1) | 7815 | 7659 |
|  4.76% (SOFR + 1.27%), 01/13/2032(1)(2) | 2356 | 2323 |
|  5.39% (SOFR + 1.58%), 05/28/2031(1)(2) | 10175 | 10312 |
|  5.42% (SOFR + 1.57%), 01/13/2037(1)(2) | 10815 | 10543 |
|  5.72% (SOFR + 1.96%), 01/18/2030(1)(2) | 1400 | 1435 |
|  5.75% (SOFR + 2.87%), 07/19/2033(1)(2) | 1200 | 1225 |
|  5.88% (SOFR + 1.68%), 01/14/2031(1)(2) | 1500 | 1545 |
|  5.94% (SOFR + 1.85%), 05/30/2035(1)(2) | 6611 | 6762 |
|  6.03% (SOFR + 1.96%), 05/28/2036(1)(2) | 13210 | 13506 |
|  6.29% (SOFR + 2.04%), 01/14/2036(1)(2) | 2710 | 2836 |
|  6.71% (SOFR + 2.27%), 10/19/2029(1)(2) | 3300 | 3452 |
|  Brixmor Operating Partnership LP |  |  |
|  2.25%, 04/01/2028 | 1930 | 1852 |
|  2.50%, 08/16/2031 | 1080 | 961 |
|  4.05%, 07/01/2030 | 2286 | 2224 |
|  4.85%, 02/15/2033 | 3570 | 3507 |
|  5.75%, 02/15/2035 | 2250 | 2311 |
|  Brookfield Finance, Inc. |  |  |
|  3.90%, 01/25/2028 | 770 | 762 |
|  4.70%, 09/20/2047 | 158 | 131 |
|  4.85%, 03/29/2029 | 875 | 879 |
|  Brown & Brown, Inc. |  |  |
|  4.20%, 03/17/2032 | 6000 | 5663 |
|  4.90%, 06/23/2030 | 9995 | 9981 |
|  5.25%, 06/23/2032 | 10000 | 9972 |
|  CaixaBank SA |  |  |
|  5.58% (SOFR + 1.79%), 07/03/2036(1)(2) | 7136 | 7177 |
|  5.67% (SOFR + 1.78%), 03/15/2030(1)(2) | 1470 | 1510 |
|  6.04% (SOFR + 2.26%), 06/15/2035(1)(2) | 5065 | 5275 |
|  6.84% (SOFR + 2.77%), 09/13/2034(1)(2) | 22354 | 24346 |
|  Canadian Imperial Bank of Commerce |  |  |
|  4.28% (SOFR + 0.79%), 01/29/2030(2) | 8326 | 8270 |
|  4.58% (SOFR + 1.17%), 09/08/2031(2) | 2500 | 2489 |
|  4.86% (SOFR + 1.03%), 03/30/2029(2) | 10000 | 10080 |
|  Cantor Fitzgerald LP |  |  |
|  7.20%, 12/12/2028(1) | 11915 | 12378 |
|  Capital One Financial Corp. |  |  |
|  1.88% (SOFR + 0.86%), 11/02/2027(2) | 361 | 355 |
|  2.62% (SOFR + 1.27%), 11/02/2032(2) | 2495 | 2188 |
|  4.49% (SOFR + 1.25%), 09/11/2031(2) | 4000 | 3927 |
|  5.20% (SOFR + 1.63%), 09/11/2036(2) | 1500 | 1454 |
|  5.70% (SOFR + 1.91%), 02/01/2030(2) | 2410 | 2472 |
|  6.31% (SOFR + 2.64%), 06/08/2029(2) | 11130 | 11509 |
|  7.62% (SOFR + 3.07%), 10/30/2031(2) | 7000 | 7731 |
|  Capital One N.A. |  |  |
|  4.65%, 09/13/2028 | 4000 | 4017 |
|  5.97% (5 Year USD SOFR Spread-Adjusted ICE Swap Rate + 1.73%), 08/09/2028(2) | 3471 | 3555 |
|  CBRE Services, Inc. |  |  |
|  4.90%, 01/15/2033 | 6000 | 5917 |
|  Charles Schwab Corp. |  |  |
|  1.65%, 03/11/2031 | 11130 | 9698 |
|  Citigroup, Inc. |  |  |
|  2.56% (SOFR + 1.17%), 05/01/2032(2) | 19270 | 17238 |
|  2.57% (SOFR + 2.11%), 06/03/2031(2) | 1200 | 1100 |
|  2.67% (SOFR + 1.15%), 01/29/2031(2) | 515 | 478 |
|  3.06% (SOFR + 1.35%), 01/25/2033(2) | 6852 | 6197 |
|  3.52% (3 Month Term SOFR + 1.41%), 10/27/2028(2) | 3000 | 2955 |
|  3.67% (3 Month Term SOFR + 1.65%), 07/24/2028(2) | 7895 | 7811 |
|  3.79% (SOFR + 1.94%), 03/17/2033(2) | 1000 | 938 |
|  3.89% (3 Month Term SOFR + 1.82%), 01/10/2028(2) | 9100 | 9056 |
|  3.98% (3 Month Term SOFR + 1.60%), 03/20/2030(2) | 1900 | 1869 |
|  4.08% (3 Month Term SOFR + 1.45%), 04/23/2029(2) | 1111 | 1103 |
|  4.30%, 11/20/2026 | 1570 | 1570 |
|  4.45%, 09/29/2027 | 8213 | 8213 |
|  4.50% (SOFR + 1.17%), 09/11/2031(2) | 21577 | 21332 |
|  4.54% (SOFR + 1.34%), 09/19/2030(2) | 3924 | 3910 |
|  4.95% (SOFR + 1.46%), 05/07/2031(2) | 8240 | 8293 |
|  5.17% (SOFR + 1.36%), 02/13/2030(2) | 2500 | 2539 |
|  5.33% (SOFR + 1.47%), 03/27/2036(2) | 21655 | 21721 |
|  6.02% (SOFR + 1.83%), 01/24/2036(2) | 10042 | 10252 |
|  Citizens Financial Group, Inc. |  |  |
|  3.25%, 04/30/2030 | 5000 | 4714 |
|  5.84% (SOFR + 2.01%), 01/23/2030(2) | 16514 | 17007 |
|  6.65% (SOFR + 2.33%), 04/25/2035(2) | 2000 | 2144 |
|  CNA Financial Corp. |  |  |
|  3.45%, 08/15/2027 | 820 | 809 |
|  5.50%, 06/15/2033 | 8225 | 8340 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  CNO Global Funding |  |  |
|  4.95%, 09/09/2029(1) | 4000 | 4019 |
|  5.88%, 06/04/2027(1) | 5000 | 5068 |
|  Constellation Global Funding |  |  |
|  4.85%, 10/22/2030(1) | 5000 | 4900 |
|  Cooperatieve Rabobank UA |  |  |
|  4.99% (1 Year CMT Index + 0.92%), 05/27/2031(1)(2) | 5450 | 5503 |
|  5.71% (1 Year CMT Index + 1.00%), 01/21/2033(1)(2) | 3100 | 3218 |
|  COPT Defense Properties LP |  |  |
|  2.00%, 01/15/2029 | 860 | 802 |
|  2.75%, 04/15/2031 | 1555 | 1408 |
|  2.90%, 12/01/2033 | 4120 | 3486 |
|  Corebridge Financial, Inc. |  |  |
|  3.65%, 04/05/2027 | 2055 | 2036 |
|  3.85%, 04/05/2029 | 1455 | 1420 |
|  Corebridge Global Funding |  |  |
|  4.90%, 08/21/2032(1) | 670 | 660 |
|  Credit Agricole SA |  |  |
|  4.00% (5 Year Swap Rate USD + 1.64%), 01/10/2033(1)(2) | 5000 | 4918 |
|  4.82% (SOFR + 1.36%), 09/25/2033(1)(2) | 3005 | 2944 |
|  5.22% (SOFR + 1.46%), 05/27/2031(1)(2) | 1767 | 1788 |
|  5.23% (SOFR + 1.13%), 01/09/2029(1)(2) | 3394 | 3431 |
|  5.26% (SOFR + 1.43%), 01/12/2037(1)(2) | 9335 | 9132 |
|  5.86% (SOFR + 1.74%), 01/09/2036(1)(2) | 6245 | 6433 |
|  6.25% (SOFR + 2.67%), 01/10/2035(1)(2) | 3000 | 3111 |
|  6.32% (SOFR + 1.86%), 10/03/2029(1)(2) | 2575 | 2681 |
|  Crown Castle, Inc. |  |  |
|  3.10%, 11/15/2029 | 875 | 826 |
|  4.00%, 03/01/2027 | 261 | 260 |
|  5.10%, 05/01/2033 | 2625 | 2588 |
|  CubeSmart LP |  |  |
|  2.25%, 12/15/2028 | 7275 | 6867 |
|  Danske Bank |  |  |
|  4.42% (1 Year CMT Index + 0.85%), 09/12/2031(1)(2) | 1760 | 1728 |
|  4.61% (1 Year CMT Index + 1.10%), 10/02/2030(1)(2) | 1861 | 1856 |
|  5.02% (1 Year CMT Index + 0.93%), 03/04/2031(1)(2) | 7680 | 7730 |
|  5.71% (1 Year CMT Index + 1.40%), 03/01/2030(1)(2) | 3480 | 3579 |
|  Deutsche Bank AG |  |  |
|  2.31% (SOFR + 1.22%), 11/16/2027(2) | 674 | 665 |
|  2.55% (SOFR + 1.32%), 01/07/2028(2) | 3350 | 3298 |
|  3.55% (SOFR + 3.04%), 09/18/2031(2) | 4745 | 4461 |
|  3.73% (SOFR + 2.76%), 01/14/2032(2) | 5000 | 4647 |
|  3.74% (SOFR + 2.26%), 01/07/2033(2) | 9000 | 8203 |
|  4.47% (SOFR + 1.10%), 12/10/2031(2) | 1445 | 1421 |
|  4.95% (SOFR + 1.30%), 08/04/2031(2) | 28195 | 28088 |
|  5.00% (SOFR + 1.70%), 09/11/2030(2) | 1170 | 1176 |
|  5.30% (SOFR + 1.72%), 05/09/2031(2) | 21336 | 21556 |
|  5.37% (SOFR + 1.21%), 01/10/2029(2) | 4125 | 4173 |
|  5.41%, 05/10/2029 | 2055 | 2111 |
|  6.72% (SOFR + 3.18%), 01/18/2029(2) | 652 | 676 |
|  6.82% (SOFR + 2.51%), 11/20/2029(2) | 1420 | 1491 |
|  7.15% (SOFR + 2.52%), 07/13/2027(2) | 6785 | 6831 |
|  Digital Realty Trust LP |  |  |
|  5.55%, 01/15/2028 | 3000 | 3053 |
|  DNB Bank ASA |  |  |
|  1.61% (1 Year CMT Index + 0.68%), 03/30/2028(1)(2) | 3435 | 3338 |
|  4.38% (SOFR + 1.05%), 11/04/2031(1)(2) | 11465 | 11301 |
|  4.85% (SOFR + 1.05%), 11/05/2030(1)(2) | 1990 | 2009 |
|  DOC DR LLC |  |  |
|  2.63%, 11/01/2031 | 1360 | 1206 |
|  Equinix Europe 2 Financing Corp. LLC |  |  |
|  4.60%, 11/15/2030 | 5590 | 5538 |
|  4.70%, 03/15/2033 | 895 | 870 |
|  Essex Portfolio LP |  |  |
|  1.65%, 01/15/2031 | 910 | 789 |
|  2.65%, 03/15/2032 | 1740 | 1530 |
|  Extra Space Storage LP |  |  |
|  2.20%, 10/15/2030 | 2630 | 2353 |
|  4.00%, 06/15/2029 | 1831 | 1802 |
|  F&G Annuities & Life, Inc. |  |  |
|  6.50%, 06/04/2029 | 2845 | 2857 |
|  7.40%, 01/13/2028 | 1318 | 1341 |
|  F&G Global Funding |  |  |
|  1.75%, 06/30/2026(1) | 1905 | 1891 |
|  Fairfax Financial Holdings Ltd. |  |  |
|  5.63%, 08/16/2032 | 9000 | 9233 |
|  6.00%, 12/07/2033 | 6640 | 6937 |
|  Federation des Caisses Desjardins du Quebec |  |  |
|  5.25%, 04/26/2029(1) | 7700 | 7867 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Fifth Third Bancorp |  |  |
|  4.57% (SOFR + 0.95%), 04/29/2032(2) | 1820 | 1784 |
|  5.14% (SOFR + 1.24%), 01/29/2037(2) | 3585 | 3492 |
|  First Citizens BancShares, Inc. |  |  |
|  4.87% (SOFR + 1.49%), 03/03/2032(2) | 7000 | 6763 |
|  Five Corners Funding Trust III |  |  |
|  5.79%, 02/15/2033(1) | 2000 | 2063 |
|  FMR LLC |  |  |
|  4.95%, 02/01/2033(1) | 250 | 251 |
|  6.45%, 11/15/2039(1) | 258 | 279 |
|  Globe Life, Inc. |  |  |
|  4.55%, 09/15/2028 | 3000 | 2996 |
|  Goldman Sachs Capital I |  |  |
|  6.35%, 02/15/2034 | 127 | 132 |
|  Goldman Sachs Group, Inc. |  |  |
|  1.54% (SOFR + 0.82%), 09/10/2027(2) | 9234 | 9114 |
|  1.95% (SOFR + 0.91%), 10/21/2027(2) | 2541 | 2506 |
|  1.99% (SOFR + 1.09%), 01/27/2032(2) | 7395 | 6490 |
|  2.38% (SOFR + 1.25%), 07/21/2032(2) | 3165 | 2794 |
|  2.62% (SOFR + 1.28%), 04/22/2032(2) | 9805 | 8807 |
|  2.64% (SOFR + 1.11%), 02/24/2028(2) | 8243 | 8110 |
|  3.10% (SOFR + 1.41%), 02/24/2033(2) | 4956 | 4476 |
|  3.62% (SOFR + 1.85%), 03/15/2028(2) | 14810 | 14692 |
|  4.15% (SOFR + 0.90%), 10/21/2029(2) | 5000 | 4953 |
|  4.22% (3 Month Term SOFR + 1.56%), 05/01/2029(2) | 5000 | 4972 |
|  4.37% (SOFR + 1.06%), 10/21/2031(2) | 23213 | 22761 |
|  4.41% (3 Month Term SOFR + 1.69%), 04/23/2039(2) | 2075 | 1858 |
|  4.52% (SOFR + 0.96%), 01/21/2032(2) | 8000 | 7879 |
|  4.69% (SOFR + 1.14%), 10/23/2030(2) | 3870 | 3873 |
|  4.94% (SOFR + 1.33%), 10/21/2036(2) | 4885 | 4731 |
|  5.05% (SOFR + 1.21%), 07/23/2030(2) | 4615 | 4671 |
|  5.07% (SOFR + 1.19%), 01/21/2037(2) | 8050 | 7870 |
|  5.22% (SOFR + 1.58%), 04/23/2031(2) | 16395 | 16672 |
|  5.33% (SOFR + 1.55%), 07/23/2035(2) | 8410 | 8438 |
|  5.54% (SOFR + 1.38%), 01/28/2036(2) | 1900 | 1931 |
|  5.54% (SOFR + 1.32%), 01/21/2047(2) | 5397 | 5143 |
|  5.73% (SOFR + 1.70%), 01/28/2056(2) | 8383 | 8185 |
|  6.48% (SOFR + 1.77%), 10/24/2029(2) | 3200 | 3348 |
|  6.75%, 10/01/2037 | 2170 | 2341 |
|  Goodman U.S. Finance Four LLC |  |  |
|  4.50%, 10/15/2037(1) | 200 | 183 |
|  Goodman U.S. Finance Six LLC |  |  |
|  5.13%, 10/07/2034(1) | 1110 | 1106 |
|  Goodman U.S. Finance Three LLC |  |  |
|  3.70%, 03/15/2028(1) | 862 | 848 |
|  Grand River Funding Trust II |  |  |
|  7.28%, 02/15/2056(1) | 5000 | 5230 |
|  Great-West Lifeco Finance 2018 LP |  |  |
|  4.58%, 05/17/2048(1) | 650 | 544 |
|  Guardian Life Global Funding |  |  |
|  4.33%, 10/06/2030(1) | 10000 | 9886 |
|  Guardian Life Insurance Co. of America |  |  |
|  4.85%, 01/24/2077(1) | 5610 | 4528 |
|  Hanover Insurance Group, Inc. |  |  |
|  2.50%, 09/01/2030 | 5610 | 5086 |
|  Hartford Insurance Group, Inc. |  |  |
|  4.30%, 04/15/2043 | 1080 | 907 |
|  Healthpeak OP LLC |  |  |
|  3.50%, 07/15/2029 | 1742 | 1683 |
|  Henneman Trust |  |  |
|  6.58%, 05/15/2055(1) | 5000 | 5023 |
|  High Street Funding Trust II |  |  |
|  4.68%, 02/15/2048(1) | 5250 | 4411 |
|  Host Hotels & Resorts LP |  |  |
|  4.25%, 12/15/2028 | 2500 | 2470 |
|  HPS Corporate Lending Fund |  |  |
|  4.90%, 09/11/2028(1) | 962 | 937 |
|  5.45%, 11/15/2030(1) | 3038 | 2905 |
|  HSBC Holdings Plc |  |  |
|  2.01% (SOFR + 1.73%), 09/22/2028(2) | 3585 | 3456 |
|  2.21% (SOFR + 1.29%), 08/17/2029(2) | 2075 | 1964 |
|  2.36% (SOFR + 1.95%), 08/18/2031(2) | 2580 | 2327 |
|  2.87% (SOFR + 1.41%), 11/22/2032(2) | 2095 | 1875 |
|  3.97% (3 Month Term SOFR + 1.87%), 05/22/2030(2) | 1000 | 979 |
|  4.62% (SOFR + 1.19%), 11/06/2031(2) | 4650 | 4585 |
|  4.68% (SOFR + 1.21%), 03/10/2032(2) | 13296 | 13120 |
|  4.90% (SOFR + 1.03%), 03/03/2029(2) | 4000 | 4022 |
|  5.13% (SOFR + 1.04%), 11/19/2028(2) | 10000 | 10073 |
|  5.13% (SOFR + 1.29%), 03/03/2031(2) | 1220 | 1234 |
|  5.13% (SOFR + 1.43%), 11/06/2036(2) | 2855 | 2793 |
|  5.24% (SOFR + 1.57%), 05/13/2031(2) | 12501 | 12677 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.28% (SOFR + 1.55%), 03/10/2037(2) | 11901 | 11687 |
|  5.29% (SOFR + 1.29%), 11/19/2030(2) | 8925 | 9087 |
|  6.33% (SOFR + 2.65%), 03/09/2044(2) | 1060 | 1117 |
|  Huntington Bancshares, Inc. |  |  |
|  4.62% (SOFR + 0.99%), 01/28/2032(2) | 10200 | 10051 |
|  5.27% (SOFR + 1.28%), 01/15/2031(2) | 5880 | 5969 |
|  5.71% (SOFR + 1.87%), 02/02/2035(2) | 4210 | 4296 |
|  6.21% (SOFR + 2.02%), 08/21/2029(2) | 7034 | 7297 |
|  ING Groep NV |  |  |
|  1.73% (SOFR + 1.01%), 04/01/2027(2) | 705 | 705 |
|  4.80% (SOFR + 1.26%), 03/23/2032(2) | 3570 | 3549 |
|  4.86% (SOFR + 1.01%), 03/25/2029(2) | 4585 | 4614 |
|  5.07% (SOFR + 1.23%), 03/25/2031(2) | 5400 | 5446 |
|  5.42% (SOFR + 1.61%), 03/23/2037(2) | 13681 | 13641 |
|  5.53% (SOFR + 1.61%), 03/25/2036(2) | 3150 | 3187 |
|  5.55% (SOFR + 1.77%), 03/19/2035(2) | 5000 | 5078 |
|  6.08% (SOFR + 1.56%), 09/11/2027(2) | 923 | 929 |
|  Intesa Sanpaolo SpA |  |  |
|  3.88%, 01/12/2028(1) | 3700 | 3660 |
|  Jackson National Life Global Funding |  |  |
|  4.55%, 09/09/2030(1) | 13850 | 13568 |
|  Jefferies Financial Group, Inc. |  |  |
|  5.50%, 02/15/2036 | 9943 | 9543 |
|  6.20%, 04/14/2034 | 5000 | 5099 |
|  6.25%, 01/15/2036 | 155 | 157 |
|  6.45%, 06/08/2027 | 428 | 436 |
|  JP Morgan Chase & Co. |  |  |
|  1.47% (SOFR + 0.77%), 09/22/2027(2) | 15960 | 15742 |
|  1.58% (SOFR + 0.89%), 04/22/2027(2) | 5000 | 4992 |
|  2.07% (SOFR + 1.02%), 06/01/2029(2) | 3165 | 3011 |
|  2.58% (3 Month Term SOFR + 1.25%), 04/22/2032(2) | 6390 | 5774 |
|  2.95% (SOFR + 1.17%), 02/24/2028(2) | 2600 | 2567 |
|  2.96% (SOFR + 1.26%), 01/25/2033(2) | 10500 | 9526 |
|  4.01% (3 Month Term SOFR + 1.38%), 04/23/2029(2) | 1155 | 1146 |
|  4.32% (SOFR + 1.56%), 04/26/2028(2) | 1995 | 1994 |
|  4.45% (3 Month Term SOFR + 1.59%), 12/05/2029(2) | 9660 | 9672 |
|  4.51% (SOFR + 0.86%), 10/22/2028(2) | 6000 | 5999 |
|  4.92% (SOFR + 0.80%), 01/24/2029(2) | 3000 | 3026 |
|  4.98% (SOFR + 0.93%), 07/22/2028(2) | 5000 | 5034 |
|  5.30% (SOFR + 1.45%), 07/24/2029(2) | 12680 | 12917 |
|  5.35% (SOFR + 1.85%), 06/01/2034(2) | 3600 | 3673 |
|  5.58% (SOFR + 1.16%), 04/22/2030(2) | 12476 | 12859 |
|  5.77% (SOFR + 1.49%), 04/22/2035(2) | 3000 | 3125 |
|  6.25% (SOFR + 1.81%), 10/23/2034(2) | 6048 | 6503 |
|  6.44% (3 Month Term SOFR + 2.75%), 10/01/2174(2) | 4275 | 4280 |
|  JPMorgan Chase & Co. |  |  |
|  4.90% (SOFR + 1.07%), 01/22/2037(2) | 8680 | 8493 |
|  5.19% (SOFR + 1.30%), 02/05/2037(2) | 4964 | 4878 |
|  6.09% (SOFR + 1.57%), 10/23/2029(2) | 8500 | 8832 |
|  KBC Group NV |  |  |
|  4.45% (1 Year CMT Index + 0.85%), 09/23/2031(1)(2) | 26713 | 26295 |
|  4.93% (1 Year CMT Index + 1.07%), 10/16/2030(1)(2) | 3705 | 3729 |
|  5.80% (1 Year CMT Index + 2.10%), 01/19/2029(1)(2) | 3717 | 3799 |
|  KeyCorp |  |  |
|  4.79% (SOFR + 2.06%), 06/01/2033(2) | 590 | 577 |
|  5.12% (SOFR + 1.23%), 04/04/2031(2) | 2985 | 3014 |
|  5.31% (SOFR + 1.37%), 01/28/2037(2) | 1755 | 1719 |
|  6.40% (SOFR + 2.42%), 03/06/2035(2) | 2495 | 2645 |
|  Liberty Mutual Group, Inc. |  |  |
|  3.95%, 10/15/2050(1) | 269 | 195 |
|  4.57%, 02/01/2029(1) | 1950 | 1940 |
|  5.50%, 06/15/2052(1) | 5750 | 5186 |
|  Liberty Mutual Insurance Co. |  |  |
|  7.70%, 10/15/2097(1) | 100 | 110 |
|  Lincoln National Corp. |  |  |
|  5.35%, 11/15/2035 | 5000 | 4874 |
|  7.00%, 06/15/2040 | 1715 | 1856 |
|  Lloyds Banking Group Plc |  |  |
|  1.63% (1 Year CMT Index + 0.85%), 05/11/2027(2) | 2280 | 2272 |
|  3.75%, 01/11/2027 | 2000 | 1992 |
|  4.24% (1 Year CMT Index + 0.60%), 02/10/2030(2) | 6002 | 5937 |
|  4.38%, 03/22/2028 | 949 | 947 |
|  4.43% (1 Year CMT Index + 0.82%), 11/04/2031(2) | 3000 | 2958 |
|  4.94% (1 Year CMT Index + 0.97%), 11/04/2036(2) | 5280 | 5096 |
|  5.46% (1 Year CMT Index + 1.38%), 01/05/2028(2) | 2365 | 2382 |
|  LPL Holdings, Inc. |  |  |
|  4.00%, 03/15/2029(1) | 4000 | 3884 |
|  4.90%, 04/03/2028 | 8000 | 8024 |
|  5.15%, 06/15/2030 | 15000 | 15065 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  LSEG Finance Plc |  |  |
|  2.00%, 04/06/2028(1) | 4565 | 4348 |
|  Lseg U.S. Finance Corp. |  |  |
|  5.25%, 03/23/2036(1) | 4951 | 4902 |
|  M&T Bank Corp. |  |  |
|  5.18% (SOFR + 1.40%), 07/08/2031(2) | 4640 | 4689 |
|  7.41% (SOFR + 2.80%), 10/30/2029(2) | 1500 | 1603 |
|  Macquarie Airfinance Holdings Ltd. |  |  |
|  5.15%, 03/17/2030(1) | 5665 | 5636 |
|  5.20%, 03/27/2028(1) | 4311 | 4327 |
|  6.40%, 03/26/2029(1) | 5985 | 6201 |
|  Macquarie Bank Ltd. |  |  |
|  3.05% (5 Year CMT Index + 1.70%), 03/03/2036(1)(2) | 2090 | 1883 |
|  5.64% (1 Year CMT Index + 1.45%), 08/13/2036(1)(2) | 7000 | 6962 |
|  Macquarie Group Ltd. |  |  |
|  2.87% (SOFR + 1.53%), 01/14/2033(1)(2) | 6000 | 5368 |
|  Markel Group, Inc. |  |  |
|  4.15%, 09/17/2050 | 655 | 489 |
|  Massachusetts Mutual Life Insurance Co. |  |  |
|  3.73%, 10/15/2070(1) | 2690 | 1686 |
|  4.90%, 04/01/2077(1) | 5000 | 3951 |
|  MBIA Insurance Corp. |  |  |
|  15.19% (3 Month Term SOFR + 11.52%), 01/15/2033(1)(2)(5) | 86 | 0 |
|  MetLife, Inc. |  |  |
|  4.88%, 11/13/2043 | 3000 | 2686 |
|  Metropolitan Life Global Funding I |  |  |
|  5.15%, 03/28/2033(1) | 2000 | 2020 |
|  Mid-America Apartments LP |  |  |
|  1.70%, 02/15/2031 | 1330 | 1159 |
|  4.65%, 01/15/2033 | 1180 | 1159 |
|  Mitsubishi HC Finance America LLC |  |  |
|  5.81%, 09/12/2028(1) | 1795 | 1844 |
|  Mitsubishi UFJ Financial Group, Inc. |  |  |
|  5.06% (1 Year CMT Index + 0.90%), 01/14/2037(2) | 4325 | 4249 |
|  5.16% (1 Year CMT Index + 1.17%), 04/24/2031(2) | 1600 | 1623 |
|  5.19% (1 Year CMT Index + 0.93%), 09/12/2036(2) | 3490 | 3465 |
|  Mizuho Financial Group, Inc. |  |  |
|  2.17% (1 Year CMT Index + 0.87%), 05/22/2032(2) | 8000 | 7009 |
|  2.26% (1 Year CMT Index + 0.90%), 07/09/2032(2) | 1000 | 877 |
|  2.87% (3 Month Term SOFR + 1.57%), 09/13/2030(2) | 1620 | 1527 |
|  4.71% (1 Year CMT Index + 0.92%), 07/08/2031(2) | 28280 | 28232 |
|  5.32% (1 Year CMT Index + 1.07%), 07/08/2036(2) | 9625 | 9668 |
|  Morgan Stanley |  |  |
|  1.79% (SOFR + 1.03%), 02/13/2032(2) | 2440 | 2113 |
|  1.93% (SOFR + 1.02%), 04/28/2032(2) | 18275 | 15841 |
|  2.24% (SOFR + 1.18%), 07/21/2032(2) | 3555 | 3112 |
|  2.48% (SOFR + 1.00%), 01/21/2028(2) | 526 | 518 |
|  2.70% (SOFR + 1.14%), 01/22/2031(2) | 2345 | 2177 |
|  3.22% (SOFR + 1.49%), 04/22/2042(2) | 5000 | 3769 |
|  3.59%, 07/22/2028(4) | 3215 | 3177 |
|  3.95%, 04/23/2027 | 14190 | 14106 |
|  4.24% (SOFR + 0.80%), 01/09/2030(2) | 16000 | 15839 |
|  4.36% (SOFR + 1.07%), 10/22/2031(2) | 3190 | 3126 |
|  4.43% (3 Month Term SOFR + 1.89%), 01/23/2030(2) | 2304 | 2294 |
|  4.49% (SOFR + 0.95%), 01/16/2032(2) | 22896 | 22511 |
|  4.71% (SOFR + 1.20%), 03/12/2032(2) | 7520 | 7469 |
|  4.89% (SOFR + 1.31%), 10/22/2036(2) | 2430 | 2349 |
|  5.04% (SOFR + 1.22%), 07/19/2030(2) | 1450 | 1467 |
|  5.07% (SOFR + 1.18%), 01/30/2037(2) | 10627 | 10411 |
|  5.16% (SOFR + 1.59%), 04/20/2029(2) | 17500 | 17702 |
|  5.17% (SOFR + 1.45%), 01/16/2030(2) | 11350 | 11510 |
|  5.32% (SOFR + 1.56%), 07/19/2035(2) | 6965 | 6989 |
|  5.45% (SOFR + 1.63%), 07/20/2029(2) | 7100 | 7227 |
|  5.47% (SOFR + 1.73%), 01/18/2035(2) | 1846 | 1877 |
|  5.66% (SOFR + 1.76%), 04/17/2036(2) | 10240 | 10488 |
|  5.83% (SOFR + 1.58%), 04/19/2035(2) | 1910 | 1983 |
|  5.90% (SOFR + 1.78%), 03/13/2047(2) | 13386 | 13324 |
|  6.30% (SOFR + 2.24%), 10/18/2028(2) | 5350 | 5490 |
|  Morgan Stanley Private Bank N.A. |  |  |
|  4.21% (SOFR + 0.76%), 02/08/2030(2) | 1630 | 1613 |
|  4.47% (SOFR + 1.02%), 11/19/2031(2) | 13985 | 13768 |
|  4.73% (SOFR + 1.08%), 07/18/2031(2) | 19482 | 19422 |
|  Mutual of Omaha Companies Global Funding |  |  |
|  4.55%, 01/13/2031(1) | 8000 | 7901 |
|  5.35%, 04/09/2027(1) | 8000 | 8070 |
|  Nasdaq, Inc. |  |  |
|  5.55%, 02/15/2034 | 975 | 1003 |
|  National Australia Bank Ltd. |  |  |
|  2.33%, 08/21/2030(1) | 6000 | 5413 |
|  3.35% (5 Year CMT Index + 1.70%), 01/12/2037(1)(2) | 2600 | 2351 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  National Bank of Canada |  |  |
|  4.50%, 10/10/2029 | 3000 | 3002 |
|  Nationwide Building Society |  |  |
|  4.00%, 09/14/2026(1) | 9650 | 9624 |
|  5.54% (SOFR + 1.65%), 07/14/2036(1)(2) | 4715 | 4728 |
|  Nationwide Mutual Insurance Co. |  |  |
|  9.38%, 08/15/2039(1) | 7150 | 9155 |
|  NatWest Group Plc |  |  |
|  1.64% (1 Year CMT Index + 0.90%), 06/14/2027(2) | 8225 | 8175 |
|  4.45% (3 Month SOFR USD + 1.87%), 05/08/2030(2) | 985 | 979 |
|  4.80%, 04/05/2026 | 3017 | 3017 |
|  4.89% (3 Month SOFR USD + 1.75%), 05/18/2029(2) | 9505 | 9571 |
|  5.08% (3 Month SOFR USD + 1.91%), 01/27/2030(2) | 9010 | 9109 |
|  5.12% (1 Year CMT Index + 1.05%), 05/23/2031(2) | 3500 | 3535 |
|  5.78% (1 Year CMT Index + 1.50%), 03/01/2035(2) | 2865 | 2962 |
|  NatWest Markets Plc |  |  |
|  4.41%, 11/06/2030(1) | 9160 | 9035 |
|  5.41%, 05/17/2029(1) | 4475 | 4594 |
|  New York Life Insurance Co. |  |  |
|  4.45%, 05/15/2069(1) | 4225 | 3193 |
|  Nippon Life Insurance Co. |  |  |
|  4.75%, 04/02/2031(1) | 13048 | 13081 |
|  5.05%, 04/02/2033(1) | 4094 | 4099 |
|  NLG Global Funding |  |  |
|  4.35%, 09/15/2030(1) | 6000 | 5893 |
|  5.40%, 01/23/2030(1) | 3500 | 3579 |
|  NNN REIT, Inc. |  |  |
|  3.50%, 10/15/2027 | 400 | 396 |
|  3.60%, 12/15/2026 | 700 | 697 |
|  5.60%, 10/15/2033 | 950 | 978 |
|  Nomura Holdings, Inc. |  |  |
|  1.65%, 07/14/2026 | 5000 | 4964 |
|  2.61%, 07/14/2031 | 2025 | 1806 |
|  2.68%, 07/16/2030 | 1550 | 1418 |
|  2.71%, 01/22/2029 | 11000 | 10446 |
|  6.07%, 07/12/2028 | 4200 | 4332 |
|  Norinchukin Bank |  |  |
|  4.68%, 03/10/2031(1) | 5449 | 5387 |
|  5.36%, 03/10/2036(1) | 7871 | 7788 |
|  Northern Trust Corp. |  |  |
|  3.38% (3 Month SOFR USD + 1.13%), 05/08/2032(2) | 411 | 405 |
|  Ontario Teachers' Cadillac Fairview Properties Trust |  |  |
|  3.88%, 03/20/2027(1) | 1044 | 1039 |
|  4.13%, 02/01/2029(1) | 6740 | 6667 |
|  Pacific Life Insurance Co. |  |  |
|  4.30% (3 Month SOFR USD + 2.80%), 10/24/2067(1)(2) | 743 | 580 |
|  Peachtree Corners Funding Trust II |  |  |
|  6.01%, 05/15/2035(1) | 5000 | 5115 |
|  PNC Financial Services Group, Inc. |  |  |
|  4.81% (SOFR + 1.26%), 10/21/2032(2) | 2430 | 2422 |
|  5.07% (SOFR + 1.93%), 01/24/2034(2) | 3433 | 3432 |
|  5.37% (SOFR + 1.42%), 07/21/2036(2) | 13555 | 13614 |
|  5.58% (SOFR + 1.84%), 06/12/2029(2) | 8670 | 8884 |
|  6.88% (SOFR + 2.28%), 10/20/2034(2) | 5035 | 5563 |
|  Principal Financial Group, Inc. |  |  |
|  4.11%, 02/15/2028(1) | 1975 | 1957 |
|  Principal Life Global Funding II |  |  |
|  5.10%, 01/25/2029(1) | 7000 | 7107 |
|  Progressive Corp. |  |  |
|  5.15%, 03/26/2036 | 7335 | 7345 |
|  Prologis LP |  |  |
|  2.25%, 04/15/2030 | 305 | 281 |
|  2.88%, 11/15/2029 | 800 | 759 |
|  Protective Life Corp. |  |  |
|  4.30%, 09/30/2028(1) | 4500 | 4471 |
|  Protective Life Global Funding |  |  |
|  4.16%, 01/15/2029(1) | 1723 | 1705 |
|  5.47%, 12/08/2028(1) | 5725 | 5855 |
|  Prudential Financial, Inc. |  |  |
|  3.91%, 12/07/2047 | 1231 | 927 |
|  6.63%, 06/21/2040 | 5995 | 6593 |
|  Realty Income Corp. |  |  |
|  5.13%, 04/15/2035 | 15815 | 15819 |
|  Royal Bank of Canada |  |  |
|  4.31% (SOFR + 0.98%), 11/03/2031(2) | 14930 | 14677 |
|  4.65% (SOFR + 1.08%), 10/18/2030(2) | 3825 | 3834 |
|  Safehold GL Holdings LLC |  |  |
|  2.80%, 06/15/2031 | 2328 | 2109 |
|  2.85%, 01/15/2032 | 4308 | 3858 |
|  Sammons Financial Group, Inc. |  |  |
|  3.35%, 04/16/2031(1) | 7000 | 6426 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.75%, 04/08/2032(1) | 5000 | 4763 |
|  Santander Holdings USA, Inc. |  |  |
|  6.17% (SOFR + 2.50%), 01/09/2030(2) | 3515 | 3632 |
|  6.34% (SOFR + 2.14%), 05/31/2035(2) | 4730 | 4947 |
|  Santander UK Group Holdings Plc |  |  |
|  1.67% (SOFR + 0.99%), 06/14/2027(2) | 2290 | 2276 |
|  3.82% (3 Month SOFR USD + 1.40%), 11/03/2028(2) | 2700 | 2665 |
|  4.32% (SOFR + 1.07%), 09/22/2029(2) | 17100 | 16940 |
|  4.86% (SOFR + 1.55%), 09/11/2030(2) | 2010 | 2014 |
|  5.14% (SOFR + 1.58%), 09/22/2036(2) | 3380 | 3264 |
|  5.69% (SOFR + 1.52%), 04/15/2031(2) | 3025 | 3111 |
|  6.53% (SOFR + 2.60%), 01/10/2029(2) | 16796 | 17330 |
|  Skandinaviska Enskilda Banken AB |  |  |
|  4.00%, 03/12/2029(1) | 6068 | 6004 |
|  4.38%, 03/12/2031(1) | 8233 | 8164 |
|  4.50%, 09/03/2030(1) | 2500 | 2485 |
|  Societe Generale SA |  |  |
|  1.79% (1 Year CMT Index + 1.00%), 06/09/2027(1)(2) | 5930 | 5899 |
|  2.89% (1 Year CMT Index + 1.30%), 06/09/2032(1)(2) | 11975 | 10741 |
|  3.00%, 01/22/2030(1) | 562 | 526 |
|  3.63%, 03/01/2041(1) | 6000 | 4309 |
|  4.45% (SOFR + 1.10%), 04/12/2030(1)(2) | 4225 | 4183 |
|  5.25% (SOFR + 1.42%), 05/22/2029(1)(2) | 7500 | 7573 |
|  5.25%, 02/19/2027(1) | 2861 | 2879 |
|  5.40% (SOFR + 1.60%), 04/10/2037(1)(2) | 15140 | 14647 |
|  5.44% (SOFR + 1.73%), 10/03/2036(1)(2) | 18550 | 18149 |
|  5.51% (SOFR + 1.65%), 05/22/2031(1)(2) | 5970 | 6095 |
|  5.52% (1 Year CMT Index + 1.50%), 01/19/2028(1)(2) | 3000 | 3020 |
|  5.63% (1 Year CMT Index + 1.75%), 01/19/2030(1)(2) | 3550 | 3629 |
|  6.10% (1 Year CMT Index + 1.60%), 04/13/2033(1)(2) | 4080 | 4239 |
|  6.69% (1 Year CMT Index + 2.95%), 01/10/2034(1)(2) | 10965 | 11711 |
|  Standard Chartered Plc |  |  |
|  2.61% (1 Year CMT Index + 1.18%), 01/12/2028(1)(2) | 5000 | 4926 |
|  2.68% (1 Year CMT Index + 1.20%), 06/29/2032(1)(2) | 4000 | 3557 |
|  4.30% (1 Year CMT Index + 0.77%), 01/13/2030(1)(2) | 13815 | 13669 |
|  4.53% (1 Year CMT Index + 0.95%), 06/05/2032(1)(2) | 2500 | 2441 |
|  5.01% (1 Year CMT Index + 1.15%), 10/15/2030(1)(2) | 924 | 932 |
|  5.24% (1 Year CMT Index + 1.07%), 01/13/2037(1)(2) | 1420 | 1376 |
|  5.40% (1 Year CMT Index + 1.20%), 08/12/2036(1)(2) | 5000 | 4929 |
|  5.69% (1 Year CMT Index + 1.05%), 05/14/2028(1)(2) | 782 | 791 |
|  5.91% (1 Year CMT Index + 1.45%), 05/14/2035(1)(2) | 2000 | 2047 |
|  6.30% (1 Year CMT Index + 2.58%), 07/06/2034(1)(2) | 2000 | 2111 |
|  7.77% (1 Year CMT Index + 3.45%), 11/16/2028(1)(2) | 3500 | 3668 |
|  State Street Corp. |  |  |
|  4.78% (SOFR + 1.22%), 10/23/2036(2) | 2080 | 2022 |
|  Sumitomo Life Insurance Co. |  |  |
|  4.00% (3 Month SOFR USD + 2.99%), 09/14/2077(1)(2) | 1000 | 986 |
|  Sumitomo Mitsui Financial Group, Inc. |  |  |
|  2.13%, 07/08/2030 | 2650 | 2383 |
|  3.04%, 07/16/2029 | 5005 | 4761 |
|  4.49% (SOFR + 1.02%), 01/15/2032(2) | 3300 | 3250 |
|  5.57% (SOFR + 1.36%), 01/15/2047(2) | 4515 | 4369 |
|  5.71%, 01/13/2030 | 2790 | 2891 |
|  Swedbank AB |  |  |
|  5.34%, 09/20/2027(1) | 5125 | 5197 |
|  Symetra Life Insurance Co. |  |  |
|  6.55%, 10/01/2055(1) | 4000 | 4008 |
|  Synchrony Bank |  |  |
|  5.63%, 08/23/2027 | 1950 | 1971 |
|  Synchrony Financial |  |  |
|  3.95%, 12/01/2027 | 1500 | 1481 |
|  4.95% (SOFR + 1.53%), 02/25/2032(2) | 5000 | 4853 |
|  5.45% (SOFR + 1.68%), 03/06/2031(2) | 5000 | 4996 |
|  5.94% (SOFR + 2.13%), 08/02/2030(2) | 9816 | 9973 |
|  6.00% (SOFR + 2.07%), 07/29/2036(2) | 2500 | 2466 |
|  Takeoff Merger Sub, Inc. |  |  |
|  4.85%, 03/24/2031(1) | 7500 | 7406 |
|  Teachers Insurance & Annuity Association of America |  |  |
|  4.27%, 05/15/2047(1) | 780 | 627 |
|  4.90%, 09/15/2044(1) | 200 | 178 |
|  Toronto-Dominion Bank |  |  |
|  3.20%, 03/10/2032 | 5000 | 4599 |
|  5.30%, 01/30/2032 | 2815 | 2891 |
|  Travelers Companies, Inc. |  |  |
|  5.45%, 05/25/2053 | 1700 | 1626 |
|  Trinity Acquisition Plc |  |  |
|  6.13%, 08/15/2043 | 5000 | 4930 |
|  Truist Financial Corp. |  |  |
|  4.96% (SOFR + 1.40%), 10/23/2036(2) | 4000 | 3874 |
|  5.07% (SOFR + 1.31%), 05/20/2031(2) | 3250 | 3285 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.12% (SOFR + 1.85%), 01/26/2034(2) | 6770 | 6752 |
|  5.44% (SOFR + 1.62%), 01/24/2030(2) | 4570 | 4678 |
|  5.71% (SOFR + 1.92%), 01/24/2035(2) | 1931 | 1992 |
|  5.87% (SOFR + 2.36%), 06/08/2034(2) | 1470 | 1532 |
|  6.05% (SOFR + 2.05%), 06/08/2027(2) | 1935 | 1940 |
|  6.67% (5 Year CMT Index + 3.00%), 03/01/2175(2) | 3460 | 3454 |
|  7.16% (SOFR + 2.45%), 10/30/2029(2) | 5777 | 6140 |
|  Trustage Financial Group, Inc. |  |  |
|  4.63%, 04/15/2032(1) | 5000 | 4779 |
|  UBS AG/Stamford CT |  |  |
|  4.63% (SOFR + 1.11%), 02/16/2032(2) | 10000 | 9966 |
|  UBS Group AG |  |  |
|  2.10% (1 Year CMT Index + 1.00%), 02/11/2032(1)(2) | 3610 | 3181 |
|  3.09% (SOFR + 1.73%), 05/14/2032(1)(2) | 1813 | 1663 |
|  3.87% (3 Month SOFR USD + 1.41%), 01/12/2029(1)(2) | 9375 | 9267 |
|  4.19% (SOFR + 3.73%), 04/01/2031(1)(2) | 825 | 807 |
|  4.21% (SOFR + 0.84%), 04/10/2030(1)(2) | 7500 | 7405 |
|  4.25%, 03/23/2028(1) | 3000 | 2989 |
|  4.28%, 01/09/2028(1) | 845 | 842 |
|  4.40% (SOFR + 1.06%), 09/23/2031(1)(2) | 2305 | 2263 |
|  4.59% (SOFR + 1.05%), 08/10/2032(1)(2) | 8284 | 8142 |
|  4.75% (1 Year CMT Index + 1.75%), 05/12/2028(1)(2) | 2360 | 2367 |
|  4.84% (SOFR + 1.29%), 11/06/2033(1)(2) | 25075 | 24664 |
|  5.01% (SOFR + 1.34%), 03/23/2037(1)(2) | 5480 | 5299 |
|  5.20% (SOFR + 1.34%), 08/10/2037(1)(2) | 3665 | 3580 |
|  6.30% (1 Year CMT Index + 2.00%), 09/22/2034(1)(2) | 1077 | 1145 |
|  UDR, Inc. |  |  |
|  2.10%, 08/01/2032 | 1430 | 1210 |
|  2.95%, 09/01/2026 | 276 | 274 |
|  3.00%, 08/15/2031 | 415 | 380 |
|  3.20%, 01/15/2030 | 1565 | 1492 |
|  UniCredit SpA |  |  |
|  1.98% (1 Year CMT Index + 1.20%), 06/03/2027(1)(2) | 1135 | 1130 |
|  US Bancorp |  |  |
|  5.08% (SOFR + 1.30%), 05/15/2031(2) | 3925 | 3981 |
|  5.38% (SOFR + 1.56%), 01/23/2030(2) | 2185 | 2238 |
|  Ventas Realty LP |  |  |
|  3.25%, 10/15/2026 | 323 | 321 |
|  3.85%, 04/01/2027 | 677 | 673 |
|  VICI Properties LP |  |  |
|  4.75%, 02/15/2028 | 5000 | 5005 |
|  4.75%, 04/01/2028 | 10035 | 10045 |
|  Voya Financial, Inc. |  |  |
|  5.05%, 03/02/2036 | 4000 | 3864 |
|  Wells Fargo & Co. |  |  |
|  2.39% (SOFR + 2.10%), 06/02/2028(2) | 2875 | 2806 |
|  2.57% (3 Month Term SOFR + 1.26%), 02/11/2031(2) | 12110 | 11201 |
|  3.07% (SOFR + 2.53%), 04/30/2041(2) | 11335 | 8510 |
|  4.10%, 06/03/2026 | 3580 | 3579 |
|  4.18% (SOFR + 0.74%), 01/23/2030(2) | 5000 | 4956 |
|  4.90% (SOFR + 2.10%), 07/25/2033(2) | 2466 | 2453 |
|  4.96% (SOFR + 1.10%), 01/23/2037(2) | 4510 | 4393 |
|  4.97% (SOFR + 1.37%), 04/23/2029(2) | 4000 | 4035 |
|  5.20% (SOFR + 1.50%), 01/23/2030(2) | 2660 | 2702 |
|  5.21% (SOFR + 1.38%), 12/03/2035(2) | 14125 | 14063 |
|  5.24% (SOFR + 1.11%), 01/24/2031(2) | 9424 | 9607 |
|  5.39% (SOFR + 2.02%), 04/24/2034(2) | 2983 | 3028 |
|  5.50% (SOFR + 1.78%), 01/23/2035(2) | 7030 | 7156 |
|  5.56% (SOFR + 1.99%), 07/25/2034(2) | 13817 | 14161 |
|  5.57% (SOFR + 1.74%), 07/25/2029(2) | 40471 | 41400 |
|  5.61% (SOFR + 1.74%), 04/23/2036(2) | 6649 | 6804 |
|  5.71% (SOFR + 1.07%), 04/22/2028(2) | 12770 | 12935 |
|  6.30% (SOFR + 1.79%), 10/23/2029(2) | 6445 | 6712 |
|  6.49% (SOFR + 2.06%), 10/23/2034(2) | 10585 | 11461 |
|  Welltower OP LLC |  |  |
|  6.50%, 03/15/2041 | 700 | 766 |
|  Western-Southern Global Funding |  |  |
|  4.25%, 01/29/2029(1) | 12262 | 12151 |
|  4.50%, 07/16/2028(1) | 7000 | 6998 |
|  4.70%, 12/10/2032(1) | 4000 | 3895 |
|  4.90%, 05/01/2030(1) | 7000 | 7041 |
|  Weyerhaeuser Co. |  |  |
|  7.38%, 03/15/2032 | 142 | 158 |
|  Willis North America, Inc. |  |  |
|  5.05%, 09/15/2048 | 7500 | 6510 |
|  WP Carey, Inc. |  |  |
|  2.40%, 02/01/2031 | 1800 | 1611 |
|  2.45%, 02/01/2032 | 1360 | 1184 |
|  4.25%, 10/01/2026 | 3404 | 3402 |
|  4.65%, 07/15/2030 | 5000 | 4968 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  WR Berkley Corp. |  |  |
|  4.75%, 08/01/2044 | 3445 | 3022 |
|  XL Group Ltd. |  |  |
|  5.25%, 12/15/2043 | 2700 | 2494 |
|  Total Financials | Total Financials | 3260118 |
|  **Government – 0.02%** |  |  |
|  Corp. Andina de Fomento |  |  |
|  5.00%, 01/24/2029 | 4010 | 4106 |
|  Total Government | Total Government | 4106 |
|  **Industrials – 1.25%** |  |  |
|  Airbus SE |  |  |
|  3.95%, 04/10/2047(1) | 150 | 118 |
|  Amcor Flexibles North America, Inc. |  |  |
|  5.13%, 03/12/2036 | 4350 | 4229 |
|  Amphenol Corp. |  |  |
|  5.30%, 11/15/2055 | 3970 | 3728 |
|  Amrize Finance U.S. LLC |  |  |
|  4.95%, 04/07/2030 | 4440 | 4489 |
|  5.40%, 04/07/2035 | 5000 | 5084 |
|  Avolon Holdings Funding Ltd. |  |  |
|  4.90%, 10/10/2030(1) | 1480 | 1470 |
|  BAE Systems Plc |  |  |
|  1.90%, 02/15/2031(1) | 6886 | 6068 |
|  3.00%, 09/15/2050(1) | 754 | 498 |
|  5.80%, 10/11/2041(1) | 400 | 415 |
|  Berry Global, Inc. |  |  |
|  5.80%, 06/15/2031 | 4600 | 4762 |
|  Boeing Co. |  |  |
|  3.10%, 05/01/2026 | 1529 | 1527 |
|  3.25%, 02/01/2028 | 3207 | 3144 |
|  3.25%, 03/01/2028 | 2061 | 2017 |
|  3.25%, 02/01/2035 | 1160 | 994 |
|  3.30%, 03/01/2035 | 1410 | 1207 |
|  3.60%, 05/01/2034 | 5762 | 5158 |
|  3.63%, 03/01/2048 | 1373 | 957 |
|  3.65%, 03/01/2047 | 5200 | 3658 |
|  3.83%, 03/01/2059 | 3695 | 2473 |
|  3.90%, 05/01/2049 | 5784 | 4226 |
|  3.95%, 08/01/2059 | 4825 | 3329 |
|  5.04%, 05/01/2027 | 1185 | 1192 |
|  5.15%, 05/01/2030 | 4225 | 4296 |
|  5.71%, 05/01/2040 | 1555 | 1557 |
|  6.30%, 05/01/2029 | 8939 | 9384 |
|  6.39%, 05/01/2031 | 1430 | 1525 |
|  6.53%, 05/01/2034 | 2360 | 2571 |
|  6.86%, 05/01/2054 | 9646 | 10616 |
|  Burlington Northern Santa Fe LLC |  |  |
|  3.30%, 09/15/2051 | 530 | 358 |
|  3.55%, 02/15/2050 | 517 | 372 |
|  4.38%, 09/01/2042 | 462 | 401 |
|  4.45%, 01/15/2053 | 1800 | 1481 |
|  Cellnex Finance Co. SA |  |  |
|  3.88%, 07/07/2041(1) | 3000 | 2370 |
|  CH Robinson Worldwide, Inc. |  |  |
|  4.20%, 04/15/2028 | 6000 | 5952 |
|  CRH America Finance, Inc. |  |  |
|  3.40%, 05/09/2027(1) | 200 | 198 |
|  CRH America, Inc. |  |  |
|  5.13%, 05/18/2045(1) | 230 | 211 |
|  CSX Corp. |  |  |
|  3.35%, 09/15/2049 | 305 | 211 |
|  4.10%, 03/15/2044 | 175 | 144 |
|  4.65%, 03/01/2068 | 2000 | 1620 |
|  4.75%, 11/15/2048 | 1280 | 1112 |
|  Eagle Materials, Inc. |  |  |
|  5.00%, 03/15/2036 | 5000 | 4788 |
|  Eaton Corp. |  |  |
|  4.80%, 03/06/2036 | 4525 | 4467 |
|  5.80%, 03/15/2037 | 500 | 518 |
|  Embraer Netherlands Finance BV |  |  |
|  5.40%, 01/09/2038 | 789 | 754 |
|  FedEx Corp. |  |  |
|  4.95%, 10/17/2048 | 3000 | 2602 |
|  Fedex Freight Holding Co., Inc. |  |  |
|  4.30%, 03/15/2029(1) | 6882 | 6799 |
|  4.65%, 03/15/2031(1) | 9789 | 9621 |
|  5.25%, 03/15/2036(1) | 4191 | 4055 |
|  Flex Ltd. |  |  |
|  5.25%, 01/15/2032 | 3000 | 3012 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Graphic Packaging International LLC |  |  |
|  1.51%, 04/15/2026(1) | 11485.0 | 11468.0 |
|  Honeywell Aerospace, Inc. |  |  |
|  3.90%, 03/16/2028(1) | 11723.0 | 11637.0 |
|  4.00%, 03/16/2029(1) | 5121.0 | 5073.0 |
|  4.30%, 03/16/2031(1) | 12004.0 | 11874.0 |
|  4.60%, 03/16/2033(1) | 7781.0 | 7692.0 |
|  4.95%, 03/16/2036(1) | 16968.0 | 16836.0 |
|  5.73%, 03/16/2056(1) | 3165.0 | 3128.0 |
|  IDEX Corp. |  |  |
|  4.95%, 09/01/2029 | 4435.0 | 4487.0 |
|  Jabil, Inc. |  |  |
|  4.20%, 02/01/2029 | 5381.0 | 5316.0 |
|  Johnson Controls International Plc |  |  |
|  4.95%, 07/02/2064(3) | 928.0 | 778.0 |
|  L3Harris Technologies, Inc. |  |  |
|  4.85%, 04/27/2035 | 1000.0 | 981.0 |
|  5.25%, 06/01/2031 | 2580.0 | 2640.0 |
|  5.40%, 07/31/2033 | 2619.0 | 2687.0 |
|  Lennox International, Inc. |  |  |
|  1.70%, 08/01/2027 | 2000.0 | 1934.0 |
|  Martin Marietta Materials, Inc. |  |  |
|  6.25%, 05/01/2037 | 107.0 | 113.0 |
|  Masco Corp. |  |  |
|  2.00%, 10/01/2030 | 479.0 | 426.0 |
|  6.50%, 08/15/2032 | 1240.0 | 1337.0 |
|  MasTec, Inc. |  |  |
|  4.50%, 08/15/2028(1) | 5000.0 | 4946.0 |
|  5.90%, 06/15/2029 | 6500.0 | 6716.0 |
|  Mexico City Airport Trust |  |  |
|  3.88%, 04/30/2028(1) | 3645.0 | 3575.0 |
|  4.25%, 10/31/2026(1) | 1720.0 | 1715.0 |
|  5.50%, 07/31/2047(1) | 3660.0 | 3047.0 |
|  Norfolk Southern Corp. |  |  |
|  3.95%, 10/01/2042 | 332.0 | 269.0 |
|  4.05%, 08/15/2052 | 1100.0 | 832.0 |
|  4.80%, 08/15/2043 | 1273.0 | 1115.0 |
|  7.80%, 05/15/2027 | 1705.0 | 1769.0 |
|  Northrop Grumman Corp. |  |  |
|  3.85%, 04/15/2045 | 195.0 | 153.0 |
|  nVent Finance Sarl |  |  |
|  4.55%, 04/15/2028 | 3625.0 | 3617.0 |
|  Packaging Corp. of America |  |  |
|  5.20%, 08/15/2035 | 2640.0 | 2619.0 |
|  Parker-Hannifin Corp. |  |  |
|  4.45%, 11/21/2044 | 333.0 | 288.0 |
|  Penske Truck Leasing Co. Lp / PTL Finance Corp. |  |  |
|  6.05%, 08/01/2028(1) | 5000.0 | 5145.0 |
|  6.20%, 06/15/2030(1) | 2925.0 | 3079.0 |
|  Precision Castparts Corp. |  |  |
|  4.20%, 06/15/2035 | 75.0 | 71.0 |
|  4.38%, 06/15/2045 | 415.0 | 351.0 |
|  Regal Rexnord Corp. |  |  |
|  6.05%, 04/15/2028 | 1368.0 | 1403.0 |
|  RTX Corp. |  |  |
|  2.82%, 09/01/2051 | 2550.0 | 1560.0 |
|  3.75%, 11/01/2046 | 1130.0 | 859.0 |
|  4.15%, 05/15/2045 | 1683.0 | 1376.0 |
|  4.35%, 04/15/2047 | 970.0 | 803.0 |
|  4.50%, 06/01/2042 | 1823.0 | 1618.0 |
|  5.15%, 02/27/2033 | 2076.0 | 2117.0 |
|  Siemens Financieringsmaatschappij NV |  |  |
|  4.40%, 05/27/2045(1) | 513.0 | 447.0 |
|  SMBC Aviation Capital Finance DAC |  |  |
|  1.90%, 10/15/2026(1) | 1400.0 | 1380.0 |
|  5.55%, 04/03/2034(1) | 11200.0 | 11242.0 |
|  Spirit AeroSystems, Inc. |  |  |
|  4.60%, 06/15/2028 | 9845.0 | 9848.0 |
|  Textron, Inc. |  |  |
|  3.65%, 03/15/2027 | 4975.0 | 4939.0 |
|  Union Pacific Corp. |  |  |
|  4.10%, 09/15/2067 | 200.0 | 145.0 |
|  Vertiv Holdings Co. |  |  |
|  5.80%, 03/15/2056 | 910.0 | 875.0 |
|  5.95%, 03/15/2066 | 1815.0 | 1737.0 |
|  Vontier Corp. |  |  |
|  2.40%, 04/01/2028 | 10822.0 | 10373.0 |
|  Vulcan Materials Co. |  |  |
|  4.70%, 03/01/2048 | 2054.0 | 1752.0 |
|  Westinghouse Air Brake Technologies Corp. |  |  |
|  3.45%, 11/15/2026 | 5000.0 | 4971.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  WestRock MWV LLC |  |  |
|  8.20%, 01/15/2030 | 537 | 602 |
|  WSP Global, Inc. |  |  |
|  5.71%, 09/18/2036(1) | 5000 | 4955 |
|  Total Industrials | Total Industrials | 332454 |
|  **Technology – 1.61%** |  |  |
|  Accenture Capital, Inc. |  |  |
|  4.50%, 10/04/2034 | 1066 | 1031 |
|  Analog Devices, Inc. |  |  |
|  2.95%, 10/01/2051 | 2122 | 1348 |
|  Broadcom, Inc. |  |  |
|  3.14%, 11/15/2035(1) | 12942 | 10995 |
|  3.19%, 11/15/2036(1) | 17915 | 14971 |
|  3.50%, 02/15/2041 | 8120 | 6478 |
|  4.75%, 04/15/2029 | 6850 | 6926 |
|  4.80%, 02/15/2036 | 545 | 531 |
|  5.05%, 07/12/2029 | 8415 | 8589 |
|  5.15%, 11/15/2031 | 3000 | 3077 |
|  Cadence Design Systems, Inc. |  |  |
|  4.30%, 09/10/2029 | 1690 | 1685 |
|  CDW LLC / CDW Finance Corp. |  |  |
|  2.67%, 12/01/2026 | 14070 | 13906 |
|  5.10%, 03/01/2030 | 8000 | 7988 |
|  CGI, Inc. |  |  |
|  1.45%, 09/14/2026 | 2182 | 2150 |
|  2.30%, 09/14/2031 | 3919 | 3425 |
|  Concentrix Corp. |  |  |
|  6.60%, 08/02/2028 | 3000 | 2982 |
|  Dell International LLC / EMC Corp. |  |  |
|  5.00%, 04/01/2030 | 3140 | 3178 |
|  5.10%, 02/15/2036 | 10516 | 10283 |
|  5.30%, 04/01/2032 | 6750 | 6855 |
|  Fidelity National Information Services, Inc. |  |  |
|  4.55%, 03/10/2029 | 5417 | 5391 |
|  4.80%, 03/10/2031 | 23400 | 23215 |
|  Fiserv, Inc. |  |  |
|  3.20%, 07/01/2026 | 890 | 887 |
|  4.40%, 07/01/2049 | 2850 | 2155 |
|  4.75%, 03/15/2030 | 5000 | 4955 |
|  5.15%, 08/12/2034 | 10735 | 10427 |
|  5.63%, 08/21/2033 | 4575 | 4618 |
|  Foundry JV Holdco LLC |  |  |
|  5.90%, 01/25/2033(1) | 5260 | 5408 |
|  Genpact Luxembourg SARL/Genpact USA, Inc. |  |  |
|  6.00%, 06/04/2029 | 4979 | 5123 |
|  Genpact UK Finco Plc / Genpact USA, Inc. |  |  |
|  4.95%, 11/18/2030 | 3000 | 2938 |
|  Hewlett Packard Enterprise Co. |  |  |
|  4.05%, 09/15/2027 | 5068 | 5035 |
|  4.60%, 03/23/2029 | 6500 | 6494 |
|  5.60%, 10/15/2054 | 3369 | 3007 |
|  Intel Corp. |  |  |
|  3.25%, 11/15/2049 | 1770 | 1118 |
|  3.73%, 12/08/2047 | 1270 | 887 |
|  4.90%, 08/05/2052 | 6758 | 5521 |
|  5.70%, 02/10/2053 | 2475 | 2279 |
|  International Business Machines Corp. |  |  |
|  4.95%, 02/03/2036 | 4269 | 4159 |
|  5.80%, 02/03/2056 | 3087 | 2950 |
|  KLA Corp. |  |  |
|  3.30%, 03/01/2050 | 1800 | 1226 |
|  Leidos, Inc. |  |  |
|  2.30%, 02/15/2031 | 1075 | 957 |
|  4.38%, 05/15/2030 | 3530 | 3473 |
|  5.00%, 03/15/2036 | 6560 | 6342 |
|  5.75%, 03/15/2033 | 1000 | 1037 |
|  Marvell Technology, Inc. |  |  |
|  4.75%, 07/15/2030 | 7575 | 7601 |
|  5.45%, 07/15/2035 | 9653 | 9809 |
|  Micron Technology, Inc. |  |  |
|  5.30%, 01/15/2031 | 3908 | 4091 |
|  MSCI, Inc. |  |  |
|  3.63%, 09/01/2030(1) | 4000 | 3781 |
|  4.00%, 11/15/2029(1) | 7500 | 7285 |
|  NXP BV / NXP USA, Inc. |  |  |
|  2.65%, 02/15/2032 | 4875 | 4300 |
|  3.25%, 05/11/2041 | 7406 | 5450 |
|  3.25%, 11/30/2051 | 1505 | 965 |
|  4.30%, 06/18/2029 | 7077 | 7015 |
|  4.85%, 08/19/2032 | 4602 | 4540 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Oracle Corp. |  |  |
|  2.95%, 04/01/2030 | 8981 | 8198 |
|  3.60%, 04/01/2040 | 2500 | 1812 |
|  3.80%, 11/15/2037 | 600 | 476 |
|  3.85%, 07/15/2036 | 1065 | 882 |
|  3.90%, 05/15/2035 | 936 | 792 |
|  3.95%, 03/25/2051 | 1240 | 786 |
|  4.30%, 07/08/2034 | 221 | 196 |
|  4.38%, 05/15/2055 | 8400 | 5552 |
|  4.80%, 09/26/2032 | 6595 | 6281 |
|  4.90%, 02/06/2033 | 2930 | 2777 |
|  4.95%, 02/04/2031 | 2686 | 2628 |
|  5.50%, 08/03/2035 | 3145 | 3002 |
|  5.55%, 02/06/2053 | 2000 | 1596 |
|  5.70%, 02/04/2036 | 4980 | 4788 |
|  5.88%, 09/26/2045 | 8204 | 7078 |
|  6.55%, 02/04/2046 | 6266 | 5846 |
|  6.70%, 02/04/2056 | 6890 | 6395 |
|  6.85%, 02/04/2066 | 4270 | 3926 |
|  6.90%, 11/09/2052 | 9000 | 8497 |
|  Paychex, Inc. |  |  |
|  5.10%, 04/15/2030 | 10000 | 10090 |
|  Roper Technologies, Inc. |  |  |
|  4.90%, 10/15/2034 | 4200 | 4055 |
|  Salesforce, Inc. |  |  |
|  4.50%, 03/15/2028 | 12501 | 12504 |
|  4.65%, 03/15/2029 | 23472 | 23520 |
|  5.55%, 03/15/2036 | 12937 | 12897 |
|  6.55%, 03/15/2056 | 4077 | 4091 |
|  6.70%, 03/15/2066 | 1550 | 1575 |
|  Synopsys, Inc. |  |  |
|  5.70%, 04/01/2055 | 2900 | 2773 |
|  VMware LLC |  |  |
|  1.40%, 08/15/2026 | 8282 | 8195 |
|  1.80%, 08/15/2028 | 1928 | 1815 |
|  Workday, Inc. |  |  |
|  3.50%, 04/01/2027 | 3141 | 3113 |
|  Total Technology | Total Technology | 426973 |
|  **Utilities – 3.15%** |  |  |
|  Abu Dhabi National Energy Co. PJSC |  |  |
|  2.00%, 04/29/2028(1) | 2015 | 1907 |
|  AEP Texas, Inc. |  |  |
|  3.80%, 10/01/2047 | 3715 | 2662 |
|  AEP Transmission Co. LLC |  |  |
|  3.15%, 09/15/2049 | 580 | 381 |
|  3.75%, 12/01/2047(8) | 2600 | 1924 |
|  4.00%, 12/01/2046 | 2020 | 1588 |
|  4.25%, 09/15/2048 | 4790 | 3802 |
|  AES Corp. |  |  |
|  5.80%, 03/15/2032 | 3320 | 3339 |
|  Alabama Power Co. |  |  |
|  3.75%, 03/01/2045 | 182 | 140 |
|  4.10%, 01/15/2042 | 233 | 194 |
|  4.15%, 08/15/2044 | 205 | 167 |
|  6.13%, 05/15/2038 | 219 | 235 |
|  Alfa Desarrollo SpA |  |  |
|  4.55%, 09/27/2051(1) | 2428 | 1846 |
|  Ameren Corp. |  |  |
|  5.70%, 12/01/2026 | 5761 | 5803 |
|  American Electric Power Co., Inc. |  |  |
|  4.30%, 12/01/2028 | 2833 | 2826 |
|  American Water Capital Corp. |  |  |
|  4.00%, 12/01/2046 | 2350 | 1816 |
|  5.20%, 04/01/2036 | 4177 | 4186 |
|  5.45%, 03/01/2054 | 5200 | 4929 |
|  6.59%, 10/15/2037 | 386 | 435 |
|  Arizona Public Service Co. |  |  |
|  3.75%, 05/15/2046 | 2290 | 1702 |
|  5.05%, 09/01/2041 | 349 | 326 |
|  5.10%, 03/15/2036 | 2125 | 2089 |
|  Atmos Energy Corp. |  |  |
|  4.13%, 10/15/2044 | 1860 | 1538 |
|  4.15%, 01/15/2043 | 830 | 697 |
|  5.45%, 01/15/2056 | 271 | 259 |
|  Ausgrid Finance Pty Ltd. |  |  |
|  4.35%, 08/01/2028(1) | 10275 | 10231 |
|  Baltimore Gas & Electric Co. |  |  |
|  2.90%, 06/15/2050 | 950 | 597 |
|  3.20%, 09/15/2049 | 1105 | 730 |
|  3.50%, 08/15/2046 | 375 | 271 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.65%, 06/01/2054 | 1930.0 | 1871.0 |
|  Berkshire Hathaway Energy Co. |  |  |
|  2.85%, 05/15/2051 | 7650.0 | 4606.0 |
|  6.13%, 04/01/2036 | 366.0 | 391.0 |
|  Boston Gas Co. |  |  |
|  4.49%, 02/15/2042(1) | 253.0 | 214.0 |
|  5.84%, 01/10/2035(1) | 2345.0 | 2454.0 |
|  Brooklyn Union Gas Co. |  |  |
|  3.87%, 03/04/2029(1) | 1125.0 | 1104.0 |
|  4.27%, 03/15/2048(1) | 4438.0 | 3463.0 |
|  4.49%, 03/04/2049(1) | 338.0 | 270.0 |
|  4.50%, 03/10/2046(1) | 2000.0 | 1629.0 |
|  5.46%, 03/16/2036(1) | 1915.0 | 1897.0 |
|  CenterPoint Energy Houston Electric LLC |  |  |
|  3.95%, 03/01/2048 | 151.0 | 118.0 |
|  Centerpoint Energy Restoration Bond Co. III LLC |  |  |
|  4.48%, 06/15/2035 | 5570.0 | 5483.0 |
|  4.86%, 12/15/2039 | 4717.0 | 4608.0 |
|  Chile Electricity Lux Mpc II Sarl |  |  |
|  5.58%, 10/20/2035(1) | 9453.0 | 9494.0 |
|  5.67%, 10/20/2035(1) | 8611.0 | 8695.0 |
|  Cleco Power LLC |  |  |
|  5.30%, 01/15/2036(1) | 3147.0 | 3123.0 |
|  Cleveland Electric Illuminating Co. |  |  |
|  3.50%, 04/01/2028(1) | 1333.0 | 1306.0 |
|  CMS Energy Corp. |  |  |
|  2.95%, 02/15/2027 | 348.0 | 344.0 |
|  3.00%, 05/15/2026 | 110.0 | 110.0 |
|  Comision Federal de Electricidad |  |  |
|  4.69%, 05/15/2029(1) | 3900.0 | 3828.0 |
|  6.05%, 01/28/2034(1) | 10655.0 | 10326.0 |
|  Commonwealth Edison Co. |  |  |
|  3.65%, 06/15/2046 | 364.0 | 271.0 |
|  3.75%, 08/15/2047 | 1000.0 | 747.0 |
|  4.00%, 03/01/2048 | 4615.0 | 3578.0 |
|  Consolidated Edison Co. of New York, Inc. |  |  |
|  3.85%, 06/15/2046 | 2940.0 | 2251.0 |
|  3.88%, 06/15/2047 | 1800.0 | 1371.0 |
|  4.30%, 12/01/2056 | 3050.0 | 2366.0 |
|  4.50%, 05/15/2058 | 538.0 | 429.0 |
|  5.70%, 06/15/2040 | 318.0 | 323.0 |
|  Constellation Energy Generation LLC |  |  |
|  3.75%, 03/01/2031(1) | 39167.0 | 37370.0 |
|  5.75%, 10/01/2041 | 4727.0 | 4730.0 |
|  5.80%, 03/01/2033 | 621.0 | 650.0 |
|  6.25%, 10/01/2039 | 300.0 | 316.0 |
|  Consumers Energy Co. |  |  |
|  3.25%, 08/15/2046 | 190.0 | 135.0 |
|  4.35%, 08/31/2064 | 191.0 | 146.0 |
|  Dayton Power & Light Co. |  |  |
|  4.55%, 08/15/2030 | 6140.0 | 6084.0 |
|  Delmarva Power & Light Co. |  |  |
|  4.00%, 06/01/2042 | 170.0 | 140.0 |
|  Dhafrah Pv2 Energy Co. LLC |  |  |
|  5.79%, 06/30/2053(1) | 5897.0 | 5718.0 |
|  Dominion Energy, Inc. |  |  |
|  2.85%, 08/15/2026 | 304.0 | 302.0 |
|  4.90%, 08/01/2041 | 212.0 | 189.0 |
|  5.25%, 08/01/2033 | 1161.0 | 1175.0 |
|  7.00%, 06/15/2038 | 124.0 | 137.0 |
|  Duke Energy Carolinas LLC |  |  |
|  4.25%, 12/15/2041 | 2681.0 | 2300.0 |
|  4.95%, 01/15/2033 | 3715.0 | 3771.0 |
|  Duke Energy Corp. |  |  |
|  3.50%, 06/15/2051 | 4000.0 | 2680.0 |
|  3.75%, 09/01/2046 | 13800.0 | 10183.0 |
|  3.95%, 08/15/2047 | 1740.0 | 1289.0 |
|  4.20%, 06/15/2049 | 5012.0 | 3817.0 |
|  5.70%, 09/15/2055 | 2540.0 | 2400.0 |
|  5.80%, 06/15/2054 | 2000.0 | 1915.0 |
|  6.10%, 09/15/2053 | 2730.0 | 2738.0 |
|  Duke Energy Indiana LLC |  |  |
|  3.75%, 05/15/2046 | 600.0 | 459.0 |
|  Duke Energy Ohio, Inc. |  |  |
|  5.25%, 04/01/2033 | 2515.0 | 2570.0 |
|  Duke Energy Progress LLC |  |  |
|  2.90%, 08/15/2051 | 1645.0 | 1013.0 |
|  3.70%, 10/15/2046 | 506.0 | 377.0 |
|  4.10%, 05/15/2042 | 217.0 | 180.0 |
|  4.10%, 03/15/2043 | 181.0 | 149.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.15%, 12/01/2044 | 129.0 | 105.0 |
|  4.20%, 08/15/2045 | 325.0 | 265.0 |
|  4.38%, 03/30/2044 | 132.0 | 112.0 |
|  Duquesne Light Holdings, Inc. |  |  |
|  2.53%, 10/01/2030(1) | 2500.0 | 2275.0 |
|  3.62%, 08/01/2027(1) | 6675.0 | 6592.0 |
|  Electricite de France SA |  |  |
|  4.75%, 10/13/2035(1) | 5000.0 | 4867.0 |
|  5.95%, 04/22/2034(1) | 9195.0 | 9607.0 |
|  Emera U.S. Finance LP |  |  |
|  3.55%, 06/15/2026 | 1260.0 | 1257.0 |
|  4.75%, 06/15/2046 | 3165.0 | 2611.0 |
|  Enel Finance International NV |  |  |
|  3.50%, 04/06/2028(1) | 900.0 | 883.0 |
|  4.75%, 05/25/2047(1) | 7050.0 | 5826.0 |
|  5.00%, 09/30/2035(1) | 4825.0 | 4679.0 |
|  6.00%, 10/07/2039(1) | 307.0 | 311.0 |
|  6.80%, 09/15/2037(1) | 2425.0 | 2658.0 |
|  Entergy Arkansas LLC |  |  |
|  2.65%, 06/15/2051 | 960.0 | 557.0 |
|  Entergy Louisiana LLC |  |  |
|  2.90%, 03/15/2051 | 1570.0 | 963.0 |
|  3.05%, 06/01/2031 | 440.0 | 409.0 |
|  3.12%, 09/01/2027 | 370.0 | 365.0 |
|  4.00%, 03/15/2033 | 2610.0 | 2478.0 |
|  5.80%, 03/15/2055 | 2705.0 | 2653.0 |
|  Entergy Mississippi LLC |  |  |
|  5.85%, 06/01/2054 | 1200.0 | 1177.0 |
|  Entergy Texas, Inc. |  |  |
|  4.50%, 03/30/2039 | 11000.0 | 10054.0 |
|  Essential Utilities, Inc. |  |  |
|  5.13%, 03/15/2036 | 4055.0 | 3998.0 |
|  5.25%, 08/15/2035 | 12737.0 | 12719.0 |
|  5.38%, 01/15/2034 | 2892.0 | 2932.0 |
|  Evergy Kansas Central, Inc. |  |  |
|  4.13%, 03/01/2042 | 4175.0 | 3483.0 |
|  Evergy Metro, Inc. |  |  |
|  4.20%, 03/15/2048 | 500.0 | 397.0 |
|  5.40%, 04/01/2034 | 1025.0 | 1053.0 |
|  Evergy Missouri West Storm Funding I LLC |  |  |
|  5.10%, 12/01/2038 | 3418.0 | 3486.0 |
|  Evergy, Inc. |  |  |
|  2.90%, 09/15/2029 | 1165.0 | 1104.0 |
|  Exelon Corp. |  |  |
|  4.95%, 06/15/2035 | 1500.0 | 1461.0 |
|  Fells Point Funding Trust |  |  |
|  3.05%, 01/31/2027(1) | 9320.0 | 9215.0 |
|  FirstEnergy Corp. |  |  |
|  3.90%, 07/15/2027 | 21189.0 | 21015.0 |
|  FirstEnergy Pennsylvania Electric Co. |  |  |
|  3.25%, 03/15/2028(1) | 2386.0 | 2333.0 |
|  5.20%, 04/01/2028(1) | 1885.0 | 1912.0 |
|  FirstEnergy Transmission LLC |  |  |
|  2.87%, 09/15/2028(1) | 2781.0 | 2672.0 |
|  4.75%, 01/15/2033 | 3349.0 | 3299.0 |
|  Florida Power & Light Co. |  |  |
|  5.40%, 09/01/2035 | 700.0 | 715.0 |
|  Fortis, Inc. |  |  |
|  3.06%, 10/04/2026 | 1568.0 | 1557.0 |
|  Georgia Power Co. |  |  |
|  4.00%, 10/01/2028 | 7257.0 | 7214.0 |
|  Indiana Michigan Power Co. |  |  |
|  3.25%, 05/01/2051 | 1570.0 | 1024.0 |
|  ITC Holdings Corp. |  |  |
|  2.95%, 05/14/2030(1) | 890.0 | 833.0 |
|  5.30%, 07/01/2043 | 1510.0 | 1388.0 |
|  5.50%, 04/15/2036(1) | 1510.0 | 1514.0 |
|  5.65%, 05/09/2034(1) | 6420.0 | 6600.0 |
|  Jersey Central Power & Light Co. |  |  |
|  5.10%, 01/15/2035 | 960.0 | 960.0 |
|  6.15%, 06/01/2037 | 400.0 | 422.0 |
|  KeySpan Gas East Corp. |  |  |
|  2.74%, 08/15/2026(1) | 538.0 | 534.0 |
|  Massachusetts Electric Co. |  |  |
|  4.00%, 08/15/2046(1) | 624.0 | 477.0 |
|  MidAmerican Energy Co. |  |  |
|  5.85%, 09/15/2054 | 1320.0 | 1325.0 |
|  Mid-Atlantic Interstate Transmission LLC |  |  |
|  4.10%, 05/15/2028(1) | 9310.0 | 9256.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Monongahela Power Co. |  |  |
|  5.40%, 12/15/2043(1) | 1650.0 | 1547.0 |
|  National Fuel Gas Co. |  |  |
|  4.75%, 09/01/2028 | 5226.0 | 5229.0 |
|  5.50%, 03/15/2030 | 11260.0 | 11518.0 |
|  5.95%, 03/15/2035 | 1596.0 | 1651.0 |
|  National Rural Utilities Cooperative Finance Corp. |  |  |
|  8.00%, 03/01/2032 | 791.0 | 915.0 |
|  Nevada Power Co. |  |  |
|  5.38%, 09/15/2040 | 261.0 | 256.0 |
|  5.45%, 05/15/2041 | 386.0 | 377.0 |
|  New England Power Co. |  |  |
|  3.80%, 12/05/2047(1) | 5108.0 | 3805.0 |
|  New York State Electric & Gas Corp. |  |  |
|  3.25%, 12/01/2026(1) | 804.0 | 798.0 |
|  NextEra Energy Capital Holdings, Inc. |  |  |
|  1.90%, 06/15/2028 | 5605.0 | 5315.0 |
|  4.69%, 09/01/2027 | 14537.0 | 14606.0 |
|  5.55%, 03/15/2054 | 5000.0 | 4700.0 |
|  5.90%, 03/15/2055 | 5055.0 | 4962.0 |
|  Niagara Mohawk Power Corp. |  |  |
|  1.96%, 06/27/2030(1) | 2150.0 | 1934.0 |
|  6.00%, 07/03/2055(1) | 890.0 | 874.0 |
|  NiSource, Inc. |  |  |
|  1.70%, 02/15/2031 | 1640.0 | 1425.0 |
|  5.25%, 02/15/2043 | 7730.0 | 7152.0 |
|  5.80%, 02/01/2042 | 774.0 | 761.0 |
|  5.95%, 06/15/2041 | 4416.0 | 4493.0 |
|  Northern States Power Co. |  |  |
|  3.60%, 09/15/2047 | 2395.0 | 1770.0 |
|  NRG Energy, Inc. |  |  |
|  2.45%, 12/02/2027(1) | 6215.0 | 5987.0 |
|  4.45%, 06/15/2029(1) | 8030.0 | 7931.0 |
|  5.41%, 10/15/2035(1) | 4810.0 | 4718.0 |
|  7.00%, 03/15/2033(1) | 6210.0 | 6723.0 |
|  Oglethorpe Power Corp. |  |  |
|  6.19%, 01/01/2031(1) | 1008.0 | 1058.0 |
|  6.20%, 12/01/2053 | 1561.0 | 1589.0 |
|  Ohio Power Co. |  |  |
|  2.90%, 10/01/2051 | 1390.0 | 831.0 |
|  4.15%, 04/01/2048 | 1190.0 | 918.0 |
|  Oncor Electric Delivery Co. LLC |  |  |
|  3.10%, 09/15/2049 | 1895.0 | 1234.0 |
|  4.50%, 03/15/2031(1) | 3786.0 | 3765.0 |
|  5.75%, 03/15/2029 | 124.0 | 128.0 |
|  Pacific Gas & Electric Co. |  |  |
|  3.75%, 08/15/2042 | 376.0 | 282.0 |
|  3.95%, 12/01/2047 | 779.0 | 567.0 |
|  4.30%, 03/15/2045 | 638.0 | 498.0 |
|  4.45%, 04/15/2042 | 1905.0 | 1569.0 |
|  4.50%, 07/01/2040 | 15392.0 | 13134.0 |
|  4.95%, 07/01/2050 | 4255.0 | 3525.0 |
|  5.80%, 05/15/2034 | 4992.0 | 5115.0 |
|  5.90%, 06/15/2032 | 2099.0 | 2173.0 |
|  5.90%, 10/01/2054 | 8735.0 | 8140.0 |
|  6.00%, 08/15/2035 | 2735.0 | 2826.0 |
|  6.00%, 05/01/2056 | 4996.0 | 4741.0 |
|  6.10%, 01/15/2029 | 975.0 | 1009.0 |
|  6.15%, 03/01/2055 | 1141.0 | 1102.0 |
|  6.70%, 04/01/2053 | 3144.0 | 3254.0 |
|  6.95%, 03/15/2034 | 1995.0 | 2185.0 |
|  PacifiCorp |  |  |
|  5.10%, 04/15/2031 | 3841.0 | 3851.0 |
|  5.75%, 04/01/2037 | 5566.0 | 5511.0 |
|  5.80%, 04/15/2036 | 2621.0 | 2642.0 |
|  5.80%, 01/15/2055 | 7572.0 | 6917.0 |
|  PECO Energy Co. |  |  |
|  2.80%, 06/15/2050 | 860.0 | 532.0 |
|  3.70%, 09/15/2047 | 2120.0 | 1584.0 |
|  3.90%, 03/01/2048 | 5235.0 | 3999.0 |
|  4.15%, 10/01/2044 | 353.0 | 289.0 |
|  Pepco Holdings LLC |  |  |
|  7.45%, 08/15/2032 | 222.0 | 250.0 |
|  Perusahaan Perseroan Persero PT Perusahaan Listrik Negara |  |  |
|  4.75%, 02/03/2031(1) | 6046.0 | 5867.0 |
|  PG&E Recovery Funding LLC |  |  |
|  5.23%, 06/01/2042 | 2645.0 | 2596.0 |
|  5.53%, 06/01/2049 | 3140.0 | 3084.0 |
|  PG&E Wildfire Recovery Funding LLC |  |  |
|  4.26%, 06/01/2036 | 1735.0 | 1672.0 |
|  5.10%, 06/01/2052 | 2420.0 | 2236.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.21%, 12/01/2047 | 1285.0 | 1211.0 |
|  Potomac Electric Power Co. |  |  |
|  6.50%, 11/15/2037 | 136.0 | 150.0 |
|  PPL Capital Funding, Inc. |  |  |
|  5.25%, 09/01/2034 | 4811.0 | 4845.0 |
|  PPL Electric Utilities Corp. |  |  |
|  3.00%, 10/01/2049 | 2105.0 | 1356.0 |
|  4.13%, 06/15/2044 | 208.0 | 171.0 |
|  PSEG Power LLC |  |  |
|  5.20%, 05/15/2030(1) | 12330.0 | 12516.0 |
|  5.75%, 05/15/2035(1) | 7336.0 | 7451.0 |
|  Public Service Co. of Colorado |  |  |
|  3.55%, 06/15/2046 | 353.0 | 253.0 |
|  4.10%, 06/15/2048 | 2515.0 | 1962.0 |
|  4.15%, 03/13/2029 | 4388.0 | 4375.0 |
|  5.05%, 06/15/2036 | 13045.0 | 12857.0 |
|  Public Service Co. of Oklahoma |  |  |
|  5.20%, 01/15/2035 | 685.0 | 681.0 |
|  6.63%, 11/15/2037 | 649.0 | 703.0 |
|  Public Service Electric & Gas Co. |  |  |
|  3.00%, 03/01/2051 | 4380.0 | 2805.0 |
|  3.60%, 12/01/2047 | 1605.0 | 1185.0 |
|  4.65%, 03/15/2033 | 7255.0 | 7169.0 |
|  5.38%, 11/01/2039 | 117.0 | 115.0 |
|  Public Service Enterprise Group, Inc. |  |  |
|  1.60%, 08/15/2030 | 8395.0 | 7384.0 |
|  Puget Energy, Inc. |  |  |
|  2.38%, 06/15/2028 | 560.0 | 534.0 |
|  5.73%, 03/15/2035 | 1470.0 | 1481.0 |
|  RWE Finance U.S. LLC |  |  |
|  6.25%, 04/16/2054(1) | 2000.0 | 2010.0 |
|  San Diego Gas & Electric Co. |  |  |
|  2.95%, 08/15/2051 | 7230.0 | 4540.0 |
|  3.95%, 11/15/2041 | 310.0 | 253.0 |
|  5.35%, 05/15/2040 | 3430.0 | 3350.0 |
|  5.95%, 03/15/2056 | 1330.0 | 1334.0 |
|  SCE Recovery Funding LLC |  |  |
|  4.70%, 06/15/2040 | 2106.0 | 2030.0 |
|  5.34%, 03/15/2045 | 2765.0 | 2747.0 |
|  Sempra |  |  |
|  3.40%, 02/01/2028 | 3641.0 | 3573.0 |
|  5.25%, 03/15/2036 | 6479.0 | 6388.0 |
|  Sigeco Securitization I LLC |  |  |
|  5.03%, 11/15/2036 | 2253.0 | 2277.0 |
|  Southern California Edison Co. |  |  |
|  2.95%, 02/01/2051 | 6220.0 | 3730.0 |
|  3.65%, 03/01/2028 | 1200.0 | 1181.0 |
|  3.90%, 12/01/2041 | 392.0 | 304.0 |
|  4.00%, 04/01/2047 | 2024.0 | 1504.0 |
|  4.05%, 03/15/2042 | 800.0 | 625.0 |
|  4.13%, 03/01/2048 | 1880.0 | 1407.0 |
|  4.88%, 02/01/2027 | 4901.0 | 4913.0 |
|  4.90%, 06/01/2026 | 4586.0 | 4580.0 |
|  5.75%, 04/15/2054 | 5100.0 | 4734.0 |
|  5.88%, 12/01/2053 | 2647.0 | 2503.0 |
|  5.90%, 03/01/2055 | 1000.0 | 953.0 |
|  6.05%, 03/15/2039 | 3013.0 | 3059.0 |
|  6.20%, 09/15/2055 | 5000.0 | 4959.0 |
|  Southern California Gas Co. |  |  |
|  2.55%, 02/01/2030 | 2621.0 | 2453.0 |
|  5.05%, 09/01/2034 | 16213.0 | 16277.0 |
|  Southern Co. |  |  |
|  5.20%, 06/15/2033 | 9029.0 | 9119.0 |
|  5.70%, 03/15/2034 | 3715.0 | 3850.0 |
|  Southern Co. Gas Capital Corp. |  |  |
|  3.25%, 06/15/2026 | 225.0 | 225.0 |
|  3.95%, 10/01/2046 | 282.0 | 215.0 |
|  4.40%, 06/01/2043 | 160.0 | 134.0 |
|  5.10%, 09/15/2035 | 1315.0 | 1298.0 |
|  5.75%, 09/15/2033 | 1730.0 | 1798.0 |
|  5.88%, 03/15/2041 | 1210.0 | 1232.0 |
|  Southern Power Co. |  |  |
|  5.15%, 09/15/2041 | 746.0 | 702.0 |
|  Southwest Gas Corp. |  |  |
|  3.80%, 09/29/2046 | 508.0 | 382.0 |
|  Southwestern Public Service Co. |  |  |
|  4.50%, 08/15/2041 | 350.0 | 306.0 |
|  Toledo Edison Co. |  |  |
|  2.65%, 05/01/2028(1) | 1208.0 | 1147.0 |
|  6.15%, 05/15/2037 | 680.0 | 730.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Virginia Electric & Power Co. |  |  |
|  3.50%, 03/15/2027 | 1732 | 1720 |
|  4.45%, 02/15/2044 | 126 | 106 |
|  4.65%, 08/15/2043 | 1765 | 1533 |
|  4.95%, 03/15/2036 | 8225 | 8018 |
|  5.65%, 03/15/2055 | 5600 | 5361 |
|  Vistra Operations Co. LLC |  |  |
|  4.30%, 07/15/2029(1) | 18270 | 17954 |
|  4.60%, 10/15/2030(1) | 7662 | 7510 |
|  4.70%, 01/31/2031(1) | 9507 | 9354 |
|  5.25%, 10/15/2035(1) | 4570 | 4438 |
|  5.35%, 01/31/2036(1) | 2280 | 2230 |
|  5.70%, 12/30/2034(1) | 4555 | 4582 |
|  6.00%, 04/15/2034(1) | 335 | 344 |
|  6.95%, 10/15/2033(1) | 4039 | 4395 |
|  Xcel Energy, Inc. |  |  |
|  3.35%, 12/01/2026 | 5105 | 5074 |
|  Total Utilities | Total Utilities | 836590 |
|  **Total Corporate Bonds (Cost: $7,853,268)** |  | **7625654** |
|  **Government Related – 29.48%** |  |  |
|  **Other Government Related – 1.21%** |  |  |
|  Alabama Economic Settlement Authority |  |  |
|  4.26%, 09/15/2032 | 610 | 605 |
|  American Municipal Power, Inc. |  |  |
|  7.50%, 02/15/2050 | 1285 | 1480 |
|  Bay Area Toll Authority |  |  |
|  6.26%, 04/01/2049 | 1650 | 1722 |
|  Bermuda Government International Bond |  |  |
|  2.38%, 08/20/2030(1) | 1765 | 1591 |
|  California Municipal Finance Authority |  |  |
|  3.28%, 02/01/2046 | 4000 | 3098 |
|  California Qualified School Bond Joint Powers Authority |  |  |
|  7.16%, 03/01/2027 | 140 | 144 |
|  Cassa Depositi e Prestiti SpA |  |  |
|  4.38%, 10/01/2030(1) | 3000 | 2978 |
|  5.88%, 04/30/2029(1) | 2000 | 2086 |
|  Chile Government International Bond |  |  |
|  2.55%, 01/27/2032 | 1398 | 1236 |
|  City of Chicago IL |  |  |
|  5.88%, 01/01/2031 | 11700 | 11745 |
|  City of Houston TX Combined Utility System Revenue |  |  |
|  3.83%, 05/15/2028 | 1385 | 1384 |
|  City of Los Angeles Department of Airports |  |  |
|  6.58%, 05/15/2039 | 1365 | 1461 |
|  City of New York NY |  |  |
|  5.09%, 10/01/2049 | 1335 | 1247 |
|  5.11%, 10/01/2054 | 910 | 831 |
|  5.37%, 10/01/2051 | 1500 | 1439 |
|  5.39%, 10/01/2055 | 2735 | 2633 |
|  Colombia Government International Bond |  |  |
|  8.00%, 04/20/2033 | 6578 | 6924 |
|  Colorado Housing & Finance Authority |  |  |
|  6.25%, 11/01/2055 | 9925 | 10570 |
|  Curators of the University of Missouri |  |  |
|  5.96%, 11/01/2039 | 2875 | 3000 |
|  District of Columbia Water & Sewer Authority |  |  |
|  4.81%, 10/01/2114 | 875 | 731 |
|  Eagle Funding Luxco Sarl |  |  |
|  5.50%, 08/17/2030(1) | 13041 | 13109 |
|  Empire State Development Corp. |  |  |
|  5.84%, 03/15/2040 | 1810 | 1859 |
|  Export-Import Bank of India |  |  |
|  3.88%, 02/01/2028(1) | 3480 | 3439 |
|  Fannie Mae |  |  |
|  0.00%, 03/17/2031 | 1240 | 1015 |
|  0.88%, 08/05/2030 | 555 | 488 |
|  6.63%, 11/15/2030 | 2550 | 2834 |
|  7.13%, 01/15/2030 | 1500 | 1668 |
|  Federal Farm Credit Banks Funding Corp. |  |  |
|  1.42%, 08/19/2032 | 3000 | 2520 |
|  Federal Home Loan Mortgage Corp. |  |  |
|  6.25%, 07/15/2032 | 2095 | 2338 |
|  Hungary Government International Bond |  |  |
|  5.38%, 09/26/2030(1) | 5275 | 5305 |
|  Illinois State Toll Highway Authority |  |  |
|  5.85%, 12/01/2034 | 7500 | 7861 |
|  Israel Government International Bond |  |  |
|  5.38%, 02/19/2030 | 8572 | 8698 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Korea National Oil Corp. |  |  |
|  4.75%, 04/03/2026(1) | 1570.0 | 1570.0 |
|  4.88%, 04/03/2028(1) | 1760.0 | 1780.0 |
|  Los Angeles Department of Water & Power |  |  |
|  6.60%, 07/01/2050 | 2400.0 | 2585.0 |
|  Mexico Government International Bond |  |  |
|  2.66%, 05/24/2031 | 2579.0 | 2276.0 |
|  3.50%, 02/12/2034 | 3202.0 | 2727.0 |
|  3.77%, 05/24/2061 | 1753.0 | 1046.0 |
|  4.35%, 01/15/2047 | 42.0 | 31.0 |
|  4.40%, 02/12/2052 | 1340.0 | 949.0 |
|  4.60%, 01/23/2046 | 4219.0 | 3228.0 |
|  4.60%, 02/10/2048 | 1482.0 | 1114.0 |
|  4.75%, 03/08/2044 | 450.0 | 361.0 |
|  5.38%, 03/22/2033 | 7426.0 | 7251.0 |
|  5.63%, 02/09/2034 | 1767.0 | 1728.0 |
|  5.63%, 09/22/2035 | 7780.0 | 7527.0 |
|  5.75%, 10/12/2110 | 588.0 | 477.0 |
|  5.85%, 07/02/2032 | 4785.0 | 4802.0 |
|  6.00%, 05/13/2030 | 2185.0 | 2256.0 |
|  6.00%, 05/07/2036 | 4736.0 | 4704.0 |
|  6.13%, 02/09/2038 | 5138.0 | 5007.0 |
|  6.34%, 05/04/2053 | 356.0 | 331.0 |
|  6.63%, 01/29/2038 | 2996.0 | 3053.0 |
|  6.88%, 05/13/2037 | 10533.0 | 11033.0 |
|  7.38%, 05/13/2055 | 1674.0 | 1758.0 |
|  New Jersey Turnpike Authority |  |  |
|  7.10%, 01/01/2041 | 5870.0 | 6772.0 |
|  New York State Dormitory Authority |  |  |
|  5.60%, 03/15/2040 | 260.0 | 263.0 |
|  Ohio State University |  |  |
|  4.80%, 06/01/2111 | 1102.0 | 903.0 |
|  Panama Government International Bond |  |  |
|  4.50%, 04/16/2050 | 935.0 | 709.0 |
|  5.23%, 02/23/2034 | 10511.0 | 10133.0 |
|  Peruvian Government International Bond |  |  |
|  2.78%, 01/23/2031 | 2220.0 | 2021.0 |
|  5.63%, 11/18/2050 | 190.0 | 180.0 |
|  Port Authority of New York & New Jersey |  |  |
|  4.46%, 10/01/2062 | 2065.0 | 1731.0 |
|  5.65%, 11/01/2040 | 435.0 | 455.0 |
|  5.65%, 11/01/2040 | 1260.0 | 1317.0 |
|  Province of Manitoba Canada |  |  |
|  2.13%, 06/22/2026 | 400.0 | 398.0 |
|  Regents of the University of California Medical Center Pooled Revenue |  |  |
|  3.71%, 05/15/2120 | 3270.0 | 2051.0 |
|  Republic of Poland Government International Bond |  |  |
|  5.38%, 02/12/2035 | 6810.0 | 6933.0 |
|  5.50%, 03/18/2054 | 2147.0 | 1983.0 |
|  Resolution Funding Corp. Principal Strip |  |  |
|  0.00%, 04/15/2030 | 929.0 | 789.0 |
|  Romanian Government International Bond |  |  |
|  5.75%, 09/16/2030(1) | 18920.0 | 18860.0 |
|  5.75%, 07/04/2036(1) | 4206.0 | 3900.0 |
|  6.38%, 01/30/2034(1) | 3378.0 | 3359.0 |
|  Saudi Government International Bond |  |  |
|  3.45%, 02/02/2061(1) | 1185.0 | 731.0 |
|  St Johns County Industrial Development Authority |  |  |
|  2.54%, 10/01/2030 | 10000.0 | 9257.0 |
|  State of California |  |  |
|  7.30%, 10/01/2039 | 275.0 | 316.0 |
|  7.50%, 04/01/2034 | 5540.0 | 6364.0 |
|  State of Illinois |  |  |
|  5.10%, 06/01/2033 | 23808.0 | 24250.0 |
|  Tennessee Valley Authority |  |  |
|  1.50%, 09/15/2031 | 890.0 | 779.0 |
|  2.88%, 02/01/2027 | 805.0 | 799.0 |
|  4.25%, 09/15/2052 | 4360.0 | 3680.0 |
|  4.25%, 09/15/2065 | 1720.0 | 1415.0 |
|  4.63%, 09/15/2060 | 1308.0 | 1152.0 |
|  4.88%, 05/15/2035 | 5637.0 | 5793.0 |
|  5.25%, 02/01/2055 | 9018.0 | 8878.0 |
|  5.50%, 06/15/2038 | 57.0 | 61.0 |
|  5.88%, 04/01/2036 | 2967.0 | 3289.0 |
|  7.13%, 05/01/2030 | 1615.0 | 1806.0 |
|  Tennessee Valley Authority Generic Strip |  |  |
|  0.00%, 07/15/2028 | 2000.0 | 1831.0 |
|  0.00%, 03/15/2032 | 1514.0 | 1174.0 |
|  0.00%, 07/15/2034 | 295.0 | 201.0 |
|  Tennessee Valley Authority Principal Strip |  |  |
|  0.00%, 06/15/2035 | 258.0 | 168.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Texas Private Activity Bond Surface Transportation Corp. |  |  |
|  3.92%, 12/31/2049 | 1810 | 1443 |
|  University of Michigan |  |  |
|  4.45%, 04/01/2122 | 7800 | 6046 |
|  University of Pittsburgh-of the Commonwealth System of Higher Education |  |  |
|  3.56%, 09/15/2119 | 2045 | 1263 |
|  University of Virginia |  |  |
|  2.58%, 11/01/2051 | 3150 | 1909 |
|  4.18%, 09/01/2117 | 1540 | 1119 |
|  West Contra Costa Unified School District |  |  |
|  6.25%, 08/01/2030 | 215 | 232 |
|  Total Other Government Related | Total Other Government Related | 322346 |
|  **U.S. Treasury Obligations – 28.27%** |  |  |
|  U.S. Treasury Inflation Indexed Bonds |  |  |
|  1.75%, 01/15/2028(9) | 932 | 945 |
|  2.50%, 01/15/2029(9) | 626 | 649 |
|  3.63%, 04/15/2028(9) | 2097 | 2205 |
|  U.S. Treasury Note/Bond |  |  |
|  0.63%, 08/15/2030 | 2700 | 2345 |
|  0.75%, 01/31/2028 | 73860 | 69864 |
|  0.88%, 11/15/2030 | 20235 | 17636 |
|  1.00%, 07/31/2028 | 21615 | 20269 |
|  1.13%, 05/15/2040 | 1975 | 1244 |
|  1.13%, 08/15/2040 | 232775 | 145112 |
|  1.25%, 06/30/2028 | 60462 | 57146 |
|  1.25%, 08/15/2031 | 15190 | 13184 |
|  1.38%, 11/15/2031 | 64369 | 55820 |
|  1.38%, 11/15/2040 | 69075 | 44494 |
|  1.38%, 08/15/2050 | 78825 | 38544 |
|  1.50%, 01/31/2027 | 822 | 807 |
|  1.50%, 02/15/2030 | 1855 | 1697 |
|  1.63%, 05/15/2031 | 4225 | 3768 |
|  1.63%, 11/15/2050 | 171730 | 89601 |
|  1.75%, 01/31/2029 | 58475 | 55234 |
|  1.75%, 08/15/2041 | 127300 | 85107 |
|  1.88%, 02/28/2029 | 33900 | 32091 |
|  1.88%, 02/15/2032 | 52250 | 46333 |
|  1.88%, 02/15/2051 | 96680 | 53684 |
|  2.00%, 11/15/2041 | 42434 | 29346 |
|  2.00%, 02/15/2050 | 75410 | 43903 |
|  2.00%, 08/15/2051 | 36950 | 21037 |
|  2.25%, 02/15/2027 | 1530 | 1510 |
|  2.25%, 05/15/2041 | 39825 | 29018 |
|  2.25%, 08/15/2046 | 39102 | 25488 |
|  2.25%, 08/15/2049 | 37090 | 23070 |
|  2.38%, 03/31/2029 | 35235 | 33794 |
|  2.38%, 02/15/2042 | 115910 | 84465 |
|  2.38%, 11/15/2049 | 26885 | 17128 |
|  2.38%, 05/15/2051 | 93680 | 58605 |
|  2.50%, 02/15/2045 | 79890 | 56026 |
|  2.75%, 05/31/2029 | 15330 | 14833 |
|  2.75%, 08/15/2042 | 19600 | 14988 |
|  2.75%, 11/15/2042 | 13300 | 10116 |
|  2.88%, 04/30/2029 | 36460 | 35446 |
|  2.88%, 05/15/2032 | 71620 | 66981 |
|  2.88%, 05/15/2043 | 107560 | 82607 |
|  2.88%, 05/15/2049 | 81880 | 58212 |
|  2.88%, 05/15/2052 | 108006 | 74904 |
|  3.00%, 11/15/2044 | 102415 | 78419 |
|  3.00%, 11/15/2045 | 1340 | 1013 |
|  3.00%, 02/15/2047 | 780 | 581 |
|  3.00%, 02/15/2048 | 5685 | 4192 |
|  3.00%, 08/15/2048 | 7860 | 5769 |
|  3.00%, 02/15/2049 | 21465 | 15677 |
|  3.00%, 08/15/2052 | 72619 | 51622 |
|  3.13%, 08/31/2029 | 19000 | 18552 |
|  3.13%, 02/15/2043 | 20360 | 16302 |
|  3.25%, 06/30/2029 | 40000 | 39273 |
|  3.25%, 05/15/2042 | 71786 | 59151 |
|  3.38%, 11/30/2027 | 22370 | 22205 |
|  3.38%, 05/15/2033 | 219830 | 209413 |
|  3.38%, 08/15/2042 | 148622 | 124140 |
|  3.38%, 05/15/2044 | 9980 | 8157 |
|  3.38%, 11/15/2048 | 14918 | 11690 |
|  3.50%, 10/15/2028 | 54406 | 53983 |
|  3.50%, 03/15/2029 | 157047 | 155661 |
|  3.50%, 11/30/2030 | 53190 | 52211 |
|  3.50%, 02/28/2031 | 40246 | 39466 |
|  3.50%, 02/15/2033 | 161158 | 155064 |
|  3.63%, 03/31/2028 | 40000 | 39855 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.63%, 08/15/2028 | 67000.0 | 66715.0 |
|  3.63%, 03/31/2030 | 7400.0 | 7323.0 |
|  3.63%, 08/31/2030 | 35823.0 | 35384.0 |
|  3.63%, 09/30/2030 | 71304.0 | 70415.0 |
|  3.63%, 10/31/2030 | 50380.0 | 49729.0 |
|  3.63%, 12/31/2030 | 39725.0 | 39185.0 |
|  3.63%, 08/15/2043 | 65303.0 | 55770.0 |
|  3.63%, 02/15/2044 | 10150.0 | 8622.0 |
|  3.63%, 02/15/2053 | 62976.0 | 50543.0 |
|  3.63%, 05/15/2053 | 19106.0 | 15320.0 |
|  3.75%, 04/15/2028 | 75200.0 | 75097.0 |
|  3.75%, 01/31/2031 | 39641.0 | 39303.0 |
|  3.75%, 11/30/2032 | 14540.0 | 14230.0 |
|  3.75%, 11/15/2043 | 10943.0 | 9482.0 |
|  3.88%, 03/31/2028 | 194826.0 | 195114.0 |
|  3.88%, 07/15/2028 | 47110.0 | 47165.0 |
|  3.88%, 12/31/2029 | 23730.0 | 23714.0 |
|  3.88%, 04/30/2030 | 38034.0 | 37992.0 |
|  3.88%, 06/30/2030 | 37991.0 | 37933.0 |
|  3.88%, 07/31/2030 | 29734.0 | 29684.0 |
|  3.88%, 03/31/2031 | 128694.0 | 128282.0 |
|  3.88%, 08/31/2032 | 35755.0 | 35307.0 |
|  3.88%, 12/31/2032 | 3750.0 | 3696.0 |
|  3.88%, 08/15/2034 | 72672.0 | 70824.0 |
|  3.88%, 08/15/2040 | 25825.0 | 23670.0 |
|  3.88%, 02/15/2043 | 37643.0 | 33448.0 |
|  3.88%, 05/15/2043 | 113910.0 | 100957.0 |
|  4.00%, 02/28/2030 | 47524.0 | 47704.0 |
|  4.00%, 03/31/2030 | 18256.0 | 18322.0 |
|  4.00%, 05/31/2030 | 32041.0 | 32150.0 |
|  4.00%, 01/31/2031 | 13325.0 | 13352.0 |
|  4.00%, 06/30/2032 | 221050.0 | 220039.0 |
|  4.00%, 02/15/2034 | 27986.0 | 27606.0 |
|  4.00%, 11/15/2042 | 11296.0 | 10222.0 |
|  4.00%, 11/15/2052 | 31110.0 | 26729.0 |
|  4.13%, 02/28/2027 | 52600.0 | 52772.0 |
|  4.13%, 07/31/2028 | 11130.0 | 11207.0 |
|  4.13%, 08/31/2030 | 94908.0 | 95638.0 |
|  4.13%, 03/31/2031 | 29075.0 | 29281.0 |
|  4.13%, 10/31/2031 | 164876.0 | 165739.0 |
|  4.13%, 02/29/2032 | 48624.0 | 48804.0 |
|  4.13%, 05/31/2032 | 24245.0 | 24308.0 |
|  4.13%, 02/15/2036 | 16433.0 | 16176.0 |
|  4.13%, 08/15/2044 | 102250.0 | 92768.0 |
|  4.13%, 08/15/2053 | 8982.0 | 7877.0 |
|  4.25%, 01/15/2028 | 179575.0 | 180844.0 |
|  4.25%, 01/31/2030 | 85673.0 | 86757.0 |
|  4.25%, 03/31/2033 | 17228.0 | 17346.0 |
|  4.25%, 11/15/2034 | 146110.0 | 146070.0 |
|  4.25%, 05/15/2035 | 16555.0 | 16511.0 |
|  4.25%, 05/15/2039 | 9000.0 | 8735.0 |
|  4.25%, 02/15/2054 | 199716.0 | 178902.0 |
|  4.25%, 08/15/2054 | 42084.0 | 37691.0 |
|  4.38%, 11/30/2030 | 42000.0 | 42760.0 |
|  4.38%, 01/31/2032 | 126455.0 | 128609.0 |
|  4.38%, 05/15/2034 | 11041.0 | 11157.0 |
|  4.38%, 11/15/2039 | 21867.0 | 21327.0 |
|  4.38%, 05/15/2041 | 1500.0 | 1445.0 |
|  4.38%, 08/15/2043 | 6470.0 | 6107.0 |
|  4.50%, 12/31/2031 | 975.0 | 998.0 |
|  4.50%, 11/15/2033 | 151464.0 | 154600.0 |
|  4.50%, 02/15/2044 | 17022.0 | 16278.0 |
|  4.50%, 11/15/2054 | 23817.0 | 22250.0 |
|  4.63%, 06/15/2027 | 36225.0 | 36565.0 |
|  4.63%, 04/30/2029 | 174125.0 | 178070.0 |
|  4.63%, 05/15/2044 | 84911.0 | 82347.0 |
|  4.63%, 11/15/2044 | 58460.0 | 56567.0 |
|  4.63%, 11/15/2045 | 87212.0 | 84119.0 |
|  4.63%, 02/15/2046 | 61330.0 | 59126.0 |
|  4.63%, 05/15/2054 | 5497.0 | 5241.0 |
|  4.63%, 02/15/2055 | 12458.0 | 11882.0 |
|  4.63%, 11/15/2055 | 59187.0 | 56551.0 |
|  4.75%, 11/15/2043 | 47560.0 | 46988.0 |
|  4.75%, 02/15/2045 | 24358.0 | 23934.0 |
|  4.75%, 11/15/2053 | 71138.0 | 69168.0 |
|  4.75%, 05/15/2055 | 39350.0 | 38316.0 |
|  4.75%, 08/15/2055 | 38744.0 | 37757.0 |
|  4.88%, 10/31/2030 | 3090.0 | 3210.0 |
|  4.88%, 08/15/2045 | 35993.0 | 35875.0 |
|  5.00%, 05/15/2045 | 36722.0 | 37200.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  U.S. Treasury Strip Coupon |  |  |
|  0.00%, 08/15/2027 | 44314 | 42069 |
|  0.00%, 11/15/2027 | 29607 | 27833 |
|  0.00%, 05/15/2030 | 50000 | 42527 |
|  0.00%, 11/15/2030 | 32075 | 26714 |
|  0.00%, 02/15/2031 | 26310 | 21670 |
|  0.00%, 05/15/2031 | 21720 | 17700 |
|  0.00%, 08/15/2031 | 46270 | 37274 |
|  0.00%, 11/15/2031 | 14830 | 11815 |
|  0.00%, 02/15/2032 | 46250 | 36410 |
|  0.00%, 08/15/2034 | 10121 | 7068 |
|  0.00%, 11/15/2034 | 10035 | 6920 |
|  0.00%, 02/15/2035 | 27031 | 18409 |
|  0.00%, 05/15/2035 | 1920 | 1291 |
|  0.00%, 08/15/2035 | 25647 | 17027 |
|  0.00%, 02/15/2036 | 27432 | 17736 |
|  0.00%, 05/15/2036 | 121 | 77 |
|  0.00%, 08/15/2036 | 22005 | 13835 |
|  0.00%, 11/15/2036 | 8135 | 5047 |
|  0.00%, 02/15/2037 | 9350 | 5716 |
|  0.00%, 05/15/2037 | 34481 | 20806 |
|  0.00%, 08/15/2037 | 2432 | 1446 |
|  0.00%, 08/15/2040 | 57443 | 28504 |
|  0.00%, 11/15/2040 | 20090 | 9821 |
|  0.00%, 02/15/2041 | 86945 | 41832 |
|  0.00%, 05/15/2041 | 10000 | 4743 |
|  0.00%, 08/15/2041 | 1425 | 666 |
|  0.00%, 02/15/2042 | 2470 | 1119 |
|  0.00%, 05/15/2043 | 41250 | 17335 |
|  0.00%, 11/15/2043 | 53100 | 21675 |
|  0.00%, 02/15/2044 | 18735 | 7538 |
|  0.00%, 05/15/2044 | 2175 | 863 |
|  0.00%, 11/15/2044 | 4045 | 1560 |
|  0.00%, 02/15/2045 | 4035 | 1535 |
|  0.00%, 08/15/2045 | 7000 | 2588 |
|  0.00%, 02/15/2046 | 20000 | 7205 |
|  0.00%, 08/15/2046 | 5975 | 2097 |
|  0.00%, 08/15/2048 | 3095 | 982 |
|  0.00%, 05/15/2049 | 10000 | 3057 |
|  Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | 7501063 |
|  **Total Government Related (Cost: $8,136,973)** |  | **7823409** |
|  **Mortgage-Backed Obligations – 30.33%** |  |  |
|  20 Times Square Trust 2018-20TS |  |  |
|  3.10%, 05/15/2035, Series 2018-20TS, Class D(1)(4) | 5204 | 4840 |
|  Alternative Loan Trust 2004-2CB |  |  |
|  5.75%, 03/25/2034, Series 2004-2CB, Class 1A9 | 170 | 173 |
|  Alternative Loan Trust 2005-1CB |  |  |
|  3.31% (1 Month Term SOFR + 6.99%, 7.10% Cap), 03/25/2035, Series 2005-1CB, Class 1A6(2)(6) | 51 | 6 |
|  Alternative Loan Trust 2005-20CB |  |  |
|  0.96% (1 Month Term SOFR + 4.64%, 4.75% Cap), 07/25/2035, Series 2005-20CB, Class 3A8(2)(6) | 235 | 11 |
|  Alternative Loan Trust 2005-22T1 |  |  |
|  1.28% (1 Month Term SOFR + 4.96%, 5.07% Cap), 06/25/2035, Series 2005-22T1, Class A2(2)(6) | 375 | 28 |
|  Alternative Loan Trust 2005-28CB |  |  |
|  5.50%, 08/25/2035, Series 2005-28CB, Class 1A4 | 90 | 77 |
|  6.00%, 08/25/2035, Series 2005-28CB, Class 3A5 | 5 | 2 |
|  Alternative Loan Trust 2005-37T1 |  |  |
|  1.26% (1 Month Term SOFR + 4.94%, 5.05% Cap), 09/25/2035, Series 2005-37T1, Class A2(2)(6) | 1201 | 80 |
|  Alternative Loan Trust 2005-54CB |  |  |
|  1.06% (1 Month Term SOFR + 4.74%, 4.85% Cap), 11/25/2035, Series 2005-54CB, Class 1A2(2)(6) | 300 | 15 |
|  5.50%, 11/25/2035, Series 2005-54CB, Class 1A7 | 1 | 1 |
|  5.50%, 11/25/2035, Series 2005-54CB, Class 1A11 | 76 | 57 |
|  Alternative Loan Trust 2005-64CB |  |  |
|  5.50%, 12/25/2035, Series 2005-64CB, Class 1A9 | 32 | 28 |
|  Alternative Loan Trust 2006-28CB |  |  |
|  6.00%, 10/25/2036, Series 2006-28CB, Class A17 | 46 | 21 |
|  American General Mortgage Loan Trust 2006-1 |  |  |
|  5.75%, 12/25/2035, Series 2006-1, Class A5(1)(4)(5) | 0 | 0 |
|  Anchor Mortgage Trust 2025-RTL1 |  |  |
|  5.72%, 05/25/2040, Series 2025-RTL1, Class A1(1)(3) | 8615 | 8605 |
|  Angel Oak Mortgage Trust 2025-11 |  |  |
|  4.98%, 10/25/2070, Series 2025-11, Class A1(1)(4) | 5652 | 5628 |
|  Archwest Mortgage Trust 2026-RTL1 |  |  |
|  5.44%, 04/25/2041, Series 2026-RTL1, Class A1(1)(3) | 11308 | 11308 |
|  ASG Resecuritization Trust 2011-1 |  |  |
|  6.00%, 09/28/2036, Series 2011-1, Class 2A35(1)(4) | 27 | 8 |
|  ATLX 2024-RPL1 Trust |  |  |
|  3.85%, 04/25/2064, Series 2024-RPL1, Class A1(1)(3) | 3109 | 3023 |
|  ATLX 2024-RPL2 Trust |  |  |
|  3.85%, 04/25/2063, Series 2024-RPL2, Class A1(1)(3) | 3901 | 3787 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  BAMLL Commercial Mortgage Securities Trust 2014-520M |  |  |
|  4.21%, 08/15/2046, Series 2014-520M, Class C(1)(4) | 1200 | 830 |
|  Banc of America Alternative Loan Trust 2004-6 |  |  |
|  0.00%, 07/25/2049, Series 2004-6, Class 15PO(5) | 1 | 0 |
|  Banc of America Funding 2004-1 Trust |  |  |
|  0.00%, 03/25/2034, Series 2004-1, Class PO | 7 | 5 |
|  Banc of America Funding 2004-2 Trust |  |  |
|  5.75%, 09/20/2034, Series 2004-2, Class 1CB1 | 6 | 6 |
|  Banc of America Funding 2005-6 Trust |  |  |
|  5.50%, 10/25/2035, Series 2005-6, Class 2A7 | 12 | 11 |
|  Banc of America Funding 2005-7 Trust |  |  |
|  0.00%, 11/25/2035, Series 2005-7, Class 30PO | 7 | 7 |
|  Banc of America Funding 2005-8 Trust |  |  |
|  0.00%, 01/25/2036, Series 2005-8, Class 30PO | 3 | 2 |
|  Banc of America Funding 2006-1 Trust |  |  |
|  0.00%, 01/25/2036, Series 2006-1, Class XPO | 3 | 2 |
|  Banc of America Mortgage 2003-C Trust |  |  |
|  7.00%, 04/25/2033, Series 2003-C, Class 3A1(4) | 1 | 1 |
|  BANK 2017-BNK4 |  |  |
|  3.63%, 05/15/2050, Series 2017-BNK4, Class A4 | 6790 | 6710 |
|  BANK 2017-BNK8 |  |  |
|  3.49%, 11/15/2050, Series 2017-BNK8, Class A4 | 12745 | 12437 |
|  BANK 2017-BNK9 |  |  |
|  3.54%, 11/15/2054, Series 2017-BNK9, Class A4 | 6042 | 5946 |
|  BANK 2018-BNK10 |  |  |
|  3.69%, 02/15/2061, Series 2018-BN10, Class A5 | 4000 | 3946 |
|  BANK 2019-BNK21 |  |  |
|  2.85%, 10/17/2052, Series 2019-BN21, Class A5 | 10450 | 9848 |
|  BANK 2019-BNK23 |  |  |
|  2.92%, 12/15/2052, Series 2019-BN23, Class A3 | 1000 | 943 |
|  BANK 2020-BNK29 |  |  |
|  2.00%, 11/15/2053, Series 2020-BN29, Class A4 | 11175 | 9834 |
|  BANK 2021-BNK37 |  |  |
|  2.37%, 11/15/2064, Series 2021-BN37, Class A4 | 22400 | 19659 |
|  BANK 2024-BNK47 |  |  |
|  5.72%, 06/15/2057, Series 2024-BNK47, Class A5 | 6365 | 6655 |
|  BANK 2024-BNK48 |  |  |
|  5.05%, 10/15/2057, Series 2024-BNK48, Class A5 | 2267 | 2272 |
|  BANK 2025-BNK51 |  |  |
|  5.29%, 12/25/2067, Series 2025-BNK51, Class A5 | 5350 | 5430 |
|  BANK5 2024-5YR10 |  |  |
|  5.30%, 10/15/2057, Series 2024-5YR10, Class A3 | 5000 | 5095 |
|  BANK5 2024-5YR12 |  |  |
|  5.90%, 12/15/2057, Series 2024-5YR12, Class A3(4) | 5000 | 5192 |
|  BANK5 2024-5YR7 |  |  |
|  5.77%, 06/15/2057, Series 2024-5YR7, Class A3 | 9150 | 9435 |
|  BANK5 2025-5YR14 |  |  |
|  5.65%, 04/15/2058, Series 2025-5YR14, Class A3 | 7410 | 7656 |
|  BANK5 2026-5YR21 |  |  |
|  5.04%, 04/15/2059, Series 2026-5YR21, Class A2 | 16225 | 16399 |
|  5.53%, 04/15/2059, Series 2026-5YR21, Class A3 | 1689 | 1741 |
|  BANK5 Trust 2025-5YR13 |  |  |
|  5.03%, 01/15/2058, Series 2025-5YR13, Class A2 | 11450 | 11559 |
|  BBCMS Mortgage Trust 2017-C1 |  |  |
|  3.67%, 02/15/2050, Series 2017-C1, Class A4 | 1625 | 1611 |
|  BBCMS Mortgage Trust 2018-C2 |  |  |
|  4.05%, 12/15/2051, Series 2018-C2, Class A4 | 20000 | 19772 |
|  BBCMS Mortgage Trust 2021-C12 |  |  |
|  2.42%, 11/15/2054, Series 2021-C12, Class A4 | 25600 | 22893 |
|  BBCMS Mortgage Trust 2022-C16 |  |  |
|  4.60%, 06/15/2055, Series 2022-C16, Class A5(4) | 8750 | 8580 |
|  BBCMS Mortgage Trust 2023-C21 |  |  |
|  6.30%, 09/15/2056, Series 2023-C21, Class A2(4) | 10223 | 10509 |
|  Bear Stearns ARM Trust 2003-2 |  |  |
|  5.79%, 01/25/2033, Series 2003-2, Class A5(1)(4) | 36 | 36 |
|  Bear Stearns ARM Trust 2003-7 |  |  |
|  6.83%, 10/25/2033, Series 2003-7, Class 3A(4) | 1 | 1 |
|  Bear Stearns ARM Trust 2004-2 |  |  |
|  4.29%, 05/25/2034, Series 2004-2, Class 14A(4) | 18 | 17 |
|  Bear Stearns ARM Trust 2006-1 |  |  |
|  5.95% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.90% Cap), 02/25/2036, Series 2006-1, Class A1(2) | 40 | 38 |
|  Bear Stearns Asset Backed Securities I Trust 2004-AC2 |  |  |
|  5.00%, 05/25/2034, Series 2004-AC2, Class 2A | 12 | 10 |
|  Bear Stearns Commercial Mortgage Securities Trust 2007-TOP26 |  |  |
|  0.99%, 01/12/2045, Series 2007-T26, Class X1(1)(4)(5) | 18 | 0 |
|  Benchmark 2018-B3 Mortgage Trust |  |  |
|  3.76%, 04/10/2051, Series 2018-B3, Class A4 | 16255 | 16014 |
|  Benchmark 2018-B6 Mortgage Trust |  |  |
|  4.26%, 10/10/2051, Series 2018-B6, Class A4 | 8862 | 8795 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Benchmark 2019-B15 Mortgage Trust |  |  |
|  2.67%, 12/15/2072, Series 2019-B15, Class A4 | 30000.0 | 27872.0 |
|  Benchmark 2020-B19 Mortgage Trust |  |  |
|  1.55%, 09/15/2053, Series 2020-B19, Class A4 | 21500.0 | 19570.0 |
|  Benchmark 2020-B21 Mortgage Trust |  |  |
|  1.98%, 12/17/2053, Series 2020-B21, Class A5 | 3252.0 | 2879.0 |
|  Benchmark 2021-B24 Mortgage Trust |  |  |
|  2.01%, 03/15/2054, Series 2021-B24, Class A3 | 10000.0 | 9152.0 |
|  2.26%, 03/15/2054, Series 2021-B24, Class A4 | 15000.0 | 13564.0 |
|  2.58%, 03/15/2054, Series 2021-B24, Class A5 | 2400.0 | 2151.0 |
|  Benchmark 2021-B27 Mortgage Trust |  |  |
|  2.10%, 07/15/2054, Series 2021-B27, Class A4 | 20000.0 | 17962.0 |
|  Benchmark 2022-B32 Mortgage Trust |  |  |
|  3.04%, 01/15/2055, Series 2022-B32, Class A3 | 23000.0 | 21548.0 |
|  Benchmark 2023-V3 Mortgage Trust |  |  |
|  5.90%, 07/15/2056, Series 2023-V3, Class A2 | 3135.0 | 3209.0 |
|  Benchmark 2024-V10 Mortgage Trust |  |  |
|  4.80%, 09/15/2057, Series 2024-V10, Class A2 | 7675.0 | 7704.0 |
|  Benchmark 2025-V16 Mortgage Trust |  |  |
|  4.96%, 08/15/2058, Series 2025-V16, Class A2 | 11225.0 | 11295.0 |
|  Benchmark 2025-V17 Mortgage Trust |  |  |
|  4.36%, 09/15/2058, Series 2025-V17, Class A2 | 10400.0 | 10241.0 |
|  Benchmark 2025-V19 Mortgage Trust |  |  |
|  5.25%, 01/15/2058, Series 2025-V19, Class A3 | 20600.0 | 21011.0 |
|  Benchmark 2026-V20 Mortgage Trust |  |  |
|  5.18%, 02/15/2059, Series 2026-V20, Class A3 | 5084.0 | 5174.0 |
|  Benchmark 2026-V21 Mortgage Trust |  |  |
|  5.13%, 03/15/2031, Series 2026-V21, Class A3 | 6963.0 | 7056.0 |
|  BMO 2024-5C6 Mortgage Trust |  |  |
|  5.32%, 09/15/2057, Series 2024-5C6, Class A3 | 10440.0 | 10625.0 |
|  BMO 2024-5C8 Mortgage Trust |  |  |
|  5.63%, 12/15/2057, Series 2024-5C8, Class A3(4) | 15000.0 | 15434.0 |
|  BMO 2024-C8 Mortgage Trust |  |  |
|  5.60%, 03/15/2057, Series 2024-C8, Class A5(4) | 7091.0 | 7342.0 |
|  BMO 2025-5C9 Mortgage Trust |  |  |
|  5.78%, 04/15/2058, Series 2025-5C9, Class A3(4) | 12125.0 | 12545.0 |
|  BRAVO Residential Funding Trust 2023-RPL1 |  |  |
|  5.00%, 05/25/2063, Series 2023-RPL1, Class A1(1)(4) | 2985.0 | 2963.0 |
|  BRAVO Residential Funding Trust 2024 RPL1 |  |  |
|  3.25%, 10/25/2063, Series 2024-RPL1, Class A1(1)(4) | 5855.0 | 5426.0 |
|  BRAVO Residential Funding Trust 2025-NQM7 |  |  |
|  5.46%, 07/25/2065, Series 2025-NQM7, Class A1(1)(4) | 14882.0 | 14929.0 |
|  Brean Asset Backed Securities Trust 2025-RM11 |  |  |
|  4.75%, 05/25/2065, Series 2025-RM11, Class A1(1)(4) | 5886.0 | 5769.0 |
|  Brean Asset Backed Securities Trust 2025-RM12 |  |  |
|  4.50%, 07/25/2065, Series 2025-RM12, Class A1(1) | 6940.0 | 6743.0 |
|  Brean Asset Backed Securities Trust 2025-RM13 |  |  |
|  4.25%, 10/25/2065, Series 2025-RM13, Class A1(1) | 6168.0 | 5972.0 |
|  BVRT 2025-1 LLC |  |  |
|  3.67% (30-day Average SOFR + 0.00%), 05/10/2033, Series 2025-1, Class A(1)(2) | 7008.0 | 6783.0 |
|  BX Commercial Mortgage Trust 2024-VLT5 |  |  |
|  5.05%, 11/13/2046, Series 2024-VLT5, Class A(1)(4) | 3711.0 | 3708.0 |
|  CAFL 2025-RRTL2 Issuer LP |  |  |
|  5.18%, 11/28/2040, Series 2025-RRTL2, Class A1(1)(3) | 6485.0 | 6473.0 |
|  CAFL 2026-R1 Issuer LLC |  |  |
|  6.77%, 03/25/2036, Series 2026-R1, Class A1(1)(3) | 10754.0 | 10728.0 |
|  CD 2006-CD3 Mortgage Trust |  |  |
|  0.19%, 10/15/2048, Series 2006-CD3, Class XS(1)(4)(5) | 65.0 | 0.0 |
|  CD 2019-CD8 Mortgage Trust |  |  |
|  2.66%, 08/15/2057, Series 2019-CD8, Class A3 | 19087.0 | 17991.0 |
|  Center Street Lending Resi-Investor ABS Mortgage Trust 2026-RTL1 |  |  |
|  5.38%, 12/25/2030, Series 2026-RTL1, Class A1(1)(3) | 7659.0 | 7643.0 |
|  CFCRE Commercial Mortgage Trust 2017-C8 |  |  |
|  3.30%, 06/15/2050, Series 2017-C8, Class A3 | 19541.0 | 19344.0 |
|  Chase Home Lending Mortgage Trust 2023-RPL1 |  |  |
|  3.50%, 06/25/2062, Series 2023-RPL1, Class A1(1)(4) | 5535.0 | 5092.0 |
|  Chase Home Lending Mortgage Trust 2025-RPL1 |  |  |
|  3.38%, 04/25/2065, Series 2025-RPL1, Class A1A(1)(4) | 18183.0 | 16313.0 |
|  Chase Home Lending Mortgage Trust Series 2024-RPL1 |  |  |
|  3.25%, 03/25/2064, Series 2024-RPL1, Class A1A(1)(4) | 8582.0 | 7578.0 |
|  Chase Home Lending Mortgage Trust Series 2024-RPL2 |  |  |
|  3.25%, 08/25/2064, Series 2024-RPL2, Class A1A(1)(4) | 20921.0 | 18567.0 |
|  Chase Home Lending Mortgage Trust Series 2024-RPL3 |  |  |
|  3.25%, 09/25/2064, Series 2024-RPL3, Class A1A(1)(4) | 1493.0 | 1325.0 |
|  Chase Mortgage Finance Trust Series 2007-A1 |  |  |
|  5.87%, 02/25/2037, Series 2007-A1, Class 2A1(4) | 14.0 | 13.0 |
|  5.97%, 02/25/2037, Series 2007-A1, Class 9A1(4) | 10.0 | 10.0 |
|  6.45%, 02/25/2037, Series 2007-A1, Class 1A3(4) | 4.0 | 4.0 |
|  6.87%, 02/25/2037, Series 2007-A1, Class 7A1(4)(5) | 0.0 | 0.0 |
|  Chase Mortgage Finance Trust Series 2007-A2 |  |  |
|  6.15%, 06/25/2035, Series 2007-A2, Class 2A1(4) | 11.0 | 11.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.89%, 06/25/2035, Series 2007-A2, Class 1A1(4) | 2 | 2 |
|  CHL Mortgage Pass-Through Trust 2002-18 |  |  |
|  0.00%, 11/25/2032, Series 2002-18, Class PO | 3 | 2 |
|  CHL Mortgage Pass-Through Trust 2004-3 |  |  |
|  5.50%, 04/25/2034, Series 2004-3, Class A26 | 9 | 9 |
|  5.75%, 04/25/2034, Series 2004-3, Class A4 | 6 | 6 |
|  CHL Mortgage Pass-Through Trust 2004-5 |  |  |
|  5.50%, 06/25/2034, Series 2004-5, Class 1A4 | 36 | 36 |
|  CHL Mortgage Pass-Through Trust 2004-7 |  |  |
|  5.23%, 06/25/2034, Series 2004-7, Class 2A1(4) | 3 | 3 |
|  CHL Mortgage Pass-Through Trust 2004-HYB1 |  |  |
|  4.94%, 05/20/2034, Series 2004-HYB1, Class 2A(4) | 4 | 4 |
|  CHL Mortgage Pass-Through Trust 2004-HYB3 |  |  |
|  4.62%, 06/20/2034, Series 2004-HYB3, Class 2A(4) | 17 | 16 |
|  CHL Mortgage Pass-Through Trust 2004-HYB6 |  |  |
|  5.24%, 11/20/2034, Series 2004-HYB6, Class A3(4) | 14 | 13 |
|  CHL Mortgage Pass-Through Trust 2005-14 |  |  |
|  5.50%, 07/25/2035, Series 2005-14, Class A2 | 8 | 3 |
|  CHL Mortgage Pass-Through Trust 2005-16 |  |  |
|  5.50%, 09/25/2035, Series 2005-16, Class A23 | 4 | 3 |
|  CHL Mortgage Pass-Through Trust 2005-22 |  |  |
|  4.78%, 11/25/2035, Series 2005-22, Class 2A1(4) | 65 | 54 |
|  CIM TRUST 2022-R3 |  |  |
|  4.50%, 03/25/2062, Series 2022-R3, Class A1(1)(4) | 1751 | 1711 |
|  CIM Trust 2023-R2 |  |  |
|  5.50%, 08/25/2064, Series 2023-R2, Class A1(1)(4) | 7418 | 7434 |
|  CIM Trust 2024-R1 |  |  |
|  4.75%, 06/25/2064, Series 2024-R1, Class A1(1)(4) | 4623 | 4545 |
|  CIP Commercial Mortgage Trust 2025-SBAY |  |  |
|  5.07% (1 Month Term SOFR + 1.40%, 1.40% Floor), 10/15/2037, Series 2025-SBAY, Class A(1)(2) | 7500 | 7495 |
|  Citicorp Mortgage Securities Trust Series 2006-4 |  |  |
|  6.00%, 08/25/2036, Series 2006-4, Class 1A2 | 16 | 15 |
|  Citigroup Commercial Mortgage Trust 2016-P6 |  |  |
|  3.72%, 12/10/2049, Series 2016-P6, Class A5(4) | 2783 | 2757 |
|  Citigroup Commercial Mortgage Trust 2017-P7 |  |  |
|  3.44%, 04/14/2050, Series 2017-P7, Class A3 | 13081 | 12987 |
|  Citigroup Commercial Mortgage Trust 2017-P8 |  |  |
|  3.20%, 09/15/2050, Series 2017-P8, Class A3 | 21000 | 20739 |
|  Citigroup Commercial Mortgage Trust 2018-B2 |  |  |
|  3.74%, 03/10/2051, Series 2018-B2, Class A3 | 20343 | 20060 |
|  4.01%, 03/10/2051, Series 2018-B2, Class A4 | 14360 | 14212 |
|  Citigroup Commercial Mortgage Trust 2018-C5 |  |  |
|  4.23%, 06/10/2051, Series 2018-C5, Class A4(4) | 3750 | 3722 |
|  Citigroup Commercial Mortgage Trust 2019-C7 |  |  |
|  2.86%, 12/15/2072, Series 2019-C7, Class A3 | 1863 | 1761 |
|  3.10%, 12/15/2072, Series 2019-C7, Class A4 | 3700 | 3502 |
|  Citigroup Commercial Mortgage Trust 2019-GC43 |  |  |
|  3.04%, 11/10/2052, Series 2019-GC43, Class A4 | 7217 | 6790 |
|  Citigroup Global Markets Mortgage Securities VII, Inc. |  |  |
|  0.00%, 06/25/2033, Series 2003-UP2, Class PO1(5) | 0 | 0 |
|  6.74%, 09/25/2033, Series 2003-HYB1, Class A(4) | 10 | 10 |
|  Citigroup Mortgage Loan Trust 2009-10 |  |  |
|  5.30%, 09/25/2033, Series 2009-10, Class 1A1(1)(4) | 14 | 14 |
|  Citigroup Mortgage Loan Trust 2015-A |  |  |
|  4.50%, 06/25/2058, Series 2015-A, Class B2(1)(4) | 76 | 75 |
|  Citigroup Mortgage Loan Trust, Inc. |  |  |
|  0.00%, 09/25/2033, Series 2003-1, Class PO3 | 1 | 1 |
|  0.00%, 10/25/2033, Series 2003-1, Class PO2(5) | 0 | 0 |
|  3.11%, 02/25/2035, Series 2005-1, Class 2A1A(4) | 13 | 11 |
|  4.13%, 08/25/2035, Series 2005-5, Class 1A2(4) | 34 | 29 |
|  5.25%, 10/25/2033, Series 2003-1, Class 2A5 | 3 | 3 |
|  5.50%, 05/25/2035, Series 2005-2, Class 2A11 | 31 | 31 |
|  5.50%, 11/25/2035, Series 2005-9, Class 2A2(5) | 1 | 0 |
|  6.22%, 08/25/2034, Series 2004-UST1, Class A6(4) | 3 | 3 |
|  COMM 2018-HOME Mortgage Trust |  |  |
|  3.82%, 04/10/2033, Series 2018-HOME, Class A(1)(4) | 10975 | 10730 |
|  Connecticut Avenue Securities Trust 2023-R05 |  |  |
|  5.56% (30-day Average SOFR + 1.90%), 06/25/2043, Series 2023-R05, Class 1M1(1)(2) | 2175 | 2185 |
|  Connecticut Avenue Securities Trust 2023-R06 |  |  |
|  5.36% (30-day Average SOFR + 1.70%), 07/25/2043, Series 2023-R06, Class 1M1(1)(2) | 889 | 890 |
|  Connecticut Avenue Securities Trust 2023-R08 |  |  |
|  5.16% (30-day Average SOFR + 1.50%), 10/25/2043, Series 2023-R08, Class 1M1(1)(2) | 1154 | 1155 |
|  Connecticut Avenue Securities Trust 2024-R01 |  |  |
|  4.71% (30-day Average SOFR + 1.05%), 01/25/2044, Series 2024-R01, Class 1M1(1)(2) | 464 | 464 |
|  Connecticut Avenue Securities Trust 2025-R04 |  |  |
|  4.66% (30-day Average SOFR + 1.00%), 05/25/2045, Series 2025-R04, Class 1A1(1)(2) | 3622 | 3623 |
|  Connecticut Avenue Securities Trust 2025-R05 |  |  |
|  4.66% (30-day Average SOFR + 1.00%), 07/25/2045, Series 2025-R05, Class 2A1(1)(2) | 7984 | 7977 |
|  Connecticut Avenue Securities Trust 2025-R06 |  |  |
|  4.61% (30-day Average SOFR + 0.95%), 09/25/2045, Series 2025-R06, Class 1M1(1)(2) | 3109 | 3104 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Credit Suisse Commercial Mortgage Trust Series 2007-C2 |  |  |
|  0.00%, 01/15/2049, Series 2007-C2, Class AX(1)(4)(5) | 1709.0 | 0.0 |
|  Credit Suisse First Boston Mortgage Securities Corp. |  |  |
|  0.00%, 10/25/2033, Series 2003-23, Class 1P | 18.0 | 14.0 |
|  5.25%, 09/25/2033, Series 2003-21, Class 1A4 | 14.0 | 14.0 |
|  6.56%, 06/25/2033, Series 2003-AR15, Class 3A1(4) | 3.0 | 3.0 |
|  6.68%, 02/25/2033, Series 2003-1, Class DB1(4) | 30.0 | 30.0 |
|  Cross 2025-H7 Mortgage Trust |  |  |
|  4.93%, 09/25/2070, Series 2025-H7, Class A1(1)(4) | 6774.0 | 6734.0 |
|  Cross 2026-NQM4 Mortgage Trust |  |  |
|  5.49%, 04/25/2071, Series 2026-NQM4, Class A1(1)(4) | 6900.0 | 6900.0 |
|  CSAIL 2017-C8 Commercial Mortgage Trust |  |  |
|  3.13%, 06/15/2050, Series 2017-C8, Class A3 | 5622.0 | 5539.0 |
|  CSAIL 2021-C20 Commercial Mortgage Trust |  |  |
|  2.49%, 03/15/2054, Series 2021-C20, Class A2 | 20303.0 | 18759.0 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2004-4 |  |  |
|  5.50%, 09/25/2034, Series 2004-4, Class 2A4 | 14.0 | 14.0 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2004-8 |  |  |
|  5.50%, 12/25/2034, Series 2004-8, Class 1A4 | 40.0 | 41.0 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 |  |  |
|  0.00%, 11/25/2035, Series 2005-10, Class AP | 4.0 | 2.0 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2005-9 |  |  |
|  0.00%, 10/25/2035, Series 2005-9, Class AP | 3.0 | 2.0 |
|  5.50%, 10/25/2035, Series 2005-9, Class DX | 72.0 | 12.0 |
|  CSMC 2014-USA OA LLC |  |  |
|  4.37%, 09/15/2037, Series 2014-USA, Class D(1) | 3000.0 | 2477.0 |
|  CSMC 2018-RPL4 Trust |  |  |
|  4.67%, 04/25/2058, Series 2018-RPL4, Class PT(1)(4) | 1176.0 | 1071.0 |
|  CSMC 2018-RPL9 Trust |  |  |
|  3.85%, 09/25/2057, Series 2018-RPL9, Class A(1)(4) | 2685.0 | 2579.0 |
|  3.91%, 09/25/2057, Series 2018-RPL9, Class PT(1)(4) | 1515.0 | 1285.0 |
|  CSMC 2022-RPL4 Trust |  |  |
|  3.90%, 04/25/2062, Series 2022-RPL4, Class A1(1)(4) | 3030.0 | 2897.0 |
|  CSTL Commercial Mortgage Trust 2025-GATE2 |  |  |
|  4.85%, 11/10/2042, Series 2025-GATE2, Class B(1)(4) | 2310.0 | 2261.0 |
|  5.14%, 11/10/2042, Series 2025-GATE2, Class C(1)(4) | 2860.0 | 2806.0 |
|  DBJPM 2016-C3 Mortgage Trust |  |  |
|  2.89%, 08/10/2049, Series 2016-C3, Class A5 | 3064.0 | 3050.0 |
|  DBJPM 20-C9 Mortgage Trust |  |  |
|  1.64%, 08/15/2053, Series 2020-C9, Class A4 | 20600.0 | 18716.0 |
|  ELP Commercial Mortgage Trust 2025-ELP |  |  |
|  4.30%, 11/13/2042, Series 2025-ELP, Class A(1)(4) | 14750.0 | 14574.0 |
|  Fannie Mae |  |  |
|  2.00%, 04/01/2056(10) | 52420.0 | 42211.0 |
|  2.50%, 04/01/2056(10) | 16010.0 | 13458.0 |
|  2.50%, 05/01/2056(10) | 4000.0 | 3361.0 |
|  3.00%, 04/01/2056(10) | 3535.0 | 3376.0 |
|  3.00%, 04/01/2056(10) | 38395.0 | 33718.0 |
|  3.50%, 04/01/2056(10) | 7900.0 | 7241.0 |
|  4.00%, 04/01/2041(10) | 14630.0 | 14287.0 |
|  4.00%, 04/01/2056(10) | 53165.0 | 50163.0 |
|  4.50%, 04/01/2056(10) | 81445.0 | 78596.0 |
|  5.00%, 04/01/2041(10) | 6105.0 | 6150.0 |
|  5.00%, 04/01/2056(10) | 36200.0 | 35699.0 |
|  5.50%, 04/01/2056(10) | 25980.0 | 26100.0 |
|  6.00%, 04/01/2056(10) | 18185.0 | 18536.0 |
|  6.50%, 04/01/2056(10) | 5485.0 | 5674.0 |
|  Fannie Mae Grantor Trust 1999-T2 |  |  |
|  7.50%, 01/19/2039, Series 1999-T2, Class A1(4) | 23.0 | 24.0 |
|  Fannie Mae Grantor Trust 2001-T3 |  |  |
|  7.50%, 11/25/2040, Series 2001-T3, Class A1 | 38.0 | 38.0 |
|  Fannie Mae Grantor Trust 2002-T16 |  |  |
|  7.00%, 07/25/2042, Series 2002-T16, Class A2 | 56.0 | 59.0 |
|  Fannie Mae Grantor Trust 2004-T1 |  |  |
|  6.50%, 01/25/2044, Series 2004-T1, Class 1A2 | 7.0 | 7.0 |
|  Fannie Mae Grantor Trust 2004-T2 |  |  |
|  5.48%, 07/25/2043, Series 2004-T2, Class 2A(4) | 27.0 | 28.0 |
|  7.50%, 11/25/2043, Series 2004-T2, Class 1A4 | 67.0 | 67.0 |
|  Fannie Mae Grantor Trust 2004-T3 |  |  |
|  6.50%, 02/25/2044, Series 2004-T3, Class 1A2 | 134.0 | 136.0 |
|  7.00%, 02/25/2044, Series 2004-T3, Class 1A3 | 58.0 | 59.0 |
|  8.80%, 01/25/2044, Series 2004-T3, Class PT1(4) | 10.0 | 11.0 |
|  Fannie Mae Grantor Trust 2017-T1 |  |  |
|  2.90%, 06/25/2027, Series 2017-T1, Class A | 6464.0 | 6360.0 |
|  Fannie Mae Interest Strip |  |  |
|  0.00%, 01/25/2033, Series 329, Class 1 | 2.0 | 2.0 |
|  3.00%, 08/25/2052, Series 430, Class C56 | 2207.0 | 384.0 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 08/25/2042, Series 412, Class F2(2) | 173.0 | 168.0 |
|  4.33% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 08/25/2042, Series 411, Class F1(2) | 556.0 | 551.0 |
|  5.00%, 12/25/2033, Series 345, Class 6(4)(5) | 3.0 | 0.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 05/25/2036, Series 365, Class 8 | 13 | 2 |
|  5.50%, 08/25/2036, Series 374, Class 5 | 9 | 1 |
|  5.50%, 04/25/2037, Series 393, Class 6(5) | 3 | 0 |
|  6.00%, 01/25/2038, Series 383, Class 33 | 9 | 2 |
|  Fannie Mae Pool |  |  |
|  1.40%, 11/01/2032 | 8500 | 7060 |
|  1.50%, 01/01/2031 | 10000 | 8837 |
|  1.50%, 02/01/2036 | 2447 | 2208 |
|  1.50%, 02/01/2036 | 7733 | 7002 |
|  1.50%, 08/01/2036 | 8580 | 7729 |
|  1.50%, 09/01/2036 | 3776 | 3401 |
|  1.50%, 11/01/2036 | 2391 | 2152 |
|  1.50%, 05/01/2037 | 3756 | 3378 |
|  1.50%, 11/01/2040 | 4781 | 4071 |
|  1.50%, 03/01/2041 | 889 | 755 |
|  1.50%, 02/01/2042 | 1163 | 992 |
|  1.50%, 10/01/2050 | 1625 | 1261 |
|  1.50%, 11/01/2050 | 9767 | 7563 |
|  1.50%, 12/01/2050 | 20751 | 16088 |
|  1.50%, 01/01/2051 | 1297 | 1005 |
|  1.50%, 02/01/2051 | 15887 | 12278 |
|  1.50%, 03/01/2051 | 3841 | 2976 |
|  1.50%, 07/01/2051 | 5936 | 4591 |
|  1.51%, 11/01/2032(4) | 32255 | 27211 |
|  1.56%, 01/01/2031 | 2275 | 2014 |
|  1.73%, 11/01/2031 | 8502 | 7502 |
|  1.75%, 03/01/2032(4) | 14899 | 12965 |
|  1.80%, 10/01/2033 | 7437 | 6268 |
|  2.00%, 03/01/2031 | 2685 | 2573 |
|  2.00%, 08/01/2031 | 607 | 580 |
|  2.00%, 01/01/2032 | 5674 | 5382 |
|  2.00%, 06/01/2036 | 5126 | 4725 |
|  2.00%, 06/01/2040 | 2093 | 1842 |
|  2.00%, 07/01/2040 | 1992 | 1766 |
|  2.00%, 09/01/2040 | 1141 | 1010 |
|  2.00%, 01/01/2041 | 1056 | 927 |
|  2.00%, 02/01/2041 | 5583 | 4897 |
|  2.00%, 05/01/2041 | 18243 | 15962 |
|  2.00%, 06/01/2041 | 8399 | 7340 |
|  2.00%, 08/01/2041 | 10228 | 8920 |
|  2.00%, 10/01/2041 | 757 | 660 |
|  2.00%, 02/01/2042 | 12555 | 10956 |
|  2.00%, 04/01/2042 | 4682 | 4059 |
|  2.00%, 08/01/2042 | 9612 | 8386 |
|  2.00%, 05/01/2050 | 12137 | 9896 |
|  2.00%, 06/01/2050 | 22929 | 18694 |
|  2.00%, 07/01/2050 | 7766 | 6331 |
|  2.00%, 09/01/2050 | 17594 | 14311 |
|  2.00%, 10/01/2050 | 35904 | 29241 |
|  2.00%, 11/01/2050 | 1159 | 954 |
|  2.00%, 11/01/2050 | 14530 | 11834 |
|  2.00%, 12/01/2050 | 8008 | 6520 |
|  2.00%, 01/01/2051 | 65189 | 53066 |
|  2.00%, 02/01/2051 | 2248 | 1829 |
|  2.00%, 02/01/2051 | 8186 | 6659 |
|  2.00%, 02/01/2051 | 23558 | 19206 |
|  2.00%, 03/01/2051 | 32325 | 26279 |
|  2.00%, 04/01/2051 | 7517 | 6107 |
|  2.00%, 07/01/2051 | 2330 | 1891 |
|  2.00%, 07/01/2051 | 8144 | 6628 |
|  2.00%, 07/01/2051 | 12433 | 10126 |
|  2.00%, 08/01/2051 | 1759 | 1437 |
|  2.00%, 08/01/2051 | 6419 | 5205 |
|  2.00%, 08/01/2051 | 9724 | 7973 |
|  2.00%, 09/01/2051 | 9967 | 8082 |
|  2.00%, 10/01/2051 | 1428 | 1153 |
|  2.00%, 10/01/2051 | 3183 | 2580 |
|  2.00%, 10/01/2051 | 8157 | 6731 |
|  2.00%, 11/01/2051 | 4487 | 3657 |
|  2.00%, 11/01/2051 | 12716 | 10302 |
|  2.00%, 12/01/2051 | 9649 | 7919 |
|  2.00%, 12/01/2051 | 10463 | 8611 |
|  2.00%, 01/01/2052 | 428 | 346 |
|  2.00%, 01/01/2052 | 11661 | 9499 |
|  2.00%, 01/01/2052 | 24748 | 20291 |
|  2.00%, 02/01/2052 | 4501 | 3672 |
|  2.00%, 02/01/2052 | 12312 | 9998 |
|  2.05%, 06/01/2035 | 2450 | 2011 |
|  2.08%, 10/01/2033 | 9252 | 7934 |
|  2.16%, 01/01/2034 | 6070 | 5116 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.22%, 02/01/2032 | 5100.0 | 4531.0 |
|  2.50%, 04/01/2030 | 342.0 | 333.0 |
|  2.50%, 05/01/2030 | 467.0 | 454.0 |
|  2.50%, 07/01/2032 | 1657.0 | 1590.0 |
|  2.50%, 08/01/2032 | 1861.0 | 1789.0 |
|  2.50%, 09/01/2032 | 1732.0 | 1663.0 |
|  2.50%, 12/01/2034 | 4779.0 | 4519.0 |
|  2.50%, 07/01/2035 | 5822.0 | 5554.0 |
|  2.50%, 08/01/2035 | 1237.0 | 1175.0 |
|  2.50%, 08/01/2035 | 2371.0 | 2252.0 |
|  2.50%, 09/01/2035 | 3050.0 | 2898.0 |
|  2.50%, 10/01/2035 | 89.0 | 85.0 |
|  2.50%, 11/01/2035 | 156.0 | 148.0 |
|  2.50%, 07/01/2036 | 3050.0 | 2883.0 |
|  2.50%, 11/01/2036 | 7255.0 | 6867.0 |
|  2.50%, 11/01/2036 | 8367.0 | 7954.0 |
|  2.50%, 12/01/2036 | 861.0 | 802.0 |
|  2.50%, 04/01/2042 | 4432.0 | 3979.0 |
|  2.50%, 09/01/2042 | 663.0 | 596.0 |
|  2.50%, 01/01/2043 | 930.0 | 827.0 |
|  2.50%, 01/01/2043 | 4672.0 | 4143.0 |
|  2.50%, 02/01/2043 | 430.0 | 381.0 |
|  2.50%, 10/01/2043 | 882.0 | 783.0 |
|  2.50%, 05/01/2046 | 381.0 | 330.0 |
|  2.50%, 07/01/2046 | 924.0 | 800.0 |
|  2.50%, 08/01/2046 | 356.0 | 308.0 |
|  2.50%, 10/01/2046 | 298.0 | 258.0 |
|  2.50%, 03/01/2050 | 556.0 | 476.0 |
|  2.50%, 04/01/2050 | 9211.0 | 7820.0 |
|  2.50%, 05/01/2050 | 7768.0 | 6657.0 |
|  2.50%, 06/01/2050 | 4436.0 | 3809.0 |
|  2.50%, 06/01/2050 | 10781.0 | 9203.0 |
|  2.50%, 07/01/2050 | 9256.0 | 7942.0 |
|  2.50%, 09/01/2050 | 2016.0 | 1730.0 |
|  2.50%, 09/01/2050 | 9446.0 | 8111.0 |
|  2.50%, 10/01/2050 | 5764.0 | 4960.0 |
|  2.50%, 10/01/2050 | 32362.0 | 27501.0 |
|  2.50%, 12/01/2050 | 391.0 | 333.0 |
|  2.50%, 12/01/2050 | 8989.0 | 7688.0 |
|  2.50%, 02/01/2051 | 1019.0 | 876.0 |
|  2.50%, 02/01/2051 | 3212.0 | 2757.0 |
|  2.50%, 03/01/2051 | 8873.0 | 7540.0 |
|  2.50%, 04/01/2051 | 20169.0 | 17100.0 |
|  2.50%, 05/01/2051 | 4807.0 | 4163.0 |
|  2.50%, 05/01/2051 | 8489.0 | 7203.0 |
|  2.50%, 06/01/2051 | 11257.0 | 9551.0 |
|  2.50%, 06/01/2051 | 12373.0 | 10497.0 |
|  2.50%, 08/01/2051 | 7618.0 | 6543.0 |
|  2.50%, 09/01/2051 | 5742.0 | 4937.0 |
|  2.50%, 09/01/2051 | 10030.0 | 8606.0 |
|  2.50%, 10/01/2051 | 9307.0 | 7885.0 |
|  2.50%, 10/01/2051 | 12979.0 | 11093.0 |
|  2.50%, 11/01/2051 | 1074.0 | 922.0 |
|  2.50%, 11/01/2051 | 2045.0 | 1751.0 |
|  2.50%, 11/01/2051 | 8022.0 | 6913.0 |
|  2.50%, 11/01/2051 | 13484.0 | 11554.0 |
|  2.50%, 11/01/2051 | 18131.0 | 15412.0 |
|  2.50%, 12/01/2051 | 1033.0 | 882.0 |
|  2.50%, 12/01/2051 | 5469.0 | 4662.0 |
|  2.50%, 12/01/2051 | 10062.0 | 8664.0 |
|  2.50%, 12/01/2051 | 10718.0 | 9194.0 |
|  2.50%, 01/01/2052 | 8385.0 | 7199.0 |
|  2.50%, 02/01/2052 | 736.0 | 623.0 |
|  2.50%, 02/01/2052 | 9412.0 | 7968.0 |
|  2.50%, 02/01/2052 | 12284.0 | 10542.0 |
|  2.50%, 02/01/2052 | 15360.0 | 13218.0 |
|  2.50%, 03/01/2052 | 582.0 | 498.0 |
|  2.50%, 03/01/2052 | 5912.0 | 5048.0 |
|  2.50%, 03/01/2052 | 9369.0 | 7928.0 |
|  2.50%, 03/01/2052 | 9643.0 | 8158.0 |
|  2.50%, 04/01/2052 | 751.0 | 634.0 |
|  2.50%, 04/01/2052 | 14199.0 | 12175.0 |
|  2.50%, 04/01/2052 | 16809.0 | 14198.0 |
|  2.50%, 05/01/2052 | 14337.0 | 12300.0 |
|  2.50%, 05/01/2052 | 16088.0 | 13832.0 |
|  2.50%, 05/01/2052 | 26269.0 | 22514.0 |
|  2.50%, 09/01/2052 | 918.0 | 775.0 |
|  2.50%, 09/01/2052 | 17377.0 | 14679.0 |
|  2.50%, 07/01/2061 | 8441.0 | 6941.0 |
|  2.50%, 09/01/2061 | 4833.0 | 3974.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.50%, 03/01/2062 | 7861.0 | 6464.0 |
|  2.52%, 11/01/2029 | 13275.0 | 12584.0 |
|  2.58%, 09/01/2028 | 3521.0 | 3406.0 |
|  2.59%, 09/01/2028 | 7090.0 | 6858.0 |
|  2.62%, 10/01/2028 | 6957.0 | 6702.0 |
|  2.67%, 12/01/2035 | 15510.0 | 13126.0 |
|  2.83%, 05/01/2027 | 7420.0 | 7325.0 |
|  2.90%, 10/01/2029 | 3038.0 | 2926.0 |
|  3.00%, 08/01/2028 | 129.0 | 127.0 |
|  3.00%, 09/01/2028 | 200.0 | 197.0 |
|  3.00%, 12/01/2028 | 92.0 | 90.0 |
|  3.00%, 05/01/2030 | 277.0 | 271.0 |
|  3.00%, 09/01/2034 | 3519.0 | 3431.0 |
|  3.00%, 03/01/2035 | 2635.0 | 2530.0 |
|  3.00%, 10/01/2035 | 220.0 | 211.0 |
|  3.00%, 05/01/2036 | 384.0 | 369.0 |
|  3.00%, 08/01/2036 | 344.0 | 326.0 |
|  3.00%, 03/01/2037 | 2597.0 | 2494.0 |
|  3.00%, 05/01/2037 | 8523.0 | 8143.0 |
|  3.00%, 05/01/2038 | 4784.0 | 4544.0 |
|  3.00%, 05/01/2042 | 149.0 | 137.0 |
|  3.00%, 10/01/2042 | 1319.0 | 1208.0 |
|  3.00%, 11/01/2042 | 950.0 | 870.0 |
|  3.00%, 12/01/2042 | 35.0 | 32.0 |
|  3.00%, 12/01/2042 | 313.0 | 287.0 |
|  3.00%, 12/01/2042 | 483.0 | 442.0 |
|  3.00%, 01/01/2043 | 320.0 | 293.0 |
|  3.00%, 01/01/2043 | 477.0 | 437.0 |
|  3.00%, 01/01/2043 | 542.0 | 496.0 |
|  3.00%, 01/01/2043 | 546.0 | 500.0 |
|  3.00%, 02/01/2043 | 261.0 | 239.0 |
|  3.00%, 04/01/2043 | 371.0 | 340.0 |
|  3.00%, 04/01/2043 | 475.0 | 435.0 |
|  3.00%, 04/01/2043 | 848.0 | 776.0 |
|  3.00%, 05/01/2043 | 13.0 | 12.0 |
|  3.00%, 05/01/2043 | 93.0 | 85.0 |
|  3.00%, 05/01/2043 | 568.0 | 520.0 |
|  3.00%, 05/01/2043 | 3089.0 | 2828.0 |
|  3.00%, 05/01/2043 | 7433.0 | 6804.0 |
|  3.00%, 06/01/2043 | 18.0 | 17.0 |
|  3.00%, 06/01/2043 | 159.0 | 146.0 |
|  3.00%, 06/01/2043 | 164.0 | 150.0 |
|  3.00%, 06/01/2043 | 1036.0 | 948.0 |
|  3.00%, 06/01/2043 | 1801.0 | 1647.0 |
|  3.00%, 07/01/2043 | 21.0 | 20.0 |
|  3.00%, 07/01/2043 | 57.0 | 52.0 |
|  3.00%, 07/01/2043 | 159.0 | 145.0 |
|  3.00%, 07/01/2043 | 567.0 | 519.0 |
|  3.00%, 07/01/2043 | 2668.0 | 2442.0 |
|  3.00%, 08/01/2043 | 642.0 | 588.0 |
|  3.00%, 08/01/2043 | 1642.0 | 1504.0 |
|  3.00%, 10/01/2043 | 37.0 | 34.0 |
|  3.00%, 10/01/2043 | 4620.0 | 4269.0 |
|  3.00%, 02/01/2044 | 2148.0 | 1968.0 |
|  3.00%, 03/01/2044 | 250.0 | 229.0 |
|  3.00%, 04/01/2045 | 2984.0 | 2717.0 |
|  3.00%, 05/01/2046 | 2078.0 | 1878.0 |
|  3.00%, 05/01/2046 | 9137.0 | 8258.0 |
|  3.00%, 09/01/2046 | 338.0 | 305.0 |
|  3.00%, 11/01/2046 | 744.0 | 670.0 |
|  3.00%, 11/01/2046 | 2257.0 | 2066.0 |
|  3.00%, 11/01/2046 | 2598.0 | 2342.0 |
|  3.00%, 01/01/2047 | 1558.0 | 1404.0 |
|  3.00%, 02/01/2047 | 336.0 | 308.0 |
|  3.00%, 03/01/2047 | 270.0 | 243.0 |
|  3.00%, 08/01/2047 | 16290.0 | 14666.0 |
|  3.00%, 02/01/2049 | 9673.0 | 8853.0 |
|  3.00%, 07/01/2049 | 617.0 | 554.0 |
|  3.00%, 07/01/2049 | 1615.0 | 1448.0 |
|  3.00%, 08/01/2049 | 8739.0 | 7875.0 |
|  3.00%, 11/01/2049 | 810.0 | 725.0 |
|  3.00%, 11/01/2049 | 4028.0 | 3603.0 |
|  3.00%, 12/01/2049 | 164.0 | 147.0 |
|  3.00%, 12/01/2049 | 541.0 | 485.0 |
|  3.00%, 12/01/2049 | 2923.0 | 2614.0 |
|  3.00%, 02/01/2050 | 3417.0 | 3039.0 |
|  3.00%, 02/01/2050 | 4647.0 | 4092.0 |
|  3.00%, 02/01/2050 | 12318.0 | 11059.0 |
|  3.00%, 02/01/2050 | 12601.0 | 11436.0 |
|  3.00%, 03/01/2050 | 1046.0 | 929.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.00%, 03/01/2050 | 1767.0 | 1580.0 |
|  3.00%, 05/01/2050 | 278.0 | 249.0 |
|  3.00%, 05/01/2050 | 1369.0 | 1226.0 |
|  3.00%, 06/01/2050 | 1643.0 | 1460.0 |
|  3.00%, 07/01/2050 | 662.0 | 595.0 |
|  3.00%, 08/01/2050 | 3693.0 | 3279.0 |
|  3.00%, 09/01/2050 | 1421.0 | 1276.0 |
|  3.00%, 11/01/2050 | 301.0 | 269.0 |
|  3.00%, 01/01/2051 | 861.0 | 758.0 |
|  3.00%, 02/01/2051 | 1105.0 | 993.0 |
|  3.00%, 04/01/2051 | 4686.0 | 4144.0 |
|  3.00%, 06/01/2051 | 9311.0 | 8185.0 |
|  3.00%, 10/01/2051 | 1789.0 | 1576.0 |
|  3.00%, 10/01/2051 | 13034.0 | 11541.0 |
|  3.00%, 11/01/2051 | 3230.0 | 2860.0 |
|  3.00%, 12/01/2051 | 16075.0 | 14290.0 |
|  3.00%, 01/01/2052 | 7912.0 | 6956.0 |
|  3.00%, 01/01/2052 | 9037.0 | 7949.0 |
|  3.00%, 02/01/2052 | 3936.0 | 3485.0 |
|  3.00%, 02/01/2052 | 7893.0 | 7023.0 |
|  3.00%, 02/01/2052 | 12232.0 | 10830.0 |
|  3.00%, 03/01/2052 | 9176.0 | 8153.0 |
|  3.00%, 04/01/2052 | 6941.0 | 6214.0 |
|  3.00%, 04/01/2052 | 13481.0 | 11867.0 |
|  3.00%, 04/01/2052 | 14049.0 | 12515.0 |
|  3.00%, 05/01/2052 | 1728.0 | 1521.0 |
|  3.00%, 05/01/2052 | 4259.0 | 3750.0 |
|  3.00%, 05/01/2052 | 5579.0 | 4913.0 |
|  3.00%, 06/01/2052 | 3510.0 | 3108.0 |
|  3.00%, 07/01/2060 | 6471.0 | 5592.0 |
|  3.00%, 12/01/2061 | 8741.0 | 7531.0 |
|  3.00%, 04/01/2064 | 13750.0 | 11914.0 |
|  3.02%, 07/01/2029 | 7709.0 | 7468.0 |
|  3.08%, 01/01/2028 | 7977.0 | 7905.0 |
|  3.09%, 09/01/2029 | 7484.0 | 7234.0 |
|  3.10%, 01/01/2028 | 6119.0 | 6019.0 |
|  3.12%, 11/01/2026 | 842.0 | 836.0 |
|  3.12%, 06/01/2035 | 3359.0 | 3022.0 |
|  3.13%, 03/01/2027 | 6270.0 | 6214.0 |
|  3.14%, 12/01/2026 | 1524.0 | 1513.0 |
|  3.19%, 01/01/2033 | 2734.0 | 2639.0 |
|  3.19%, 03/01/2036 | 1802.0 | 1706.0 |
|  3.22%, 09/01/2032 | 5948.0 | 5517.0 |
|  3.25%, 09/01/2026 | 1282.0 | 1276.0 |
|  3.25%, 02/01/2027 | 4895.0 | 4858.0 |
|  3.39%, 07/01/2034 | 8500.0 | 7864.0 |
|  3.45%, 04/01/2035 | 1590.0 | 1480.0 |
|  3.50%, 12/01/2029 | 349.0 | 345.0 |
|  3.50%, 05/01/2030 | 84.0 | 82.0 |
|  3.50%, 12/01/2030 | 326.0 | 322.0 |
|  3.50%, 07/01/2032 | 29.0 | 29.0 |
|  3.50%, 11/01/2032 | 193.0 | 190.0 |
|  3.50%, 12/01/2032 | 73.0 | 71.0 |
|  3.50%, 02/01/2033 | 97.0 | 96.0 |
|  3.50%, 02/01/2033 | 130.0 | 127.0 |
|  3.50%, 03/01/2033 | 660.0 | 649.0 |
|  3.50%, 04/01/2033 | 443.0 | 436.0 |
|  3.50%, 06/01/2033 | 46.0 | 45.0 |
|  3.50%, 10/01/2033 | 2368.0 | 2312.0 |
|  3.50%, 06/01/2040 | 597.0 | 567.0 |
|  3.50%, 12/01/2040 | 26.0 | 24.0 |
|  3.50%, 02/01/2041 | 2283.0 | 2166.0 |
|  3.50%, 11/01/2041 | 97.0 | 92.0 |
|  3.50%, 12/01/2041 | 82.0 | 78.0 |
|  3.50%, 12/01/2041 | 130.0 | 123.0 |
|  3.50%, 12/01/2041 | 154.0 | 146.0 |
|  3.50%, 02/01/2042 | 89.0 | 84.0 |
|  3.50%, 02/01/2042 | 121.0 | 114.0 |
|  3.50%, 04/01/2042 | 70.0 | 66.0 |
|  3.50%, 05/01/2042 | 1874.0 | 1758.0 |
|  3.50%, 06/01/2042 | 474.0 | 448.0 |
|  3.50%, 07/01/2042 | 347.0 | 328.0 |
|  3.50%, 07/01/2042 | 1174.0 | 1107.0 |
|  3.50%, 07/01/2042 | 6264.0 | 5923.0 |
|  3.50%, 08/01/2042 | 246.0 | 232.0 |
|  3.50%, 09/01/2042 | 199.0 | 187.0 |
|  3.50%, 09/01/2042 | 205.0 | 194.0 |
|  3.50%, 09/01/2042 | 243.0 | 230.0 |
|  3.50%, 09/01/2042 | 1546.0 | 1458.0 |
|  3.50%, 10/01/2042 | 101.0 | 95.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.50%, 10/01/2042 | 125.0 | 118.0 |
|  3.50%, 10/01/2042 | 215.0 | 202.0 |
|  3.50%, 10/01/2042 | 329.0 | 310.0 |
|  3.50%, 11/01/2042 | 1007.0 | 950.0 |
|  3.50%, 11/01/2042 | 2457.0 | 2315.0 |
|  3.50%, 01/01/2043 | 219.0 | 207.0 |
|  3.50%, 01/01/2043 | 266.0 | 250.0 |
|  3.50%, 02/01/2043 | 14.0 | 13.0 |
|  3.50%, 02/01/2043 | 25.0 | 23.0 |
|  3.50%, 03/01/2043 | 171.0 | 162.0 |
|  3.50%, 03/01/2043 | 516.0 | 486.0 |
|  3.50%, 03/01/2043 | 1246.0 | 1173.0 |
|  3.50%, 04/01/2043 | 544.0 | 513.0 |
|  3.50%, 04/01/2043 | 1238.0 | 1165.0 |
|  3.50%, 05/01/2043 | 17.0 | 16.0 |
|  3.50%, 05/01/2043 | 134.0 | 126.0 |
|  3.50%, 05/01/2043 | 494.0 | 464.0 |
|  3.50%, 05/01/2043 | 547.0 | 515.0 |
|  3.50%, 07/01/2043 | 3133.0 | 2946.0 |
|  3.50%, 08/01/2043 | 10014.0 | 9459.0 |
|  3.50%, 04/01/2045 | 3719.0 | 3493.0 |
|  3.50%, 06/01/2045 | 528.0 | 495.0 |
|  3.50%, 06/01/2045 | 2337.0 | 2195.0 |
|  3.50%, 11/01/2045 | 849.0 | 798.0 |
|  3.50%, 12/01/2045 | 166.0 | 156.0 |
|  3.50%, 01/01/2046 | 2812.0 | 2638.0 |
|  3.50%, 04/01/2046 | 382.0 | 358.0 |
|  3.50%, 08/01/2046 | 1400.0 | 1311.0 |
|  3.50%, 09/01/2046 | 1370.0 | 1284.0 |
|  3.50%, 12/01/2046 | 1291.0 | 1205.0 |
|  3.50%, 12/01/2046 | 2561.0 | 2417.0 |
|  3.50%, 06/01/2047 | 201.0 | 188.0 |
|  3.50%, 09/01/2047 | 704.0 | 658.0 |
|  3.50%, 11/01/2047 | 1980.0 | 1840.0 |
|  3.50%, 12/01/2047 | 1388.0 | 1294.0 |
|  3.50%, 01/01/2048 | 1658.0 | 1542.0 |
|  3.50%, 04/01/2048 | 8665.0 | 8019.0 |
|  3.50%, 05/01/2048 | 4946.0 | 4588.0 |
|  3.50%, 08/01/2048 | 4857.0 | 4510.0 |
|  3.50%, 08/01/2048 | 8380.0 | 7898.0 |
|  3.50%, 10/01/2048 | 1696.0 | 1579.0 |
|  3.50%, 07/01/2049 | 1805.0 | 1668.0 |
|  3.50%, 07/01/2049 | 12605.0 | 11717.0 |
|  3.50%, 09/01/2049 | 493.0 | 456.0 |
|  3.50%, 01/01/2050 | 7004.0 | 6578.0 |
|  3.50%, 02/01/2051 | 3812.0 | 3538.0 |
|  3.50%, 10/01/2051 | 11964.0 | 11137.0 |
|  3.50%, 02/01/2052 | 6809.0 | 6293.0 |
|  3.50%, 03/01/2052 | 1061.0 | 985.0 |
|  3.50%, 04/01/2052 | 12644.0 | 11684.0 |
|  3.50%, 04/01/2052 | 24034.0 | 22061.0 |
|  3.50%, 05/01/2052 | 1273.0 | 1168.0 |
|  3.50%, 05/01/2052 | 2985.0 | 2752.0 |
|  3.50%, 05/01/2052 | 4361.0 | 4019.0 |
|  3.50%, 06/01/2052 | 7929.0 | 7324.0 |
|  3.50%, 06/01/2052 | 11775.0 | 10858.0 |
|  3.50%, 06/01/2052 | 25696.0 | 23587.0 |
|  3.50%, 07/01/2052 | 7129.0 | 6544.0 |
|  3.50%, 09/01/2052 | 86291.0 | 79195.0 |
|  3.50%, 03/01/2060 | 4992.0 | 4542.0 |
|  3.50%, 03/01/2062 | 7541.0 | 6795.0 |
|  3.53%, 04/01/2033 | 12230.0 | 11623.0 |
|  3.54%, 06/01/2032 | 15495.0 | 14795.0 |
|  3.54%, 11/01/2032 | 10031.0 | 9521.0 |
|  3.55%, 02/01/2030 | 1500.0 | 1466.0 |
|  3.57%, 06/01/2028 | 8005.0 | 7909.0 |
|  3.66%, 03/01/2027 | 2101.0 | 2090.0 |
|  3.80%, 09/01/2032 | 9609.0 | 9292.0 |
|  3.81%, 12/01/2028 | 7000.0 | 6952.0 |
|  3.90%, 02/01/2033 | 12350.0 | 11958.0 |
|  4.00%, 06/01/2033 | 157.0 | 157.0 |
|  4.00%, 12/01/2033 | 17.0 | 17.0 |
|  4.00%, 05/01/2037 | 2291.0 | 2248.0 |
|  4.00%, 10/01/2037 | 444.0 | 433.0 |
|  4.00%, 07/01/2040 | 1291.0 | 1250.0 |
|  4.00%, 08/01/2040 | 41.0 | 39.0 |
|  4.00%, 09/01/2040 | 331.0 | 320.0 |
|  4.00%, 12/01/2040 | 64.0 | 62.0 |
|  4.00%, 12/01/2040 | 282.0 | 273.0 |
|  4.00%, 01/01/2041 | 59.0 | 57.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 01/01/2041 | 140.0 | 136.0 |
|  4.00%, 01/01/2041 | 256.0 | 246.0 |
|  4.00%, 01/01/2041 | 306.0 | 296.0 |
|  4.00%, 01/01/2041 | 336.0 | 325.0 |
|  4.00%, 01/01/2041 | 450.0 | 435.0 |
|  4.00%, 01/01/2041 | 463.0 | 448.0 |
|  4.00%, 02/01/2041 | 18.0 | 18.0 |
|  4.00%, 02/01/2041 | 522.0 | 505.0 |
|  4.00%, 03/01/2041 | 1790.0 | 1729.0 |
|  4.00%, 09/01/2041 | 57.0 | 55.0 |
|  4.00%, 10/01/2041 | 310.0 | 299.0 |
|  4.00%, 10/01/2041 | 323.0 | 312.0 |
|  4.00%, 12/01/2041 | 444.0 | 429.0 |
|  4.00%, 12/01/2041 | 518.0 | 501.0 |
|  4.00%, 01/01/2042 | 774.0 | 748.0 |
|  4.00%, 03/01/2042 | 20.0 | 19.0 |
|  4.00%, 07/01/2042 | 122.0 | 119.0 |
|  4.00%, 07/01/2042 | 147.0 | 143.0 |
|  4.00%, 07/01/2042 | 162.0 | 157.0 |
|  4.00%, 07/01/2042 | 194.0 | 188.0 |
|  4.00%, 08/01/2042 | 1821.0 | 1759.0 |
|  4.00%, 12/01/2042 | 118.0 | 114.0 |
|  4.00%, 04/01/2043 | 2505.0 | 2425.0 |
|  4.00%, 07/01/2043 | 284.0 | 276.0 |
|  4.00%, 11/01/2043 | 769.0 | 742.0 |
|  4.00%, 12/01/2043 | 37.0 | 36.0 |
|  4.00%, 12/01/2043 | 538.0 | 518.0 |
|  4.00%, 07/01/2044 | 695.0 | 670.0 |
|  4.00%, 09/01/2044 | 281.0 | 271.0 |
|  4.00%, 01/01/2045 | 1837.0 | 1769.0 |
|  4.00%, 07/01/2045 | 2133.0 | 2054.0 |
|  4.00%, 08/01/2045 | 16619.0 | 16094.0 |
|  4.00%, 10/01/2045 | 207.0 | 199.0 |
|  4.00%, 12/01/2045 | 274.0 | 263.0 |
|  4.00%, 12/01/2045 | 1129.0 | 1086.0 |
|  4.00%, 01/01/2046 | 690.0 | 663.0 |
|  4.00%, 08/01/2046 | 896.0 | 860.0 |
|  4.00%, 03/01/2047 | 1984.0 | 1908.0 |
|  4.00%, 03/01/2047 | 2055.0 | 1960.0 |
|  4.00%, 04/01/2047 | 4481.0 | 4307.0 |
|  4.00%, 06/01/2047 | 1139.0 | 1091.0 |
|  4.00%, 08/01/2047 | 2153.0 | 2070.0 |
|  4.00%, 11/01/2047 | 1817.0 | 1741.0 |
|  4.00%, 01/01/2048 | 1889.0 | 1799.0 |
|  4.00%, 01/01/2048 | 3399.0 | 3255.0 |
|  4.00%, 03/01/2048 | 802.0 | 768.0 |
|  4.00%, 03/01/2048 | 4101.0 | 3935.0 |
|  4.00%, 06/01/2048 | 4298.0 | 4116.0 |
|  4.00%, 09/01/2048 | 236.0 | 226.0 |
|  4.00%, 10/01/2048 | 198.0 | 190.0 |
|  4.00%, 03/01/2049 | 2505.0 | 2399.0 |
|  4.00%, 07/01/2049 | 352.0 | 334.0 |
|  4.00%, 07/01/2049 | 1572.0 | 1512.0 |
|  4.00%, 07/01/2049 | 19353.0 | 18559.0 |
|  4.00%, 10/01/2049 | 2272.0 | 2197.0 |
|  4.00%, 01/01/2050 | 2622.0 | 2510.0 |
|  4.00%, 02/01/2050 | 10281.0 | 9828.0 |
|  4.00%, 05/01/2050 | 1974.0 | 1886.0 |
|  4.00%, 07/01/2050 | 1861.0 | 1776.0 |
|  4.00%, 01/01/2051 | 6747.0 | 6488.0 |
|  4.00%, 04/01/2052 | 4720.0 | 4467.0 |
|  4.00%, 04/01/2052 | 8547.0 | 8099.0 |
|  4.00%, 05/01/2052 | 8710.0 | 8247.0 |
|  4.00%, 06/01/2052 | 7364.0 | 6979.0 |
|  4.00%, 07/01/2052 | 9356.0 | 8870.0 |
|  4.00%, 07/01/2052 | 10788.0 | 10331.0 |
|  4.00%, 12/01/2052 | 4099.0 | 3906.0 |
|  4.09%, 07/01/2030 | 11800.0 | 11744.0 |
|  4.19%, 04/01/2033 | 1565.0 | 1540.0 |
|  4.19%, 04/01/2033 | 8000.0 | 7870.0 |
|  4.20%, 01/01/2033 | 14845.0 | 14582.0 |
|  4.23%, 10/01/2032 | 11210.0 | 11096.0 |
|  4.24% (ECOFC + 1.25%, 2.12% Floor, 12.46% Cap), 09/01/2027(2)(5) | 0.0 | 0.0 |
|  4.29%, 05/01/2035 | 13068.0 | 12762.0 |
|  4.32%, 03/01/2030 | 12400.0 | 12463.0 |
|  4.32%, 06/01/2033 | 4991.0 | 4953.0 |
|  4.37%, 03/01/2033 | 3065.0 | 3052.0 |
|  4.41% (ECOFC + 1.25%, 3.50% Floor, 13.00% Cap), 03/01/2029(2)(5) | 0.0 | 0.0 |
|  4.42%, 06/01/2032 | 7000.0 | 6998.0 |
|  4.47%, 12/01/2026(4) | 481.0 | 481.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.49%, 05/01/2035 | 15017 | 14928 |
|  4.50%, 08/01/2029 | 19 | 19 |
|  4.50%, 09/01/2029 | 21 | 21 |
|  4.50%, 10/01/2033 | 964 | 954 |
|  4.50%, 04/01/2039 | 1872 | 1872 |
|  4.50%, 11/01/2039 | 6 | 6 |
|  4.50%, 08/01/2040 | 914 | 905 |
|  4.50%, 08/01/2040 | 930 | 920 |
|  4.50%, 12/01/2040 | 362 | 359 |
|  4.50%, 12/01/2040 | 1350 | 1336 |
|  4.50%, 03/01/2041 | 348 | 345 |
|  4.50%, 04/01/2041 | 177 | 175 |
|  4.50%, 05/01/2041 | 224 | 222 |
|  4.50%, 07/01/2041 | 87 | 86 |
|  4.50%, 08/01/2041 | 605 | 599 |
|  4.50%, 01/01/2042 | 737 | 730 |
|  4.50%, 11/01/2042 | 1954 | 1933 |
|  4.50%, 02/01/2046 | 2317 | 2293 |
|  4.50%, 08/01/2047 | 242 | 239 |
|  4.50%, 07/01/2048 | 1313 | 1279 |
|  4.50%, 10/01/2048 | 3869 | 3794 |
|  4.50%, 11/01/2048 | 3964 | 3887 |
|  4.50%, 12/01/2048 | 3417 | 3349 |
|  4.50%, 02/01/2049 | 1522 | 1483 |
|  4.50%, 07/01/2049 | 2025 | 1989 |
|  4.50%, 06/01/2051 | 9387 | 9226 |
|  4.50%, 07/01/2052 | 3486 | 3375 |
|  4.50%, 08/01/2052 | 13049 | 12644 |
|  4.50%, 09/01/2052 | 5360 | 5188 |
|  4.50%, 09/01/2052 | 23197 | 22487 |
|  4.50%, 10/01/2052 | 7361 | 7150 |
|  4.50%, 11/01/2052 | 19045 | 18455 |
|  4.50%, 07/01/2053 | 22909 | 22141 |
|  4.50%, 06/01/2062 | 6405 | 6182 |
|  4.52%, 10/01/2033 | 5005 | 5034 |
|  4.55%, 09/01/2033 | 11407 | 11492 |
|  4.59%, 04/01/2033 | 12165 | 12223 |
|  4.77%, 08/01/2026 | 519 | 520 |
|  4.97%, 12/01/2030 | 8100 | 8290 |
|  4.97%, 12/01/2032 | 6241 | 6405 |
|  4.98%, 11/01/2032 | 7522 | 7750 |
|  5.00%, 05/01/2028 | 2 | 2 |
|  5.00%, 04/01/2031 | 18 | 18 |
|  5.00%, 12/01/2032(5) | 0 | 0 |
|  5.00%, 06/01/2033 | 3 | 3 |
|  5.00%, 07/01/2033 | 4 | 4 |
|  5.00%, 07/01/2033 | 4 | 4 |
|  5.00%, 11/01/2033 | 1 | 1 |
|  5.00%, 11/01/2033 | 10 | 11 |
|  5.00%, 11/01/2033 | 797 | 800 |
|  5.00%, 04/01/2034 | 21 | 21 |
|  5.00%, 05/01/2034 | 11 | 11 |
|  5.00%, 12/01/2034 | 8 | 8 |
|  5.00%, 01/01/2035 | 4 | 4 |
|  5.00%, 02/01/2035 | 141 | 142 |
|  5.00%, 02/01/2035 | 729 | 737 |
|  5.00%, 06/01/2035 | 129 | 130 |
|  5.00%, 07/01/2035 | 3 | 3 |
|  5.00%, 07/01/2035 | 610 | 614 |
|  5.00%, 07/01/2035 | 721 | 726 |
|  5.00%, 09/01/2035 | 16 | 16 |
|  5.00%, 10/01/2035 | 66 | 67 |
|  5.00%, 11/01/2035 | 154 | 156 |
|  5.00%, 01/01/2036 | 13 | 13 |
|  5.00%, 02/01/2036 | 10 | 10 |
|  5.00%, 07/01/2037 | 169 | 170 |
|  5.00%, 01/01/2039 | 645 | 649 |
|  5.00%, 09/01/2039 | 38 | 38 |
|  5.00%, 04/01/2040 | 76 | 77 |
|  5.00%, 08/01/2040 | 71 | 71 |
|  5.00%, 05/01/2041 | 36 | 37 |
|  5.00%, 05/01/2042 | 607 | 613 |
|  5.00%, 09/01/2043 | 218 | 219 |
|  5.00%, 01/01/2048 | 325 | 326 |
|  5.00%, 05/01/2048 | 761 | 765 |
|  5.00%, 01/01/2049 | 2796 | 2812 |
|  5.00%, 08/01/2049 | 3201 | 3232 |
|  5.00%, 06/01/2052 | 5749 | 5698 |
|  5.00%, 07/01/2052 | 371 | 368 |
|  5.00%, 08/01/2052 | 7431 | 7366 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 08/01/2052 | 8330 | 8280 |
|  5.00%, 09/01/2052 | 19701 | 19529 |
|  5.00%, 10/01/2052 | 22097 | 21910 |
|  5.00%, 02/01/2053 | 5312 | 5265 |
|  5.00%, 02/01/2053 | 6042 | 5989 |
|  5.00%, 03/01/2053 | 12959 | 12851 |
|  5.00%, 03/01/2053 | 16570 | 16404 |
|  5.00%, 04/01/2053 | 16371 | 16224 |
|  5.00%, 06/01/2053 | 14568 | 14415 |
|  5.00%, 09/01/2053 | 230 | 228 |
|  5.00%, 02/01/2054 | 873 | 862 |
|  5.00%, 10/01/2055 | 6526 | 6515 |
|  5.00%, 10/01/2055 | 8433 | 8401 |
|  5.00%, 10/01/2055 | 8894 | 8866 |
|  5.31% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.20%, 1.20% Floor, 10.20% Cap), 08/01/2034(2) | 10 | 10 |
|  5.43%, 10/01/2032 | 2237 | 2348 |
|  5.50%, 11/01/2032 | 20 | 20 |
|  5.50%, 02/01/2033(5) | 0 | 0 |
|  5.50%, 03/01/2033 | 18 | 18 |
|  5.50%, 04/01/2033 | 13 | 13 |
|  5.50%, 07/01/2033 | 3 | 3 |
|  5.50%, 09/01/2033 | 49 | 49 |
|  5.50%, 11/01/2033 | 1 | 1 |
|  5.50%, 12/01/2033 | 22 | 22 |
|  5.50%, 01/01/2034 | 3 | 3 |
|  5.50%, 03/01/2034 | 3 | 3 |
|  5.50%, 09/01/2034 | 5 | 5 |
|  5.50%, 10/01/2034 | 8 | 8 |
|  5.50%, 02/01/2035 | 16 | 16 |
|  5.50%, 12/01/2035 | 5 | 5 |
|  5.50%, 04/01/2036 | 18 | 19 |
|  5.50%, 05/01/2036 | 16 | 16 |
|  5.50%, 05/01/2036 | 24 | 24 |
|  5.50%, 11/01/2036 | 6 | 6 |
|  5.50%, 03/01/2037 | 126 | 130 |
|  5.50%, 04/01/2037 | 36 | 37 |
|  5.50%, 05/01/2037 | 42 | 43 |
|  5.50%, 01/01/2038 | 28 | 28 |
|  5.50%, 05/01/2038 | 8 | 8 |
|  5.50%, 06/01/2038 | 1 | 1 |
|  5.50%, 06/01/2038 | 37 | 38 |
|  5.50%, 06/01/2038 | 242 | 249 |
|  5.50%, 09/01/2038 | 217 | 224 |
|  5.50%, 06/01/2039 | 11 | 11 |
|  5.50%, 09/01/2039 | 16 | 16 |
|  5.50%, 12/01/2039 | 23 | 24 |
|  5.50%, 01/01/2040 | 185 | 190 |
|  5.50%, 02/01/2049 | 6291 | 6515 |
|  5.50%, 11/01/2052 | 5541 | 5603 |
|  5.50%, 12/01/2052 | 11386 | 11499 |
|  5.50%, 02/01/2053 | 6393 | 6456 |
|  5.50%, 03/01/2053 | 34300 | 34596 |
|  5.50%, 04/01/2053 | 1545 | 1558 |
|  5.50%, 11/01/2053 | 9429 | 9498 |
|  5.50%, 02/01/2054 | 29193 | 29368 |
|  5.50%, 05/01/2054 | 7359 | 7437 |
|  5.50%, 11/01/2054 | 3116 | 3151 |
|  5.50%, 01/01/2055 | 9077 | 9166 |
|  5.50%, 01/01/2055 | 13227 | 13462 |
|  5.50%, 09/01/2055 | 5303 | 5401 |
|  5.53% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.41%, 1.41% Floor, 9.35% Cap), 09/01/2033(2) | 12 | 12 |
|  5.56% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.47%, 1.47% Floor, 13.04% Cap), 02/01/2037(2) | 11 | 11 |
|  5.59% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.39%, 1.39% Floor, 12.20% Cap), 07/01/2037(2) | 7 | 7 |
|  5.62% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.54%, 1.54% Floor, 11.11% Cap), 02/01/2035(2) | 1 | 1 |
|  5.66% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.44%, 1.44% Floor, 12.56% Cap), 01/01/2037(2) | 13 | 13 |
|  5.67% (1 Year CMT Index + 2.05%, 2.05% Floor, 9.42% Cap), 07/01/2034(2)(5) | 0 | 0 |
|  5.74% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.17%, 1.17% Floor, 10.94% Cap), 11/01/2037(2) | 15 | 15 |
|  5.78% (1 Year CMT Index + 2.16%, 2.16% Floor, 10.71% Cap), 12/01/2037(2) | 7 | 7 |
|  5.87% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.52%, 1.52% Floor, 10.89% Cap), 01/01/2035(2) | 34 | 35 |
|  5.87% (1 Year CMT Index + 2.00%, 2.00% Floor, 8.37% Cap), 11/01/2034(2) | 1 | 1 |
|  5.91% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.61%, 1.61% Floor, 9.19% Cap), 01/01/2034(2) | 1 | 1 |
|  5.92% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.42%, 1.42% Floor, 10.22% Cap), 11/01/2033(2) | 9 | 10 |
|  5.92% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.67%, 1.67% Floor, 10.42% Cap), 01/01/2035(2) | 1 | 1 |
|  5.92% (12 Month U.S. Treasury Average + 2.00%, 2.00% Floor, 8.51% Cap), 01/01/2036(2) | 25 | 26 |
|  6.00%, 07/01/2026(5) | 0 | 0 |
|  6.00%, 07/01/2027 | 2 | 2 |
|  6.00%, 11/01/2027 | 1 | 1 |
|  6.00%, 12/01/2027 | 4 | 4 |
|  6.00%, 01/01/2028 | 6 | 6 |
|  6.00%, 10/01/2028 | 4 | 4 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.00%, 12/01/2028(5) | 0 | 0 |
|  6.00%, 01/01/2029(5) | 0 | 0 |
|  6.00%, 09/01/2029 | 3 | 3 |
|  6.00%, 12/01/2032 | 3 | 3 |
|  6.00%, 12/01/2032 | 33 | 34 |
|  6.00%, 03/01/2033(5) | 0 | 0 |
|  6.00%, 03/01/2033(5) | 0 | 0 |
|  6.00%, 03/01/2033 | 1 | 1 |
|  6.00%, 03/01/2033 | 1 | 1 |
|  6.00%, 05/01/2033 | 5 | 5 |
|  6.00%, 08/01/2033 | 2 | 2 |
|  6.00%, 09/01/2033 | 3 | 3 |
|  6.00%, 09/01/2033 | 5 | 5 |
|  6.00%, 11/01/2034 | 1 | 1 |
|  6.00%, 04/01/2035 | 24 | 25 |
|  6.00%, 02/01/2036 | 1 | 1 |
|  6.00%, 09/01/2036 | 87 | 90 |
|  6.00%, 11/01/2036 | 12 | 13 |
|  6.00%, 03/01/2037 | 19 | 19 |
|  6.00%, 09/01/2037 | 28 | 29 |
|  6.00%, 04/01/2038 | 8 | 8 |
|  6.00%, 05/01/2038 | 69 | 72 |
|  6.00%, 11/01/2038 | 23 | 24 |
|  6.00%, 12/01/2039 | 357 | 374 |
|  6.00%, 10/01/2040 | 441 | 463 |
|  6.00%, 07/01/2041 | 1176 | 1234 |
|  6.00%, 11/01/2048 | 19 | 19 |
|  6.00%, 02/01/2053 | 4815 | 4937 |
|  6.00%, 07/01/2053 | 4472 | 4651 |
|  6.00%, 07/01/2053 | 9512 | 9858 |
|  6.00%, 09/01/2053 | 12120 | 12385 |
|  6.00%, 10/01/2053 | 4181 | 4283 |
|  6.00%, 11/01/2053 | 3807 | 3900 |
|  6.00%, 11/01/2053 | 8986 | 9226 |
|  6.00%, 07/01/2054 | 2523 | 2613 |
|  6.00%, 07/01/2054 | 8537 | 8825 |
|  6.00%, 10/01/2054 | 11104 | 11501 |
|  6.00%, 02/01/2055 | 9345 | 9677 |
|  6.00%, 04/01/2055 | 11083 | 11461 |
|  6.00%, 04/01/2055 | 13234 | 13725 |
|  6.00%, 06/01/2055 | 10905 | 11253 |
|  6.00%, 07/01/2055 | 10417 | 10825 |
|  6.00%, 11/01/2055 | 8495 | 8844 |
|  6.00%, 12/01/2055 | 9130 | 9488 |
|  6.00%, 12/01/2055 | 10751 | 11154 |
|  6.00% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.72%, 1.72% Floor, 10.64% Cap), 01/01/2037(2) | 7 | 7 |
|  6.01% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.64%, 1.64% Floor, 11.01% Cap), 12/01/2036(2) | 10 | 10 |
|  6.04% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.29%, 1.29% Floor, 9.95% Cap), 05/01/2035(2) | 4 | 4 |
|  6.06% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.63% Cap), 01/01/2036(2) | 7 | 7 |
|  6.07% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.57%, 1.57% Floor, 11.32% Cap), 10/01/2036(2) | 4 | 4 |
|  6.09% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.03%, 2.03% Floor, 10.78% Cap), 02/01/2037(2) | 6 | 6 |
|  6.12% (1 Year CMT Index + 2.12%, 2.12% Floor, 10.24% Cap), 08/01/2036(2) | 2 | 2 |
|  6.21% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.49%, 1.49% Floor, 9.86% Cap), 10/01/2034(2) | 3 | 3 |
|  6.23% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.60%, 1.60% Floor, 10.24% Cap), 09/01/2036(2) | 11 | 12 |
|  6.23% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.61%, 1.61% Floor, 9.95% Cap), 08/01/2034(2) | 5 | 5 |
|  6.25% (1 Year CMT Index + 2.19%, 2.19% Floor, 10.39% Cap), 11/01/2037(2) | 6 | 6 |
|  6.29% (1 Year CMT Index + 2.28%, 2.28% Floor, 9.72% Cap), 04/01/2035(2) | 8 | 8 |
|  6.30% (1 Year CMT Index + 2.30%, 2.30% Floor, 9.24% Cap), 06/01/2034(2) | 10 | 11 |
|  6.32% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.57%, 1.57% Floor, 11.27% Cap), 09/01/2036(2) | 4 | 5 |
|  6.32% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.95%, 1.95% Floor, 12.32% Cap), 11/01/2036(2)(5) | 0 | 0 |
|  6.34% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.59%, 1.57% Floor, 10.68% Cap), 08/01/2036(2) | 20 | 20 |
|  6.37% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.56%, 1.56% Floor, 9.35% Cap), 08/01/2033(2) | 7 | 7 |
|  6.40% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.65%, 1.65% Floor, 10.98% Cap), 09/01/2034(2) | 1 | 1 |
|  6.41% (1 Year CMT Index + 2.32%, 2.32% Floor, 11.09% Cap), 09/01/2037(2) | 5 | 5 |
|  6.42% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.79%, 1.79% Floor, 11.12% Cap), 06/01/2036(2) | 10 | 10 |
|  6.45% (1 Year CMT Index + 2.38%, 2.38% Floor, 10.25% Cap), 10/01/2034(2) | 6 | 6 |
|  6.46% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.71%, 1.71% Floor, 11.33% Cap), 09/01/2035(2) | 1 | 1 |
|  6.48% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.73%, 1.73% Floor, 11.22% Cap), 09/01/2036(2) | 16 | 16 |
|  6.50%, 08/01/2026 | 1 | 1 |
|  6.50%, 03/01/2029 | 2 | 2 |
|  6.50%, 11/01/2029 | 49 | 50 |
|  6.50%, 08/01/2031 | 3 | 4 |
|  6.50%, 02/01/2032 | 8 | 8 |
|  6.50%, 01/01/2036 | 41 | 43 |
|  6.50%, 07/01/2036 | 2 | 2 |
|  6.50%, 08/01/2036 | 33 | 34 |
|  6.50%, 10/01/2036 | 11 | 11 |
|  6.50%, 01/01/2037 | 18 | 19 |
|  6.50%, 08/01/2037 | 9 | 10 |
|  6.50%, 08/01/2037 | 16 | 16 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.50%, 10/01/2037 | 19 | 20 |
|  6.50%, 10/01/2038 | 23 | 24 |
|  6.50%, 10/01/2038 | 92 | 96 |
|  6.50%, 03/01/2055 | 929 | 971 |
|  6.50%, 04/01/2055 | 1532 | 1598 |
|  6.50%, 11/01/2055 | 8309 | 8775 |
|  6.51% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.76%, 1.76% Floor, 11.26% Cap), 09/01/2037(2) | 2 | 2 |
|  6.52% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.77%, 1.77% Floor, 11.40% Cap), 07/01/2036(2) | 8 | 8 |
|  6.55% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.81%, 1.81% Floor, 11.49% Cap), 07/01/2037(2) | 16 | 17 |
|  6.56% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.87%, 1.87% Floor, 10.76% Cap), 07/01/2037(2) | 7 | 7 |
|  6.57% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.82%, 1.82% Floor, 11.20% Cap), 09/01/2036(2) | 10 | 11 |
|  6.58% (1 Year CMT Index + 2.47%, 2.47% Floor, 10.41% Cap), 10/01/2035(2) | 17 | 18 |
|  6.58% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.62%, 1.62% Floor, 10.84% Cap), 04/01/2037(2) | 6 | 6 |
|  6.59% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.60%, 1.60% Floor, 10.85% Cap), 05/01/2035(2) | 2 | 2 |
|  6.61% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.61%, 1.61% Floor, 9.73% Cap), 03/01/2035(2) | 5 | 5 |
|  6.61% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.86%, 1.86% Floor, 10.64% Cap), 06/01/2036(2) | 4 | 4 |
|  6.64% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.81%, 1.81% Floor, 9.15% Cap), 09/01/2033(2) | 3 | 3 |
|  6.66% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.91%, 1.91% Floor, 12.16% Cap), 09/01/2037(2) | 3 | 3 |
|  6.70% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.50%, 2.50% Floor, 11.17% Cap), 03/01/2036(2) | 61 | 63 |
|  6.78% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.08%, 2.08% Floor, 10.90% Cap), 10/01/2036(2) | 24 | 25 |
|  6.81% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.81%, 1.81% Floor, 11.06% Cap), 05/01/2036(2) | 1 | 1 |
|  6.83% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.08%, 2.08% Floor, 10.45% Cap), 10/01/2036(2) | 5 | 5 |
|  6.88% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.50%, 2.50% Floor, 10.63% Cap), 02/01/2036(2) | 3 | 3 |
|  7.00%, 09/01/2027(5) | 0 | 0 |
|  7.00%, 02/01/2033(5) | 0 | 0 |
|  7.00%, 06/01/2033 | 17 | 18 |
|  7.00%, 02/01/2036 | 6 | 6 |
|  7.00%, 03/01/2036 | 1 | 1 |
|  7.00%, 03/01/2037 | 3 | 3 |
|  7.00%, 04/01/2037 | 2 | 2 |
|  7.00%, 09/01/2037 | 17 | 18 |
|  7.00%, 09/01/2038 | 27 | 28 |
|  7.00%, 10/01/2038 | 21 | 22 |
|  7.00%, 11/01/2038 | 22 | 23 |
|  7.00%, 12/01/2038 | 66 | 70 |
|  7.00%, 01/01/2039 | 75 | 79 |
|  7.00%, 12/01/2053 | 6707 | 7055 |
|  7.08% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.37%, 2.37% Floor, 11.22% Cap), 08/01/2037(2) | 28 | 29 |
|  7.50%, 01/01/2035 | 6 | 7 |
|  7.50%, 03/01/2035 | 11 | 11 |
|  7.50%, 05/01/2037 | 6 | 6 |
|  7.50%, 10/01/2037 | 41 | 43 |
|  7.50%, 11/01/2037 | 13 | 13 |
|  7.50%, 11/01/2038 | 12 | 13 |
|  7.50%, 04/01/2039 | 54 | 58 |
|  8.00%, 03/01/2027(5) | 0 | 0 |
|  8.00%, 06/01/2027(5) | 0 | 0 |
|  8.00%, 11/01/2028 | 3 | 3 |
|  8.00%, 11/01/2037 | 8 | 8 |
|  8.00%, 01/01/2038 | 1 | 1 |
|  Fannie Mae REMIC Trust 2003-W1 |  |  |
|  4.67%, 12/25/2042, Series 2003-W1, Class 1A1(4) | 42 | 42 |
|  5.03%, 12/25/2042, Series 2003-W1, Class 2A(4) | 12 | 12 |
|  Fannie Mae REMIC Trust 2003-W4 |  |  |
|  4.98%, 10/25/2042, Series 2003-W4, Class 2A(4) | 6 | 6 |
|  Fannie Mae REMIC Trust 2004-W10 |  |  |
|  5.75%, 08/25/2034, Series 2004-W10, Class A6 | 141 | 144 |
|  Fannie Mae REMIC Trust 2004-W11 |  |  |
|  6.00%, 05/25/2044, Series 2004-W11, Class 1A1 | 36 | 37 |
|  Fannie Mae REMIC Trust 2005-W1 |  |  |
|  6.50%, 10/25/2044, Series 2005-W1, Class 1A2 | 61 | 63 |
|  Fannie Mae REMIC Trust 2006-W3 |  |  |
|  6.00%, 09/25/2046, Series 2006-W3, Class 2A | 27 | 28 |
|  Fannie Mae REMIC Trust 2007-W1 |  |  |
|  6.11%, 08/25/2047, Series 2007-W10, Class 2A(4) | 3 | 3 |
|  Fannie Mae REMIC Trust 2007-W3 |  |  |
|  6.75%, 04/25/2037, Series 2007-W3, Class 1A3 | 11 | 11 |
|  Fannie Mae REMIC Trust 2007-W5 |  |  |
|  0.00%, 06/25/2037, Series 2007-W5, Class PO | 9 | 7 |
|  Fannie Mae REMIC Trust 2007-W7 |  |  |
|  16.52% (1 Month SOFR USD + 39.18%, 39.18% Cap), 07/25/2037, Series 2007-W7, Class 1A4(2)(6) | 6 | 8 |
|  Fannie Mae REMIC Trust 2009-W1 |  |  |
|  6.00%, 12/25/2049, Series 2009-W1, Class A | 80 | 82 |
|  Fannie Mae REMICS |  |  |
|  0.00%, 01/25/2032, Series 2001-81, Class LO(5) | 0 | 0 |
|  0.00%, 04/25/2032, Series 2002-21, Class LO(5) | 0 | 0 |
|  0.00%, 12/25/2032, Series 2004-59, Class BG | 3 | 2 |
|  0.00%, 05/25/2033, Series 2003-35, Class EA | 2 | 2 |
|  0.00%, 08/25/2033, Series 2003-132, Class OA(5) | 0 | 0 |
|  0.00%, 12/25/2033, Series 2006-44, Class P | 26 | 23 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  0.00%, 10/25/2035, Series 2010-39, Class OT | 6 | 5 |
|  0.00%, 03/25/2036, Series 2006-16, Class OA | 4 | 4 |
|  0.00%, 03/25/2036, Series 2006-8, Class WQ | 54 | 45 |
|  0.00%, 04/25/2036, Series 2006-23, Class KO | 3 | 3 |
|  0.00%, 04/25/2036, Series 2006-27, Class OH | 6 | 5 |
|  0.00%, 04/25/2036, Series 2006-22, Class AO | 15 | 13 |
|  0.00%, 06/25/2036, Series 2006-43, Class PO | 5 | 4 |
|  0.00%, 06/25/2036, Series 2006-44, Class GO | 9 | 8 |
|  0.00%, 06/25/2036, Series 2006-43, Class DO | 15 | 13 |
|  0.00%, 06/25/2036, Series 2006-50, Class JO | 30 | 26 |
|  0.00%, 06/25/2036, Series 2006-50, Class PS | 38 | 34 |
|  0.00%, 07/25/2036, Series 2006-58, Class AP | 3 | 3 |
|  0.00%, 07/25/2036, Series 2006-58, Class PO | 6 | 5 |
|  0.00%, 07/25/2036, Series 2006-65, Class QO | 10 | 9 |
|  0.00%, 08/25/2036, Series 2006-72, Class TO | 3 | 3 |
|  0.00%, 08/25/2036, Series 2006-79, Class DO | 7 | 6 |
|  0.00%, 08/25/2036, Series 2006-79, Class OP | 11 | 9 |
|  0.00%, 08/25/2036, Series 2006-72, Class GO | 16 | 14 |
|  0.00%, 09/25/2036, Series 2008-42, Class AO | 5 | 4 |
|  0.00%, 09/25/2036, Series 2006-90, Class AO | 5 | 5 |
|  0.00%, 09/25/2036, Series 2006-86, Class OB | 11 | 10 |
|  0.00%, 11/25/2036, Series 2006-109, Class PO | 3 | 3 |
|  0.00%, 11/25/2036, Series 2006-111, Class EO | 9 | 7 |
|  0.00%, 11/25/2036, Series 2006-110, Class PO | 15 | 13 |
|  0.00%, 12/25/2036, Series 2006-119, Class PO | 5 | 5 |
|  0.00%, 12/25/2036, Series 2006-115, Class OK | 9 | 7 |
|  0.00%, 01/25/2037, Series 2006-128, Class PO | 10 | 9 |
|  0.00%, 01/25/2037, Series 2009-70, Class CO | 31 | 25 |
|  0.00%, 03/25/2037, Series 2007-14, Class OP | 7 | 6 |
|  0.00%, 04/25/2037, Series 2007-28, Class EO | 24 | 21 |
|  0.00%, 05/25/2037, Series 2007-42, Class AO | 1 | 1 |
|  0.00%, 07/25/2037, Series 2007-67, Class PO | 18 | 16 |
|  0.00%, 10/25/2037, Series 2009-86, Class OT | 156 | 134 |
|  0.00%, 05/25/2038, Series 2008-44, Class PO | 1 | 1 |
|  0.00%, 01/25/2040, Series 2009-113, Class AO | 13 | 11 |
|  0.00%, 06/25/2040, Series 2010-63, Class AP | 21 | 18 |
|  0.00%, 09/25/2043, Series 2013-92, Class PO | 384 | 296 |
|  0.00%, 10/25/2043, Series 2013-101, Class DO | 318 | 232 |
|  0.00%, 12/25/2043, Series 2013-128, Class PO | 678 | 527 |
|  0.48% (30-day Average SOFR + 4.15%, 4.15% Cap), 04/25/2056, Series 2026-18, Class SB(2)(6) | 33380 | 687 |
|  0.50%, 09/25/2054, Series 2025-31, Class MA | 10948 | 9267 |
|  0.50%, 09/25/2054, Series 2025-18, Class MA | 17054 | 14566 |
|  0.64% (30-day Average SOFR + 4.30%, 4.30% Cap), 02/25/2056, Series 2026-8, Class BS(2)(6) | 62822 | 1270 |
|  0.66% (30-day Average SOFR + 4.33%, 4.44% Cap), 11/25/2040, Series 2010-125, Class SA(2)(6) | 120 | 4 |
|  1.25%, 06/25/2050, Series 2020-46, Class KB | 15758 | 12202 |
|  1.60% (30-day Average SOFR + 7.99%, 1.60% Cap), 03/25/2032, Series 2002-13, Class SJ(2)(5)(6) | 5 | 0 |
|  2.00%, 06/25/2041, Series 2021-31, Class AB | 2331 | 2132 |
|  2.00%, 12/25/2043, Series 2020-35, Class MA | 1058 | 1007 |
|  2.00%, 06/25/2046, Series 2020-51, Class BA | 3203 | 2893 |
|  2.00% (30-day Average SOFR + 5.67%, 5.78% Cap), 06/25/2037, Series 2007-92, Class YS(2)(6) | 13 | 1 |
|  2.01%, 04/25/2041, Series 2011-30, Class LS(4) | 132 | 10 |
|  2.07% (30-day Average SOFR + 5.74%, 5.85% Cap), 09/25/2038, Series 2008-81, Class SB(2)(6) | 53 | 4 |
|  2.07% (30-day Average SOFR + 5.74%, 5.85% Cap), 09/25/2038, Series 2008-80, Class SA(2)(6) | 48 | 4 |
|  2.12% (30-day Average SOFR + 5.79%, 5.90% Cap), 10/25/2039, Series 2009-84, Class WS(2)(6) | 15 | 1 |
|  2.13% (30-day Average SOFR + 5.80%, 5.91% Cap), 02/25/2038, Series 2008-1, Class BI(2)(6) | 53 | 4 |
|  2.19%, 01/25/2038, Series 2007-116, Class HI(4) | 93 | 6 |
|  2.22% (30-day Average SOFR + 5.89%, 6.00% Cap), 02/25/2038, Series 2008-4, Class SD(2)(6) | 148 | 13 |
|  2.27% (30-day Average SOFR + 5.94%, 6.05% Cap), 04/25/2050, Series 2020-24, Class SP(2)(6) | 3700 | 441 |
|  2.27%, 06/25/2038, Series 2008-46, Class HI(4) | 22 | 1 |
|  2.30% (30-day Average SOFR + 5.97%, 6.08% Cap), 03/25/2037, Series 2007-22, Class SC(2)(5)(6) | 0 | 0 |
|  2.32% (30-day Average SOFR + 5.99%, 6.10% Cap), 04/25/2037, Series 2007-35, Class SI(2)(6) | 24 | 1 |
|  2.32% (30-day Average SOFR + 5.99%, 6.10% Cap), 06/25/2037, Series 2007-54, Class WI(2)(6) | 12 | 1 |
|  2.32% (30-day Average SOFR + 5.99%, 6.10% Cap), 06/25/2037, Series 2007-53, Class SH(2)(6) | 49 | 4 |
|  2.32% (30-day Average SOFR + 5.99%, 6.10% Cap), 11/25/2049, Series 2010-103, Class SB(2)(6) | 36 | 3 |
|  2.40% (30-day Average SOFR + 6.07%, 6.18% Cap), 12/25/2039, Series 2009-99, Class SC(2)(6) | 19 | 1 |
|  2.42% (30-day Average SOFR + 7.31%, 7.47% Cap), 08/25/2033, Series 2003-71, Class DS(2)(6) | 30 | 28 |
|  2.42% (30-day Average SOFR + 6.09%, 6.20% Cap), 03/25/2038, Series 2008-16, Class IS(2)(6) | 19 | 1 |
|  2.45% (30-day Average SOFR + 6.12%, 6.23% Cap), 03/25/2038, Series 2008-10, Class XI(2)(6) | 22 | 2 |
|  2.47% (30-day Average SOFR + 6.14%, 6.25% Cap), 01/25/2040, Series 2009-112, Class ST(2)(6) | 41 | 4 |
|  2.50%, 11/25/2042, Series 2012-128, Class MP | 768 | 705 |
|  2.58% (30-day Average SOFR + 6.25%, 6.36% Cap), 12/25/2037, Series 2007-108, Class SA(2)(5)(6) | 3 | 0 |
|  2.62% (30-day Average SOFR + 6.29%, 6.40% Cap), 07/25/2037, Series 2007-72, Class EK(2)(6) | 132 | 13 |
|  2.62% (30-day Average SOFR + 6.29%, 6.40% Cap), 12/25/2037, Series 2007-109, Class AI(2)(6) | 57 | 5 |
|  2.62% (30-day Average SOFR + 6.29%, 6.40% Cap), 05/25/2040, Series 2010-42, Class S(2)(6) | 17 | 1 |
|  2.64% (30-day Average SOFR + 6.31%, 6.42% Cap), 04/25/2040, Series 2010-35, Class SB(2)(6) | 26 | 2 |
|  2.66% (30-day Average SOFR + 6.33%, 6.44% Cap), 03/25/2037, Series 2007-14, Class ES(2)(6) | 66 | 7 |
|  2.67% (30-day Average SOFR + 6.34%, 6.45% Cap), 10/25/2037, Series 2007-100, Class SM(2)(6) | 42 | 4 |
|  2.67% (30-day Average SOFR + 6.34%, 6.45% Cap), 12/25/2037, Series 2007-112, Class SA(2)(6) | 66 | 8 |
|  2.68% (30-day Average SOFR + 6.35%, 6.46% Cap), 10/25/2037, Series 2007-91, Class ES(2)(6) | 68 | 7 |
|  2.72% (30-day Average SOFR + 6.39%, 6.50% Cap), 08/25/2036, Series 2007-7, Class SG(2)(6) | 91 | 9 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.74% (30-day Average SOFR + 6.41%, 6.52% Cap), 07/25/2036, Series 2006-58, Class IG(2)(6) | 10 | 1 |
|  2.75% (30-day Average SOFR + 6.42%, 6.53% Cap), 01/25/2041, Series 2010-147, Class SA(2)(6) | 220 | 24 |
|  2.76% (30-day Average SOFR + 6.43%, 6.54% Cap), 09/25/2037, Series 2007-88, Class VI(2)(6) | 62 | 5 |
|  2.77% (30-day Average SOFR + 6.44%, 6.55% Cap), 02/25/2039, Series 2009-6, Class GS(2)(6) | 31 | 2 |
|  2.80% (30-day Average SOFR + 6.47%, 6.58% Cap), 06/25/2036, Series 2006-53, Class US(2)(6) | 37 | 3 |
|  2.84% (30-day Average SOFR + 6.51%, 6.62% Cap), 07/25/2037, Series 2007-65, Class KI(2)(6) | 44 | 4 |
|  2.87% (30-day Average SOFR + 6.54%, 6.65% Cap), 12/25/2036, Series 2006-117, Class GS(2)(6) | 44 | 4 |
|  2.87% (30-day Average SOFR + 6.54%, 6.65% Cap), 03/25/2039, Series 2009-17, Class QS(2)(6) | 11 | 1 |
|  2.92% (30-day Average SOFR + 6.59%, 6.70% Cap), 03/25/2036, Series 2006-8, Class WN(2)(6) | 196 | 18 |
|  2.93% (30-day Average SOFR + 6.60%, 6.71% Cap), 07/25/2035, Series 2005-56, Class S(2)(6) | 19 | 1 |
|  3.00%, 12/25/2028, Series 2013-118, Class YL | 405 | 401 |
|  3.00%, 10/25/2033, Series 2013-100, Class WB | 439 | 423 |
|  3.00%, 02/25/2043, Series 2013-81, Class TA | 134 | 133 |
|  3.00%, 01/25/2046, Series 2016-38, Class NA | 694 | 649 |
|  3.07% (30-day Average SOFR + 6.74%, 6.85% Cap), 04/25/2038, Series 2008-32, Class SA(2)(6) | 11 | 1 |
|  3.12% (30-day Average SOFR + 6.79%, 6.90% Cap), 04/25/2038, Series 2008-27, Class SN(2)(6) | 25 | 2 |
|  3.21% (30-day Average SOFR + 6.88%, 6.99% Cap), 03/25/2038, Series 2008-20, Class SA(2)(6) | 21 | 2 |
|  3.37% (30-day Average SOFR + 9.96%, 10.17% Cap), 08/25/2033, Series 2003-74, Class SH(2)(6) | 5 | 4 |
|  3.37% (30-day Average SOFR + 7.04%, 7.15% Cap), 07/25/2037, Series 2007-60, Class AX(2)(6) | 188 | 24 |
|  3.42% (30-day Average SOFR + 7.09%, 7.20% Cap), 07/25/2038, Series 2008-53, Class CI(2)(6) | 11 | 1 |
|  3.50%, 04/25/2031, Series 2011-31, Class DB | 167 | 164 |
|  3.50%, 09/25/2033, Series 2013-90, Class DL | 921 | 896 |
|  3.50%, 03/25/2042, Series 2013-136, Class QB | 448 | 423 |
|  3.50%, 02/25/2043, Series 2013-4, Class AJ | 88 | 83 |
|  3.50%, 01/25/2051, Series 2020-101, Class AI | 14092 | 2656 |
|  3.50%, 11/25/2057, Series 2019-7, Class CA | 2251 | 2174 |
|  3.82% (30-day Average SOFR + 7.49%, 7.60% Cap), 07/25/2028, Series 2008-55, Class S(2)(5)(6) | 13 | 0 |
|  3.82% (30-day Average SOFR + 7.49%, 7.60% Cap), 11/25/2033, Series 2003-116, Class SB(2)(6) | 24 | 2 |
|  3.84% (30-day Average SOFR + 0.17%, 0.06% Floor), 12/25/2036, Series 2006-118, Class A1(2) | 18 | 18 |
|  3.84% (30-day Average SOFR + 0.17%, 0.06% Floor), 12/25/2036, Series 2006-118, Class A2(2) | 80 | 78 |
|  4.00%, 04/25/2033, Series 2003-22, Class UD | 56 | 55 |
|  4.00%, 05/25/2033, Series 2003-42, Class GB | 4 | 4 |
|  4.03% (30-day Average SOFR + 0.36%, 0.25% Floor, 7.00% Cap), 04/25/2036, Series 2006-23, Class FK(2) | 35 | 34 |
|  4.03% (30-day Average SOFR + 0.36%, 0.25% Floor, 6.50% Cap), 02/25/2037, Series 2007-10, Class FD(2) | 10 | 10 |
|  4.07% (30-day Average SOFR + 0.40%, 0.29% Floor, 7.50% Cap), 07/25/2036, Series 2006-56, Class FC(2) | 74 | 73 |
|  4.08% (30-day Average SOFR + 0.41%, 0.30% Floor, 6.75% Cap), 05/25/2037, Series 2007-43, Class FL(2) | 15 | 15 |
|  4.13% (30-day Average SOFR + 0.46%, 0.35% Floor, 6.75% Cap), 04/25/2035, Series 2005-25, Class PF(2) | 29 | 29 |
|  4.13% (30-day Average SOFR + 0.46%, 0.35% Floor, 7.50% Cap), 08/25/2036, Series 2006-79, Class DF(2) | 29 | 29 |
|  4.15% (30-day Average SOFR + 0.48%, 0.37% Floor, 7.50% Cap), 07/25/2037, Series 2007-64, Class FB(2) | 18 | 18 |
|  4.18% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.50% Cap), 05/25/2034, Series 2004-36, Class FA(2) | 48 | 48 |
|  4.18% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 06/25/2036, Series 2006-46, Class FW(2) | 9 | 9 |
|  4.18% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 06/25/2037, Series 2007-54, Class FA(2) | 74 | 73 |
|  4.23% (30-day Average SOFR + 0.56%, 6.50% Cap), 06/25/2037, Series 2007-98, Class FB(2) | 7 | 7 |
|  4.23% (30-day Average SOFR + 0.56%, 0.45% Floor, 6.50% Cap), 09/25/2042, Series 2012-99, Class FA(2) | 104 | 103 |
|  4.24% (30-day Average SOFR + 0.57%, 0.46% Floor, 7.00% Cap), 07/25/2036, Series 2006-58, Class FL(2) | 9 | 9 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 7.00% Cap), 03/25/2037, Series 2007-77, Class FG(2) | 18 | 18 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 7.00% Cap), 07/25/2037, Series 2007-97, Class FC(2) | 12 | 12 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 07/25/2041, Series 2011-149, Class EF(2) | 8 | 8 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 11/25/2041, Series 2011-149, Class MF(2) | 38 | 38 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 09/25/2042, Series 2012-101, Class FC(2) | 51 | 50 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 09/25/2042, Series 2012-97, Class FB(2) | 329 | 326 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 10/25/2042, Series 2012-108, Class F(2) | 128 | 127 |
|  4.29% (30-day Average SOFR + 13.46%, 13.75% Cap), 07/25/2033, Series 2003-64, Class SX(2)(6) | 6 | 6 |
|  4.33% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 08/25/2041, Series 2011-75, Class FA(2) | 16 | 16 |
|  4.38% (30-day Average SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 04/25/2040, Series 2010-40, Class FJ(2) | 2 | 2 |
|  4.38% (30-day Average SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 05/25/2040, Series 2010-43, Class FD(2) | 17 | 17 |
|  4.50%, 10/25/2036, Series 2009-19, Class PW | 47 | 47 |
|  4.50%, 02/25/2039, Series 2009-4, Class BD(5) | 0 | 0 |
|  4.50%, 04/25/2042, Series 2014-11, Class VB | 1357 | 1360 |
|  4.53% (30-day Average SOFR + 0.86%, 0.75% Floor, 8.00% Cap), 01/25/2034, Series 2004-87, Class F(2) | 33 | 33 |
|  4.53% (30-day Average SOFR + 0.86%, 6.50% Cap), 03/25/2037, Series 2007-16, Class FC(2) | 12 | 12 |
|  4.58% (30-day Average SOFR + 0.91%, 0.80% Floor, 8.00% Cap), 11/25/2032, Series 2004-61, Class FH(2) | 57 | 58 |
|  4.68% (30-day Average SOFR + 1.01%, 0.90% Floor, 6.75% Cap), 03/25/2038, Series 2008-18, Class FA(2) | 12 | 12 |
|  5.00%, 11/25/2032, Series 2002-71, Class AP | 1 | 1 |
|  5.00%, 03/25/2033, Series 2003-14, Class TI(5) | 1 | 0 |
|  5.00%, 03/25/2037, Series 2009-63, Class P | 1 | 1 |
|  5.00%, 07/25/2038, Series 2008-56, Class AC | 12 | 12 |
|  5.00%, 07/25/2038, Series 2008-60, Class JC | 16 | 16 |
|  5.00%, 07/25/2039, Series 2009-52, Class PI | 23 | 3 |
|  5.00%, 08/25/2039, Series 2009-59, Class HB | 94 | 95 |
|  5.00%, 09/25/2039, Series 2009-65, Class MT | 8 | 8 |
|  5.00%, 06/25/2040, Series 2010-64, Class DM | 78 | 78 |
|  5.00%, 07/25/2040, Series 2010-80, Class AZ | 2053 | 2078 |
|  5.00%, 09/25/2040, Series 2010-102, Class PN | 58 | 59 |
|  5.00%, 10/25/2054, Series 2025-40, Class P | 6384 | 6405 |
|  5.08% (30-day Average SOFR + 17.29%, 17.67% Cap), 04/25/2040, Series 2010-35, Class SJ(2)(6) | 34 | 34 |
|  5.08% (30-day Average SOFR + 0.36%, 0.25% Floor), 06/27/2036, Series 2007-101, Class A2(2) | 147 | 149 |
|  5.11% (30-day Average SOFR + 12.43%, 12.66% Cap), 03/25/2040, Series 2010-49, Class SC(2)(6) | 62 | 61 |
|  5.26% (30-day Average SOFR + 1.60%, 1.60% Floor, 6.00% Cap), 02/25/2055, Series 2025-6, Class FC(2) | 2123 | 2142 |
|  5.50%, 12/25/2032, Series 2002-78, Class Z | 28 | 29 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 08/25/2033, Series 2003-72, Class IE | 67 | 8 |
|  5.50%, 08/25/2033, Series 2003-73, Class HC | 25 | 26 |
|  5.50%, 10/25/2033, Series 2003-105, Class AZ | 184 | 190 |
|  5.50%, 04/25/2034, Series 2004-17, Class H | 63 | 64 |
|  5.50%, 07/25/2034, Series 2004-50, Class VZ | 119 | 123 |
|  5.50%, 08/25/2035, Series 2005-68, Class PG | 18 | 18 |
|  5.50%, 08/25/2035, Series 2005-73, Class ZB | 217 | 222 |
|  5.50%, 12/25/2035, Series 2005-110, Class GL | 143 | 147 |
|  5.50%, 03/25/2036, Series 2006-16, Class HZ | 14 | 15 |
|  5.50%, 03/25/2036, Series 2006-12, Class BZ | 54 | 56 |
|  5.50%, 03/25/2036, Series 2006-8, Class JZ | 68 | 70 |
|  5.50%, 01/25/2037, Series 2006-128, Class BP | 1 | 1 |
|  5.50%, 07/25/2037, Series 2007-70, Class Z | 47 | 48 |
|  5.50%, 08/25/2037, Series 2007-76, Class AZ | 6 | 6 |
|  5.50%, 07/25/2038, Series 2011-47, Class ZA | 56 | 57 |
|  5.50%, 10/25/2039, Series 2009-86, Class IP | 60 | 10 |
|  5.50%, 06/25/2040, Series 2010-58, Class MB | 189 | 192 |
|  5.50%, 07/25/2040, Series 2010-71, Class HJ | 80 | 82 |
|  5.50%, 10/25/2040, Series 2010-111, Class AM | 304 | 314 |
|  5.51%, 07/25/2051, Series 2011-58, Class WA(4) | 17 | 17 |
|  5.75%, 06/25/2033, Series 2003-47, Class PE | 17 | 17 |
|  5.75%, 07/25/2035, Series 2005-66, Class ZH | 596 | 615 |
|  5.75%, 10/25/2035, Series 2005-84, Class XM | 12 | 12 |
|  5.80%, 02/25/2051, Series 2011-2, Class WA(4) | 21 | 22 |
|  5.86% (30-day Average SOFR + 11.35%, 11.52% Cap), 01/25/2034, Series 2003-130, Class SX(2)(5)(6) | 0 | 0 |
|  5.96%, 09/25/2039, Series 2009-69, Class WA(4) | 24 | 24 |
|  6.00%, 07/18/2028, Series 1998-36, Class ZB | 1 | 1 |
|  6.00%, 07/25/2031, Series 2001-33, Class ID | 7 | 1 |
|  6.00%, 11/25/2031, Series 2001-60, Class PX | 11 | 12 |
|  6.00%, 04/25/2032, Series 2002-15, Class ZA | 30 | 30 |
|  6.00%, 11/25/2032, Series 2011-39, Class ZA | 98 | 101 |
|  6.00%, 05/25/2033, Series 2003-39, Class IO(4)(5) | 2 | 0 |
|  6.00%, 05/25/2033, Series 2003-34, Class AX | 9 | 9 |
|  6.00%, 05/25/2033, Series 2003-34, Class GE | 25 | 25 |
|  6.00%, 05/25/2033, Series 2003-34, Class ED | 37 | 39 |
|  6.00%, 12/25/2035, Series 2005-109, Class PC | 1 | 1 |
|  6.00%, 07/25/2036, Series 2006-71, Class ZL | 121 | 126 |
|  6.00%, 03/25/2037, Series 2007-18, Class MZ | 101 | 106 |
|  6.00%, 05/25/2037, Series 2007-42, Class B | 42 | 44 |
|  6.00%, 08/25/2037, Series 2007-78, Class CB | 5 | 5 |
|  6.00%, 08/25/2037, Series 2007-78, Class PE | 10 | 10 |
|  6.00%, 08/25/2037, Series 2007-76, Class ZG | 12 | 12 |
|  6.00%, 08/25/2037, Series 2007-81, Class GE | 21 | 22 |
|  6.00%, 08/25/2039, Series 2009-60, Class HT | 119 | 124 |
|  6.06%, 10/25/2037, Series 2007-106, Class A7(4) | 15 | 15 |
|  6.09%, 03/25/2040, Series 2010-16, Class WB(4) | 54 | 55 |
|  6.11% (30-day Average SOFR + 16.19%, 16.50% Cap), 05/25/2034, Series 2004-46, Class SK(2)(6) | 2 | 2 |
|  6.21% (30-day Average SOFR + 12.31%, 12.50% Cap), 09/25/2033, Series 2003-91, Class SD(2)(6) | 4 | 4 |
|  6.30%, 02/25/2040, Series 2010-1, Class WA(4) | 11 | 11 |
|  6.33%, 12/25/2039, Series 2009-99, Class WA(4) | 52 | 53 |
|  6.35%, 04/25/2029, Series 1999-17, Class C | 1 | 1 |
|  6.44%, 03/25/2040, Series 2010-16, Class WA(4) | 35 | 36 |
|  6.45% (30-day Average SOFR + 13.77%, 14.00% Cap), 03/25/2038, Series 2008-18, Class SP(2)(6) | 9 | 9 |
|  6.50%, 04/25/2027, Series 1997-32, Class PG(5) | 0 | 0 |
|  6.50%, 09/25/2031, Series 2001-49, Class Z | 2 | 2 |
|  6.50%, 10/25/2031, Series 2001-52, Class KB | 1 | 2 |
|  6.50%, 04/25/2032, Series 2002-21, Class PE | 5 | 5 |
|  6.50%, 05/25/2032, Series 2002-28, Class PK | 10 | 11 |
|  6.50%, 06/25/2032, Series 2002-37, Class Z | 5 | 5 |
|  6.50%, 07/25/2032, Series 2006-130, Class GI | 11 | 1 |
|  6.50%, 08/25/2032, Series 2002-48, Class GH | 12 | 13 |
|  6.50%, 02/25/2033, Series 2003-9, Class NZ | 6 | 6 |
|  6.50%, 05/25/2033, Series 2003-33, Class IA | 21 | 3 |
|  6.50%, 07/25/2036, Series 2006-63, Class ZH | 54 | 57 |
|  6.50%, 07/25/2036, Series 2011-19, Class ZY | 71 | 76 |
|  6.50%, 08/25/2036, Series 2006-78, Class BZ | 8 | 8 |
|  6.50%, 08/25/2036, Series 2006-77, Class PC | 15 | 16 |
|  6.50%, 09/25/2036, Series 2006-85, Class MZ | 3 | 3 |
|  6.50%, 06/25/2037, Series 2007-92, Class YA | 8 | 8 |
|  6.50%, 12/25/2037, Series 2007-112, Class MJ | 49 | 51 |
|  6.50%, 06/25/2042, Series 2002-90, Class A1 | 25 | 25 |
|  6.55%, 12/25/2039, Series 2009-103, Class MB(4) | 51 | 51 |
|  6.62% (30-day Average SOFR + 24.93%, 25.50% Cap), 06/25/2035, Series 2005-59, Class SU(2)(6) | 9 | 10 |
|  6.69% (30-day Average SOFR + 14.01%, 14.24% Cap), 07/25/2034, Series 2004-51, Class SY(2)(6) | 3 | 4 |
|  6.71% (30-day Average SOFR + 15.86%, 16.15% Cap), 09/25/2037, Series 2007-85, Class SL(2)(6) | 3 | 3 |
|  7.00%, 12/18/2027, Series 1997-81, Class PI(5) | 0 | 0 |
|  7.00%, 03/25/2031, Series 2001-7, Class PF(5) | 0 | 0 |
|  7.00%, 07/25/2031, Series 2001-30, Class PM | 3 | 3 |
|  7.00%, 08/25/2031, Series 2001-36, Class DE | 8 | 8 |
|  7.00%, 09/25/2031, Series 2001-44, Class PD | 1 | 1 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  7.00%, 09/25/2031, Series 2001-44, Class PU | 2 | 2 |
|  7.00%, 09/25/2031, Series 2001-44, Class MY | 9 | 9 |
|  7.00%, 11/25/2031, Series 2001-61, Class Z | 13 | 13 |
|  7.00%, 05/25/2033, Series 2007-97, Class KI | 41 | 3 |
|  7.00%, 07/25/2039, Series 2009-47, Class MT | 1 | 1 |
|  7.00%, 11/25/2041, Series 2011-118, Class LB | 227 | 240 |
|  7.00%, 11/25/2041, Series 2011-118, Class NT | 257 | 273 |
|  7.00%, 11/25/2041, Series 2011-118, Class MT | 286 | 301 |
|  7.06% (30-day Average SOFR + 16.21%, 16.50% Cap), 07/25/2037, Series 2007-62, Class SE(2)(6) | 10 | 11 |
|  7.26% (30-day Average SOFR + 16.41%, 16.70% Cap), 08/25/2035, Series 2005-73, Class PS(2)(6) | 7 | 7 |
|  7.43% (30-day Average SOFR + 16.59%, 16.88% Cap), 08/25/2035, Series 2005-72, Class SB(2)(6) | 4 | 4 |
|  7.43% (30-day Average SOFR + 16.59%, 16.88% Cap), 10/25/2035, Series 2005-90, Class ES(2)(6) | 6 | 7 |
|  7.50%, 04/18/2027, Series 1997-27, Class J(5) | 0 | 0 |
|  7.50%, 04/20/2027, Series 1997-29, Class J(5) | 0 | 0 |
|  7.50%, 05/20/2027, Series 1997-39, Class PD | 1 | 1 |
|  7.50%, 12/18/2029, Series 1999-62, Class PB(5) | 0 | 0 |
|  7.50%, 02/25/2030, Series 2000-2, Class ZE | 4 | 4 |
|  7.56% (30-day Average SOFR + 16.71%, 17.00% Cap), 05/25/2035, Series 2005-42, Class PS(2)(6) | 1 | 1 |
|  7.56% (30-day Average SOFR + 14.27%, 14.48% Cap), 12/25/2032, Series 2002-77, Class S(2)(6) | 2 | 2 |
|  7.93% (30-day Average SOFR + 15.27%, 15.50% Cap), 11/25/2031, Series 2004-74, Class SW(2)(6) | 4 | 4 |
|  7.93% (30-day Average SOFR + 17.09%, 17.38% Cap), 07/25/2035, Series 2005-66, Class SG(2)(6) | 9 | 10 |
|  8.50%, 01/25/2031, Series 2000-52, Class IO(5) | 0 | 0 |
|  8.50% (30-day Average SOFR + 50.19%, 8.50% Cap), 11/25/2032, Series 2004-61, Class SK(2)(6) | 4 | 4 |
|  8.67% (30-day Average SOFR + 17.20%, 17.47% Cap), 12/25/2031, Series 2001-72, Class SX(2)(5)(6) | 0 | 0 |
|  8.89% (30-day Average SOFR + 23.54%, 24.00% Cap), 05/25/2034, Series 2004-46, Class QB(2)(6) | 5 | 5 |
|  9.09% (30-day Average SOFR + 23.74%, 24.20% Cap), 09/25/2035, Series 2005-75, Class SV(2)(6) | 1 | 1 |
|  9.14% (30-day Average SOFR + 19.21%, 19.53% Cap), 04/25/2034, Series 2004-25, Class SA(2)(6) | 7 | 8 |
|  9.14% (30-day Average SOFR + 19.21%, 19.53% Cap), 05/25/2034, Series 2004-36, Class SA(2)(6) | 21 | 23 |
|  9.37% (30-day Average SOFR + 20.36%, 20.70% Cap), 04/25/2038, Series 2008-28, Class QS(2)(6) | 8 | 9 |
|  10.00% (30-day Average SOFR + 53.24%, 10.00% Cap), 03/25/2032, Series 2002-13, Class ST(2)(5)(6) | 0 | 0 |
|  10.08% (30-day Average SOFR + 22.28%, 22.67% Cap), 04/25/2037, Series 2007-29, Class SG(2)(6) | 14 | 15 |
|  10.17% (30-day Average SOFR + 23.60%, 24.02% Cap), 08/25/2037, Series 2007-79, Class SB(2)(6) | 13 | 16 |
|  10.35% (30-day Average SOFR + 23.78%, 24.20% Cap), 06/25/2036, Series 2006-46, Class SW(2)(6) | 1 | 2 |
|  10.72% (30-day Average SOFR + 24.15%, 24.57% Cap), 11/25/2035, Series 2005-106, Class US(2)(6) | 16 | 17 |
|  10.72% (30-day Average SOFR + 24.15%, 24.57% Cap), 03/25/2036, Series 2006-11, Class PS(2)(6) | 6 | 7 |
|  11.09% (30-day Average SOFR + 25.74%, 26.20% Cap), 10/25/2036, Series 2006-95, Class SG(2)(6) | 6 | 7 |
|  11.28% (30-day Average SOFR + 24.10%, 24.50% Cap), 09/25/2031, Series 2001-60, Class QS(2)(6) | 4 | 5 |
|  11.45% (30-day Average SOFR + 26.10%, 26.56% Cap), 12/25/2036, Series 2006-115, Class ES(2)(6) | 1 | 1 |
|  11.62% (30-day Average SOFR + 22.61%, 22.95% Cap), 10/25/2031, Series 2003-52, Class SX(2)(6) | 3 | 3 |
|  12.91% (30-day Average SOFR + 24.82%, 25.19% Cap), 02/25/2032, Series 2002-1, Class SA(2)(6) | 1 | 1 |
|  13.16% (30-day Average SOFR + 29.63%, 30.15% Cap), 05/25/2036, Series 2006-33, Class LS(2)(6) | 5 | 5 |
|  13.69% (30-day Average SOFR + 28.34%, 28.80% Cap), 07/25/2036, Series 2006-60, Class AK(2)(6) | 5 | 6 |
|  14.37% (30-day Average SOFR + 32.68%, 33.25% Cap), 10/25/2026, Series 2006-94, Class GK(2)(5)(6) | 0 | 0 |
|  16.34% (30-day Average SOFR + 38.31%, 39.00% Cap), 02/25/2037, Series 2007-1, Class SD(2)(6) | 8 | 14 |
|  17.24% (30-day Average SOFR + 39.21%, 39.90% Cap), 07/25/2036, Series 2006-62, Class PS(2)(6) | 4 | 5 |
|  Fannie Mae Trust 2003-W2 |  |  |
|  5.90%, 07/25/2042, Series 2003-W2, Class 2A9 | 23 | 23 |
|  6.50%, 07/25/2042, Series 2003-W2, Class 1A1 | 38 | 40 |
|  Fannie Mae Trust 2003-W6 |  |  |
|  5.20%, 09/25/2042, Series 2003-W6, Class 2A4 | 129 | 128 |
|  6.50%, 09/25/2042, Series 2003-W6, Class 3A | 46 | 47 |
|  Fannie Mae Trust 2003-W8 |  |  |
|  4.18% (30-day Average SOFR + 0.51%, 0.40% Floor, 8.00% Cap), 05/25/2042, Series 2003-W8, Class 3F1(2) | 11 | 11 |
|  7.00%, 10/25/2042, Series 2003-W8, Class 2A | 50 | 52 |
|  Fannie Mae Trust 2004-W1 |  |  |
|  7.00%, 12/25/2033, Series 2004-W1, Class 2A2 | 81 | 84 |
|  Fannie Mae Trust 2004-W15 |  |  |
|  4.03% (30-day Average SOFR + 0.36%, 0.25% Floor), 08/25/2044, Series 2004-W15, Class 2AF(2) | 33 | 33 |
|  Fannie Mae Trust 2004-W2 |  |  |
|  7.00%, 02/25/2044, Series 2004-W2, Class 2A2 | 10 | 10 |
|  Fannie Mae Trust 2004-W8 |  |  |
|  7.50%, 06/25/2044, Series 2004-W8, Class 3A | 8 | 8 |
|  Fannie Mae Trust 2005-W3 |  |  |
|  4.00% (30-day Average SOFR + 0.33%, 0.22% Floor, 9.50% Cap), 03/25/2045, Series 2005-W3, Class 2AF(2) | 267 | 265 |
|  Fannie Mae Trust 2005-W4 |  |  |
|  6.00%, 08/25/2045, Series 2005-W4, Class 1A1 | 12 | 12 |
|  Fannie Mae Trust 2006-W2 |  |  |
|  4.00% (30-day Average SOFR + 0.33%, 0.22% Floor, 9.50% Cap), 02/25/2046, Series 2006-W2, Class 1AF1(2) | 118 | 117 |
|  5.75%, 11/25/2045, Series 2006-W2, Class 2A(4) | 35 | 36 |
|  Fannie Mae Whole Loan |  |  |
|  4.04% (30-day Average SOFR + 0.37%, 0.26% Floor, 9.50% Cap), 11/25/2046, Series 2007-W1, Class 1AF1(2) | 272 | 270 |
|  Fannie Mae-Aces |  |  |
|  0.75%, 09/25/2028, Series 2020-M39, Class 1A1 | 4528 | 4335 |
|  1.20%, 10/25/2030, Series 2020-M50, Class A2 | 837 | 810 |
|  1.25%, 10/25/2032, Series 2020-M47, Class A2(4) | 13350 | 11658 |
|  1.71%, 11/25/2031, Series 2022-M3, Class A2(4) | 13600 | 11824 |
|  1.82%, 10/25/2030, Series 2020-M50, Class X1(4) | 13675 | 420 |
|  1.83%, 11/25/2033, Series 2021-M3, Class X1(4) | 20262 | 1169 |
|  1.93%, 07/25/2030, Series 2020-M39, Class X1(4) | 95806 | 4380 |
|  1.93%, 01/25/2032, Series 2022-M10, Class A2(4) | 12463 | 10985 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  1.99%, 11/25/2028, Series 2020-M38, Class X2(4) | 9384.0 | 317.0 |
|  2.47%, 12/25/2026, Series 2017-M3, Class A2(4) | 858.0 | 849.0 |
|  2.56%, 12/25/2026, Series 2017-M4, Class A2(4) | 4990.0 | 4935.0 |
|  2.96%, 02/25/2027, Series 2017-M7, Class A2(4) | 2581.0 | 2556.0 |
|  2.98%, 08/25/2029, Series 2017-M11, Class A2 | 1808.0 | 1744.0 |
|  3.02%, 04/25/2029, Series 2017-M5, Class A2(4) | 2001.0 | 1945.0 |
|  3.06%, 05/25/2027, Series 2017-M8, Class A2(4) | 3114.0 | 3082.0 |
|  3.07%, 03/25/2028, Series 2018-M4, Class A2(4) | 2354.0 | 2313.0 |
|  3.07%, 06/25/2027, Series 2017-M12, Class A2(4) | 2649.0 | 2619.0 |
|  3.07%, 02/25/2030, Series 2018-M3, Class A2(4) | 1592.0 | 1536.0 |
|  3.09%, 04/25/2027, Series 2015-M10, Class A2(4) | 2930.0 | 2906.0 |
|  3.31%, 06/25/2028, Series 2018-M8, Class A2(4) | 4059.0 | 3997.0 |
|  3.37%, 07/25/2028, Series 2018-M10, Class A2(4) | 6407.0 | 6312.0 |
|  3.65%, 08/25/2030, Series 2018-M12, Class A2(4) | 5049.0 | 4942.0 |
|  4.48%, 03/25/2033, Series 2023-M8, Class A2(4) | 7835.0 | 7836.0 |
|  First Horizon Alternative Mortgage Securities Trust 2005-FA8 |  |  |
|  5.50%, 11/25/2035, Series 2005-FA8, Class 1A19 | 46.0 | 19.0 |
|  First Horizon Alternative Mortgage Securities Trust 2007-FA4 |  |  |
|  1.86% (1 Month Term SOFR + 5.54%, 5.65% Cap), 08/25/2037, Series 2007-FA4, Class 1A2(2)(6) | 513.0 | 39.0 |
|  Freddie Mac Gold Pool |  |  |
|  2.00%, 01/01/2032 | 1254.0 | 1195.0 |
|  2.50%, 06/01/2028 | 77.0 | 76.0 |
|  2.50%, 03/01/2030 | 208.0 | 202.0 |
|  2.50%, 07/01/2030 | 598.0 | 581.0 |
|  2.50%, 11/01/2046 | 1004.0 | 871.0 |
|  3.00%, 07/01/2028 | 139.0 | 137.0 |
|  3.00%, 08/01/2028 | 81.0 | 80.0 |
|  3.00%, 09/01/2028 | 347.0 | 343.0 |
|  3.00%, 10/01/2028 | 115.0 | 113.0 |
|  3.00%, 05/01/2029 | 151.0 | 149.0 |
|  3.00%, 09/01/2031 | 189.0 | 184.0 |
|  3.00%, 02/01/2032 | 1414.0 | 1377.0 |
|  3.00%, 07/01/2035 | 2208.0 | 2110.0 |
|  3.00%, 09/01/2036 | 908.0 | 862.0 |
|  3.00%, 08/01/2042 | 513.0 | 471.0 |
|  3.00%, 10/01/2042 | 1373.0 | 1257.0 |
|  3.00%, 11/01/2042 | 2280.0 | 2092.0 |
|  3.00%, 02/01/2043 | 121.0 | 111.0 |
|  3.00%, 03/01/2043 | 813.0 | 746.0 |
|  3.00%, 03/01/2043 | 1662.0 | 1524.0 |
|  3.00%, 04/01/2043 | 30.0 | 28.0 |
|  3.00%, 04/01/2043 | 4671.0 | 4284.0 |
|  3.00%, 06/01/2043 | 12.0 | 11.0 |
|  3.00%, 07/01/2043 | 9.0 | 8.0 |
|  3.00%, 07/01/2043 | 91.0 | 84.0 |
|  3.00%, 08/01/2043 | 182.0 | 167.0 |
|  3.00%, 08/01/2043 | 2197.0 | 2013.0 |
|  3.00%, 10/01/2043 | 5172.0 | 4783.0 |
|  3.00%, 05/01/2045 | 390.0 | 357.0 |
|  3.00%, 05/01/2045 | 784.0 | 715.0 |
|  3.00%, 06/01/2045 | 209.0 | 192.0 |
|  3.00%, 10/01/2045 | 1540.0 | 1411.0 |
|  3.00%, 10/01/2046 | 2550.0 | 2302.0 |
|  3.00%, 10/01/2046 | 7599.0 | 6886.0 |
|  3.00%, 01/01/2047 | 651.0 | 585.0 |
|  3.00%, 02/01/2047 | 9244.0 | 8336.0 |
|  3.00%, 03/01/2047 | 474.0 | 428.0 |
|  3.00%, 05/01/2047 | 5464.0 | 4941.0 |
|  3.50%, 01/01/2032 | 108.0 | 107.0 |
|  3.50%, 03/01/2032 | 41.0 | 41.0 |
|  3.50%, 02/01/2033 | 71.0 | 69.0 |
|  3.50%, 05/01/2033 | 28.0 | 27.0 |
|  3.50%, 05/01/2033 | 191.0 | 187.0 |
|  3.50%, 01/01/2034 | 1511.0 | 1482.0 |
|  3.50%, 04/01/2037 | 2246.0 | 2184.0 |
|  3.50%, 11/01/2037 | 640.0 | 617.0 |
|  3.50%, 05/01/2042 | 252.0 | 239.0 |
|  3.50%, 06/01/2042 | 112.0 | 106.0 |
|  3.50%, 06/01/2042 | 742.0 | 698.0 |
|  3.50%, 08/01/2042 | 167.0 | 158.0 |
|  3.50%, 09/01/2042 | 1072.0 | 1013.0 |
|  3.50%, 09/01/2042 | 1539.0 | 1453.0 |
|  3.50%, 10/01/2042 | 770.0 | 727.0 |
|  3.50%, 10/01/2042 | 3809.0 | 3598.0 |
|  3.50%, 11/01/2042 | 41.0 | 39.0 |
|  3.50%, 11/01/2042 | 341.0 | 322.0 |
|  3.50%, 11/01/2042 | 919.0 | 868.0 |
|  3.50%, 12/01/2042 | 898.0 | 849.0 |
|  3.50%, 01/01/2043 | 2328.0 | 2194.0 |
|  3.50%, 03/01/2043 | 186.0 | 176.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.50%, 05/01/2043 | 90.0 | 85.0 |
|  3.50%, 06/01/2043 | 225.0 | 211.0 |
|  3.50%, 06/01/2043 | 460.0 | 434.0 |
|  3.50%, 07/01/2043 | 162.0 | 152.0 |
|  3.50%, 10/01/2043 | 63.0 | 59.0 |
|  3.50%, 05/01/2044 | 5366.0 | 5059.0 |
|  3.50%, 01/01/2045 | 4450.0 | 4199.0 |
|  3.50%, 06/01/2045 | 412.0 | 388.0 |
|  3.50%, 12/01/2045 | 1114.0 | 1047.0 |
|  3.50%, 01/01/2046 | 2596.0 | 2441.0 |
|  3.50%, 05/01/2046 | 708.0 | 664.0 |
|  3.50%, 07/01/2046 | 1354.0 | 1268.0 |
|  3.50%, 08/01/2046 | 2443.0 | 2291.0 |
|  3.50%, 12/01/2046 | 2386.0 | 2235.0 |
|  3.50%, 01/01/2047 | 889.0 | 833.0 |
|  3.50%, 10/01/2047 | 2119.0 | 1981.0 |
|  3.50%, 03/01/2048 | 1563.0 | 1459.0 |
|  4.00%, 09/01/2040 | 174.0 | 169.0 |
|  4.00%, 11/01/2040 | 10.0 | 10.0 |
|  4.00%, 11/01/2040 | 437.0 | 422.0 |
|  4.00%, 12/01/2040 | 117.0 | 113.0 |
|  4.00%, 12/01/2040 | 264.0 | 255.0 |
|  4.00%, 12/01/2040 | 270.0 | 261.0 |
|  4.00%, 12/01/2040 | 325.0 | 314.0 |
|  4.00%, 12/01/2040 | 344.0 | 333.0 |
|  4.00%, 01/01/2041 | 291.0 | 279.0 |
|  4.00%, 10/01/2041 | 1123.0 | 1086.0 |
|  4.00%, 11/01/2041 | 4.0 | 4.0 |
|  4.00%, 01/01/2042 | 46.0 | 44.0 |
|  4.00%, 05/01/2042 | 4.0 | 4.0 |
|  4.00%, 06/01/2042 | 541.0 | 525.0 |
|  4.00%, 10/01/2042 | 16.0 | 16.0 |
|  4.00%, 01/01/2043 | 75.0 | 73.0 |
|  4.00%, 09/01/2043 | 1947.0 | 1884.0 |
|  4.00%, 11/01/2043 | 22.0 | 21.0 |
|  4.00%, 11/01/2043 | 41.0 | 39.0 |
|  4.00%, 12/01/2043 | 62.0 | 59.0 |
|  4.00%, 12/01/2043 | 143.0 | 138.0 |
|  4.00%, 12/01/2043 | 387.0 | 374.0 |
|  4.00%, 01/01/2044 | 45.0 | 44.0 |
|  4.00%, 01/01/2044 | 126.0 | 121.0 |
|  4.00%, 10/01/2044 | 1997.0 | 1932.0 |
|  4.00%, 01/01/2045 | 101.0 | 98.0 |
|  4.00%, 10/01/2045 | 132.0 | 127.0 |
|  4.00%, 10/01/2045 | 1823.0 | 1753.0 |
|  4.00%, 11/01/2045 | 2784.0 | 2681.0 |
|  4.00%, 01/01/2046 | 1319.0 | 1276.0 |
|  4.00%, 05/01/2046 | 67.0 | 65.0 |
|  4.00%, 06/01/2046 | 2977.0 | 2868.0 |
|  4.00%, 08/01/2046 | 777.0 | 745.0 |
|  4.00%, 01/01/2047 | 4095.0 | 3943.0 |
|  4.00%, 06/01/2047 | 1016.0 | 975.0 |
|  4.50%, 11/01/2035 | 3.0 | 3.0 |
|  4.50%, 07/01/2039 | 44.0 | 43.0 |
|  4.50%, 10/01/2039 | 396.0 | 392.0 |
|  4.50%, 11/01/2039 | 450.0 | 446.0 |
|  4.50%, 11/01/2039 | 633.0 | 628.0 |
|  4.50%, 05/01/2040 | 227.0 | 224.0 |
|  4.50%, 08/01/2040 | 99.0 | 98.0 |
|  4.50%, 09/01/2040 | 80.0 | 79.0 |
|  4.50%, 09/01/2040 | 320.0 | 317.0 |
|  4.50%, 03/01/2041 | 63.0 | 62.0 |
|  4.50%, 05/01/2041 | 569.0 | 564.0 |
|  4.50%, 08/01/2041 | 144.0 | 143.0 |
|  4.50%, 12/01/2043 | 1820.0 | 1804.0 |
|  4.50%, 03/01/2044 | 148.0 | 147.0 |
|  4.50%, 05/01/2044 | 209.0 | 206.0 |
|  4.50%, 07/01/2044 | 20.0 | 20.0 |
|  4.50%, 07/01/2044 | 73.0 | 72.0 |
|  4.50%, 09/01/2044 | 491.0 | 485.0 |
|  4.50%, 09/01/2046 | 831.0 | 820.0 |
|  4.50%, 10/01/2046 | 809.0 | 798.0 |
|  4.50%, 11/01/2046 | 3626.0 | 3593.0 |
|  4.50%, 07/01/2047 | 318.0 | 313.0 |
|  4.50%, 07/01/2047 | 377.0 | 371.0 |
|  4.50%, 11/01/2047 | 247.0 | 243.0 |
|  5.00%, 01/01/2034 | 6.0 | 7.0 |
|  5.00%, 06/01/2034 | 19.0 | 19.0 |
|  5.00%, 09/01/2034 | 25.0 | 25.0 |
|  5.00%, 03/01/2035 | 8.0 | 8.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 08/01/2035 | 281 | 284 |
|  5.00%, 03/01/2036 | 738 | 745 |
|  5.00%, 07/01/2036 | 1 | 1 |
|  5.00%, 11/01/2036 | 19 | 19 |
|  5.00%, 03/01/2037 | 41 | 42 |
|  5.00%, 06/01/2037 | 55 | 56 |
|  5.00%, 08/01/2037 | 57 | 57 |
|  5.00%, 02/01/2038 | 86 | 87 |
|  5.00%, 03/01/2038 | 17 | 17 |
|  5.00%, 03/01/2038 | 67 | 67 |
|  5.00%, 03/01/2038 | 82 | 83 |
|  5.00%, 03/01/2038 | 93 | 94 |
|  5.00%, 04/01/2038 | 47 | 48 |
|  5.00%, 09/01/2038 | 10 | 10 |
|  5.00%, 09/01/2038 | 55 | 55 |
|  5.00%, 11/01/2038(5) | 0 | 0 |
|  5.00%, 11/01/2038 | 19 | 19 |
|  5.00%, 12/01/2038(5) | 0 | 0 |
|  5.00%, 12/01/2038 | 64 | 65 |
|  5.00%, 02/01/2039 | 129 | 131 |
|  5.00%, 05/01/2039 | 3 | 3 |
|  5.00%, 10/01/2039 | 146 | 148 |
|  5.00%, 01/01/2040 | 35 | 36 |
|  5.00%, 03/01/2040 | 64 | 65 |
|  5.00%, 03/01/2040 | 565 | 572 |
|  5.00%, 08/01/2040 | 84 | 85 |
|  5.00%, 04/01/2041 | 296 | 300 |
|  5.00%, 06/01/2041 | 170 | 172 |
|  5.00%, 12/01/2047 | 938 | 937 |
|  5.00%, 02/01/2048 | 448 | 452 |
|  5.50%, 01/01/2033 | 12 | 12 |
|  5.50%, 10/01/2033 | 8 | 8 |
|  5.50%, 07/01/2035 | 21 | 22 |
|  5.50%, 01/01/2036 | 6 | 6 |
|  5.50%, 12/01/2036 | 10 | 10 |
|  5.50%, 05/01/2038 | 17 | 17 |
|  5.50%, 08/01/2038 | 21 | 22 |
|  5.50%, 01/01/2039 | 726 | 743 |
|  5.50%, 03/01/2040 | 8 | 8 |
|  5.50%, 05/01/2040 | 561 | 577 |
|  5.50%, 08/01/2040 | 224 | 230 |
|  6.00%, 10/01/2029 | 2 | 2 |
|  6.00%, 12/01/2033 | 6 | 7 |
|  6.00%, 01/01/2034 | 8 | 8 |
|  6.00%, 11/01/2036 | 1 | 1 |
|  6.00%, 12/01/2036 | 2 | 2 |
|  6.00%, 12/01/2036 | 5 | 5 |
|  6.50%, 01/01/2028 | 2 | 2 |
|  6.50%, 06/01/2029 | 2 | 2 |
|  6.50%, 08/01/2029 | 20 | 21 |
|  6.50%, 11/01/2034(5) | 0 | 0 |
|  6.50%, 01/01/2035 | 22 | 22 |
|  6.50%, 12/01/2035 | 4 | 4 |
|  6.50%, 12/01/2035 | 16 | 16 |
|  6.50%, 11/01/2036 | 5 | 5 |
|  6.50%, 11/01/2036 | 46 | 47 |
|  6.50%, 11/01/2036 | 47 | 48 |
|  6.50%, 12/01/2036 | 36 | 37 |
|  6.50%, 12/01/2036 | 76 | 80 |
|  6.50%, 02/01/2037 | 1 | 1 |
|  6.50%, 06/01/2037 | 2 | 2 |
|  6.50%, 11/01/2037 | 17 | 18 |
|  6.50%, 03/01/2038 | 19 | 20 |
|  7.00%, 12/01/2028 | 2 | 2 |
|  7.00%, 07/01/2029(5) | 0 | 0 |
|  7.00%, 01/01/2031 | 4 | 4 |
|  7.00%, 07/01/2032 | 1 | 1 |
|  7.00%, 08/01/2032 | 1 | 2 |
|  7.00%, 02/01/2037 | 3 | 3 |
|  7.50%, 01/01/2032 | 14 | 14 |
|  7.50%, 12/01/2036 | 32 | 33 |
|  7.50%, 01/01/2038 | 7 | 8 |
|  7.50%, 01/01/2038 | 29 | 31 |
|  7.50%, 09/01/2038 | 12 | 12 |
|  8.50%, 07/01/2028(5) | 0 | 0 |
|  10.00%, 10/01/2030(5) | 0 | 0 |
|  Freddie Mac Multifamily Structured Pass-Through Certificates |  |  |
|  1.21%, 10/25/2030, Series K120, Class XAM(4) | 31375 | 1549 |
|  1.31%, 01/25/2030, Series K106, Class X1(4) | 124752 | 5442 |
|  1.56%, 05/25/2030, Series K111, Class X1(4) | 27435 | 1476 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  1.89%, 01/25/2055, Series K138, Class AM | 4300 | 3751 |
|  2.13%, 11/25/2031, Series K136, Class A2 | 14260 | 12723 |
|  2.40%, 03/25/2032, Series K142, Class A2 | 13700 | 12320 |
|  2.92%, 06/25/2032, Series K146, Class A2 | 9700 | 8938 |
|  2.97%, 04/25/2028, Series W5FX, Class AFX(4) | 3315 | 3258 |
|  3.08%, 01/25/2031, Series K152, Class A2 | 23576 | 22418 |
|  3.24%, 04/25/2027, Series K065, Class A2 | 3316 | 3289 |
|  3.30%, 11/25/2027, Series K070, Class A2(4) | 3008 | 2972 |
|  3.51%, 03/25/2029, Series K091, Class A2 | 2422 | 2380 |
|  3.71%, 09/25/2032, Series K-150, Class A2(4) | 11105 | 10663 |
|  4.28%, 07/25/2030, Series K752, Class A2 | 8425 | 8432 |
|  4.46%, 08/25/2031, Series K757, Class A2 | 4571 | 4597 |
|  4.61%, 02/25/2033, Series KJ44, Class A2 | 7500 | 7538 |
|  5.03%, 10/25/2031, Series KJ48, Class A2 | 8000 | 8167 |
|  Freddie Mac Non Gold Pool |  |  |
|  5.86% (1 Year CMT Index + 2.23%, 2.23% Floor, 9.36% Cap), 12/01/2033(2) | 4 | 5 |
|  5.88% (1 Year CMT Index + 2.25%, 2.25% Floor, 9.76% Cap), 01/01/2035(2) | 11 | 11 |
|  5.88% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.10% Cap), 01/01/2035(2) | 36 | 37 |
|  5.88% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.70%, 1.70% Floor, 11.31% Cap), 02/01/2037(2) | 2 | 2 |
|  5.92% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.87%, 1.87% Floor, 12.78% Cap), 08/01/2036(2) | 8 | 9 |
|  5.96% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.57%, 1.57% Floor, 11.81% Cap), 05/01/2037(2) | 32 | 33 |
|  5.97% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.67%, 1.67% Floor, 11.07% Cap), 11/01/2036(2) | 7 | 7 |
|  5.98% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.84%, 1.84% Floor, 12.22% Cap), 03/01/2037(2) | 23 | 24 |
|  6.02% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.64%, 1.64% Floor, 11.06% Cap), 11/01/2036(2) | 19 | 20 |
|  6.02% (1 Year CMT Index + 2.24%, 2.24% Floor, 10.43% Cap), 05/01/2033(2) | 24 | 25 |
|  6.04% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.76%, 1.76% Floor, 10.57% Cap), 01/01/2037(2) | 8 | 9 |
|  6.04% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.80%, 1.82% Floor, 12.55% Cap), 07/01/2036(2) | 12 | 12 |
|  6.06% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.58%, 1.58% Floor, 11.69% Cap), 12/01/2036(2) | 18 | 18 |
|  6.08% (1 Year CMT Index + 2.26%, 2.26% Floor, 11.90% Cap), 04/01/2030(2)(5) | 0 | 0 |
|  6.09% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.90%, 1.90% Floor, 11.34% Cap), 02/01/2037(2) | 12 | 12 |
|  6.12% (1 Year CMT Index + 2.24%, 2.24% Floor, 9.52% Cap), 11/01/2036(2) | 7 | 7 |
|  6.13% (1 Year CMT Index + 2.13%, 2.13% Floor, 12.13% Cap), 07/01/2026(2)(5) | 0 | 0 |
|  6.15% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.69%, 1.69% Floor, 9.99% Cap), 02/01/2036(2) | 3 | 4 |
|  6.17% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.04%, 2.04% Floor, 10.74% Cap), 03/01/2036(2) | 15 | 15 |
|  6.18% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.08% Cap), 02/01/2036(2) | 13 | 13 |
|  6.21% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.35% Cap), 07/01/2036(2) | 11 | 11 |
|  6.23% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.67%, 1.67% Floor, 11.94% Cap), 12/01/2036(2) | 75 | 78 |
|  6.23% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.04%, 2.04% Floor, 11.00% Cap), 05/01/2037(2) | 15 | 15 |
|  6.24% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.11%, 2.11% Floor, 12.52% Cap), 02/01/2037(2) | 15 | 15 |
|  6.24% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.85% Cap), 09/01/2034(2) | 17 | 18 |
|  6.25% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.76% Cap), 07/01/2036(2) | 5 | 5 |
|  6.26% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.01%, 2.01% Floor, 11.07% Cap), 12/01/2036(2) | 9 | 9 |
|  6.26% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.01%, 2.01% Floor, 12.89% Cap), 05/01/2037(2) | 9 | 9 |
|  6.27% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.77%, 1.77% Floor, 13.04% Cap), 10/01/2036(2) | 40 | 40 |
|  6.29% (1 Year CMT Index + 2.25%, 2.25% Floor, 11.46% Cap), 11/01/2036(2) | 21 | 22 |
|  6.33% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.70%, 1.70% Floor, 12.45% Cap), 10/01/2036(2) | 11 | 11 |
|  6.34% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.70% Cap), 05/01/2036(2) | 24 | 25 |
|  6.35% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.60%, 1.60% Floor, 11.32% Cap), 10/01/2036(2) | 10 | 10 |
|  6.35% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.85%, 1.87% Floor, 9.06% Cap), 07/01/2040(2) | 9 | 9 |
|  6.36% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.70%, 1.70% Floor, 11.53% Cap), 11/01/2036(2) | 8 | 8 |
|  6.39% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.14%, 2.14% Floor, 12.14% Cap), 12/01/2035(2) | 3 | 3 |
|  6.42% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.75%, 1.75% Floor, 11.28% Cap), 09/01/2036(2) | 11 | 11 |
|  6.43% (6 Month FTSE USD IBOR Consumer Cash Fallback + 1.95%, 1.95% Floor, 12.43% Cap), 10/01/2036(2) | 9 | 9 |
|  6.48% (1 Year CMT Index + 2.36%, 2.36% Floor, 10.87% Cap), 10/01/2036(2) | 10 | 10 |
|  6.48% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.12%, 2.12% Floor, 11.07% Cap), 05/01/2037(2) | 2 | 2 |
|  6.50% (1 Year CMT Index + 2.37%, 2.37% Floor, 10.18% Cap), 09/01/2032(2)(5) | 0 | 0 |
|  6.50% (1 Year CMT Index + 2.25%, 2.25% Floor, 10.58% Cap), 05/01/2036(2) | 8 | 9 |
|  6.50% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.13%, 2.13% Floor, 10.88% Cap), 12/01/2036(2) | 1 | 1 |
|  6.50% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.75%, 1.75% Floor, 11.75% Cap), 11/01/2037(2) | 4 | 4 |
|  6.53% (6 Month FTSE USD IBOR Consumer Cash Fallback + 2.01%, 2.01% Floor, 12.11% Cap), 05/01/2037(2) | 4 | 4 |
|  6.57% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.96%, 1.96% Floor, 10.90% Cap), 04/01/2038(2) | 10 | 10 |
|  6.62% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.87%, 1.87% Floor, 11.99% Cap), 07/01/2037(2) | 2 | 2 |
|  6.62% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.99%, 1.99% Floor, 10.92% Cap), 06/01/2036(2) | 22 | 22 |
|  6.66% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.88%, 1.88% Floor, 11.17% Cap), 09/01/2036(2) | 37 | 38 |
|  6.70% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.20%, 2.20% Floor, 10.83% Cap), 10/01/2036(2) | 11 | 11 |
|  6.74% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.91%, 1.91% Floor, 10.68% Cap), 05/01/2038(2) | 2 | 2 |
|  6.75% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.75%, 1.75% Floor, 9.15% Cap), 04/01/2034(2) | 4 | 5 |
|  6.79% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.98%, 1.98% Floor, 10.63% Cap), 04/01/2037(2) | 21 | 21 |
|  6.80% (1 Year FTSE USD IBOR Consumer Cash Fallback + 1.94%, 1.94% Floor, 11.03% Cap), 06/01/2036(2) | 41 | 42 |
|  7.18% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.18%, 2.18% Floor, 11.08% Cap), 05/01/2037(2) | 16 | 16 |
|  7.33% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.33%, 2.33% Floor, 10.90% Cap), 05/01/2036(2) | 5 | 5 |
|  7.35% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.60%, 2.60% Floor, 12.23% Cap), 03/01/2037(2) | 1 | 1 |
|  7.37% (1 Year FTSE USD IBOR Consumer Cash Fallback + 2.47%, 2.47% Floor, 11.04% Cap), 03/01/2036(2) | 1 | 1 |
|  Freddie Mac Pool |  |  |
|  1.50%, 10/01/2031 | 5311 | 5000 |
|  1.50%, 02/01/2036 | 3979 | 3590 |
|  1.50%, 04/01/2036 | 12250 | 11054 |
|  1.50%, 09/01/2036 | 3427 | 3085 |
|  1.50%, 04/01/2037 | 5817 | 5260 |
|  1.50%, 06/01/2037 | 2141 | 1925 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  1.50%, 12/01/2040 | 9383.0 | 8003.0 |
|  1.50%, 11/01/2050 | 6395.0 | 4959.0 |
|  1.50%, 03/01/2051 | 975.0 | 755.0 |
|  1.80%, 11/01/2028 | 14000.0 | 13207.0 |
|  2.00%, 01/01/2037 | 7507.0 | 6949.0 |
|  2.00%, 06/01/2040 | 1108.0 | 982.0 |
|  2.00%, 02/01/2041 | 9395.0 | 8259.0 |
|  2.00%, 03/01/2041 | 12909.0 | 11390.0 |
|  2.00%, 04/01/2041 | 6326.0 | 5541.0 |
|  2.00%, 09/01/2041 | 9121.0 | 7949.0 |
|  2.00%, 12/01/2041 | 6973.0 | 6109.0 |
|  2.00%, 12/01/2041 | 13937.0 | 12113.0 |
|  2.00%, 03/01/2042 | 9692.0 | 8402.0 |
|  2.00%, 09/01/2050 | 25325.0 | 20631.0 |
|  2.00%, 11/01/2050 | 8030.0 | 6539.0 |
|  2.00%, 12/01/2050 | 1305.0 | 1062.0 |
|  2.00%, 01/01/2051 | 1267.0 | 1055.0 |
|  2.00%, 01/01/2051 | 7837.0 | 6380.0 |
|  2.00%, 02/01/2051 | 16115.0 | 13108.0 |
|  2.00%, 03/01/2051 | 16822.0 | 13704.0 |
|  2.00%, 05/01/2051 | 6111.0 | 4967.0 |
|  2.00%, 05/01/2051 | 6624.0 | 5460.0 |
|  2.00%, 05/01/2051 | 10816.0 | 8777.0 |
|  2.00%, 06/01/2051 | 5211.0 | 4230.0 |
|  2.00%, 07/01/2051 | 935.0 | 759.0 |
|  2.00%, 08/01/2051 | 3191.0 | 2585.0 |
|  2.00%, 08/01/2051 | 12281.0 | 9962.0 |
|  2.00%, 09/01/2051 | 4317.0 | 3499.0 |
|  2.00%, 11/01/2051 | 12114.0 | 9779.0 |
|  2.00%, 02/01/2052 | 3834.0 | 3103.0 |
|  2.00%, 03/01/2052 | 9812.0 | 7965.0 |
|  2.00%, 05/01/2052 | 6451.0 | 5218.0 |
|  2.50%, 07/01/2035 | 257.0 | 244.0 |
|  2.50%, 10/01/2035 | 4761.0 | 4501.0 |
|  2.50%, 12/01/2035 | 2923.0 | 2777.0 |
|  2.50%, 02/01/2042 | 8086.0 | 7270.0 |
|  2.50%, 11/01/2049 | 12787.0 | 10889.0 |
|  2.50%, 07/01/2050 | 12863.0 | 10936.0 |
|  2.50%, 07/01/2050 | 17879.0 | 15070.0 |
|  2.50%, 08/01/2050 | 135.0 | 115.0 |
|  2.50%, 10/01/2050 | 4924.0 | 4233.0 |
|  2.50%, 10/01/2050 | 10616.0 | 9136.0 |
|  2.50%, 11/01/2050 | 1703.0 | 1446.0 |
|  2.50%, 12/01/2050 | 3398.0 | 2886.0 |
|  2.50%, 02/01/2051 | 3167.0 | 2720.0 |
|  2.50%, 02/01/2051 | 9538.0 | 8203.0 |
|  2.50%, 02/01/2051 | 9638.0 | 8302.0 |
|  2.50%, 03/01/2051 | 507.0 | 433.0 |
|  2.50%, 04/01/2051 | 30029.0 | 25459.0 |
|  2.50%, 05/01/2051 | 6903.0 | 5887.0 |
|  2.50%, 07/01/2051 | 5019.0 | 4306.0 |
|  2.50%, 08/01/2051 | 5665.0 | 4844.0 |
|  2.50%, 09/01/2051 | 3109.0 | 2665.0 |
|  2.50%, 10/01/2051 | 8014.0 | 6791.0 |
|  2.50%, 11/01/2051 | 8593.0 | 7390.0 |
|  2.50%, 11/01/2051 | 10185.0 | 8761.0 |
|  2.50%, 11/01/2051 | 13484.0 | 11562.0 |
|  2.50%, 12/01/2051 | 432.0 | 369.0 |
|  2.50%, 12/01/2051 | 952.0 | 817.0 |
|  2.50%, 12/01/2051 | 4819.0 | 4083.0 |
|  2.50%, 02/01/2052 | 5654.0 | 4827.0 |
|  2.50%, 02/01/2052 | 11465.0 | 9706.0 |
|  2.50%, 03/01/2052 | 2070.0 | 1771.0 |
|  2.50%, 04/01/2052 | 4826.0 | 4149.0 |
|  2.50%, 04/01/2052 | 10242.0 | 8712.0 |
|  2.50%, 04/01/2052 | 22111.0 | 18680.0 |
|  2.50%, 05/01/2052 | 7638.0 | 6463.0 |
|  2.50%, 05/01/2052 | 23749.0 | 20090.0 |
|  2.50%, 09/01/2052 | 2558.0 | 2167.0 |
|  3.00%, 04/01/2032 | 4737.0 | 4609.0 |
|  3.00%, 05/01/2037 | 823.0 | 795.0 |
|  3.00%, 05/01/2037 | 3167.0 | 3050.0 |
|  3.00%, 01/01/2046 | 5551.0 | 5104.0 |
|  3.00%, 06/01/2048 | 8821.0 | 7793.0 |
|  3.00%, 02/01/2049 | 7601.0 | 6906.0 |
|  3.00%, 10/01/2049 | 1176.0 | 1052.0 |
|  3.00%, 11/01/2049 | 773.0 | 691.0 |
|  3.00%, 12/01/2049 | 370.0 | 331.0 |
|  3.00%, 01/01/2050 | 753.0 | 675.0 |
|  3.00%, 01/01/2050 | 1137.0 | 1017.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.00%, 01/01/2050 | 1747.0 | 1563.0 |
|  3.00%, 02/01/2050 | 166.0 | 149.0 |
|  3.00%, 02/01/2050 | 5694.0 | 5100.0 |
|  3.00%, 02/01/2050 | 8313.0 | 7393.0 |
|  3.00%, 04/01/2050 | 1294.0 | 1158.0 |
|  3.00%, 06/01/2050 | 5884.0 | 5262.0 |
|  3.00%, 07/01/2050 | 3845.0 | 3442.0 |
|  3.00%, 08/01/2050 | 1346.0 | 1205.0 |
|  3.00%, 09/01/2050 | 36.0 | 33.0 |
|  3.00%, 09/01/2050 | 847.0 | 758.0 |
|  3.00%, 03/01/2051 | 1491.0 | 1333.0 |
|  3.00%, 04/01/2051 | 9737.0 | 8626.0 |
|  3.00%, 09/01/2051 | 8025.0 | 7106.0 |
|  3.00%, 11/01/2051 | 12415.0 | 10970.0 |
|  3.00%, 02/01/2052 | 8563.0 | 7528.0 |
|  3.00%, 04/01/2052 | 9367.0 | 8246.0 |
|  3.00%, 06/01/2052 | 7949.0 | 7029.0 |
|  3.00%, 06/01/2052 | 12079.0 | 10633.0 |
|  3.00%, 07/01/2052 | 6780.0 | 5968.0 |
|  3.00%, 10/01/2053 | 8485.0 | 7469.0 |
|  3.50%, 08/01/2035 | 2078.0 | 2016.0 |
|  3.50%, 02/01/2042 | 611.0 | 578.0 |
|  3.50%, 04/01/2047 | 11474.0 | 10764.0 |
|  3.50%, 10/01/2047 | 129.0 | 120.0 |
|  3.50%, 11/01/2047 | 3218.0 | 2991.0 |
|  3.50%, 03/01/2048 | 1265.0 | 1181.0 |
|  3.50%, 03/01/2048 | 2989.0 | 2788.0 |
|  3.50%, 10/01/2049 | 822.0 | 761.0 |
|  3.50%, 01/01/2051 | 8746.0 | 8142.0 |
|  3.50%, 01/01/2052 | 12374.0 | 11380.0 |
|  3.50%, 04/01/2052 | 9080.0 | 8332.0 |
|  3.50%, 04/01/2052 | 24461.0 | 22653.0 |
|  3.50%, 05/01/2052 | 9004.0 | 8286.0 |
|  3.50%, 05/01/2052 | 10820.0 | 9931.0 |
|  3.50%, 06/01/2052 | 7922.0 | 7271.0 |
|  3.50%, 07/01/2052 | 11704.0 | 10797.0 |
|  3.50%, 08/01/2052 | 9434.0 | 8659.0 |
|  3.70%, 06/01/2034 | 10838.0 | 10270.0 |
|  3.75%, 08/01/2032 | 15000.0 | 14436.0 |
|  4.00%, 09/01/2037 | 502.0 | 491.0 |
|  4.00%, 08/01/2048 | 89.0 | 85.0 |
|  4.00%, 01/01/2049 | 2206.0 | 2112.0 |
|  4.00%, 07/01/2049 | 6947.0 | 6662.0 |
|  4.00%, 08/01/2049 | 3536.0 | 3372.0 |
|  4.00%, 05/01/2050 | 301.0 | 287.0 |
|  4.00%, 02/01/2051 | 2497.0 | 2377.0 |
|  4.00%, 05/01/2052 | 11750.0 | 11125.0 |
|  4.00%, 06/01/2052 | 2675.0 | 2531.0 |
|  4.00%, 06/01/2052 | 9836.0 | 9319.0 |
|  4.00%, 09/01/2052 | 282.0 | 268.0 |
|  4.10%, 07/01/2032 | 7044.0 | 6954.0 |
|  4.50%, 06/01/2048 | 2041.0 | 2007.0 |
|  4.50%, 12/01/2048 | 2326.0 | 2284.0 |
|  4.50%, 09/01/2050 | 3426.0 | 3354.0 |
|  4.50%, 05/01/2052 | 695.0 | 674.0 |
|  4.50%, 07/01/2052 | 798.0 | 774.0 |
|  4.50%, 09/01/2052 | 39214.0 | 38034.0 |
|  4.50%, 11/01/2052 | 3016.0 | 2923.0 |
|  4.50%, 07/01/2053 | 2371.0 | 2298.0 |
|  4.50%, 03/01/2054 | 15601.0 | 15199.0 |
|  4.50%, 05/01/2054 | 2687.0 | 2610.0 |
|  5.00%, 09/01/2040 | 6389.0 | 6480.0 |
|  5.00%, 12/01/2040 | 1921.0 | 1936.0 |
|  5.00%, 08/01/2045 | 8413.0 | 8476.0 |
|  5.00%, 07/01/2052 | 3460.0 | 3434.0 |
|  5.00%, 12/01/2052 | 34208.0 | 33906.0 |
|  5.00%, 05/01/2053 | 633.0 | 628.0 |
|  5.00%, 06/01/2053 | 10205.0 | 10113.0 |
|  5.00%, 08/01/2053 | 24420.0 | 24181.0 |
|  5.00%, 11/01/2053 | 6729.0 | 6655.0 |
|  5.00%, 06/01/2054 | 2808.0 | 2798.0 |
|  5.00%, 06/01/2054 | 2830.0 | 2819.0 |
|  5.00%, 11/01/2054 | 40846.0 | 40318.0 |
|  5.00%, 12/01/2054 | 15293.0 | 15094.0 |
|  5.00%, 02/01/2055 | 2469.0 | 2449.0 |
|  5.00%, 02/01/2055 | 4033.0 | 4000.0 |
|  5.50%, 11/01/2052 | 8574.0 | 8659.0 |
|  5.50%, 02/01/2053 | 24610.0 | 24820.0 |
|  5.50%, 05/01/2053 | 14608.0 | 14729.0 |
|  5.50%, 06/01/2053 | 1614.0 | 1636.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 06/01/2053 | 6679 | 6745 |
|  5.50%, 06/01/2053 | 9831 | 9932 |
|  5.50%, 06/01/2053 | 20058 | 20220 |
|  5.50%, 07/01/2053 | 4312 | 4388 |
|  5.50%, 04/01/2054 | 16231 | 16321 |
|  5.50%, 05/01/2054 | 4641 | 4713 |
|  5.50%, 09/01/2054 | 9375 | 9455 |
|  5.50%, 02/01/2055 | 19829 | 19929 |
|  5.50%, 06/01/2055 | 7807 | 8008 |
|  5.50%, 11/01/2055 | 13856 | 14213 |
|  6.00%, 12/01/2052 | 3371 | 3460 |
|  6.00%, 01/01/2053 | 7293 | 7475 |
|  6.00%, 10/01/2053 | 4611 | 4762 |
|  6.00%, 03/01/2054 | 6505 | 6729 |
|  6.00%, 09/01/2054 | 2300 | 2384 |
|  6.00%, 09/01/2054 | 7198 | 7436 |
|  6.00%, 11/01/2054 | 1039 | 1083 |
|  6.00%, 12/01/2054 | 4603 | 4696 |
|  6.00%, 02/01/2055 | 7704 | 8054 |
|  6.00%, 03/01/2055 | 3284 | 3385 |
|  6.50%, 09/01/2053 | 4109 | 4316 |
|  6.50%, 06/01/2054 | 988 | 1034 |
|  6.50%, 08/01/2054 | 6385 | 6682 |
|  6.50%, 02/01/2055 | 1282 | 1343 |
|  6.50%, 04/01/2055 | 2576 | 2715 |
|  6.50%, 08/01/2055 | 7065 | 7427 |
|  Freddie Mac Reference REMIC |  |  |
|  6.00%, 04/15/2036, Series R006, Class ZA | 89 | 92 |
|  6.00%, 05/15/2036, Series R007, Class ZA | 116 | 121 |
|  Freddie Mac REMICS |  |  |
|  0.00%, 09/15/2032, Series 3393, Class JO | 253 | 231 |
|  0.00%, 12/15/2032, Series 2835, Class QO | 5 | 4 |
|  0.00%, 07/15/2034, Series 3611, Class PO | 29 | 26 |
|  0.00%, 02/15/2035, Series 2990, Class GO | 10 | 9 |
|  0.00%, 08/15/2035, Series 3014, Class OD | 2 | 2 |
|  0.00%, 09/15/2035, Series 3029, Class SO | 7 | 7 |
|  0.00%, 02/15/2036, Series 3117, Class OG | 3 | 3 |
|  0.00%, 02/15/2036, Series 3117, Class OK | 7 | 6 |
|  0.00%, 02/15/2036, Series 3117, Class EO | 7 | 7 |
|  0.00%, 02/15/2036, Series 3117, Class AO | 10 | 9 |
|  0.00%, 03/15/2036, Series 3134, Class PO | 2 | 2 |
|  0.00%, 03/15/2036, Series 3122, Class OP | 6 | 5 |
|  0.00%, 03/15/2036, Series 3122, Class OH | 6 | 5 |
|  0.00%, 04/15/2036, Series 3138, Class PO | 11 | 10 |
|  0.00%, 04/15/2036, Series 3147, Class PO | 12 | 11 |
|  0.00%, 04/15/2036, Series 3607, Class AO | 20 | 17 |
|  0.00%, 04/15/2036, Series 3607, Class BO | 36 | 32 |
|  0.00%, 05/15/2036, Series 3233, Class OP | 3 | 2 |
|  0.00%, 05/15/2036, Series 3149, Class SO | 6 | 5 |
|  0.00%, 05/15/2036, Series 3151, Class PO | 12 | 11 |
|  0.00%, 05/15/2036, Series 3153, Class EO | 14 | 13 |
|  0.00%, 06/15/2036, Series 3171, Class MO | 15 | 14 |
|  0.00%, 07/15/2036, Series 3179, Class OA | 6 | 5 |
|  0.00%, 08/15/2036, Series 3200, Class PO | 12 | 10 |
|  0.00%, 09/15/2036, Series 3218, Class AO | 5 | 4 |
|  0.00%, 09/15/2036, Series 3213, Class OA | 6 | 6 |
|  0.00%, 10/15/2036, Series 3225, Class EO | 13 | 10 |
|  0.00%, 12/15/2036, Series 3256, Class PO | 7 | 6 |
|  0.00%, 01/15/2037, Series 3261, Class OA | 7 | 6 |
|  0.00%, 02/15/2037, Series 3274, Class JO | 2 | 2 |
|  0.00%, 02/15/2037, Series 3510, Class OD | 15 | 13 |
|  0.00%, 03/15/2037, Series 3286, Class PO | 1 | 1 |
|  0.00%, 04/15/2037, Series 3373, Class TO | 7 | 6 |
|  0.00%, 05/15/2037, Series 3318, Class AO(5) | 0 | 0 |
|  0.00%, 05/15/2037, Series 3316, Class PO | 12 | 11 |
|  0.00%, 05/15/2037, Series 3607, Class PO | 70 | 58 |
|  0.00%, 06/15/2037, Series 3326, Class JO | 1 | 1 |
|  0.00%, 06/15/2037, Series 3331, Class PO | 7 | 6 |
|  0.00%, 07/15/2037, Series 3607, Class OP | 106 | 91 |
|  0.00%, 09/15/2037, Series 3365, Class PO | 10 | 9 |
|  0.00%, 10/15/2039, Series 3607, Class TO | 34 | 29 |
|  0.00%, 01/15/2040, Series 3621, Class BO | 33 | 28 |
|  0.00%, 10/15/2049, Series 3582, Class PO | 137 | 122 |
|  0.00% (30-day Average SOFR + 3.55%, 3.55% Cap), 10/25/2050, Series 5021, Class SB(2)(6) | 11847 | 363 |
|  0.00% (30-day Average SOFR + 3.50%, 3.50% Cap), 05/25/2052, Series 5222, Class SA(2)(6) | 1647 | 36 |
|  1.00%, 01/15/2041, Series 5092, Class XA | 3979 | 3464 |
|  1.50%, 04/25/2041, Series 5094, Class AE | 5703 | 5002 |
|  2.00%, 12/25/2051, Series 5190, Class EC | 5712 | 5094 |
|  2.00%, 02/25/2052, Series 5190, Class PE | 1821 | 1639 |
|  2.06% (30-day Average SOFR + 5.74%, 5.85% Cap), 08/15/2038, Series 3481, Class SJ(2)(6) | 61 | 5 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.21% (30-day Average SOFR + 5.89%, 6.00% Cap), 01/15/2038, Series 3404, Class SC(2)(6) | 101 | 9 |
|  2.21% (30-day Average SOFR + 5.89%, 6.00% Cap), 02/15/2039, Series 3511, Class SA(2)(6) | 27 | 2 |
|  2.21% (30-day Average SOFR + 5.89%, 6.00% Cap), 10/15/2040, Series 3740, Class SB(2)(6) | 76 | 6 |
|  2.21% (30-day Average SOFR + 5.89%, 6.00% Cap), 10/15/2040, Series 3740, Class SC(2)(6) | 74 | 7 |
|  2.29%, 01/15/2040, Series 3802, Class LS(4) | 142 | 13 |
|  2.31% (30-day Average SOFR + 5.99%, 6.10% Cap), 05/15/2039, Series 3531, Class SM(2)(5)(6) | 5 | 0 |
|  2.35% (30-day Average SOFR + 6.03%, 6.14% Cap), 01/15/2037, Series 3260, Class CS(2)(6) | 12 | 1 |
|  2.41% (30-day Average SOFR + 6.09%, 6.20% Cap), 06/15/2038, Series 3455, Class SE(2)(6) | 49 | 5 |
|  2.46% (30-day Average SOFR + 6.14%, 6.25% Cap), 12/15/2039, Series 3608, Class SC(2)(6) | 22 | 1 |
|  2.51% (30-day Average SOFR + 6.19%, 6.30% Cap), 05/15/2039, Series 3531, Class SA(2)(6) | 40 | 3 |
|  2.63% (30-day Average SOFR + 6.31%, 6.42% Cap), 11/15/2037, Series 3387, Class SA(2)(6) | 96 | 7 |
|  2.66% (30-day Average SOFR + 6.34%, 6.45% Cap), 03/15/2037, Series 3290, Class SB(2)(6) | 23 | 2 |
|  2.66% (30-day Average SOFR + 6.34%, 6.45% Cap), 11/15/2037, Series 3383, Class SA(2)(6) | 48 | 3 |
|  2.81% (30-day Average SOFR + 6.49%, 6.60% Cap), 07/15/2037, Series 3344, Class SL(2)(6) | 14 | 1 |
|  2.86% (30-day Average SOFR + 6.54%, 6.65% Cap), 08/15/2036, Series 3202, Class HI(2)(6) | 143 | 12 |
|  2.91% (30-day Average SOFR + 6.59%, 6.70% Cap), 10/15/2036, Series 3232, Class ST(2)(6) | 24 | 2 |
|  3.00%, 08/15/2033, Series 4238, Class WY | 144 | 139 |
|  3.00%, 06/15/2043, Series 4217, Class KY | 206 | 183 |
|  3.00%, 12/15/2047, Series 4740, Class P | 781 | 701 |
|  3.00%, 10/25/2050, Series 5019, Class IP | 1642 | 292 |
|  3.01% (30-day Average SOFR + 6.69%, 6.80% Cap), 04/15/2038, Series 3424, Class PI(2)(6) | 50 | 5 |
|  3.31% (30-day Average SOFR + 6.99%, 7.10% Cap), 07/15/2036, Series 3194, Class SA(2)(5)(6) | 4 | 0 |
|  3.50%, 09/25/2044, Series 5230, Class DM | 10766 | 10392 |
|  3.50%, 01/25/2051, Series 5228, Class BH | 3721 | 3590 |
|  3.50%, 10/15/2053, Series 4821, Class MA | 1130 | 1107 |
|  4.00%, 05/25/2040, Series 4978, Class MI | 4715 | 692 |
|  4.00%, 11/15/2041, Series 3957, Class B | 91 | 89 |
|  4.00%, 12/15/2041, Series 3966, Class NA | 85 | 83 |
|  4.00%, 11/25/2051, Series 5249, Class AB | 5614 | 5539 |
|  4.09% (30-day Average SOFR + 0.41%, 0.30% Floor, 6.50% Cap), 06/15/2035, Series 2988, Class AF(2) | 25 | 25 |
|  4.16% (30-day Average SOFR + 7.84%, 7.95% Cap), 03/15/2032, Series 2444, Class ES(2)(6) | 6 | 1 |
|  4.19% (30-day Average SOFR + 0.51%, 0.40% Floor, 6.50% Cap), 05/15/2035, Series 2981, Class FA(2) | 12 | 12 |
|  4.19% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 10/15/2041, Series 4048, Class FB(2) | 112 | 111 |
|  4.19% (30-day Average SOFR + 0.51%, 0.40% Floor, 7.00% Cap), 09/15/2042, Series 4106, Class DF(2) | 193 | 190 |
|  4.20% (30-day Average SOFR + 0.51%, 0.40% Floor), 07/15/2037, Series 4048, Class FJ(2) | 142 | 140 |
|  4.21% (30-day Average SOFR + 7.89%, 8.00% Cap), 02/15/2032, Series 2475, Class S(2)(6) | 15 | 2 |
|  4.21% (30-day Average SOFR + 7.89%, 8.00% Cap), 03/15/2032, Series 2450, Class SW(2)(5)(6) | 4 | 0 |
|  4.23% (30-day Average SOFR + 0.55%, 0.44% Floor, 6.50% Cap), 02/15/2037, Series 3275, Class FL(2) | 10 | 10 |
|  4.24% (30-day Average SOFR + 0.56%, 0.45% Floor, 7.00% Cap), 08/15/2042, Series 4091, Class TF(2) | 652 | 645 |
|  4.29% (30-day Average SOFR + 0.61%, 0.50% Floor, 7.00% Cap), 03/15/2042, Series 4012, Class FN(2) | 260 | 257 |
|  4.29% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 07/15/2042, Series 4077, Class FB(2) | 122 | 121 |
|  4.34% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 12/15/2040, Series 3996, Class XF(2) | 58 | 58 |
|  4.34% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 03/15/2041, Series 4013, Class QF(2) | 88 | 87 |
|  4.39% (30-day Average SOFR + 0.71%, 0.60% Floor, 8.50% Cap), 01/15/2029, Series 2388, Class FB(2) | 2 | 2 |
|  4.39% (30-day Average SOFR + 0.71%, 0.60% Floor, 9.50% Cap), 12/15/2033, Series 2722, Class PF(2) | 43 | 43 |
|  4.39% (30-day Average SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 09/15/2037, Series 3371, Class FA(2) | 5 | 5 |
|  4.47% (30-day Average SOFR + 0.79%, 0.68% Floor, 7.00% Cap), 11/15/2037, Series 3386, Class KF(2) | 173 | 173 |
|  4.49% (30-day Average SOFR + 0.81%, 0.70% Floor, 9.00% Cap), 02/15/2027, Series 1935, Class FL(2)(5) | 0 | 0 |
|  4.50%, 12/25/2036, Series 5609, Class BV | 8906 | 8832 |
|  4.50%, 12/15/2039, Series 3610, Class CA | 847 | 849 |
|  4.50%, 09/15/2043, Series 4247, Class AY | 1000 | 948 |
|  4.54% (30-day Average SOFR + 0.86%, 0.75% Floor, 8.50% Cap), 12/15/2032, Series 2571, Class FY(2) | 11 | 11 |
|  4.59% (30-day Average SOFR + 0.91%, 0.80% Floor, 7.50% Cap), 08/15/2035, Series 3085, Class WF(2) | 15 | 15 |
|  4.60% (30-day Average SOFR + 7.91%, 8.01% Cap), 10/15/2033, Series 2733, Class SB(2)(6) | 128 | 126 |
|  4.69% (30-day Average SOFR + 1.01%, 0.90% Floor, 9.00% Cap), 02/15/2032, Series 2418, Class FO(2) | 4 | 4 |
|  4.86% (30-day Average SOFR + 8.54%, 8.65% Cap), 02/15/2032, Series 2410, Class QX(2)(5)(6) | 2 | 0 |
|  4.88% (30-day Average SOFR + 17.12%, 17.50% Cap), 02/15/2040, Series 3632, Class BS(2)(6) | 80 | 78 |
|  4.91% (30-day Average SOFR + 6.74%, 4.00% Floor, 6.80% Cap), 07/15/2033, Series 2642, Class SL(2)(5)(6) | 0 | 0 |
|  4.99% (30-day Average SOFR + 1.31%, 1.20% Floor, 7.00% Cap), 07/15/2039, Series 3549, Class FA(2) | 5 | 5 |
|  5.00%, 04/15/2030, Series 3654, Class DC | 205 | 207 |
|  5.00%, 07/15/2033, Series 2653, Class PZ | 66 | 67 |
|  5.00%, 01/15/2034, Series 3920, Class LP | 69 | 70 |
|  5.00%, 12/15/2040, Series 3770, Class ZB | 460 | 465 |
|  5.00%, 05/15/2041, Series 3860, Class PZ | 932 | 943 |
|  5.00%, 08/25/2054, Series 5564, Class PE | 7903 | 7901 |
|  5.50%, 02/15/2034, Series 2744, Class PE(5) | 0 | 0 |
|  5.50%, 08/15/2036, Series 3645, Class KZ | 17 | 18 |
|  5.50%, 08/15/2036, Series 3200, Class AY | 48 | 50 |
|  5.50%, 03/15/2038, Series 3423, Class PB | 138 | 142 |
|  5.50%, 05/15/2038, Series 3453, Class B | 8 | 8 |
|  5.50%, 01/15/2039, Series 3501, Class CB | 50 | 52 |
|  5.50% (30-day Average SOFR + 26.80%, 5.50% Cap), 05/15/2041, Series 3852, Class QN(2)(6) | 52 | 49 |
|  5.50% (30-day Average SOFR + 27.08%, 5.50% Cap), 05/15/2041, Series 3852, Class TP(2)(6) | 146 | 143 |
|  5.60%, 10/15/2038, Series 3895, Class WA(4) | 22 | 23 |
|  5.71% (30-day Average SOFR + 13.06%, 13.29% Cap), 07/15/2033, Series 2692, Class SC(2)(6) | 8 | 9 |
|  5.87%, 02/15/2039, Series 3546, Class A(4) | 20 | 20 |
|  6.00%, 05/15/2027, Series 1981, Class Z(5) | 0 | 0 |
|  6.00%, 07/15/2028, Series 2070, Class C | 1 | 1 |
|  6.00%, 09/15/2028, Series 2086, Class GB(5) | 0 | 0 |
|  6.00%, 11/15/2028, Series 2095, Class PE | 3 | 3 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.00%, 12/15/2028, Series 2106, Class ZD | 8 | 8 |
|  6.00%, 01/15/2029, Series 2110, Class PG | 8 | 8 |
|  6.00%, 02/15/2029, Series 2125, Class JZ | 2 | 2 |
|  6.00%, 09/15/2032, Series 2500, Class MC | 8 | 8 |
|  6.00%, 12/15/2032, Series 2544, Class HC | 6 | 7 |
|  6.00%, 12/15/2032, Series 2543, Class YX | 22 | 23 |
|  6.00%, 01/15/2033, Series 2552, Class ME | 15 | 15 |
|  6.00%, 02/15/2033, Series 2567, Class QD | 14 | 15 |
|  6.00%, 02/15/2033, Series 2575, Class ME | 59 | 61 |
|  6.00%, 03/15/2033, Series 2596, Class QG | 8 | 8 |
|  6.00%, 05/15/2034, Series 2802, Class OH | 10 | 10 |
|  6.00%, 04/15/2035, Series 2968, Class EH | 234 | 240 |
|  6.00%, 01/15/2036, Series 3101, Class UZ | 35 | 37 |
|  6.00%, 03/15/2036, Series 3122, Class ZB | 4 | 4 |
|  6.00%, 04/15/2036, Series 3219, Class DI | 19 | 3 |
|  6.00%, 04/15/2036, Series 3137, Class XP | 27 | 28 |
|  6.00%, 04/15/2036, Series 3819, Class ZQ | 192 | 201 |
|  6.00%, 06/15/2036, Series 3164, Class MG | 5 | 5 |
|  6.00%, 02/15/2037, Series 3274, Class B | 19 | 20 |
|  6.00%, 04/15/2037, Series 3302, Class UT | 18 | 19 |
|  6.00%, 05/15/2037, Series 3315, Class HZ | 15 | 16 |
|  6.00%, 06/15/2038, Series 3461, Class LZ | 6 | 6 |
|  6.00%, 06/15/2038, Series 3461, Class Z | 105 | 109 |
|  6.01% (30-day Average SOFR + 2.33%, 8.32% Cap), 07/15/2034, Series 3305, Class MG(2) | 12 | 12 |
|  6.25%, 08/15/2028, Series 2075, Class PM | 4 | 4 |
|  6.25%, 02/15/2029, Series 2126, Class CB | 3 | 3 |
|  6.50%, 01/15/2027, Series 1927, Class ZA(5) | 0 | 0 |
|  6.50%, 12/15/2027, Series 2019, Class Z | 1 | 1 |
|  6.50%, 06/15/2028, Series 2063, Class PG | 1 | 1 |
|  6.50%, 08/15/2028, Series 2075, Class PH | 3 | 3 |
|  6.50%, 05/15/2031, Series 2313, Class LA | 1 | 1 |
|  6.50%, 08/15/2031, Series 2351, Class PZ | 3 | 3 |
|  6.50%, 08/15/2031, Series 2345, Class NE | 4 | 4 |
|  6.50%, 08/15/2031, Series 2344, Class ZJ | 5 | 5 |
|  6.50%, 08/15/2031, Series 2344, Class ZD | 32 | 33 |
|  6.50%, 10/15/2031, Series 2367, Class ME | 4 | 5 |
|  6.50%, 01/15/2032, Series 2399, Class OH | 4 | 5 |
|  6.50%, 01/15/2032, Series 2399, Class TH | 6 | 6 |
|  6.50%, 02/15/2032, Series 2410, Class NG | 6 | 6 |
|  6.50%, 02/15/2032, Series 2420, Class XK | 6 | 7 |
|  6.50%, 03/15/2032, Series 2423, Class TB | 5 | 6 |
|  6.50%, 03/15/2032, Series 2430, Class WF | 10 | 10 |
|  6.50%, 04/15/2032, Series 2441, Class GF | 2 | 3 |
|  6.50%, 04/15/2032, Series 2434, Class ZA | 11 | 11 |
|  6.50%, 04/15/2032, Series 2435, Class CJ | 13 | 13 |
|  6.50%, 05/15/2032, Series 2455, Class GK | 8 | 8 |
|  6.50%, 06/15/2032, Series 2466, Class DH | 3 | 3 |
|  6.50%, 06/15/2032, Series 2458, Class ZM | 3 | 3 |
|  6.50%, 06/15/2032, Series 2466, Class PH | 10 | 10 |
|  6.50%, 07/15/2032, Series 2474, Class NR | 9 | 9 |
|  6.50%, 07/15/2032, Series 2484, Class LZ | 11 | 12 |
|  6.50%, 03/15/2033, Series 2586, Class WI | 5 | 1 |
|  6.50%, 07/15/2036, Series 3195, Class PD | 11 | 12 |
|  6.50%, 07/15/2036, Series 3181, Class AZ | 23 | 24 |
|  7.00%, 03/15/2028, Series 2038, Class PN(5) | 1 | 0 |
|  7.00%, 06/15/2028, Series 2064, Class TE(5) | 0 | 0 |
|  7.00%, 10/15/2028, Series 2089, Class PJ(5) | 1 | 0 |
|  7.00%, 04/15/2029, Series 2141, Class IO(5) | 0 | 0 |
|  7.00%, 06/15/2029, Series 2169, Class TB | 7 | 7 |
|  7.00%, 07/15/2029, Series 2172, Class QC | 5 | 5 |
|  7.00%, 08/15/2029, Series 2176, Class OJ | 3 | 3 |
|  7.00%, 01/15/2030, Series 2208, Class PG | 6 | 6 |
|  7.00%, 10/15/2030, Series 2259, Class ZM | 5 | 5 |
|  7.00%, 03/15/2031, Series 2296, Class PD | 3 | 3 |
|  7.00%, 06/15/2031, Series 2325, Class PM | 2 | 2 |
|  7.00%, 07/15/2031, Series 2332, Class ZH | 6 | 6 |
|  7.00%, 03/15/2032, Series 2423, Class MC | 6 | 6 |
|  7.00%, 03/15/2032, Series 2423, Class MT | 6 | 7 |
|  7.00%, 04/15/2032, Series 2436, Class MC | 2 | 2 |
|  7.00%, 04/15/2032, Series 2434, Class TC | 13 | 13 |
|  7.00%, 05/15/2032, Series 2450, Class GZ | 8 | 8 |
|  7.00%, 12/15/2036, Series 3704, Class CT | 337 | 357 |
|  7.25%, 07/15/2027, Series 1970, Class PG(5) | 0 | 0 |
|  7.25%, 09/15/2030, Series 2256, Class MC | 2 | 2 |
|  7.25%, 12/15/2030, Series 2271, Class PC | 5 | 5 |
|  7.26% (30-day Average SOFR + 16.73%, 17.03% Cap), 06/15/2035, Series 2990, Class WP(2)(5)(6) | 0 | 0 |
|  7.38% (30-day Average SOFR + 19.62%, 20.00% Cap), 11/15/2035, Series 3064, Class SG(2)(6) | 9 | 10 |
|  7.46%, 11/15/2046, Series 3688, Class GT(4) | 158 | 168 |
|  7.50%, 09/15/2026, Series 1890, Class H(5) | 0 | 0 |
|  7.50%, 01/15/2027, Series 1963, Class Z(5) | 0 | 0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  7.50%, 01/15/2027, Series 1927, Class PH(5) | 0 | 0 |
|  7.50%, 09/15/2027, Series 1987, Class PE | 1 | 1 |
|  7.50%, 03/15/2028, Series 2040, Class PE | 2 | 2 |
|  7.50%, 05/15/2028, Series 2054, Class PV | 1 | 1 |
|  7.50%, 06/15/2029, Series 2163, Class PC(5) | 0 | 0 |
|  7.50%, 11/15/2029, Series 2196, Class TL(5) | 0 | 0 |
|  7.50%, 05/15/2030, Series 2234, Class PZ | 2 | 2 |
|  7.50%, 08/15/2030, Series 2247, Class Z | 2 | 2 |
|  7.50%, 10/15/2030, Series 2262, Class Z(5) | 0 | 0 |
|  7.50%, 11/15/2036, Series 3704, Class DT | 153 | 163 |
|  7.50%, 12/15/2036, Series 3704, Class ET | 133 | 145 |
|  7.82% (30-day Average SOFR + 14.55%, 14.76% Cap), 09/15/2033, Series 2671, Class S(2)(6) | 5 | 6 |
|  7.91% (30-day Average SOFR + 14.64%, 14.85% Cap), 06/15/2033, Series 2631, Class SA(2)(6) | 17 | 18 |
|  7.98% (30-day Average SOFR + 17.16%, 17.45% Cap), 02/15/2038, Series 3422, Class SE(2)(6) | 5 | 5 |
|  8.00%, 09/15/2026, Series 1899, Class ZE(5) | 0 | 0 |
|  8.00%, 11/15/2029, Series 2201, Class C | 1 | 1 |
|  8.00%, 01/15/2030, Series 2209, Class TC | 1 | 1 |
|  8.00%, 01/15/2030, Series 2210, Class Z | 6 | 6 |
|  8.00%, 03/15/2030, Series 2224, Class CB | 1 | 1 |
|  8.00%, 04/15/2030, Series 2230, Class Z | 1 | 1 |
|  8.17% (30-day Average SOFR + 16.25%, 16.50% Cap), 11/15/2033, Series 2780, Class SY(2)(6) | 3 | 4 |
|  8.50%, 06/15/2031, Series 2359, Class ZB | 5 | 6 |
|  8.53% (30-day Average SOFR + 15.87%, 16.10% Cap), 02/15/2032, Series 2412, Class SP(2)(6) | 9 | 9 |
|  9.00% (30-day Average SOFR + 69.23%, 9.00% Cap), 03/15/2037, Series 3443, Class SY(2)(6) | 6 | 7 |
|  9.25% (30-day Average SOFR + 19.35%, 19.66% Cap), 06/15/2036, Series 3523, Class SD(2)(6) | 8 | 8 |
|  9.51% (30-day Average SOFR + 18.33%, 18.60% Cap), 12/15/2032, Series 2571, Class SY(2)(6) | 6 | 7 |
|  9.65% (30-day Average SOFR + 19.20%, 19.50% Cap), 02/15/2032, Series 2410, Class QS(2)(6) | 9 | 9 |
|  10.68% (30-day Average SOFR + 24.15%, 24.57% Cap), 01/15/2036, Series 3102, Class HS(2)(6) | 1 | 1 |
|  11.50% (30-day Average SOFR + 27.66%, 28.16% Cap), 02/15/2035, Series 2929, Class MS(2)(6) | 12 | 13 |
|  14.16% (30-day Average SOFR + 30.05%, 30.55% Cap), 03/15/2029, Series 2132, Class SB(2)(5)(6) | 0 | 0 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust 2017-4 |  |  |
|  3.50%, 06/25/2057, Series 2017-4, Class MT | 2023 | 1854 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 |  |  |
|  3.50%, 05/25/2057, Series 2018-1, Class M60C | 7300 | 6831 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-2 |  |  |
|  3.50%, 11/25/2057, Series 2018-2, Class MT | 4724 | 4285 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-4 |  |  |
|  3.50%, 03/25/2058, Series 2018-4, Class MZ | 10367 | 8240 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1 |  |  |
|  3.50%, 07/25/2058, Series 2019-1, Class MT | 5468 | 4944 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 |  |  |
|  3.50%, 10/25/2058, Series 2019-3, Class MB | 3880 | 3258 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 |  |  |
|  4.00%, 02/25/2059, Series 2019-4, Class M55D | 3370 | 3166 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-1 |  |  |
|  3.00%, 08/25/2059, Series 2020-1, Class M55G | 4144 | 3742 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-3 |  |  |
|  3.00%, 05/25/2060, Series 2020-3, Class M5TW | 4354 | 3900 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2022-1 |  |  |
|  3.25%, 11/25/2061, Series 2022-1, Class MTU | 7511 | 6541 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2023-1 |  |  |
|  3.00%, 10/25/2062, Series 2023-1, Class MT | 7548 | 6349 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1 |  |  |
|  3.00%, 11/25/2063, Series 2024-1, Class MT | 4171 | 3529 |
|  Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-2 |  |  |
|  3.50%, 05/25/2064, Series 2024-2, Class MT | 9632 | 8475 |
|  Freddie Mac STACR REMIC Trust 2021-DNA5 |  |  |
|  5.31% (30-day Average SOFR + 1.65%), 01/25/2034, Series 2021-DNA5, Class M2(1)(2) | 226 | 226 |
|  Freddie Mac STACR REMIC Trust 2022-DNA2 |  |  |
|  4.96% (30-day Average SOFR + 1.30%), 02/25/2042, Series 2022-DNA2, Class M1A(1)(2) | 597 | 597 |
|  Freddie Mac STACR REMIC Trust 2022-DNA6 |  |  |
|  5.81% (30-day Average SOFR + 2.15%), 09/25/2042, Series 2022-DNA6, Class M1A(1)(2) | 646 | 647 |
|  Freddie Mac STACR REMIC Trust 2022-DNA7 |  |  |
|  6.16% (30-day Average SOFR + 2.50%), 03/25/2052, Series 2022-DNA7, Class M1A(1)(2) | 1434 | 1439 |
|  Freddie Mac STACR REMIC Trust 2024-DNA1 |  |  |
|  5.01% (30-day Average SOFR + 1.35%), 02/25/2044, Series 2024-DNA1, Class M1(1)(2) | 1827 | 1826 |
|  Freddie Mac STACR REMIC Trust 2024-DNA2 |  |  |
|  4.86% (30-day Average SOFR + 1.20%), 05/25/2044, Series 2024-DNA2, Class M1(1)(2) | 898 | 897 |
|  Freddie Mac STACR REMIC Trust 2025-DNA1 |  |  |
|  4.71% (30-day Average SOFR + 1.05%), 01/25/2045, Series 2025-DNA1, Class M1(1)(2) | 1208 | 1206 |
|  Freddie Mac STACR REMIC Trust 2025-DNA2 |  |  |
|  4.76% (30-day Average SOFR + 1.10%), 05/25/2045, Series 2025-DNA2, Class A1(1)(2) | 10188 | 10200 |
|  Freddie Mac Stacr Remic Trust 2025-Dna3 |  |  |
|  4.76% (30-day Average SOFR + 1.10%), 09/25/2045, Series 2025-DNA3, Class M1(1)(2) | 4386 | 4384 |
|  Freddie Mac Strips |  |  |
|  0.00%, 04/01/2028, Series 197, Class PO | 5 | 5 |
|  0.00%, 09/15/2043, Series 310, Class PO | 289 | 223 |
|  3.00%, 08/15/2042, Series 267, Class 30 | 427 | 390 |
|  3.00%, 01/15/2043, Series 299, Class 300 | 82 | 75 |
|  3.50%, 07/15/2042, Series 262, Class 35 | 1585 | 1486 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.91% (30-day Average SOFR + 7.59%, 7.70% Cap), 08/15/2036, Series 239, Class S30(2)(6) | 109 | 13 |
|  4.00%, 05/25/2053, Series 405, Class C20 | 12578 | 2707 |
|  4.29% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 08/15/2042, Series 270, Class F1(2) | 303 | 300 |
|  4.34% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 07/15/2042, Series 264, Class F1(2) | 537 | 532 |
|  4.34% (30-day Average SOFR + 0.66%, 0.55% Floor, 6.50% Cap), 08/15/2042, Series 272, Class F2(2) | 290 | 288 |
|  5.00%, 09/15/2035, Series 233, Class 12 | 29 | 4 |
|  5.00%, 09/15/2035, Series 233, Class 11 | 35 | 5 |
|  5.00%, 09/15/2035, Series 233, Class 13 | 54 | 8 |
|  Freddie Mac Structured Pass-Through Certificates |  |  |
|  0.00%, 07/25/2043, Series T-57, Class 1AP | 10 | 6 |
|  0.00%, 09/25/2043, Series T-58, Class APO | 9 | 8 |
|  0.00%, 10/25/2043, Series T-59, Class 1AP | 11 | 6 |
|  2.12%, 10/25/2037, Series T-76, Class 2A(4) | 524 | 479 |
|  4.27%, 07/25/2033, Series T-48, Class 1A(4) | 79 | 76 |
|  4.45%, 07/25/2032, Series T-41, Class 3A(4) | 29 | 26 |
|  5.06% (12 Month U.S. Treasury Average + 1.20%, 1.20% Floor), 10/25/2044, Series T-62, Class 1A1(2) | 161 | 149 |
|  5.23%, 05/25/2043, Series T-56, Class A5 | 304 | 288 |
|  6.50%, 02/25/2043, Series T-54, Class 2A | 149 | 157 |
|  7.00%, 02/25/2043, Series T-54, Class 3A | 48 | 49 |
|  7.00%, 10/25/2043, Series T-59, Class 1A2 | 138 | 143 |
|  7.50%, 02/25/2042, Series T-42, Class A5 | 115 | 122 |
|  7.50%, 08/25/2042, Series T-51, Class 2A(4) | 26 | 25 |
|  7.50%, 07/25/2043, Series T-57, Class 1A3 | 27 | 29 |
|  7.50%, 09/25/2043, Series T-58, Class 4A | 139 | 144 |
|  FREMF 2016-K59 Mortgage Trust |  |  |
|  3.56%, 11/25/2049, Series 2016-K59, Class B(1)(4) | 2450 | 2432 |
|  FREMF 2017-KGS1 Mortgage Trust |  |  |
|  6.28% (30-day Average SOFR + 2.61%, 2.50% Floor), 10/25/2027, Series 2017-KGL1, Class BFL(1)(2) | 3415 | 3347 |
|  FREMF 2019-K92 Mortgage Trust |  |  |
|  4.20%, 05/25/2052, Series 2019-K92, Class B(1)(4) | 6595 | 6495 |
|  FREMF 2019-K99 Mortgage Trust |  |  |
|  3.65%, 10/25/2052, Series 2019-K99, Class B(1)(4) | 10000 | 9563 |
|  FREMF 2020-K105 Mortgage Trust |  |  |
|  3.53%, 03/25/2053, Series 2020-K105, Class B(1)(4) | 17300 | 16525 |
|  GCAT 2025-NQM2 Trust |  |  |
|  5.60%, 04/25/2070, Series 2025-NQM2, Class A1(1)(3) | 9332 | 9374 |
|  GCAT 2025-NQM6 Trust |  |  |
|  4.94%, 10/25/2070, Series 2025-NQM6, Class A1(1)(4) | 15971 | 15867 |
|  Ginnie Mae |  |  |
|  0.00%, 06/16/2033, Series 2003-52, Class AP | 10 | 9 |
|  0.00%, 06/20/2034, Series 2004-46, Class PO | 18 | 16 |
|  0.00%, 08/20/2035, Series 2010-14, Class CO | 43 | 37 |
|  0.00%, 10/20/2035, Series 2005-82, Class PO | 11 | 9 |
|  0.00%, 11/20/2035, Series 2010-14, Class BO | 15 | 13 |
|  0.00%, 03/20/2036, Series 2006-16, Class OP | 13 | 11 |
|  0.00%, 05/20/2036, Series 2006-22, Class AO | 19 | 16 |
|  0.00%, 07/20/2036, Series 2006-34, Class PO | 3 | 2 |
|  0.00%, 04/16/2037, Series 2007-17, Class JO | 27 | 22 |
|  0.00%, 05/20/2037, Series 2007-28, Class BO | 4 | 3 |
|  0.00%, 06/16/2037, Series 2007-36, Class HO | 7 | 5 |
|  0.00%, 06/16/2037, Series 2007-35, Class PO | 70 | 57 |
|  0.00%, 11/16/2037, Series 2009-79, Class OK | 69 | 57 |
|  0.00%, 01/20/2038, Series 2008-1, Class PO | 3 | 2 |
|  0.00%, 12/20/2040, Series 2010-157, Class OP | 160 | 138 |
|  0.00% (1 Month Term SOFR + 2.70%, 2.81% Cap), 07/20/2049, Series 2019-92, Class S(2)(6) | 16001 | 292 |
|  0.00% (1 Month Term SOFR + 3.24%, 3.35% Cap), 08/20/2049, Series 2019-99, Class SA(2)(6) | 8080 | 128 |
|  0.00% (1 Month Term SOFR + 3.25%, 0.02% Cap), 01/20/2050, Series 2021-165, Class ST(2)(6) | 2114 | 1 |
|  0.00% (30-day Average SOFR + 3.50%, 3.50% Cap), 03/20/2052, Series 2022-46, Class S(2)(6) | 3489 | 71 |
|  0.00% (30-day Average SOFR + 3.50%, 3.50% Cap), 03/20/2052, Series 2022-51, Class SC(2)(6) | 15781 | 314 |
|  0.00% (30-day Average SOFR + 3.65%, 3.65% Cap), 05/20/2052, Series 2022-93, Class GS(2)(6) | 3296 | 63 |
|  0.00% (30-day Average SOFR + 3.60%, 3.60% Cap), 08/20/2052, Series 2022-148, Class DS(2)(6) | 7366 | 129 |
|  0.01% (1 Month Term SOFR + 3.69%, 3.80% Cap), 11/20/2048, Series 2018-151, Class SL(2)(6) | 3052 | 83 |
|  0.05% (1 Month Term SOFR + 3.73%, 3.84% Cap), 10/20/2048, Series 2018-148, Class DS(2)(6) | 5042 | 112 |
|  0.07% (1 Month Term SOFR + 3.75%, 3.86% Cap), 09/20/2048, Series 2018-121, Class KS(2)(6) | 3961 | 91 |
|  0.09% (30-day Average SOFR + 3.76%, 3.76% Cap), 07/20/2052, Series 2022-126, Class CS(2)(6) | 19011 | 365 |
|  0.18% (30-day Average SOFR + 3.85%, 3.85% Cap), 04/20/2052, Series 2022-68, Class SP(2)(6) | 4231 | 132 |
|  0.18% (30-day Average SOFR + 3.85%, 3.85% Cap), 04/20/2052, Series 2022-66, Class SB(2)(6) | 5133 | 162 |
|  0.28% (30-day Average SOFR + 3.95%, 3.95% Cap), 07/20/2052, Series 2022-133, Class SA(2)(6) | 7032 | 160 |
|  0.28% (30-day Average SOFR + 3.95%, 3.95% Cap), 07/20/2052, Series 2022-129, Class SA(2)(6) | 37636 | 786 |
|  1.23% (30-day Average SOFR + 4.90%, 4.90% Cap), 10/20/2052, Series 2022-178, Class SA(2)(6) | 15342 | 680 |
|  1.65%, 01/20/2063, Series 2013-H01, Class FA(5) | 0 | 0 |
|  1.65%, 02/20/2063, Series 2013-H04, Class BA | 5 | 5 |
|  1.65%, 04/20/2063, Series 2013-H09, Class HA | 7 | 7 |
|  1.86%, 06/20/2067, Series 2017-H14, Class XI(4) | 3821 | 97 |
|  1.91% (1 Month Term SOFR + 5.59%, 5.70% Cap), 12/20/2038, Series 2008-93, Class AS(2)(6) | 72 | 4 |
|  2.00%, 04/01/2056(10) | 4505 | 3720 |
|  2.11% (1 Month Term SOFR + 5.79%, 5.90% Cap), 09/20/2038, Series 2008-76, Class US(2)(6) | 66 | 1 |
|  2.16% (1 Month Term SOFR + 5.84%, 5.95% Cap), 02/20/2039, Series 2009-10, Class SA(2)(6) | 51 | 3 |
|  2.16% (1 Month Term SOFR + 5.84%, 5.95% Cap), 06/20/2039, Series 2009-43, Class SA(2)(6) | 49 | 2 |
|  2.21% (1 Month Term SOFR + 5.89%, 6.00% Cap), 11/20/2037, Series 2007-73, Class MI(2)(5)(6) | 48 | 0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.21% (1 Month Term SOFR + 5.89%, 6.00% Cap), 02/20/2038, Series 2009-106, Class ST(2)(6) | 362 | 4 |
|  2.21% (1 Month Term SOFR + 5.89%, 6.00% Cap), 08/20/2038, Series 2008-71, Class SC(2)(5)(6) | 18 | 0 |
|  2.21% (1 Month Term SOFR + 5.89%, 6.00% Cap), 12/20/2038, Series 2008-96, Class SL(2)(5)(6) | 38 | 0 |
|  2.21% (1 Month Term SOFR + 5.89%, 6.00% Cap), 02/16/2041, Series 2011-26, Class CS(2)(6) | 8630 | 840 |
|  2.25% (1 Month Term SOFR + 5.93%, 6.04% Cap), 02/20/2039, Series 2009-6, Class SH(2)(5)(6) | 31 | 0 |
|  2.29% (1 Month Term SOFR + 5.97%, 6.08% Cap), 11/20/2034, Series 2004-96, Class SC(2)(5)(6) | 69 | 0 |
|  2.29% (1 Month Term SOFR + 5.97%, 6.08% Cap), 06/20/2039, Series 2009-42, Class SC(2)(6) | 69 | 5 |
|  2.30% (1 Month Term SOFR + 5.98%, 6.09% Cap), 09/20/2039, Series 2009-81, Class SB(2)(6) | 136 | 11 |
|  2.31% (1 Month Term SOFR + 5.99%, 6.10% Cap), 10/20/2034, Series 2004-90, Class SI(2)(6) | 109 | 4 |
|  2.31% (1 Month Term SOFR + 5.99%, 6.10% Cap), 02/16/2039, Series 2009-6, Class SA(2)(5)(6) | 28 | 0 |
|  2.31% (1 Month Term SOFR + 5.99%, 6.10% Cap), 07/16/2039, Series 2009-64, Class SN(2)(6) | 48 | 2 |
|  2.32% (30-day Average SOFR + 5.99%, 5.99% Cap), 07/20/2052, Series 2022-125, Class CS(2)(6) | 5585 | 460 |
|  2.36% (1 Month Term SOFR + 6.04%, 6.15% Cap), 07/20/2038, Series 2008-60, Class CS(2)(5)(6) | 53 | 0 |
|  2.36% (1 Month Term SOFR + 6.04%, 6.15% Cap), 02/16/2039, Series 2009-11, Class SC(2)(5)(6) | 35 | 0 |
|  2.41% (1 Month Term SOFR + 6.09%, 6.20% Cap), 03/20/2037, Series 2007-9, Class CI(2)(6) | 53 | 3 |
|  2.41% (1 Month Term SOFR + 6.09%, 6.20% Cap), 04/20/2037, Series 2007-19, Class SD(2)(5)(6) | 25 | 0 |
|  2.41% (1 Month Term SOFR + 6.09%, 6.20% Cap), 05/20/2037, Series 2007-26, Class SC(2)(5)(6) | 46 | 0 |
|  2.41% (1 Month Term SOFR + 6.09%, 6.20% Cap), 05/20/2037, Series 2007-27, Class SD(2)(5)(6) | 51 | 0 |
|  2.41% (1 Month Term SOFR + 6.09%, 6.20% Cap), 06/20/2038, Series 2008-55, Class SA(2)(5)(6) | 16 | 0 |
|  2.41% (1 Month Term SOFR + 6.09%, 6.20% Cap), 09/20/2038, Series 2008-81, Class S(2)(6) | 135 | 1 |
|  2.46% (1 Month Term SOFR + 6.14%, 6.25% Cap), 06/20/2037, Series 2007-36, Class SJ(2)(5)(6) | 38 | 0 |
|  2.46% (1 Month Term SOFR + 6.14%, 6.25% Cap), 08/16/2039, Series 2009-72, Class SM(2)(6) | 69 | 5 |
|  2.48% (1 Month Term SOFR + 6.16%, 6.27% Cap), 04/20/2039, Series 2009-22, Class SA(2)(6) | 73 | 5 |
|  2.50%, 04/01/2056(10) | 6020 | 5178 |
|  2.51% (1 Month Term SOFR + 6.19%, 6.30% Cap), 09/20/2035, Series 2005-68, Class KI(2)(6) | 157 | 12 |
|  2.51% (1 Month Term SOFR + 6.19%, 6.30% Cap), 04/20/2038, Series 2008-36, Class SH(2)(5)(6) | 64 | 0 |
|  2.51% (1 Month Term SOFR + 6.19%, 6.30% Cap), 03/20/2039, Series 2009-31, Class TS(2)(5)(6) | 12 | 0 |
|  2.61% (1 Month Term SOFR + 6.29%, 6.40% Cap), 05/16/2038, Series 2008-40, Class SA(2)(6) | 148 | 6 |
|  2.61% (1 Month Term SOFR + 6.29%, 6.40% Cap), 11/16/2039, Series 2009-106, Class AS(2)(6) | 116 | 10 |
|  2.64%, 05/20/2067, Series 2017-H11, Class LI(4) | 2984 | 259 |
|  2.68% (1 Month Term SOFR + 6.36%, 6.47% Cap), 06/16/2037, Series 2007-36, Class SE(2)(5)(6) | 29 | 0 |
|  2.71% (1 Month Term SOFR + 6.39%, 6.50% Cap), 11/20/2037, Series 2007-76, Class SB(2)(6) | 93 | 1 |
|  2.72% (1 Month Term SOFR + 6.40%, 6.51% Cap), 11/20/2037, Series 2007-67, Class SI(2)(5)(6) | 49 | 0 |
|  2.75% (1 Month Term SOFR + 6.43%, 6.54% Cap), 11/16/2037, Series 2007-74, Class SL(2)(5)(6) | 53 | 0 |
|  2.76% (1 Month Term SOFR + 6.44%, 6.55% Cap), 09/20/2037, Series 2007-53, Class ES(2)(6) | 45 | 1 |
|  2.76% (1 Month Term SOFR + 6.44%, 6.55% Cap), 11/20/2037, Series 2007-72, Class US(2)(5)(6) | 42 | 0 |
|  2.76% (1 Month Term SOFR + 6.44%, 6.55% Cap), 12/20/2037, Series 2007-79, Class SY(2)(5)(6) | 61 | 0 |
|  2.76% (1 Month Term SOFR + 6.44%, 6.55% Cap), 11/16/2033, Series 2003-97, Class SA(2)(5)(6) | 8 | 0 |
|  2.76% (1 Month Term SOFR + 6.44%, 6.55% Cap), 12/16/2033, Series 2003-112, Class SA(2)(5)(6) | 22 | 0 |
|  2.76% (1 Month Term SOFR + 6.44%, 6.55% Cap), 09/16/2034, Series 2004-73, Class JL(2)(6) | 78 | 7 |
|  2.81% (1 Month Term SOFR + 6.49%, 6.60% Cap), 05/20/2041, Series 2011-75, Class SM(2)(6) | 86 | 5 |
|  2.85% (1 Month Term SOFR + 6.53%, 6.64% Cap), 07/20/2037, Series 2007-45, Class QA(2)(6) | 59 | 3 |
|  2.89% (1 Month Term SOFR + 6.57%, 6.68% Cap), 07/20/2037, Series 2007-40, Class SN(2)(6) | 56 | 1 |
|  2.91% (1 Month Term SOFR + 6.59%, 6.70% Cap), 10/20/2036, Series 2006-59, Class SD(2)(6) | 28 | 2 |
|  2.96% (1 Month Term SOFR + 6.64%, 6.75% Cap), 01/20/2035, Series 2005-3, Class SK(2)(6) | 71 | 3 |
|  2.96% (1 Month Term SOFR + 6.64%, 6.75% Cap), 07/20/2037, Series 2007-40, Class SD(2)(6) | 41 | 1 |
|  3.00%, 12/20/2041, Series 2011-157, Class UY | 1000 | 903 |
|  3.00%, 10/20/2045, Series 2015-144, Class HP | 448 | 406 |
|  3.00%, 09/20/2047, Series 2017-139, Class BA | 609 | 551 |
|  3.00%, 08/20/2050, Series 2020-126, Class BI | 6800 | 1126 |
|  3.00%, 06/20/2051, Series 2021-114, Class TI | 6550 | 875 |
|  3.00%, 08/20/2051, Series 2022-93, Class IO | 22371 | 2329 |
|  3.00%, 04/01/2056(10) | 2960 | 2642 |
|  3.01% (1 Month Term SOFR + 6.69%, 6.80% Cap), 06/20/2035, Series 2008-79, Class CS(2)(6) | 37 | 37 |
|  3.02% (1 Month Term SOFR + 6.70%, 6.81% Cap), 04/16/2037, Series 2007-17, Class JI(2)(6) | 69 | 5 |
|  3.50%, 07/20/2046, Series 2018-160, Class PA | 332 | 328 |
|  3.50%, 09/20/2046, Series 2018-34, Class DL | 937 | 921 |
|  3.50%, 05/01/2056(10) | 7150 | 6526 |
|  3.51% (1 Month Term SOFR + 7.19%, 7.30% Cap), 12/20/2038, Series 2008-95, Class DS(2)(6) | 118 | 1 |
|  3.74%, 01/20/2042, Series 2012-141, Class WC(4) | 115 | 109 |
|  3.81% (1 Month Term SOFR + 7.49%, 7.60% Cap), 09/20/2038, Series 2009-25, Class SE(2)(5)(6) | 28 | 0 |
|  3.91% (1 Month Term SOFR + 7.59%, 7.70% Cap), 02/20/2033, Series 2003-12, Class SP(2)(5)(6) | 6 | 0 |
|  3.91% (1 Month Term SOFR + 7.59%, 7.70% Cap), 04/16/2038, Series 2008-33, Class XS(2)(6) | 28 | 1 |
|  4.00%, 04/01/2056(10) | 5120 | 4795 |
|  4.00%, 09/16/2042, Series 2012-141, Class WB(4) | 79 | 75 |
|  4.08% (1 Month Term SOFR + 0.41%, 0.30% Floor, 5.59% Cap), 08/20/2060, Series 2013-H03, Class FA(2)(5) | 0 | 0 |
|  4.08% (1 Month Term SOFR + 0.41%, 0.30% Floor), 11/20/2062, Series 2013-H02, Class HF(2)(5) | 0 | 0 |
|  4.09% (1 Month Term SOFR + 0.41%, 0.30% Floor, 6.50% Cap), 05/16/2037, Series 2007-25, Class FN(2) | 23 | 23 |
|  4.10% (1 Month Term SOFR + 0.43%, 0.32% Floor, 10.50% Cap), 01/20/2063, Series 2013-H01, Class JA(2) | 89 | 88 |
|  4.12% (1 Month Term SOFR + 0.45%, 0.34% Floor, 11.00% Cap), 12/20/2062, Series 2012-H31, Class FD(2) | 207 | 206 |
|  4.19% (1 Month Term SOFR + 0.52%, 0.41% Floor, 11.00% Cap), 03/20/2063, Series 2013-H07, Class HA(2) | 67 | 67 |
|  4.20% (1 Month Term SOFR + 0.53%, 0.42% Floor, 10.50% Cap), 02/20/2063, Series 2013-H04, Class SA(2) | 54 | 54 |
|  4.21% (1 Month Term SOFR + 0.54%, 0.43% Floor, 5.59% Cap), 04/20/2060, Series 2012-H24, Class FG(2) | 1 | 1 |
|  4.22% (1 Month Term SOFR + 0.55%, 0.44% Floor, 11.00% Cap), 07/20/2065, Series 2015-H16, Class FL(2) | 359 | 358 |
|  4.23% (1 Month Term SOFR + 0.56%, 0.45% Floor, 5.50% Cap), 03/20/2060, Series 2012-H24, Class FA(2) | 19 | 19 |
|  4.23% (1 Month Term SOFR + 0.56%, 0.45% Floor, 5.50% Cap), 05/20/2062, Series 2012-H15, Class FA(2)(5) | 0 | 0 |
|  4.23% (1 Month Term SOFR + 0.56%, 0.45% Floor, 11.00% Cap), 06/20/2065, Series 2015-H18, Class FA(2) | 140 | 139 |
|  4.23% (1 Month Term SOFR + 0.56%, 0.45% Floor, 11.00% Cap), 08/20/2067, Series 2017-H19, Class FA(2) | 106 | 106 |
|  4.25% (1 Month Term SOFR + 0.58%, 0.47% Floor), 08/20/2061, Series 2011-H19, Class FA(2) | 33 | 32 |
|  4.25% (1 Month Term SOFR + 0.58%, 0.47% Floor, 10.50% Cap), 03/20/2063, Series 2013-H07, Class GA(2) | 16 | 16 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.25% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 06/20/2063, Series 2013-H14, Class FD(2) | 123 | 123 |
|  4.25% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 07/20/2064, Series 2014-H14, Class GF(2) | 134 | 134 |
|  4.25% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 09/20/2064, Series 2014-H19, Class FE(2) | 467 | 466 |
|  4.25% (1 Month Term SOFR + 0.58%, 0.47% Floor, 11.00% Cap), 08/20/2065, Series 2015-H20, Class FA(2) | 76 | 76 |
|  4.26% (1 Month Term SOFR + 0.59%, 0.48% Floor, 11.00% Cap), 02/20/2065, Series 2015-H05, Class FC(2) | 449 | 448 |
|  4.26% (1 Month Term SOFR + 0.59%, 0.48% Floor, 11.00% Cap), 03/20/2065, Series 2015-H08, Class FC(2) | 722 | 721 |
|  4.27% (1 Month Term SOFR + 0.58%, 11.00% Cap), 02/20/2065, Series 2015-H07, Class ES(2) | 160 | 160 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor, 10.66% Cap), 03/20/2061, Series 2011-H11, Class FA(2) | 120 | 120 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor), 01/20/2063, Series 2013-H01, Class TA(2) | 4 | 4 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 06/20/2064, Series 2014-H11, Class VA(2) | 482 | 482 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 07/20/2064, Series 2014-H15, Class FA(2) | 354 | 354 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 07/20/2064, Series 2014-H17, Class FC(2) | 383 | 383 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 12/20/2064, Series 2015-H03, Class FA(2) | 166 | 166 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 06/20/2067, Series 2017-H14, Class FV(2) | 1031 | 1031 |
|  4.30% (1 Month Term SOFR + 0.63%, 0.52% Floor, 11.50% Cap), 10/20/2062, Series 2012-H29, Class FA(2) | 77 | 77 |
|  4.33% (1 Month Term SOFR + 0.66%, 0.55% Floor), 10/20/2061, Series 2012-H26, Class JA(2)(5) | 0 | 0 |
|  4.33% (1 Month Term SOFR + 0.66%, 0.55% Floor), 04/20/2062, Series 2013-H07, Class MA(2)(5) | 0 | 0 |
|  4.33% (1 Month Term SOFR + 0.66%, 0.55% Floor), 07/20/2062, Series 2012-H26, Class MA(2) | 5 | 5 |
|  4.34% (1 Month Term SOFR + 0.67%, 0.56% Floor, 11.00% Cap), 03/20/2067, Series 2017-H09, Class DF(2) | 1049 | 1049 |
|  4.36% (1 Month Term SOFR + 0.69%, 0.58% Floor), 09/20/2062, Series 2012-H28, Class FA(2) | 2 | 2 |
|  4.38% (1 Month Term SOFR + 0.71%, 0.60% Floor, 11.00% Cap), 04/20/2064, Series 2014-H09, Class TA(2) | 140 | 141 |
|  4.38% (1 Month Term SOFR + 0.71%, 0.60% Floor), 04/20/2064, Series 2014-H10, Class TA(2) | 654 | 655 |
|  4.38% (1 Month Term SOFR + 0.71%, 0.60% Floor, 11.00% Cap), 05/20/2064, Series 2014-H07, Class FA(2) | 805 | 806 |
|  4.38% (1 Month Term SOFR + 0.71%, 0.60% Floor, 7.00% Cap), 10/20/2064, Series 2014-H20, Class LF(2) | 400 | 400 |
|  4.41%, 04/20/2043, Series 2013-91, Class WA(4) | 106 | 102 |
|  4.43% (1 Month Term SOFR + 0.76%, 0.65% Floor), 05/20/2061, Series 2012-H21, Class DF(2)(5) | 0 | 0 |
|  4.43% (1 Month Term SOFR + 0.76%, 0.65% Floor, 11.00% Cap), 01/20/2064, Series 2014-H01, Class FD(2) | 89 | 90 |
|  4.43% (1 Month Term SOFR + 0.76%, 0.65% Floor, 11.00% Cap), 02/20/2064, Series 2014-H04, Class FB(2) | 239 | 239 |
|  4.43% (1 Month Term SOFR + 0.76%, 0.65% Floor, 11.00% Cap), 03/20/2064, Series 2014-H06, Class HB(2) | 161 | 161 |
|  4.46% (1 Month Term SOFR + 8.14%, 8.25% Cap), 08/16/2031, Series 2001-35, Class SA(2)(5)(6) | 3 | 0 |
|  4.47% (1 Month Term SOFR + 0.80%, 0.69% Floor, 11.00% Cap), 02/20/2064, Series 2014-H05, Class FA(2) | 363 | 365 |
|  4.48% (1 Month Term SOFR + 0.81%, 0.70% Floor), 05/20/2061, Series 2012-H21, Class CF(2)(5) | 0 | 0 |
|  4.48% (1 Month Term SOFR + 0.81%, 0.70% Floor, 11.00% Cap), 04/20/2062, Series 2012-H08, Class FS(2) | 175 | 175 |
|  4.50%, 04/01/2056(10) | 4000 | 3864 |
|  4.52%, 11/16/2041, Series 2012-141, Class WA(4) | 140 | 138 |
|  4.54%, 10/20/2041, Series 2014-188, Class W(4) | 180 | 180 |
|  4.59%, 10/20/2042, Series 2014-41, Class W(4) | 356 | 355 |
|  4.61% (1 Month Term SOFR + 0.93%, 0.82% Floor, 7.00% Cap), 07/20/2038, Series 2008-58, Class FA(2) | 121 | 121 |
|  4.70%, 09/20/2041, Series 2013-26, Class AK(4) | 97 | 97 |
|  4.76%, 03/20/2048, Series 2020-30, Class PT(4) | 4497 | 4530 |
|  4.90%, 11/20/2042, Series 2013-54, Class WA(4) | 77 | 79 |
|  5.00%, 05/01/2056(10) | 38295 | 37848 |
|  5.06% (1 Month Term SOFR + 1.39%, 1.28% Floor), 02/20/2071, Series 2021-H03, Class LF(2) | 11238 | 11471 |
|  5.07%, 06/20/2040, Series 2013-75, Class WA(4) | 48 | 48 |
|  5.14%, 07/20/2060, Series 2010-H17, Class XQ(4) | 2 | 2 |
|  5.27%, 01/20/2039, Series 2014-6, Class W(4) | 206 | 211 |
|  5.50%, 04/20/2033, Series 2003-25, Class PZ | 53 | 53 |
|  5.50%, 03/16/2034, Series 2004-17, Class MZ | 835 | 833 |
|  5.50%, 07/20/2035, Series 2005-56, Class IC | 8 | 1 |
|  5.50%, 09/20/2035, Series 2005-72, Class AZ | 27 | 27 |
|  5.50%, 02/20/2038, Series 2008-17, Class IO(5) | 9 | 0 |
|  5.50%, 05/20/2039, Series 2009-33, Class CI | 11 | 1 |
|  5.50%, 09/20/2039, Series 2009-75, Class MN | 299 | 313 |
|  5.50%, 10/20/2039, Series 2009-87, Class BE | 275 | 284 |
|  5.50%, 05/01/2056(10) | 26065 | 26178 |
|  5.55%, 01/20/2038, Series 2015-137, Class WA(4) | 201 | 207 |
|  5.56%, 10/20/2036, Series 2006-57, Class PZ | 47 | 47 |
|  5.58%, 08/20/2038, Series 2012-59, Class WA(4) | 74 | 76 |
|  5.58%, 07/20/2040, Series 2011-137, Class WA(4) | 78 | 81 |
|  5.65%, 08/20/2034, Series 2010-103, Class WA(4) | 17 | 17 |
|  5.75%, 02/20/2037, Series 2011-22, Class WA(4) | 14 | 14 |
|  5.80%, 10/20/2033, Series 2010-41, Class WA(4) | 29 | 30 |
|  5.80%, 04/20/2037, Series 2010-129, Class AW(4) | 24 | 24 |
|  5.82% (1 Month Term SOFR + 13.17%, 13.40% Cap), 10/20/2037, Series 2008-7, Class SP(2)(6) | 7 | 7 |
|  5.83%, 12/20/2038, Series 2011-163, Class WA(4) | 155 | 159 |
|  6.00%, 09/16/2033, Series 2003-75, Class ZX | 29 | 29 |
|  6.00%, 06/20/2034, Series 2004-49, Class Z | 76 | 77 |
|  6.00%, 12/20/2035, Series 2005-91, Class PI | 15 | 1 |
|  6.00%, 06/20/2038, Series 2008-50, Class KB | 32 | 33 |
|  6.00%, 05/20/2039, Series 2009-33, Class TI | 15 | 1 |
|  6.00%, 04/01/2056(10) | 11985 | 12186 |
|  6.07%, 11/20/2038, Series 2011-97, Class WA(4) | 33 | 33 |
|  6.50%, 07/20/2032, Series 2002-52, Class GH | 18 | 18 |
|  6.50%, 01/20/2033, Series 2003-58, Class BE | 26 | 26 |
|  6.50%, 05/20/2033, Series 2003-46, Class MG | 19 | 19 |
|  6.50%, 07/20/2036, Series 2006-33, Class Z | 87 | 89 |
|  6.50%, 08/20/2036, Series 2006-38, Class ZK | 107 | 107 |
|  6.50%, 03/20/2039, Series 2009-14, Class KI | 18 | 1 |
|  6.50%, 03/20/2039, Series 2009-14, Class NI | 39 | 2 |
|  6.50%, 05/01/2056(10) | 13910 | 14414 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  7.00% (1 Month Term SOFR + 43.78%, 7.00% Cap), 09/20/2034, Series 2004-71, Class ST(2)(6) | 8 | 8 |
|  7.00%, 10/16/2040, Series 2010-130, Class CP | 120 | 127 |
|  7.31% (1 Month Term SOFR + 16.16%, 16.43% Cap), 06/17/2035, Series 2005-68, Class DP(2)(6) | 14 | 15 |
|  8.21% (1 Month Term SOFR + 20.45%, 20.83% Cap), 08/16/2035, Series 2005-66, Class SP(2)(6) | 5 | 5 |
|  8.37% (1 Month Term SOFR + 22.30%, 22.73% Cap), 08/20/2035, Series 2005-65, Class SA(2)(6) | 3 | 3 |
|  8.38% (1 Month Term SOFR + 16.47%, 16.72% Cap), 05/18/2034, Series 2005-7, Class JM(2)(5)(6) | 0 | 0 |
|  8.58% (1 Month Term SOFR + 19.61%, 19.95% Cap), 11/20/2037, Series 2008-7, Class SK(2)(6) | 5 | 5 |
|  8.84% (1 Month Term SOFR + 19.86%, 20.21% Cap), 09/20/2037, Series 2007-53, Class SW(2)(6) | 10 | 10 |
|  9.25% (1 Month Term SOFR + 19.35%, 19.66% Cap), 04/16/2034, Series 2004-28, Class S(2)(6) | 9 | 10 |
|  10.50% (1 Month Term SOFR + 23.96%, 24.38% Cap), 10/16/2034, Series 2004-89, Class LS(2)(6) | 5 | 5 |
|  10.86% (1 Month Term SOFR + 28.90%, 29.46% Cap), 09/20/2034, Series 2004-71, Class SB(2)(6) | 8 | 8 |
|  Ginnie Mae I Pool |  |  |
|  3.00%, 05/15/2043 | 174 | 159 |
|  3.00%, 07/15/2045 | 434 | 390 |
|  3.50%, 01/15/2042 | 1403 | 1323 |
|  3.50%, 03/15/2043 | 594 | 559 |
|  3.50%, 04/15/2043 | 1117 | 1050 |
|  3.50%, 06/15/2043 | 512 | 481 |
|  3.50%, 07/15/2043 | 273 | 257 |
|  4.00%, 06/15/2039 | 134 | 128 |
|  4.00%, 10/15/2040 | 69 | 67 |
|  4.50%, 04/15/2040 | 500 | 496 |
|  5.50%, 04/15/2033 | 95 | 98 |
|  5.50%, 06/15/2033 | 1 | 1 |
|  5.50%, 12/15/2033 | 3 | 3 |
|  5.50%, 07/15/2034 | 2 | 2 |
|  5.50%, 09/15/2034 | 1 | 1 |
|  6.50%, 03/15/2028 | 1 | 1 |
|  6.50%, 09/15/2028 | 2 | 2 |
|  6.50%, 10/15/2028(5) | 0 | 0 |
|  6.50%, 01/15/2032 | 15 | 15 |
|  6.50%, 07/15/2032 | 1 | 1 |
|  6.50%, 02/15/2033 | 5 | 5 |
|  6.50%, 04/15/2033 | 4 | 4 |
|  6.50%, 12/15/2035 | 13 | 13 |
|  7.00%, 09/15/2031 | 15 | 15 |
|  7.00%, 02/15/2033 | 3 | 3 |
|  7.00%, 06/15/2033 | 5 | 6 |
|  7.00%, 06/15/2035 | 32 | 34 |
|  7.00%, 04/15/2037 | 5 | 5 |
|  7.50%, 07/15/2027(5) | 0 | 0 |
|  7.50%, 09/15/2028(5) | 0 | 0 |
|  7.50%, 10/15/2037 | 10 | 11 |
|  Ginnie Mae II Pool |  |  |
|  2.00%, 10/20/2050 | 4503 | 3618 |
|  2.00%, 10/20/2050 | 15843 | 13103 |
|  2.00%, 01/20/2051 | 5791 | 4787 |
|  2.00%, 02/20/2051 | 1418 | 1145 |
|  2.00%, 03/20/2051 | 3536 | 2923 |
|  2.00%, 07/20/2051 | 4180 | 3455 |
|  2.00%, 08/20/2051 | 2710 | 2240 |
|  2.00%, 10/20/2051 | 9180 | 7588 |
|  2.00%, 11/20/2051 | 12153 | 10045 |
|  2.00%, 12/20/2051 | 5014 | 4144 |
|  2.00%, 01/20/2052 | 15632 | 12921 |
|  2.00%, 04/20/2052 | 2214 | 1830 |
|  2.50%, 12/20/2046 | 758 | 665 |
|  2.50%, 06/20/2050 | 1413 | 1217 |
|  2.50%, 09/20/2050 | 43 | 37 |
|  2.50%, 09/20/2050 | 2333 | 2001 |
|  2.50%, 09/20/2050 | 3854 | 3356 |
|  2.50%, 10/20/2050 | 199 | 171 |
|  2.50%, 11/20/2050 | 152 | 131 |
|  2.50%, 01/20/2051 | 1632 | 1406 |
|  2.50%, 02/20/2051 | 10790 | 9291 |
|  2.50%, 03/20/2051 | 9918 | 8527 |
|  2.50%, 03/20/2051 | 17958 | 15238 |
|  2.50%, 06/20/2051 | 11323 | 9748 |
|  2.50%, 08/20/2051 | 43772 | 37682 |
|  2.50%, 09/20/2051 | 5763 | 4930 |
|  2.50%, 09/20/2051 | 7293 | 6281 |
|  2.50%, 10/20/2051 | 5633 | 4850 |
|  2.50%, 11/20/2051 | 15722 | 13535 |
|  2.50%, 12/20/2051 | 10681 | 9195 |
|  2.50%, 01/20/2052 | 5939 | 5113 |
|  2.50%, 03/20/2052 | 9091 | 7872 |
|  2.50%, 03/20/2052 | 20617 | 17749 |
|  2.50%, 12/20/2052 | 8900 | 7670 |
|  2.50%, 08/20/2053 | 15084 | 13017 |
|  2.50%, 12/20/2053 | 9037 | 7789 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.50%, 02/20/2054 | 6999.0 | 6038.0 |
|  2.50%, 04/20/2054 | 4075.0 | 3512.0 |
|  2.50%, 05/20/2054 | 11854.0 | 10217.0 |
|  2.94%, 10/20/2070(4) | 5991.0 | 5434.0 |
|  2.99%, 12/20/2070(4) | 3331.0 | 3015.0 |
|  3.00%, 06/20/2042 | 104.0 | 95.0 |
|  3.00%, 08/20/2042 | 1330.0 | 1220.0 |
|  3.00%, 11/20/2042 | 753.0 | 691.0 |
|  3.00%, 12/20/2042 | 387.0 | 354.0 |
|  3.00%, 01/20/2043 | 382.0 | 350.0 |
|  3.00%, 04/20/2043 | 940.0 | 861.0 |
|  3.00%, 09/20/2043 | 294.0 | 269.0 |
|  3.00%, 10/20/2043 | 46.0 | 42.0 |
|  3.00%, 01/20/2044 | 266.0 | 244.0 |
|  3.00%, 07/20/2044 | 99.0 | 90.0 |
|  3.00%, 12/20/2044 | 159.0 | 144.0 |
|  3.00%, 04/20/2045 | 1426.0 | 1296.0 |
|  3.00%, 05/20/2045 | 254.0 | 231.0 |
|  3.00%, 07/20/2045 | 612.0 | 555.0 |
|  3.00%, 10/20/2045 | 698.0 | 634.0 |
|  3.00%, 11/20/2045 | 171.0 | 155.0 |
|  3.00%, 02/20/2046 | 245.0 | 222.0 |
|  3.00%, 04/20/2046 | 1447.0 | 1309.0 |
|  3.00%, 05/20/2046 | 62.0 | 56.0 |
|  3.00%, 07/20/2046 | 4802.0 | 4353.0 |
|  3.00%, 08/20/2046 | 9011.0 | 8168.0 |
|  3.00%, 09/20/2046 | 410.0 | 372.0 |
|  3.00%, 01/20/2047 | 975.0 | 883.0 |
|  3.00%, 02/20/2047 | 1461.0 | 1320.0 |
|  3.00%, 03/20/2047 | 155.0 | 140.0 |
|  3.00%, 07/20/2049 | 1534.0 | 1377.0 |
|  3.00%, 09/20/2049 | 223.0 | 200.0 |
|  3.00%, 10/20/2049 | 4187.0 | 3760.0 |
|  3.00%, 11/20/2049 | 6208.0 | 5558.0 |
|  3.00%, 12/20/2049 | 5105.0 | 4573.0 |
|  3.00%, 01/20/2050 | 7231.0 | 6482.0 |
|  3.00%, 09/20/2050 | 2135.0 | 1907.0 |
|  3.00%, 09/20/2050 | 5824.0 | 5203.0 |
|  3.00%, 05/20/2051 | 5815.0 | 5196.0 |
|  3.00%, 07/20/2051 | 2987.0 | 2670.0 |
|  3.00%, 08/20/2051 | 6711.0 | 5996.0 |
|  3.00%, 09/20/2051 | 10512.0 | 9392.0 |
|  3.00%, 10/20/2051 | 5197.0 | 4646.0 |
|  3.00%, 12/20/2051 | 4795.0 | 4399.0 |
|  3.00%, 07/20/2052 | 32099.0 | 28709.0 |
|  3.00%, 01/20/2055 | 2634.0 | 2354.0 |
|  3.03%, 06/20/2070(4) | 4430.0 | 4039.0 |
|  3.06%, 09/20/2070(4) | 3707.0 | 3380.0 |
|  3.10%, 12/20/2071(4) | 9383.0 | 8497.0 |
|  3.40%, 04/20/2072(4) | 2712.0 | 2482.0 |
|  3.50%, 05/20/2042 | 10620.0 | 10066.0 |
|  3.50%, 06/20/2042 | 6868.0 | 6510.0 |
|  3.50%, 10/20/2042 | 1470.0 | 1394.0 |
|  3.50%, 11/20/2042 | 508.0 | 481.0 |
|  3.50%, 05/20/2043 | 355.0 | 337.0 |
|  3.50%, 03/20/2045 | 364.0 | 342.0 |
|  3.50%, 04/20/2045 | 2759.0 | 2599.0 |
|  3.50%, 10/20/2045 | 2331.0 | 2194.0 |
|  3.50%, 01/20/2046 | 1419.0 | 1335.0 |
|  3.50%, 02/20/2046 | 3783.0 | 3561.0 |
|  3.50%, 03/20/2046 | 1211.0 | 1135.0 |
|  3.50%, 04/20/2046 | 8929.0 | 8405.0 |
|  3.50%, 05/20/2046 | 2812.0 | 2634.0 |
|  3.50%, 06/20/2046 | 1176.0 | 1087.0 |
|  3.50%, 07/20/2046 | 2531.0 | 2366.0 |
|  3.50%, 08/20/2046 | 379.0 | 358.0 |
|  3.50%, 09/20/2046 | 1893.0 | 1781.0 |
|  3.50%, 11/20/2046 | 453.0 | 426.0 |
|  3.50%, 12/20/2046 | 2041.0 | 1916.0 |
|  3.50%, 01/20/2047 | 13.0 | 12.0 |
|  3.50%, 02/20/2047 | 2234.0 | 2101.0 |
|  3.50%, 03/20/2047 | 134.0 | 126.0 |
|  3.50%, 04/20/2047 | 5305.0 | 4988.0 |
|  3.50%, 05/20/2047 | 2906.0 | 2732.0 |
|  3.50%, 07/20/2047 | 1591.0 | 1495.0 |
|  3.50%, 08/20/2047 | 85.0 | 80.0 |
|  3.50%, 09/20/2047 | 2712.0 | 2545.0 |
|  3.50%, 11/20/2047 | 3658.0 | 3438.0 |
|  3.50%, 12/20/2047 | 679.0 | 637.0 |
|  3.50%, 04/20/2048 | 2526.0 | 2367.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.50%, 03/20/2049 | 603.0 | 563.0 |
|  3.50%, 04/20/2049 | 2270.0 | 2120.0 |
|  3.50%, 06/20/2049 | 12158.0 | 11376.0 |
|  3.50%, 07/20/2049 | 1131.0 | 1057.0 |
|  3.50%, 08/20/2049 | 6939.0 | 6471.0 |
|  3.50%, 11/20/2049 | 2426.0 | 2167.0 |
|  3.50%, 08/20/2050 | 5755.0 | 5282.0 |
|  3.50%, 01/20/2051 | 6452.0 | 5843.0 |
|  3.50%, 02/20/2051 | 1518.0 | 1418.0 |
|  3.50%, 06/20/2051 | 1323.0 | 1234.0 |
|  3.50%, 02/20/2052 | 1560.0 | 1440.0 |
|  3.50%, 02/20/2052 | 2468.0 | 2275.0 |
|  3.50%, 02/20/2052 | 4629.0 | 4193.0 |
|  3.50%, 02/20/2052 | 10653.0 | 9864.0 |
|  3.50%, 04/20/2052 | 12502.0 | 11579.0 |
|  3.50%, 07/20/2052 | 2489.0 | 2302.0 |
|  4.00%, 10/20/2040 | 593.0 | 571.0 |
|  4.00%, 06/20/2042 | 846.0 | 814.0 |
|  4.00%, 10/20/2042 | 1943.0 | 1868.0 |
|  4.00%, 12/20/2042 | 989.0 | 951.0 |
|  4.00%, 02/20/2043 | 425.0 | 409.0 |
|  4.00%, 10/20/2043 | 1108.0 | 1065.0 |
|  4.00%, 11/20/2044 | 5495.0 | 5275.0 |
|  4.00%, 12/20/2044 | 3924.0 | 3767.0 |
|  4.00%, 03/20/2045 | 125.0 | 120.0 |
|  4.00%, 05/20/2045 | 1476.0 | 1416.0 |
|  4.00%, 07/20/2045 | 835.0 | 801.0 |
|  4.00%, 08/20/2045 | 3257.0 | 3112.0 |
|  4.00%, 11/20/2045 | 1060.0 | 1016.0 |
|  4.00%, 01/20/2046 | 252.0 | 241.0 |
|  4.00%, 03/20/2046 | 271.0 | 259.0 |
|  4.00%, 04/20/2046 | 707.0 | 677.0 |
|  4.00%, 05/20/2046 | 1212.0 | 1161.0 |
|  4.00%, 06/20/2046 | 569.0 | 546.0 |
|  4.00%, 11/20/2046 | 499.0 | 478.0 |
|  4.00%, 02/20/2047 | 736.0 | 703.0 |
|  4.00%, 03/20/2047 | 1481.0 | 1416.0 |
|  4.00%, 05/20/2047 | 117.0 | 111.0 |
|  4.00%, 05/20/2047 | 123.0 | 118.0 |
|  4.00%, 06/20/2047 | 948.0 | 906.0 |
|  4.00%, 07/20/2047 | 2527.0 | 2417.0 |
|  4.00%, 09/20/2047 | 729.0 | 697.0 |
|  4.00%, 12/20/2047 | 970.0 | 926.0 |
|  4.00%, 01/20/2048 | 898.0 | 857.0 |
|  4.00%, 02/20/2048 | 99.0 | 95.0 |
|  4.00%, 03/20/2048 | 978.0 | 934.0 |
|  4.00%, 06/20/2048 | 1594.0 | 1519.0 |
|  4.00%, 12/20/2048 | 631.0 | 601.0 |
|  4.00%, 02/20/2049 | 6681.0 | 6356.0 |
|  4.00%, 01/20/2050 | 1858.0 | 1763.0 |
|  4.00%, 12/20/2051 | 3661.0 | 3388.0 |
|  4.00%, 12/20/2051 | 9450.0 | 8744.0 |
|  4.00%, 04/20/2052 | 3236.0 | 3058.0 |
|  4.00%, 06/20/2052 | 7984.0 | 7549.0 |
|  4.00%, 08/20/2052 | 24388.0 | 23051.0 |
|  4.00%, 10/20/2052 | 31365.0 | 29713.0 |
|  4.00%, 11/20/2052 | 5119.0 | 4837.0 |
|  4.00%, 07/20/2065 | 17825.0 | 16819.0 |
|  4.25%, 12/20/2047 | 779.0 | 743.0 |
|  4.50%, 06/20/2040 | 208.0 | 206.0 |
|  4.50%, 01/20/2041 | 184.0 | 183.0 |
|  4.50%, 03/20/2041 | 163.0 | 161.0 |
|  4.50%, 05/20/2041 | 81.0 | 80.0 |
|  4.50%, 06/20/2041 | 588.0 | 579.0 |
|  4.50%, 09/20/2041 | 199.0 | 198.0 |
|  4.50%, 09/20/2043 | 444.0 | 439.0 |
|  4.50%, 10/20/2043 | 856.0 | 846.0 |
|  4.50%, 12/20/2043 | 479.0 | 473.0 |
|  4.50%, 10/20/2045 | 4969.0 | 4911.0 |
|  4.50%, 01/20/2046 | 717.0 | 709.0 |
|  4.50%, 07/20/2046 | 336.0 | 333.0 |
|  4.50%, 09/20/2046 | 590.0 | 584.0 |
|  4.50%, 11/20/2046 | 977.0 | 966.0 |
|  4.50%, 03/20/2047 | 170.0 | 168.0 |
|  4.50%, 07/20/2047 | 1624.0 | 1602.0 |
|  4.50%, 08/20/2047 | 417.0 | 412.0 |
|  4.50%, 09/20/2047 | 2183.0 | 2158.0 |
|  4.50%, 01/20/2048 | 303.0 | 299.0 |
|  4.50%, 02/20/2048 | 1335.0 | 1317.0 |
|  4.50%, 03/20/2048 | 153.0 | 151.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.50%, 04/20/2048 | 127 | 125 |
|  4.50%, 04/20/2048 | 631 | 613 |
|  4.50%, 04/20/2048 | 899 | 876 |
|  4.50%, 04/20/2048 | 911 | 890 |
|  4.50%, 05/20/2048 | 663 | 642 |
|  4.50%, 05/20/2048 | 1556 | 1500 |
|  4.50%, 05/20/2048 | 2063 | 2010 |
|  4.50%, 09/20/2048 | 316 | 311 |
|  4.50%, 11/20/2049 | 4195 | 4055 |
|  4.50%, 10/20/2052 | 18170 | 17703 |
|  4.50%, 01/20/2053 | 9878 | 9607 |
|  4.50%, 05/20/2053 | 5778 | 5614 |
|  4.50%, 08/20/2053 | 26225 | 25481 |
|  4.50%, 10/20/2054 | 3973 | 3843 |
|  4.99% (1 Year CMT Index + 1.48%, 1.48% Floor, 6.60% Cap), 11/20/2071(2) | 3379 | 3497 |
|  5.00%, 10/20/2037 | 123 | 126 |
|  5.00%, 07/20/2040 | 54 | 55 |
|  5.00%, 06/20/2044 | 238 | 242 |
|  5.00%, 07/20/2044 | 203 | 206 |
|  5.00%, 08/20/2045 | 273 | 277 |
|  5.00%, 09/20/2046 | 615 | 627 |
|  5.00%, 10/20/2047 | 79 | 80 |
|  5.00%, 11/20/2047 | 400 | 405 |
|  5.00%, 06/20/2048 | 505 | 508 |
|  5.00%, 07/20/2048 | 214 | 217 |
|  5.00%, 07/20/2048 | 862 | 857 |
|  5.00%, 02/20/2049 | 2058 | 2075 |
|  5.00%, 07/20/2049 | 263 | 269 |
|  5.00%, 08/20/2049 | 4413 | 4488 |
|  5.00%, 09/20/2049 | 2224 | 2209 |
|  5.00%, 05/20/2052 | 2741 | 2700 |
|  5.00%, 10/20/2052 | 916 | 911 |
|  5.00%, 11/20/2052 | 1745 | 1741 |
|  5.00%, 12/20/2052 | 1368 | 1361 |
|  5.00%, 03/20/2053 | 10253 | 10192 |
|  5.00%, 04/20/2053 | 2202 | 2190 |
|  5.09% (1 Year CMT Index + 1.58%, 1.58% Floor, 6.72% Cap), 11/20/2071(2) | 4025 | 4182 |
|  5.14% (1 Year CMT Index + 1.64%, 1.65% Floor, 8.70% Cap), 05/20/2072(2) | 10581 | 11069 |
|  5.15% (1 Year CMT Index + 1.64%, 1.64% Floor, 6.76% Cap), 11/20/2071(2) | 3853 | 4015 |
|  5.17% (1 Year CMT Index + 1.65%, 1.65% Floor, 8.23% Cap), 04/20/2072(2) | 13652 | 14272 |
|  5.21% (1 Year CMT Index + 1.70%, 1.70% Floor, 8.40% Cap), 04/20/2072(2) | 9998 | 10448 |
|  5.21% (1 Year CMT Index + 1.71%, 1.71% Floor, 7.85% Cap), 03/20/2072(2) | 10759 | 11257 |
|  5.21% (1 Year CMT Index + 1.72%, 1.72% Floor, 8.37% Cap), 04/20/2072(2) | 9166 | 9577 |
|  5.25% (1 Year CMT Index + 1.74%, 1.74% Floor, 6.85% Cap), 10/20/2071(2) | 10814 | 11279 |
|  5.25% (1 Year CMT Index + 1.74%, 1.75% Floor, 6.86% Cap), 10/20/2071(2) | 10909 | 11368 |
|  5.25% (1 Year CMT Index + 1.73%, 1.73% Floor, 6.81% Cap), 08/20/2071(2) | 9255 | 9657 |
|  5.26% (1 Year CMT Index + 1.76%, 1.76% Floor, 6.92% Cap), 11/20/2071(2) | 11886 | 12420 |
|  5.28% (1 Year CMT Index + 1.77%, 1.77% Floor, 6.91% Cap), 11/20/2071(2) | 10528 | 11000 |
|  5.28% (1 Year CMT Index + 1.77%, 1.77% Floor, 6.99% Cap), 12/20/2071(2) | 10256 | 10725 |
|  5.29% (1 Year CMT Index + 1.81%, 1.81% Floor, 6.88% Cap), 08/20/2071(2) | 9386 | 9818 |
|  5.30% (1 Year CMT Index + 1.78%, 1.78% Floor, 6.85% Cap), 09/20/2071(2) | 10099 | 10555 |
|  5.33% (1 Year CMT Index + 1.82%, 1.82% Floor, 9.67% Cap), 07/20/2072(2) | 10563 | 11162 |
|  5.35% (1 Year CMT Index + 1.85%, 1.85% Floor, 8.57% Cap), 04/20/2072(2) | 3277 | 3444 |
|  5.47% (1 Year CMT Index + 1.97%, 1.97% Floor, 8.17% Cap), 03/20/2072(2) | 9502 | 10002 |
|  5.50%, 09/20/2039 | 34 | 35 |
|  5.50%, 05/20/2053 | 7225 | 7331 |
|  5.50%, 07/20/2053 | 1266 | 1293 |
|  5.50%, 04/20/2054 | 7481 | 7570 |
|  5.50%, 08/20/2054 | 16761 | 16906 |
|  6.00%, 03/20/2028(5) | 0 | 0 |
|  6.00%, 11/20/2033 | 1 | 1 |
|  6.00%, 09/20/2038 | 139 | 147 |
|  6.00%, 11/20/2038 | 1 | 1 |
|  6.00%, 08/20/2039 | 53 | 56 |
|  6.00%, 01/20/2053 | 1491 | 1527 |
|  6.00%, 08/20/2053 | 7968 | 8224 |
|  6.00%, 10/20/2053 | 9920 | 10194 |
|  6.00%, 06/20/2054 | 7754 | 7912 |
|  6.00%, 08/20/2054 | 6703 | 6828 |
|  6.00%, 07/20/2064 | 3848 | 3926 |
|  6.50%, 07/20/2029 | 12 | 12 |
|  7.00%, 08/20/2038 | 6 | 6 |
|  7.00%, 07/20/2054 | 11813 | 12286 |
|  7.00%, 08/20/2054 | 3621 | 3775 |
|  7.00%, 01/20/2055 | 5677 | 5892 |
|  7.00%, 02/20/2055 | 470 | 488 |
|  7.50%, 02/20/2028(5) | 0 | 0 |
|  7.50%, 09/20/2028(5) | 0 | 0 |
|  8.00%, 06/20/2026(5) | 0 | 0 |
|  8.00%, 08/20/2026(5) | 0 | 0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  8.00%, 09/20/2026(5) | 0 | 0 |
|  8.00%, 11/20/2026(5) | 0 | 0 |
|  8.00%, 10/20/2027(5) | 0 | 0 |
|  8.00%, 11/20/2027(5) | 0 | 0 |
|  8.00%, 12/20/2027(5) | 0 | 0 |
|  GMACM Mortgage Loan Trust 2005-AR3 |  |  |
|  4.36%, 06/19/2035, Series 2005-AR3, Class 3A4(4) | 17 | 17 |
|  GS Mortgage Securities Trust |  |  |
|  4.26%, 07/10/2051, Series 2018-GS10, Class A3(4) | 28521 | 28456 |
|  GS Mortgage Securities Trust 2016-GS4 |  |  |
|  3.18%, 11/10/2049, Series 2016-GS4, Class A3 | 7820 | 7786 |
|  GS Mortgage Securities Trust 2019-GC39 |  |  |
|  3.57%, 05/10/2052, Series 2019-GC39, Class A4 | 1154 | 1111 |
|  GS Mortgage-Backed Securities Trust 2024-RPL2 |  |  |
|  3.75%, 07/25/2061, Series 2024-RPL2, Class A1(1)(4) | 1819 | 1774 |
|  GS Mortgage-Backed Securities Trust 2024-RPL4 |  |  |
|  3.90%, 09/25/2061, Series 2024-RPL4, Class A1(1)(3) | 3143 | 3068 |
|  GS Mortgage-Backed Securities Trust 2026-HE1 |  |  |
|  5.26% (30-day Average SOFR + 1.60%), 03/25/2066, Series 2026-HE1, Class A1(1)(2) | 12000 | 12000 |
|  GSMPS Mortgage Loan Trust 2004-4 |  |  |
|  4.19% (1 Month Term SOFR + 0.51%, 0.40% Floor), 06/25/2034, Series 2004-4, Class 1AF(1)(2) | 25 | 23 |
|  GSMPS Mortgage Loan Trust 2005-RP2 |  |  |
|  4.14% (1 Month Term SOFR + 0.46%, 0.35% Floor), 03/25/2035, Series 2005-RP2, Class 1AF(1)(2) | 44 | 41 |
|  GSMPS Mortgage Loan Trust 2005-RP3 |  |  |
|  0.41%, 09/25/2035, Series 2005-RP3, Class 1AS(1)(4) | 234 | 3 |
|  4.14% (1 Month Term SOFR + 0.46%, 0.35% Floor, 9.50% Cap), 09/25/2035, Series 2005-RP3, Class 1AF(1)(2) | 317 | 272 |
|  GSR Mortgage Loan Trust 2003-3F |  |  |
|  5.75%, 04/25/2033, Series 2003-3F, Class 4A3 | 2 | 2 |
|  GSR Mortgage Loan Trust 2004-13F |  |  |
|  6.00%, 11/25/2034, Series 2004-13F, Class 3A3 | 9 | 9 |
|  GSR Mortgage Loan Trust 2004-6F |  |  |
|  5.50%, 05/25/2034, Series 2004-6F, Class 2A4 | 16 | 16 |
|  6.50%, 05/25/2034, Series 2004-6F, Class 3A4 | 15 | 15 |
|  GSR Mortgage Loan Trust 2005-5F |  |  |
|  4.29% (1 Month Term SOFR + 0.61%, 0.50% Floor, 5.50% Cap), 06/25/2035, Series 2005-5F, Class 8A3(2) | 7 | 6 |
|  GSR Mortgage Loan Trust 2005-7F |  |  |
|  6.00%, 09/25/2035, Series 2005-7F, Class 3A9 | 35 | 35 |
|  GSR Mortgage Loan Trust 2005-AR6 |  |  |
|  4.48%, 09/25/2035, Series 2005-AR6, Class 3A1(4) | 2 | 2 |
|  GSR Mortgage Loan Trust 2006-1F |  |  |
|  5.50%, 02/25/2036, Series 2006-1F, Class 1A3 | 1 | 18 |
|  6.00%, 02/25/2036, Series 2006-1F, Class 2A4 | 160 | 64 |
|  HOMES 2026-NQM1 Trust |  |  |
|  4.80%, 09/25/2070, Series 2026-NQM1, Class A1(1)(3) | 4218 | 4185 |
|  HOMES 2026-NQM2 Trust |  |  |
|  5.49%, 01/25/2071, Series 2026-NQM2, Class A1(1)(4) | 4700 | 4700 |
|  HPA 2022-SFR1 |  |  |
|  3.95%, 04/15/2026, Series 2022-SFR1(4) | 1791 | 1773 |
|  Impac CMB Trust Series 2004-4 |  |  |
|  5.38%, 09/25/2034, Series 2004-4, Class 2A2(3) | 4 | 4 |
|  Impac CMB Trust Series 2005-4 |  |  |
|  4.39% (1 Month Term SOFR + 0.41%, 0.30% Floor, 10.25% Cap), 05/25/2035, Series 2005-4, Class 2A1(2) | 39 | 38 |
|  Impac Secured Assets CMN Owner Trust |  |  |
|  5.50%, 08/25/2033, Series 2003-2, Class A1 | 29 | 21 |
|  Impac Secured Assets Trust 2006-1 |  |  |
|  4.49% (1 Month Term SOFR + 0.81%, 0.70% Floor, 11.50% Cap), 05/25/2036, Series 2006-1, Class 2A1(2) | 42 | 40 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2007-LDP12 |  |  |
|  0.00%, 02/15/2051, Series 2007-LD12, Class X(4)(5) | 82 | 0 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD |  |  |
|  5.29% (1 Month Term SOFR + 1.61%, 1.00% Floor), 09/15/2029, Series 2019-BKWD, Class A(1)(2) | 3553 | 3447 |
|  JP Morgan Mortgage Trust 2004-A4 |  |  |
|  6.74%, 09/25/2034, Series 2004-A4, Class 1A1(4) | 1 | 1 |
|  JP Morgan Mortgage Trust 2004-S1 |  |  |
|  5.00%, 09/25/2034, Series 2004-S1, Class 1A7 | 2 | 2 |
|  JP Morgan Mortgage Trust 2005-A1 |  |  |
|  5.29%, 02/25/2035, Series 2005-A1, Class 3A4(4) | 14 | 13 |
|  JP Morgan Mortgage Trust 2006-A2 |  |  |
|  6.31%, 11/25/2033, Series 2006-A2, Class 5A3(4) | 32 | 32 |
|  6.45%, 08/25/2034, Series 2006-A2, Class 4A1(4) | 105 | 108 |
|  JP Morgan Mortgage Trust 2006-A3 |  |  |
|  4.94%, 08/25/2034, Series 2006-A3, Class 6A1(4) | 11 | 11 |
|  JP Morgan Mortgage Trust 2007-A1 |  |  |
|  5.82%, 07/25/2035, Series 2007-A1, Class 5A1(4) | 10 | 10 |
|  5.82%, 07/25/2035, Series 2007-A1, Class 5A2(4) | 148 | 147 |
|  JPMCC Commercial Mortgage Securities Trust 2017-JP5 |  |  |
|  3.46%, 03/15/2050, Series 2017-JP5, Class A4 | 2277 | 2266 |
|  JPMCC Commercial Mortgage Securities Trust 2017-JP7 |  |  |
|  3.19%, 09/15/2050, Series 2017-JP7, Class A4 | 19851 | 19566 |
|  Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust |  |  |
|  3.99%, 02/15/2036, Series 2013-GCP, Class A2(1) | 1027 | 960 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  LBTY Commercial Mortgage Trust 2026-225L |  |  |
|  4.59%, 02/10/2043, Series 2026-225L, Class A(1)(4) | 6984 | 6893 |
|  LCCM 2017-LC26 |  |  |
|  3.29%, 07/12/2050, Series 2017-LC26, Class A3(1) | 14406 | 14223 |
|  Legacy Mortgage Asset Trust 2021-GS1 |  |  |
|  5.89%, 10/25/2066, Series 2021-GS1, Class A1(1)(3) | 3826 | 3827 |
|  Legacy Mortgage Asset Trust 2021-GS2 |  |  |
|  5.75%, 04/25/2061, Series 2021-GS2, Class A1(1)(3) | 3915 | 3922 |
|  Legacy Mortgage Asset Trust 2021-GS4 |  |  |
|  5.65%, 11/25/2060, Series 2021-GS4, Class A1(1)(3) | 1535 | 1536 |
|  Lehman Mortgage Trust 2006-2 |  |  |
|  5.72%, 04/25/2036, Series 2006-2, Class 1A1(4) | 34 | 21 |
|  Lehman Mortgage Trust 2007-6 |  |  |
|  6.00%, 07/25/2037, Series 2007-6, Class 1A8 | 1 | 1 |
|  Lehman Mortgage Trust 2008-2 |  |  |
|  6.00%, 03/25/2038, Series 2008-2, Class 1A6 | 214 | 49 |
|  Lhome Mortgage Trust 2025-Rtl2 |  |  |
|  5.61%, 04/25/2040, Series 2025-RTL2, Class A1(1)(4) | 6495 | 6516 |
|  LHOME Mortgage Trust 2025-RTL3 |  |  |
|  5.24%, 08/25/2040, Series 2025-RTL3, Class A1(1)(3) | 5315 | 5305 |
|  MASTR Adjustable Rate Mortgages Trust 2004-13 |  |  |
|  6.24%, 04/21/2034, Series 2004-13, Class 2A1(4) | 29 | 29 |
|  MASTR Adjustable Rate Mortgages Trust 2004-15 |  |  |
|  6.76%, 12/25/2034, Series 2004-15, Class 3A1(4) | 5 | 5 |
|  MASTR Adjustable Rate Mortgages Trust 2004-3 |  |  |
|  3.92%, 04/25/2034, Series 2004-3, Class 4A2(4) | 11 | 10 |
|  MASTR Alternative Loan Trust 2003-9 |  |  |
|  6.00%, 01/25/2034, Series 2003-9, Class 8A1 | 7 | 6 |
|  MASTR Alternative Loan Trust 2004-3 |  |  |
|  6.00%, 04/25/2034, Series 2004-3, Class 3A1 | 64 | 65 |
|  6.25%, 04/25/2034, Series 2004-3, Class 2A1 | 12 | 12 |
|  MASTR Alternative Loan Trust 2004-6 |  |  |
|  0.00%, 07/25/2034, Series 2004-6, Class 30PO | 13 | 10 |
|  6.00%, 07/25/2034, Series 2004-6, Class 7A1 | 8 | 7 |
|  MASTR Alternative Loan Trust 2004-7 |  |  |
|  0.00%, 08/25/2034, Series 2004-7, Class 30PO | 7 | 5 |
|  MASTR Alternative Loan Trust 2005-6 |  |  |
|  5.50%, 12/25/2035, Series 2005-6, Class 3A1 | 6 | 5 |
|  MASTR Asset Securitization Trust 2003-12 |  |  |
|  0.00%, 12/25/2033, Series 2003-12, Class 30PO(5) | 0 | 0 |
|  5.00%, 12/25/2033, Series 2003-12, Class 6A1 | 4 | 4 |
|  MASTR Asset Securitization Trust 2004-1 |  |  |
|  0.00%, 02/25/2034, Series 2004-1, Class 30PO | 1 | 1 |
|  MASTR Asset Securitization Trust 2004-4 |  |  |
|  5.25%, 12/26/2033, Series 2004-4, Class 1A6 | 13 | 13 |
|  MASTR Reperforming Loan Trust 2005-2 |  |  |
|  4.14% (1 Month Term SOFR + 0.46%, 0.35% Floor, 9.50% Cap), 05/25/2035, Series 2005-2, Class 1A1F(1)(2) | 549 | 253 |
|  MASTR Reperforming Loan Trust 2006-2 |  |  |
|  4.31%, 05/25/2036, Series 2006-2, Class 1A1(1)(4) | 54 | 44 |
|  MASTR Resecuritization Trust 2005-PO |  |  |
|  0.00%, 05/28/2035, Series 2005-PO, Class 3PO(1) | 6 | 5 |
|  Merrill Lynch Mortgage Investors Trust Series 2003-A5 |  |  |
|  6.11%, 08/25/2033, Series 2003-A5, Class 2A6(4) | 7 | 7 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2003-E |  |  |
|  4.41% (1 Month Term SOFR + 0.73%, 0.62% Floor, 11.75% Cap), 10/25/2028, Series 2003-E, Class A1(2) | 10 | 9 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2003-F |  |  |
|  4.43% (1 Month Term SOFR + 0.75%, 0.64% Floor, 11.75% Cap), 10/25/2028, Series 2003-F, Class A1(2) | 4 | 4 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1 |  |  |
|  4.99%, 12/25/2034, Series 2004-1, Class 2A1(4) | 16 | 15 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-A |  |  |
|  4.25% (1 Month Term SOFR + 0.57%, 0.46% Floor, 11.75% Cap), 04/25/2029, Series 2004-A, Class A1(2) | 5 | 5 |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-C |  |  |
|  4.63% (6 Month Term SOFR + 1.03%, 0.60% Floor, 11.75% Cap), 07/25/2029, Series 2004-C, Class A2(2) | 7 | 7 |
|  Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A4 |  |  |
|  5.09%, 08/25/2034, Series 2004-A4, Class A2(4) | 16 | 15 |
|  Merrill Lynch Mortgage Investors Trust Series MLMI 2005-A2 |  |  |
|  5.14%, 02/25/2035, Series 2005-A2, Class A1(4) | 36 | 32 |
|  MFA 2021-RPL1 Trust |  |  |
|  1.13%, 07/25/2060, Series 2021-RPL1, Class A1(1)(4) | 5492 | 5028 |
|  Mill City Mortgage Loan Trust 2021-NMR1 |  |  |
|  1.13%, 11/25/2060, Series 2021-NMR1, Class A1(1)(4) | 676 | 653 |
|  MNR ABS ISSUER I LLC |  |  |
|  8.95%, 12/15/2038, Series 2023-1 NT, Class A2 | 3946 | 4026 |
|  MOO Securitization Trust 2026-RM1 |  |  |
|  4.50%, 03/25/2066, Series 2026-RM1, Class A1(1)(4) | 13310 | 12810 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 |  |  |
|  2.86%, 09/15/2049, Series 2016-C30, Class A5 | 7336 | 7264 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32 |  |  |
|  3.72%, 12/15/2049, Series 2016-C32, Class A4 | 8436 | 8387 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2025-5C2 |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.63%, 11/15/2058, Series 2025-5C2, Class A2 | 12075 | 11999 |
|  Morgan Stanley Capital I Trust 2016-UBS11 |  |  |
|  2.53%, 08/15/2049, Series 2016-UB11, Class A3 | 8793 | 8738 |
|  Morgan Stanley Capital I Trust 2016-UBS12 |  |  |
|  3.60%, 12/15/2049, Series 2016-UB12, Class A4 | 80 | 79 |
|  Morgan Stanley Capital I Trust 2020-L4 |  |  |
|  2.70%, 02/15/2053, Series 2020-L4, Class A3 | 15419 | 14269 |
|  Morgan Stanley Mortgage Loan Trust 2004-3 |  |  |
|  5.65%, 04/25/2034, Series 2004-3, Class 4A(4) | 48 | 48 |
|  Morgan Stanley Residential Mortgage Loan Trust 2024-RPL1 |  |  |
|  4.00%, 06/25/2064, Series 2024-RPL1, Class A1(1)(3) | 3062 | 2978 |
|  MRCD 2019-MARK Mortgage Trust |  |  |
|  2.72%, 12/15/2036, Series 2019-PARK, Class D(1) | 6108 | 4474 |
|  2.72%, 12/15/2036, Series 2019-PARK, Class A(1) | 9990 | 8891 |
|  MRFC Mortgage Pass-Through Trust Series 1999-TBC2 |  |  |
|  4.27% (1 Month Term SOFR + 0.59%, 0.24% Floor, 10.00% Cap), 06/15/2030, Series 2000-TBC2, Class A1(2) | 25 | 25 |
|  MRFC Mortgage Pass-Through Trust Series 2000-TBC3 |  |  |
|  4.23% (1 Month Term SOFR + 0.55%, 0.22% Floor, 10.00% Cap), 12/15/2030, Series 2000-TBC3, Class A1(2) | 6 | 6 |
|  NACC Reperforming Loan REMIC Trust 2004-R2 |  |  |
|  6.50%, 10/25/2034, Series 2004-R2, Class A1(1)(4) | 22 | 19 |
|  New Residential Mortgage Loan Trust 2017-2 |  |  |
|  4.00%, 03/25/2057, Series 2017-2A, Class A3(1)(4) | 877 | 850 |
|  New Residential Mortgage Loan Trust 2017-3 |  |  |
|  4.00%, 04/25/2057, Series 2017-3A, Class A1(1)(4) | 1462 | 1412 |
|  New Residential Mortgage Loan Trust 2017-4 |  |  |
|  4.00%, 05/25/2057, Series 2017-4A, Class A1(1)(4) | 874 | 842 |
|  New Residential Mortgage Loan Trust 2024-RPL1 |  |  |
|  3.80%, 01/25/2064, Series 2024-RPL1, Class A(1)(4) | 3650 | 3441 |
|  New Residential Mortgage Loan Trust 2024-RTL2 |  |  |
|  5.44%, 09/25/2039, Series 2024-RTL2, Class A1(1)(3) | 7200 | 7238 |
|  NLT 2023-1 Trust |  |  |
|  3.20%, 10/25/2062, Series 2023-1, Class A1(1)(4) | 1237 | 1140 |
|  Nomura Asset Acceptance Corp. Alternative Loan Trust Series 2003-A1 |  |  |
|  5.50%, 05/25/2033, Series 2003-A1, Class A1 | 1 | 1 |
|  6.00%, 05/25/2033, Series 2003-A1, Class A2 | 3 | 3 |
|  7.00%, 04/25/2033, Series 2003-A1, Class A5 | 8 | 8 |
|  NYMT Loan Trust 2024-CP1 |  |  |
|  3.75%, 02/25/2068, Series 2024-CP1, Class A1(1)(4) | 3509 | 3246 |
|  OBX 2022-NQM2 Trust |  |  |
|  4.00%, 01/25/2062, Series 2022-NQM2, Class A1(1)(4) | 6422 | 6164 |
|  OBX 2022-NQM5 Trust |  |  |
|  4.31%, 05/25/2062, Series 2022-NQM5, Class A1(1)(3) | 7032 | 7060 |
|  OBX 2024-HYB1 Trust |  |  |
|  3.62%, 03/25/2053, Series 2024-HYB1, Class A1(1)(4) | 6231 | 6237 |
|  OBX 2025-NQM21 Trust |  |  |
|  4.92%, 10/25/2065, Series 2025-NQM21, Class A1FC(1)(3) | 9224 | 9200 |
|  OBX 2025-NQM23 Trust |  |  |
|  4.87%, 10/25/2065, Series 2025-NQM23, Class A1(1)(4) | 17634 | 17516 |
|  OBX 2026-NQM4 Trust |  |  |
|  5.08%, 02/25/2066, Series 2026-NQM4, Class A1FC(1)(3) | 2400 | 2396 |
|  OBX 2026-NQM5 Trust |  |  |
|  5.32%, 01/25/2066, Series NQM5, Class A1(1)(4) | 13950 | 13950 |
|  PRET 2024-RPL2 Trust |  |  |
|  4.08%, 06/25/2064, Series 2024-RPL2, Class A1(1)(4) | 5428 | 5122 |
|  PRET 2025-RPL1 Trust |  |  |
|  4.00%, 07/25/2069, Series 2025-RPL1, Class A1(1)(3) | 3240 | 3149 |
|  PRET 2025-RPL2 Trust |  |  |
|  4.00%, 08/25/2064, Series 2025-RPL2, Class A1(1)(3) | 7188 | 6973 |
|  PRET 2025-RPL5 Trust |  |  |
|  4.15%, 01/25/2070, Series 2025-RPL5, Class A1(1)(3) | 5421 | 5262 |
|  Prime Mortgage Trust 2004-CL1 |  |  |
|  6.00%, 02/25/2034, Series 2004-CL1, Class 1A1 | 12 | 12 |
|  PRM7 Trust 2025-PRM7 |  |  |
|  4.94%, 11/10/2042, Series 2025-PRM7, Class C(1)(4) | 4285 | 4168 |
|  PRPM 2023-RCF2 LLC |  |  |
|  4.00%, 11/25/2053, Series 2023-RCF2, Class A1(1)(3) | 4113 | 4055 |
|  PRPM 2024-RCF2 LLC |  |  |
|  3.75%, 03/25/2054, Series 2024-RCF2, Class A1(1)(3) | 3257 | 3190 |
|  PRPM 2024-RPL1 LLC |  |  |
|  4.20%, 12/25/2064, Series 2024-RPL1, Class A1(1)(3) | 1850 | 1822 |
|  PRPM 2024-RPL4 LLC |  |  |
|  4.00%, 12/25/2054, Series 2024-RPL4, Class A1(1)(3) | 7700 | 7512 |
|  PRPM 2025-2 LLC |  |  |
|  6.47%, 05/25/2030, Series 2025-2, Class A1(1)(3) | 3942 | 3932 |
|  PRPM 2025-4 LLC |  |  |
|  6.18%, 06/25/2030, Series 2025-4, Class A1(1)(3) | 2106 | 2102 |
|  PRPM 2025-8 LLC |  |  |
|  5.39%, 10/25/2030, Series 2025-8, Class A1(1)(3) | 1257 | 1251 |
|  PRPM 2025-RCF5 LLC |  |  |
|  4.84%, 10/25/2055, Series 2025-RCF5, Class A1(1)(3) | 1478 | 1462 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  PRPM 2026-1 LLC |  |  |
|  5.19%, 02/25/2031, Series 2026-1, Class A1(1)(3) | 5262 | 5207 |
|  PRPM 2026-2 LLC |  |  |
|  5.09%, 02/25/2031, Series 2026-2, Class A1(1)(3) | 2307 | 2302 |
|  PRPM 2026-RCF1 Trust |  |  |
|  4.85%, 01/25/2056, Series 2026-RCF1, Class A1(1)(3) | 8368 | 8321 |
|  RALI Series 2005-QA6 Trust |  |  |
|  6.80%, 05/25/2035, Series 2005-QA6, Class A32(4) | 69 | 35 |
|  RALI Series 2007-QS1 Trust |  |  |
|  6.00%, 01/25/2037, Series 2007-QS1, Class 1A1 | 7 | 5 |
|  Reperforming Loan REMIC Trust 2005-R1 |  |  |
|  0.00%, 03/25/2035, Series 2005-R1, Class 2APO(1) | 2 | 1 |
|  Roc Mortgage Trust 2025-RTL1 |  |  |
|  5.63%, 02/25/2040, Series 2025-RTL1, Class A1(1)(3) | 6000 | 6015 |
|  ROCK Trust 2024-CNTR |  |  |
|  5.39%, 11/13/2041, Series 2024-CNTR, Class A(1) | 3500 | 3558 |
|  SCG Trust 2025-SNIP |  |  |
|  5.17% (1 Month Term SOFR + 1.50%, 1.50% Floor), 09/15/2042, Series 2025-SNIP, Class A(1)(2) | 14250 | 14250 |
|  Seasoned Credit Risk Transfer Trust Series 2025-1 |  |  |
|  3.25%, 11/25/2064, Series 2025-1, Class MTU | 11229 | 9657 |
|  Seasoned Credit Risk Transfer Trust Series 2025-2 |  |  |
|  3.25%, 06/25/2065, Series 2025-2, Class MTU | 9753 | 8266 |
|  Seasoned Loans Structured Transaction Trust Series 2025-1 |  |  |
|  3.00%, 05/25/2035, Series 2025-1, Class A1 | 16266 | 15106 |
|  Seasoned Loans Structured Transaction Trust Series 2025-2 |  |  |
|  3.00%, 10/25/2035, Series 2025-2, Class A1 | 20719 | 19298 |
|  Sequoia Mortgage Trust 2004-10 |  |  |
|  4.41% (1 Month Term SOFR + 0.73%, 0.62% Floor, 11.50% Cap), 11/20/2034, Series 2004-10, Class A1A(2) | 12 | 11 |
|  Sequoia Mortgage Trust 2004-11 |  |  |
|  4.39% (1 Month Term SOFR + 0.71%, 0.60% Floor, 11.50% Cap), 12/20/2034, Series 2004-11, Class A1(2) | 14 | 13 |
|  Sequoia Mortgage Trust 2004-12 |  |  |
|  4.37% (6 Month Term SOFR + 0.75%, 0.32% Floor, 11.50% Cap), 01/20/2035, Series 2004-12, Class A3(2) | 19 | 19 |
|  Sequoia Mortgage Trust 2004-8 |  |  |
|  4.49% (1 Month Term SOFR + 0.81%, 0.70% Floor, 11.50% Cap), 09/20/2034, Series 2004-8, Class A1(2) | 252 | 223 |
|  4.76% (6 Month Term SOFR + 1.17%, 0.74% Floor, 11.50% Cap), 09/20/2034, Series 2004-8, Class A2(2) | 26 | 25 |
|  SLG Office Trust 2021-OVA |  |  |
|  2.59%, 07/15/2041, Series 2021-OVA, Class A(1) | 9955 | 8854 |
|  SREIT Trust 2021-MFP2 |  |  |
|  4.61% (1 Month Term SOFR + 0.94%, 0.82% Floor), 11/15/2036, Series 2021-MFP2, Class A(1)(2) | 16956 | 16945 |
|  Starwood Mortgage Residential Trust 2022-1 |  |  |
|  2.45%, 12/25/2066, Series 2022-1, Class A1(1)(4) | 10815 | 9728 |
|  Structured Asset Mortgage Investments II Trust 2004-AR5 |  |  |
|  4.45% (1 Month Term SOFR + 0.77%, 0.66% Floor, 11.00% Cap), 10/19/2034, Series 2004-AR5, Class 1A1(2) | 25 | 25 |
|  Structured Asset Mortgage Investments II Trust 2005-AR5 |  |  |
|  4.29% (1 Month Term SOFR + 0.61%, 0.50% Floor, 11.00% Cap), 07/19/2035, Series 2005-AR5, Class A3(2) | 85 | 82 |
|  Structured Asset Mortgage Investments Trust 2003-CL1 |  |  |
|  4.19% (1 Month Term SOFR + 0.51%, 0.40% Floor, 8.00% Cap), 07/25/2032, Series 2003-CL1, Class 1F1(2) | 47 | 44 |
|  Structured Asset Securities Corp. |  |  |
|  4.14% (1 Month Term SOFR + 0.46%, 0.35% Floor), 06/25/2035, Series 2005-RF3, Class 1A(1)(2) | 32 | 27 |
|  5.99%, 02/25/2034, Series 2004-4XS, Class 1A5(3) | 70 | 69 |
|  Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-34A |  |  |
|  5.25%, 11/25/2033, Series 2003-34A, Class 3A3(4) | 5 | 5 |
|  Structured Asset Securities Corp. Mortgage Pass-Through Certificates Series 2003-37A |  |  |
|  5.42%, 12/25/2033, Series 2003-37A, Class 2A(4) | 32 | 32 |
|  6.43%, 12/25/2033, Series 2003-37A, Class 8A2(4) | 405 | 407 |
|  Thornburg Mortgage Securities Trust 2003-4 |  |  |
|  4.43% (1 Month Term SOFR + 0.75%, 0.64% Floor, 11.50% Cap), 09/25/2043, Series 2003-4, Class A1(2) | 126 | 124 |
|  Thornburg Mortgage Securities Trust 2003-5 |  |  |
|  4.77%, 10/25/2043, Series 2003-5, Class 3A(4) | 483 | 458 |
|  Thornburg Mortgage Securities Trust 2004-4 |  |  |
|  5.29%, 12/25/2044, Series 2004-4, Class 3A(4) | 58 | 57 |
|  Thornburg Mortgage Securities Trust 2005-1 |  |  |
|  5.27%, 04/25/2045, Series 2005-1, Class A3(4) | 154 | 152 |
|  Toorak Mortgage Trust 2025-RRTL1 |  |  |
|  5.52%, 02/25/2040, Series 2025-RRTL1, Class A1(1)(3) | 8700 | 8731 |
|  Towd Point Mortgage Trust 2017-6 |  |  |
|  2.75%, 10/25/2057, Series 2017-6, Class A1(1)(4) | 677 | 668 |
|  Towd Point Mortgage Trust 2019-1 |  |  |
|  3.75%, 03/25/2058, Series 2019-1, Class A1(1)(4) | 2281 | 2212 |
|  Towd Point Mortgage Trust 2019-HY3 |  |  |
|  4.79% (1 Month Term SOFR + 1.11%, 1.00% Floor), 10/25/2059, Series 2019-HY3, Class A1A(1)(2) | 318 | 318 |
|  Towd Point Mortgage Trust 2020-2 |  |  |
|  1.64%, 04/25/2060, Series 2020-2, Class A1A(1)(4) | 12650 | 11543 |
|  Towd Point Mortgage Trust 2020-4 |  |  |
|  1.75%, 10/25/2060, Series 2020-4, Class A1(1) | 1546 | 1409 |
|  Towd Point Mortgage Trust 2021-R1 |  |  |
|  2.92%, 11/30/2060, Series 2021-R1, Class A1(1)(4) | 12067 | 10856 |
|  Towd Point Mortgage Trust 2021-SJ1 |  |  |
|  2.25%, 07/25/2068, Series 2021-SJ1, Class A1(1)(4) | 2970 | 2885 |
|  Towd Point Mortgage Trust 2021-SJ2 |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.25%, 12/25/2061, Series 2021-SJ2, Class A1A(1)(4) | 3941 | 3853 |
|  Towd Point Mortgage Trust 2022-2 |  |  |
|  3.75%, 07/01/2062, Series 2022-2, Class A1(1)(4) | 11682 | 10989 |
|  Towd Point Mortgage Trust 2022-3 |  |  |
|  3.75%, 08/01/2062, Series 2022-3, Class A1(1)(4) | 10889 | 10276 |
|  Towd Point Mortgage Trust 2023-1 |  |  |
|  3.75%, 01/25/2063, Series 2023-1, Class A1(1) | 5415 | 5174 |
|  Towd Point Mortgage Trust 2024-1 |  |  |
|  4.90%, 03/25/2064, Series 2024-1, Class A1(1)(4) | 3165 | 3216 |
|  Towd Point Mortgage Trust 2024-2 |  |  |
|  4.86%, 12/25/2064, Series 2024-2, Class A1A(1)(4) | 12024 | 12210 |
|  Towd Point Mortgage Trust 2024-3 |  |  |
|  5.01%, 07/25/2065, Series 2024-3, Class A1A(1)(4) | 7156 | 7122 |
|  Towd Point Mortgage Trust 2024-5 |  |  |
|  4.61%, 10/25/2064, Series 2024-5, Class A1A(1)(4) | 12049 | 11944 |
|  UBS Commercial Mortgage Trust 2017-C5 |  |  |
|  3.21%, 11/15/2050, Series 2017-C5, Class A4 | 13606 | 13379 |
|  UBS Commercial Mortgage Trust 2018-C14 |  |  |
|  4.45%, 12/15/2051, Series 2018-C14, Class A4 | 2000 | 1990 |
|  UBS Commercial Mortgage Trust 2018-C9 |  |  |
|  3.85%, 03/15/2051, Series 2018-C9, Class A3 | 8450 | 8327 |
|  Vendee Mortgage Trust 1996-2 |  |  |
|  6.75%, 06/15/2026, Series 1996-2, Class 1Z | 1 | 1 |
|  Vendee Mortgage Trust 1997-1 |  |  |
|  7.50%, 02/15/2027, Series 1997-1, Class 2Z | 7 | 7 |
|  Vendee Mortgage Trust 1998-1 |  |  |
|  7.00%, 03/15/2028, Series 1998-1, Class 2E | 11 | 11 |
|  Verus Securitization Trust 2025-11 |  |  |
|  4.91%, 11/25/2070, Series 2025-11, Class A1(1)(4) | 17158 | 17077 |
|  Verus Securitization Trust 2025-3 |  |  |
|  5.62%, 05/25/2070, Series 2025-3, Class A1(1)(3) | 10319 | 10394 |
|  Verus Securitization Trust 2026-1 |  |  |
|  4.86%, 01/25/2071, Series 2026-1, Class A1(1)(4) | 15584 | 15504 |
|  Verus Securitization Trust 2026-3 |  |  |
|  4.93%, 03/25/2071, Series 2026-3, Class A1(1)(4) | 19525 | 19410 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-AR11 Trust |  |  |
|  5.75%, 10/25/2033, Series 2003-AR11, Class A6(4) | 50 | 47 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-AR7 Trust |  |  |
|  5.62%, 08/25/2033, Series 2003-AR7, Class A7(4) | 18 | 17 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust |  |  |
|  5.30%, 09/25/2033, Series 2003-AR9, Class 1A6(4) | 111 | 110 |
|  5.69%, 09/25/2033, Series 2003-AR9, Class 2A(4) | 9 | 9 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-S1 Trust |  |  |
|  5.50%, 04/25/2033, Series 2003-S1, Class A5 | 16 | 16 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-S4 |  |  |
|  7.03% (1 Month Term SOFR + 17.15%, 17.46% Cap), 06/25/2033, Series 2003-S4, Class 2A10(2)(6) | 2 | 2 |
|  WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust |  |  |
|  0.00%, 10/25/2033, Series 2003-S9, Class P | 1 | 1 |
|  5.25%, 10/25/2033, Series 2003-S9, Class A8 | 85 | 85 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-AR14 Trust |  |  |
|  4.92%, 01/25/2035, Series 2004-AR14, Class A1(4) | 663 | 648 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-AR3 Trust |  |  |
|  5.30%, 06/25/2034, Series 2004-AR3, Class A2(4) | 33 | 31 |
|  5.30%, 06/25/2034, Series 2004-AR3, Class A1(4) | 581 | 555 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-CB2 Trust |  |  |
|  6.00%, 08/25/2034, Series 2004-CB2, Class 3A | 175 | 179 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-CB3 Trust |  |  |
|  6.50%, 10/25/2034, Series 2004-CB3, Class 2A | 569 | 587 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-RS2 |  |  |
|  5.00%, 11/25/2033, Series 2004-RS2, Class A4 | 12 | 12 |
|  WaMu Mortgage Pass-Through Certificates Series 2004-S2 Trust |  |  |
|  5.50%, 06/25/2034, Series 2004-S2, Class 2A4 | 53 | 52 |
|  WaMu Mortgage Pass-Through Certificates Series 2006-AR10 Trust |  |  |
|  4.13%, 09/25/2036, Series 2006-AR10, Class 2P(4) | 4 | 3 |
|  WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust |  |  |
|  4.47%, 08/25/2046, Series 2006-AR8, Class 1A2(4) | 21 | 20 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-1 Trust |  |  |
|  0.00%, 03/25/2035, Series 2005-1, Class CP | 2 | 2 |
|  5.50%, 03/25/2035, Series 2005-1, Class 1A1 | 27 | 26 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-2 Trust |  |  |
|  1.21% (1 Month Term SOFR + 4.89%, 5.00% Cap), 04/25/2035, Series 2005-2, Class 2A3(2)(6) | 60 | 3 |
|  1.26% (1 Month Term SOFR + 4.94%, 5.05% Cap), 04/25/2035, Series 2005-2, Class 1A4(2)(6) | 261 | 12 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-4 Trust |  |  |
|  5.50%, 06/25/2035, Series 2005-4, Class CX | 92 | 13 |
|  5.50%, 06/25/2035, Series 2005-4, Class CB7 | 83 | 77 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-6 Trust |  |  |
|  5.50%, 08/25/2035, Series 2005-6, Class 2A4 | 13 | 12 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust |  |  |
|  5.75%, 02/25/2036, Series 2006-1, Class 3A2 | 7 | 7 |
|  Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-MS7 Trust |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  0.00%, 03/25/2033, Series 2003-MS7, Class P(5) | 0 | 0 |
|  Wells Fargo Alternative Loan 2003-1 Trust |  |  |
|  0.00%, 09/25/2033, Series 2003-1, Class APO | 1 | 1 |
|  Wells Fargo Alternative Loan 2007-PA3 Trust |  |  |
|  5.75%, 07/25/2037, Series 2007-PA3, Class 1A2 | 9 | 8 |
|  Wells Fargo Commercial Mortgage Trust 2016-NXS6 |  |  |
|  2.64%, 11/15/2049, Series 2016-NXS6, Class A3 | 4143 | 4136 |
|  Wells Fargo Commercial Mortgage Trust 2017-C38 |  |  |
|  3.19%, 07/15/2050, Series 2017-C38, Class A4 | 11453 | 11314 |
|  Wells Fargo Commercial Mortgage Trust 2017-C42 |  |  |
|  3.59%, 12/15/2050, Series 2017-C42, Class A4 | 4943 | 4858 |
|  Wells Fargo Commercial Mortgage Trust 2018-C47 |  |  |
|  4.44%, 09/15/2061, Series 2018-C47, Class A4 | 8850 | 8833 |
|  Wells Fargo Commercial Mortgage Trust 2019-C50 |  |  |
|  3.73%, 05/15/2052, Series 2019-C50, Class A5 | 8550 | 8288 |
|  Wells Fargo Commercial Mortgage Trust 2020-C57 |  |  |
|  1.86%, 08/15/2053, Series 2020-C57, Class A3 | 19500 | 17644 |
|  Wells Fargo Commercial Mortgage Trust 2020-C58 |  |  |
|  1.81%, 07/15/2053, Series 2020-C58, Class A3 | 22175 | 20008 |
|  Wells Fargo Commercial Mortgage Trust 2021-C60 |  |  |
|  2.34%, 08/15/2054, Series 2021-C60, Class A4 | 1574 | 1399 |
|  Wells Fargo Commercial Mortgage Trust 2021-C61 |  |  |
|  2.66%, 11/15/2054, Series 2021-C61, Class A4 | 8025 | 7165 |
|  Wells Fargo Commercial Mortgage Trust 2024-5C1 |  |  |
|  5.93%, 07/15/2057, Series 2024-5C1, Class A3 | 21800 | 22544 |
|  Wells Fargo Mortgage Backed Securities 2007-7 Trust |  |  |
|  6.00%, 06/25/2037, Series 2007-7, Class A7 | 4 | 4 |
|  WFRBS Commercial Mortgage Trust 2013-C11 |  |  |
|  4.30%, 03/15/2045, Series 2013-C11, Class D(1)(4) | 274 | 247 |
|  **Total Mortgage-Backed Obligations (Cost: $8,286,548)** |  | 8046674 |
|  **Total Bonds & Notes (Cost: $27,080,417)** | **Total Bonds & Notes (Cost: $27,080,417)** | **26299791** |
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **PREFERRED STOCKS – 0.01%** |  |  |
|  **Financials – 0.01%** |  |  |
|  State Street Corp., 5.35% | 65 | 1405 |
|  Total Financials | Total Financials | 1405 |
|  **Total Preferred Stocks (Cost: $1,625)** | **Total Preferred Stocks (Cost: $1,625)** | **1405** |
|  **SHORT-TERM INVESTMENTS – 3.12%** |  |  |
|  **Money Market Funds – 3.12%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio — Class I, 3.57%(11) | 828251 | 828251 |
|  **Total Money Market Funds (Cost: $828,251)** |  | **828251** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.00%(12)** |  |  |
|  JP Morgan, New York, 3.13% due 04/01/2026 | $740 | 740 |
|  **Total Time Deposits (Cost: $740)** |  | **740** |
|  **Total Short-Term Investments (Cost: $828,991)** | **Total Short-Term Investments (Cost: $828,991)** | **828991** |
| **TOTAL INVESTMENTS IN SECURITIES – 102.24%<br>(Cost: $27,911,033)** |  | **27130187** |
|  **TBA SALE COMMITMENTS – (0.03)%** |  |  |
|  **Mortgage-Backed Obligations – (0.03)%** |  |  |
|  Fannie Mae |  |  |
|  5.50%, 04/01/2056(13) | (8915) | (8956) |
|  **Total Mortgage-Backed Obligations (Proceeds Received: $(8958))** | **Total Mortgage-Backed Obligations (Proceeds Received: $(8958))** | **(8956)** |
|  **Total TBA Sale Commitments (Proceeds Received: $(8958))** | **Total TBA Sale Commitments (Proceeds Received: $(8958))** | **(8956)** |
|  **LIABILITIES IN EXCESS OF OTHER ASSETS – (2.21)%** |  | **(586709)** |
|  **TOTAL NET ASSETS – 100.00%**  |  | $**26534522** |

---

Percentages are stated as a percent of net assets.

REIT Real Estate Investment Trust

(1) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $5,510,751, which represents 20.77% of total net assets.

(2) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
March 31, 2026.

(3) Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the
following periods. The rate reported is the rate in effect as of March 31, 2026.

(4) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of March 31, 2026.

(5) A zero balance may reflect actual amounts rounding to less than one thousand.

(6) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates.
Reference interest rates are typically based on a negative multiplier or slope.

(7) Payment in-kind security for which part of the income earned may be paid as additional principal.

(8) All or a portion of the security assigned as collateral for certain futures contracts. The value of these
pledged issues totals $10,792 which represents 0.04% of total net assets.

(9) Inflation protected security. The value of these securities totals $3,799, which represents 0.01% of total net
assets.

(10) Delayed delivery purchase commitment security. The value of these securities totals $455,921, which represents
1.72% of total net assets.

(11) Represents annualized seven-day yield as of the close of the reporting period.

(12) Amount calculated is less than 0.005%.

(13) Delayed delivery sale commitment security. The value of these securities totals $(8,956), which represents
(0.03)% of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts**

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br> **Purchased** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 4805 | U.S. 2 Year Note Future | Jun. 2026 | $1000857 | $996775 | $(4082) |
| 3762 | U.S. 5 Year Note Future | Jun. 2026 | 412363 | 406971 | (5392) |
| 3086 | U.S. 10 Year Note Future | Jun. 2026 | 347626 | 342691 | (4935) |
| 2280 | U.S. Ultra 10 Year Note Future | Jun. 2026 | 263541 | 258816 | (4725) |
| 80 | U.S. Ultra Bond Future | Jun. 2026 | 9340 | 9325 | (15) |
|  |  |  |  |  | (19149) |
| **Number of Contracts**<br> **Sold** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| (375) | U.S. Long Bond Future | Jun. 2026 | $(43787) | $(42704) | $1083 |
| (160) | U.S. Ultra Bond Future | Jun. 2026 | (19176) | (18650) | 526 |
|  |  |  |  |  | 1609 |
|  |  |  |  |  | $**(17540)** |

---

------

**Centrally Cleared Interest Rate Swaps**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fixed Annual Rate** | **Floating Rate Index** | **Floating Rate Paid<br>or Received** | **Payment**<br>**Frequency** | **Maturity**<br>**Date** | **Notional**<br>**Amount** | **Upfront**<br>**Premium**<br>**Paid/**<br>**(Received)** | **Unrealized<br>Appreciation/<br>(Depreciation)** | **Value** |
|  3.72% | 1 Year SOFR | Received | Annual | 12/16/2054 | $15750 | $122 | $949 | $1071 |
| 3.81 | 1 Year SOFR | Paid | Annual | 12/16/2049 | 17790 | (129) | (804) | (933) |
|  |  |  |  |  |  | $**(7)** | $**145** | $**138** |

---

------

**Bridge Builder Core Plus Bond Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Principal**<br>**Amount**<br>**(000s)** | $nan<br>**Value**<br>**(000s)** |
|  **BONDS & NOTES – 108.50%** |  |  |
|  **Asset-Backed Obligations – 10.38%** |  |  |
|  Aaset 2021-2 Trust |  |  |
|  2.80%, 01/15/2047, Series 2021-2A, Class A(1) | $5471 | $5170 |
|  AASET 2022-1 LLC |  |  |
|  6.00%, 05/16/2047, Series 2022-1A, Class A(1) | 1107 | 1124 |
|  AASET 2024-2 Ltd. |  |  |
|  5.93%, 09/16/2049, Series 2024-2A, Class A(1) | 15092 | 15203 |
|  ABFC 2005-WMC1 Trust |  |  |
|  4.53% (1 Month Term SOFR + 0.85%, 0.74% Floor), 06/25/2035, Series 2005-WMC1, Class M3(2) | 2227 | 2163 |
|  ABFC 2007-NC1 Trust |  |  |
|  4.09% (1 Month Term SOFR + 0.41%, 0.30% Floor), 05/25/2037, Series 2007-NC1, Class A2(1)(2) | 6260 | 5871 |
|  Accredited Mortgage Loan Trust 2006-2 |  |  |
|  4.05% (1 Month Term SOFR + 0.37%, 0.26% Floor), 09/25/2036, Series 2006-2, Class A4(2) | 29 | 28 |
|  ACE Securities Corp. Home Equity Loan Trust Series 2004-HE3 |  |  |
|  4.72% (1 Month Term SOFR + 1.04%, 0.93% Floor), 11/25/2034, Series 2004-HE3, Class M1(2) | 2113 | 2156 |
|  ACE Securities Corp. Home Equity Loan Trust Series 2005-HE3 |  |  |
|  4.50% (1 Month Term SOFR + 0.82%, 0.71% Floor), 05/25/2035, Series 2005-HE3, Class M3(2) | 11 | 11 |
|  Affirm Asset Securitization Trust 2024-X2 |  |  |
|  6.08%, 12/17/2029, Series 2024-X2, Class D(1) | 1130 | 1133 |
|  Affirm Master Trust |  |  |
|  4.67%, 07/15/2033, Series 2025-2A, Class A(1) | 9400 | 9428 |
|  Aligned Data Centers Issuer LLC |  |  |
|  1.94%, 08/15/2046, Series 2021-1A, Class A2(1) | 17968 | 17785 |
|  Ally Auto Receivables Trust 2024-2 |  |  |
|  4.14%, 07/16/2029, Series 2024-2, Class A3 | 7699 | 7703 |
|  ALTDE 2025-1 Trust |  |  |
|  5.90%, 08/15/2050, Series 2025-1A, Class A(1) | 10173 | 10234 |
|  American Credit Acceptance Receivables Trust 2023-3 |  |  |
|  6.82%, 10/12/2029, Series 2023-3, Class D(1) | 3310 | 3374 |
|  American Credit Acceptance Receivables Trust 2023-4 |  |  |
|  7.65%, 09/12/2030, Series 2023-4, Class D(1) | 7400 | 7607 |
|  American Credit Acceptance Receivables Trust 2024-3 |  |  |
|  6.04%, 07/12/2030, Series 2024-3, Class D(1) | 2900 | 2945 |
|  American Credit Acceptance Receivables Trust 2025-1 |  |  |
|  5.54%, 08/12/2031, Series 2025-1, Class D(1) | 3200 | 3228 |
|  American Credit Acceptance Receivables Trust 2025-3 |  |  |
|  4.73%, 01/12/2029, Series 2025-3, Class A(1) | 1291 | 1292 |
|  American Heritage Auto Receivables Issuer Trust 2025-1 |  |  |
|  4.48%, 08/15/2028, Series 2025-1A, Class A2(1) | 3922 | 3926 |
|  AmeriCredit Automobile Receivables Trust 2024-1 |  |  |
|  5.43%, 01/18/2029, Series 2024-1, Class A3 | 12618 | 12693 |
|  AmeriCredit Automobile Receivables Trust 2025-1 |  |  |
|  4.19%, 11/18/2026, Series 2025-1, Class A1(1) | 765 | 765 |
|  4.22%, 03/19/2029, Series 2025-1, Class A2A(1) | 3500 | 3502 |
|  Ameriquest Mortgage Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-R10 |  |  |
|  4.74% (1 Month Term SOFR + 1.06%, 0.95% Floor), 01/25/2036, Series 2005-R10, Class M5(2) | 2340 | 2217 |
|  AMSR 2022-SFR3 Trust |  |  |
|  4.00%, 10/17/2039, Series 2022-SFR3, Class B(1) | 20305 | 19983 |
|  Applebee's Funding LLC / IHOP Funding LLC |  |  |
|  6.72%, 06/07/2055, Series 2025-1A, Class A2(1) | 27430 | 27436 |
|  7.82%, 03/05/2053, Series 2023-1A, Class A2(1) | 10610 | 10696 |
|  Aqua Finance Issuer Trust 2025-A |  |  |
|  5.25%, 12/19/2050, Series 2025-A, Class A(1) | 6037 | 6111 |
|  Aqua Finance Issuer Trust 2026-A |  |  |
|  4.76%, 04/17/2051, Series 2026-A, Class A(1) | 5600 | 5572 |
|  Aqua Finance Trust 2024-A |  |  |
|  4.81%, 04/18/2050, Series 2024-A, Class A(1) | 8032 | 8050 |
|  ARI Fleet Lease Trust 2026-A |  |  |
|  3.81%, 01/15/2027, Series 2026-A, Class A1(1) | 17078 | 17073 |
|  3.96%, 11/15/2034, Series 2026-A, Class A2(1) | 14000 | 13953 |
|  Ascent Education Funding Trust 2024-A |  |  |
|  6.14%, 10/25/2050, Series 2024-A, Class A(1) | 321 | 327 |
|  Asset Backed Securities Corp. Home Equity Loan Trust Series OOMC 2006-HE3 |  |  |
|  3.28% (1 Month Term SOFR + 0.56%, 0.45% Floor), 03/25/2036, Series 2006-HE3, Class M1(2) | 12318 | 11160 |
|  AutoNation Finance Trust 2025-1 |  |  |
|  5.19%, 12/10/2030, Series 2025-1A, Class C(1) | 900 | 912 |
|  5.63%, 09/10/2032, Series 2025-1A, Class D(1) | 1800 | 1822 |
|  Auxilior Term Funding 2023-1 LLC |  |  |
|  6.18%, 12/15/2028, Series 2023-1A, Class A2(1) | 216 | 216 |
|  Avant Credit Card Master Trust 2025-1 |  |  |
|  4.89%, 04/15/2031, Series 2025-1A, Class A(1) | 7845 | 7785 |
|  Avis Budget Rental Car Funding AESOP LLC |  |  |
|  2.13%, 08/20/2027, Series 2021-1A, Class C(1) | 4060 | 4039 |
|  2.35%, 02/20/2028, Series 2021-2A, Class C(1) | 3030 | 2978 |
|  4.08%, 02/20/2028, Series 2021-2A, Class D(1) | 13395 | 13243 |
|  5.13%, 10/20/2028, Series 2024-2A, Class A(1) | 5650 | 5700 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.23%, 12/20/2030, Series 2024-3A, Class A(1) | 4340.0 | 4412.0 |
|  5.36%, 06/20/2030, Series 2024-1A, Class A(1) | 7368.0 | 7530.0 |
|  5.44%, 02/22/2028, Series 2023-3A, Class A(1) | 1100.0 | 1108.0 |
|  5.78%, 04/20/2028, Series 2023-5A, Class A(1) | 2310.0 | 2338.0 |
|  6.12%, 04/20/2027, Series 2022-5A, Class A(1) | 477.0 | 477.0 |
|  6.48%, 06/20/2030, Series 2024-1A, Class C(1) | 480.0 | 492.0 |
|  7.24%, 06/20/2029, Series 2023-4A, Class C(1) | 5640.0 | 5827.0 |
|  7.32%, 02/20/2028, Series 2023-3A, Class D(1) | 1975.0 | 1990.0 |
|  7.34%, 02/20/2030, Series 2023-8A, Class C(1) | 2250.0 | 2347.0 |
|  7.35%, 04/20/2028, Series 2023-5A, Class D(1) | 2630.0 | 2663.0 |
|  7.41%, 08/21/2028, Series 2023-7A, Class C(1) | 5000.0 | 5123.0 |
|  Basepoint Mca Securitization II LLC |  |  |
|  5.93%, 08/15/2031, Series 2025-1A, Class A(1) | 9515.0 | 9500.0 |
|  BCMSC Trust 1999-B |  |  |
|  6.61%, 12/15/2029, Series 1999-B, Class A1B(3) | 3594.0 | 168.0 |
|  Bear Stearns Asset Backed Securities I Trust 2004-HE6 |  |  |
|  4.65% (1 Month Term SOFR + 0.97%, 0.86% Floor), 08/25/2034, Series 2004-HE6, Class M1(2) | 5923.0 | 6117.0 |
|  Bear Stearns Asset Backed Securities I Trust 2005-AQ1 |  |  |
|  4.92% (1 Month Term SOFR + 1.24%, 1.13% Floor), 03/25/2035, Series 2005-AQ1, Class M3(2) | 22.0 | 22.0 |
|  Bear Stearns Asset Backed Securities I Trust 2005-HE1 |  |  |
|  5.76% (1 Month Term SOFR + 2.44%, 2.33% Floor), 01/25/2035, Series 2005-HE1, Class M5(2) | 1292.0 | 1296.0 |
|  BHG Securitization Trust 2022-A |  |  |
|  2.70%, 02/20/2035, Series 2022-A, Class B(1) | 1229.0 | 1227.0 |
|  3.08%, 02/20/2035, Series 2022-A, Class C(1) | 1845.0 | 1827.0 |
|  BHG Securitization Trust 2023-B |  |  |
|  7.45%, 12/17/2036, Series 2023-B, Class B(1) | 3563.0 | 3708.0 |
|  BHG Securitization Trust 2025-1CON |  |  |
|  4.82%, 04/17/2036, Series 2025-1CON, Class A(1) | 4114.0 | 4118.0 |
|  5.26%, 04/17/2036, Series 2025-1CON, Class B(1) | 805.0 | 809.0 |
|  BMW Vehicle Lease Trust |  |  |
|  4.18%, 10/25/2027, Series 2024-2, Class A3 | 14300.0 | 14309.0 |
|  4.29%, 01/25/2027, Series 2024-2, Class A2A | 410.0 | 410.0 |
|  BRE Grand Islander Timeshare Issuer 2019-A LLC |  |  |
|  3.28%, 09/26/2033, Series 2019-A, Class A(1) | 358.0 | 356.0 |
|  Bridgecrest Lending Auto Securitization Trust 2023-1 |  |  |
|  7.84%, 08/15/2029, Series 2023-1, Class D | 13770.0 | 14346.0 |
|  Bridgecrest Lending Auto Securitization Trust 2024-2 |  |  |
|  6.07%, 02/15/2030, Series 2024-2, Class C | 5100.0 | 5172.0 |
|  6.30%, 02/15/2030, Series 2024-2, Class D | 5500.0 | 5630.0 |
|  Bridgecrest Lending Auto Securitization Trust 2024-4 |  |  |
|  4.72%, 09/15/2028, Series 2024-4, Class A3 | 4014.0 | 4019.0 |
|  Bridgecrest Lending Auto Securitization Trust 2026-1 |  |  |
|  3.91%, 01/15/2027, Series 2026-1, Class A1 | 2940.0 | 2940.0 |
|  Business Jet Securities 2024-2 LLC |  |  |
|  5.36%, 09/15/2039, Series 2024-2A, Class A(1) | 8995.0 | 8971.0 |
|  CarMax Auto Owner Trust 2022-1 |  |  |
|  2.47%, 07/17/2028, Series 2022-1, Class D | 1235.0 | 1234.0 |
|  CarMax Auto Owner Trust 2023-1 |  |  |
|  4.75%, 10/15/2027, Series 2023-1, Class A3 | 1752.0 | 1754.0 |
|  CarMax Auto Owner Trust 2023-2 |  |  |
|  6.55%, 10/15/2029, Series 2023-2, Class D | 1155.0 | 1179.0 |
|  CarMax Auto Owner Trust 2023-4 |  |  |
|  7.16%, 04/15/2030, Series 2023-4, Class D | 1960.0 | 2025.0 |
|  CarMax Auto Owner Trust 2024-2 |  |  |
|  5.50%, 01/16/2029, Series 2024-2, Class A3 | 15215.0 | 15364.0 |
|  5.69%, 11/15/2029, Series 2024-2, Class B | 6610.0 | 6767.0 |
|  6.42%, 10/15/2030, Series 2024-2, Class D | 225.0 | 231.0 |
|  CarMax Auto Owner Trust 2024-4 |  |  |
|  4.67%, 12/15/2027, Series 2024-4, Class A2A | 1293.0 | 1294.0 |
|  CarMax Select Receivables Trust 2025-A |  |  |
|  5.46%, 07/15/2031, Series 2025-A, Class C | 6570.0 | 6699.0 |
|  5.86%, 07/15/2031, Series 2025-A, Class D | 10605.0 | 10798.0 |
|  Carmax Select Receivables Trust 2025-B |  |  |
|  4.17%, 10/15/2026, Series 2025-B, Class A1 | 2941.0 | 2941.0 |
|  CarMax Select Receivables Trust 2026-A |  |  |
|  3.91%, 03/15/2027, Series 2026-A, Class A1 | 16486.0 | 16485.0 |
|  4.03%, 12/17/2029, Series 2026-A, Class A2A | 13700.0 | 13691.0 |
|  Carvana Auto Receivables Trust 2021-N4 |  |  |
|  2.30%, 09/11/2028, Series 2021-N4, Class D | 731.0 | 716.0 |
|  Carvana Auto Receivables Trust 2021-P4 |  |  |
|  2.33%, 02/10/2028, Series 2021-P4, Class C | 2720.0 | 2653.0 |
|  Carvana Auto Receivables Trust 2023-N1 |  |  |
|  6.69%, 07/10/2029, Series 2023-N1, Class D(1) | 2340.0 | 2381.0 |
|  Carvana Auto Receivables Trust 2023-N4 |  |  |
|  7.22%, 02/11/2030, Series 2023-N4, Class D(1) | 1300.0 | 1346.0 |
|  Carvana Auto Receivables Trust 2024-N1 |  |  |
|  6.30%, 05/10/2030, Series 2024-N1, Class D(1) | 1400.0 | 1427.0 |
|  Carvana Auto Receivables Trust 2024-N2 |  |  |
|  6.44%, 09/10/2030, Series 2024-N2, Class D(1) | 1900.0 | 1941.0 |
|  Carvana Auto Receivables Trust 2024-N3 |  |  |
|  4.53%, 01/10/2029, Series 2024-N3, Class A3(1) | 10776.0 | 10785.0 |
|  5.38%, 12/10/2030, Series 2024-N3, Class D(1) | 3900.0 | 3899.0 |
|  Carvana Auto Receivables Trust 2024-P4 |  |  |
|  5.10%, 05/12/2031, Series 2024-P4, Class C | 900.0 | 898.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Carvana Auto Receivables Trust 2025-P1 |  |  |
|  4.55%, 05/10/2030, Series 2025-P1, Class A3 | 20000 | 20066 |
|  4.74%, 04/10/2031, Series 2025-P1, Class A4 | 14500 | 14653 |
|  5.34%, 08/11/2031, Series 2025-P1, Class C | 4400 | 4465 |
|  Carvana Auto Receivables Trust 2025-P3 |  |  |
|  4.07%, 02/12/2029, Series 2025-P3, Class A2 | 8073 | 8066 |
|  Cascade MH Asset Trust 2024-MH1 |  |  |
|  5.70%, 11/25/2056, Series 2024-MH1, Class A1(1)(3) | 1148 | 1162 |
|  Castlelake Aircraft Securitization Trust 2018-1 |  |  |
|  4.13%, 06/15/2043, Series 2018-1, Class A(1) | 665 | 661 |
|  Castlelake Aircraft Structured Trust 2019-1 |  |  |
|  3.97%, 04/15/2039, Series 2019-1A, Class A(1) | 1011 | 1001 |
|  Castlelake Aircraft Structured Trust 2025-2 |  |  |
|  5.47%, 08/15/2050, Series 2025-2A, Class A(1) | 12409 | 12404 |
|  Centex Home Equity Loan Trust 2005-D |  |  |
|  4.75% (1 Month Term SOFR + 1.07%, 0.96% Floor), 10/25/2035, Series 2005-D, Class M5(2) | 1028 | 1027 |
|  Centex Home Equity Loan Trust 2006-A |  |  |
|  4.29% (1 Month Term SOFR + 0.61%, 0.50% Floor), 06/25/2036, Series 2006-A, Class M3(2) | 9500 | 9148 |
|  Chase Auto Owner Trust 2023-A |  |  |
|  5.68%, 01/25/2029, Series 2023-AA, Class A3(1) | 1632 | 1645 |
|  Chase Auto Owner Trust 2024-2 |  |  |
|  5.52%, 06/25/2029, Series 2024-2A, Class A3(1) | 13017 | 13151 |
|  Chase Auto Owner Trust 2024-5 |  |  |
|  4.18%, 08/27/2029, Series 2024-5A, Class A3(1) | 6400 | 6402 |
|  4.40%, 11/26/2027, Series 2024-5A, Class A2(1) | 7 | 7 |
|  CHEC Loan Trust 2004-2 |  |  |
|  4.75% (1 Month Term SOFR + 1.07%, 0.96% Floor), 06/25/2034, Series 2004-2, Class M1(2) | 498 | 529 |
|  Chesapeake Funding II LLC |  |  |
|  6.69%, 05/15/2035, Series 2023-1A, Class D(1) | 665 | 666 |
|  CIT Mortgage Loan Trust 2007-1 |  |  |
|  5.29% (1 Month Term SOFR + 2.36%, 2.25% Floor), 10/25/2037, Series 2007-1, Class 1M1(1)(2) | 1204 | 1220 |
|  Citigroup Mortgage Loan Trust, Inc. |  |  |
|  4.42% (1 Month Term SOFR + 0.74%, 0.63% Floor), 02/25/2035, Series 2005-OPT1, Class M1(2) | 1265 | 1205 |
|  4.69% (1 Month Term SOFR + 1.01%, 0.90% Floor), 09/25/2035, Series 2005-HE3, Class M4(2) | 7900 | 7688 |
|  4.69% (1 Month Term SOFR + 1.01%, 0.90% Floor), 10/25/2035, Series 2005-HE4, Class M4(2) | 14327 | 12274 |
|  Citizens Auto Receivables Trust 2023-1 |  |  |
|  5.78%, 10/15/2030, Series 2023-1, Class A4(1) | 8300 | 8391 |
|  5.84%, 01/18/2028, Series 2023-1, Class A3(1) | 1678 | 1684 |
|  CLIF Holdings LLC |  |  |
|  6.72%, 12/20/2050, Series 2025-1H, Class A(1) | 18970 | 18825 |
|  Cloud Capital Holdco LP |  |  |
|  5.78%, 11/22/2049, Series 2024-1A, Class A2(1) | 17440 | 17442 |
|  College Ave Student Loans 2021-A LLC |  |  |
|  2.92%, 07/25/2051, Series 2021-A, Class C(1) | 200 | 189 |
|  College Ave Student Loans 2023-A LLC |  |  |
|  5.56% (30-day Average SOFR + 1.90%, 1.90% Floor), 05/25/2055, Series 2023-A, Class A1(1)(2) | 1379 | 1403 |
|  College Ave Student Loans 2024-B LLC |  |  |
|  5.69%, 08/25/2054, Series 2024-B, Class A1A(1) | 12202 | 12448 |
|  6.08%, 08/25/2054, Series 2024-B, Class B(1) | 1200 | 1221 |
|  College Avenue Student Loans 2018-A LLC |  |  |
|  4.13%, 12/26/2047, Series 2018-A, Class A2(1) | 820 | 805 |
|  4.99% (1 Month Term SOFR + 1.31%), 12/26/2047, Series 2018-A, Class A1(1)(2) | 602 | 602 |
|  College Avenue Student Loans LLC |  |  |
|  5.44% (1 Month Term SOFR + 1.76%, 1.65% Floor), 11/26/2046, Series 2017-A, Class A1(1)(2) | 1015 | 1023 |
|  Commonbond Student Loan Trust 2020-1 |  |  |
|  1.69%, 10/25/2051, Series 2020-1, Class A(1) | 735 | 676 |
|  Compass Datacenters Issuer II LLC |  |  |
|  5.02%, 08/25/2049, Series 2024-2A, Class A1(1) | 10500 | 10413 |
|  Compass Datacenters Issuer III LLC |  |  |
|  5.29%, 07/25/2050, Series 2025-3A, Class A2(1) | 9305 | 9214 |
|  5.66%, 02/25/2050, Series 2025-1A, Class A2(1) | 7400 | 7436 |
|  5.85%, 02/25/2050, Series 2025-1A, Class A3(1) | 1450 | 1453 |
|  Conseco Finance Securitizations Corp. |  |  |
|  7.97%, 05/01/2032, Series 2000-4, Class A5 | 734 | 83 |
|  8.06%, 09/01/2029, Series 2000-1, Class A5(3) | 13024 | 1467 |
|  8.31%, 05/01/2032, Series 2000-4, Class A6(3) | 8505 | 1004 |
|  Conseco Financial Corp. |  |  |
|  7.70%, 05/15/2027, Series 1996-3, Class M1(3) | 406 | 405 |
|  Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC |  |  |
|  6.00%, 05/20/2055, Series 2025-1A, Class A2(1) | 6990 | 7094 |
|  Consumer Loan Finance 2024-A |  |  |
|  0.00%, 11/25/2054, Series 2024-A, Class R(1)(4) | 1846 | 788 |
|  5.15%, 11/25/2054, Series 2024-A, Class A1(1) | 1557 | 1563 |
|  5.35%, 11/25/2054, Series 2024-A, Class A2(1) | 6440 | 6522 |
|  5.45%, 11/25/2054, Series 2024-A, Class B(1) | 1507 | 1519 |
|  5.75%, 11/25/2054, Series 2024-A, Class C(1) | 759 | 763 |
|  6.60%, 11/25/2054, Series 2024-A, Class D(1) | 997 | 996 |
|  8.75%, 11/25/2054, Series 2024-A, Class E(1) | 573 | 576 |
|  Consumer Loan Finance 2024-B Issuer Trust |  |  |
|  0.00%, 11/25/2054, Series 2024-BA, Class R(1)(4) | 945 | 464 |
|  5.15%, 11/25/2054, Series 2024-BA, Class A1(1) | 255 | 255 |
|  5.35%, 11/25/2054, Series 2024-BA, Class A2(1) | 3705 | 3754 |
|  5.45%, 11/25/2054, Series 2024-BA, Class B(1) | 835 | 843 |
|  5.75%, 11/25/2054, Series 2024-BA, Class C(1) | 418 | 420 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.60%, 11/25/2054, Series 2024-BA, Class D(1) | 525 | 527 |
|  8.75%, 11/25/2054, Series 2024-BA, Class E(1) | 315 | 317 |
|  CoreVest American Finance 2019-3 Trust |  |  |
|  2.71%, 10/15/2052, Series 2019-3, Class A(1) | 120 | 120 |
|  3.16%, 10/15/2052, Series 2019-3, Class B(1) | 1470 | 1412 |
|  CoreVest American Finance 2021-1 Trust |  |  |
|  2.80%, 04/15/2053, Series 2021-1, Class C(1) | 1525 | 1358 |
|  CoreVest American Finance 2021-3 Trust |  |  |
|  3.47%, 10/15/2054, Series 2021-3, Class D(1) | 1630 | 1465 |
|  Countrywide Asset-Backed Certificates |  |  |
|  4.29% (1 Month Term SOFR + 0.61%, 0.50% Floor), 01/25/2046, Series 2006-8, Class 2A4(2) | 13645 | 13035 |
|  CPS Auto Receivables Trust 2024-D |  |  |
|  4.91%, 06/15/2028, Series 2024-D, Class A(1) | 476 | 476 |
|  CPS Auto Receivables Trust 2025-C |  |  |
|  4.71%, 03/15/2029, Series 2025-C, Class A(1) | 2018 | 2022 |
|  Credit Acceptance Auto Loan Trust 2023-3 |  |  |
|  7.62%, 12/15/2033, Series 2023-3A, Class C(1) | 1430 | 1465 |
|  Credit Acceptance Auto Loan Trust 2024-1 |  |  |
|  6.71%, 07/17/2034, Series 2024-1A, Class C(1) | 2085 | 2124 |
|  Credit Acceptance Auto Loan Trust 2024-2 |  |  |
|  6.70%, 10/16/2034, Series 2024-2A, Class C(1) | 3470 | 3580 |
|  Credit Acceptance Auto Loan Trust 2024-3 |  |  |
|  5.39%, 01/16/2035, Series 2024-3A, Class C(1) | 3240 | 3261 |
|  Credit Acceptance Auto Loan Trust 2025-2 |  |  |
|  5.38%, 03/17/2036, Series 2025-2A, Class C(1) | 3600 | 3621 |
|  Credit-Based Asset Servicing & Securitization LLC |  |  |
|  4.09% (1 Month Term SOFR + 0.41%, 0.30% Floor), 10/25/2036, Series 2006-CB8, Class A2C(2) | 8066 | 6961 |
|  Crockett Partners Equipment Co. IIA LLC |  |  |
|  6.05%, 01/20/2031, Series 2024-1C, Class A(1) | 5618 | 5683 |
|  CVS Pass-Through Trust |  |  |
|  6.94%, 01/10/2030, Series 2007 | 473 | 487 |
|  CWABS Asset-Backed Certificates Trust 2004-13 |  |  |
|  5.22% (1 Month Term SOFR + 1.54%, 1.43% Floor), 06/25/2035, Series 2004-14, Class M4(2) | 6006 | 6168 |
|  CWABS Asset-Backed Certificates Trust 2005-13 |  |  |
|  4.53% (1 Month Term SOFR + 0.85%, 0.74% Floor), 04/25/2036, Series 2005-13, Class MV3(2) | 34850 | 31578 |
|  CWABS Asset-Backed Certificates Trust 2005-9 |  |  |
|  4.77% (1 Month Term SOFR + 1.09%, 0.98% Floor), 01/25/2036, Series 2005-9, Class M2(2) | 2931 | 2908 |
|  CWABS Asset-Backed Certificates Trust 2005-AB4 |  |  |
|  4.27% (1 Month Term SOFR + 0.59%, 0.48% Floor), 03/25/2036, Series 2005-AB4, Class 1A(2) | 1315 | 1218 |
|  CWABS Asset-Backed Certificates Trust 2006-2 |  |  |
|  4.25% (1 Month Term SOFR + 0.57%, 0.46% Floor), 04/25/2047, Series 2006-20, Class 2A4(2) | 17703 | 16308 |
|  4.42% (1 Month Term SOFR + 0.74%, 0.63% Floor), 06/25/2036, Series 2006-2, Class M2(2) | 20903 | 20244 |
|  CWABS Asset-Backed Certificates Trust 2006-22 |  |  |
|  4.23% (1 Month Term SOFR + 0.55%, 0.44% Floor), 05/25/2047, Series 2006-22, Class 2A4(2) | 4658 | 4496 |
|  CWABS Asset-Backed Certificates Trust 2006-BC1 |  |  |
|  4.38% (1 Month Term SOFR + 0.70%, 0.59% Floor), 04/25/2036, Series 2006-BC1, Class M3(2) | 1000 | 963 |
|  CWABS Asset-Backed Certificates Trust 2007-10 |  |  |
|  3.97% (1 Month Term SOFR + 0.29%, 0.18% Floor), 06/25/2047, Series 2007-10, Class 1A1(2) | 15451 | 14879 |
|  CWABS Asset-Backed Certificates Trust 2007-2 |  |  |
|  4.01% (1 Month Term SOFR + 0.33%, 0.22% Floor), 08/25/2037, Series 2007-2, Class 2A4(2) | 22911 | 21090 |
|  CWABS Asset-Backed Certificates Trust 2007-8 |  |  |
|  4.04% (1 Month Term SOFR + 0.36%, 0.25% Floor), 02/25/2036, Series 2007-9, Class 2A4(2) | 829 | 810 |
|  CWABS Asset-Backed Certificates Trust 2007-BC2 |  |  |
|  4.37% (1 Month Term SOFR + 0.69%, 0.58% Floor), 06/25/2037, Series 2007-BC2, Class 2A4(2) | 3429 | 3378 |
|  CWABS Revolving Home Equity Loan Trust Series 2004-T |  |  |
|  4.03% (1 Month Term SOFR + 0.35%, 0.24% Floor, 16.00% Cap), 02/15/2030, Series 2004-T, Class 2A(2) | 1109 | 1104 |
|  CWABS, Inc. Asset-backed Certificates Series 2007-12 |  |  |
|  4.53% (1 Month Term SOFR + 0.85%, 0.74% Floor), 08/25/2047, Series 2007-12, Class 1A1(2) | 1988 | 1955 |
|  CyrusOne Data Centers Issuer I LLC |  |  |
|  4.50%, 05/20/2049, Series 2024-2A, Class A2(1) | 5130 | 4987 |
|  4.65%, 05/20/2049, Series 2024-3A, Class A2(1) | 3935 | 3737 |
|  DailyPay Securitization Trust 2025-1 |  |  |
|  5.63%, 06/26/2028, Series 2025-1A, Class A(1) | 12240 | 12271 |
|  DataBank Issuer II LLC |  |  |
|  5.18%, 09/27/2055, Series 2025-1A, Class A2(1) | 14625 | 14186 |
|  Dell Equipment Finance Trust 2024-2 |  |  |
|  4.69%, 08/22/2030, Series 2024-2, Class A2(1) | 4455 | 4460 |
|  Drive Auto Receivables Trust 2024-2 |  |  |
|  4.50%, 09/15/2028, Series 2024-2, Class A3 | 4773 | 4775 |
|  DT Auto Owner Trust 2023-2 |  |  |
|  6.62%, 02/15/2029, Series 2023-2A, Class D(1) | 8095 | 8235 |
|  DT Auto Owner Trust 2023-3 |  |  |
|  7.12%, 05/15/2029, Series 2023-3A, Class D(1) | 5425 | 5567 |
|  ECAF I Ltd. |  |  |
|  3.47%, 06/15/2040, Series 2015-1A, Class A1(1) | 82 | 74 |
|  ECMC Group Student Loan Trust 2017-2 |  |  |
|  4.83% (30-day Average SOFR + 1.16%), 05/25/2067, Series 2017-2A, Class A(1)(2) | 2458 | 2460 |
|  ECMC Group Student Loan Trust 2020-2 |  |  |
|  4.93% (30-day Average SOFR + 1.26%, 1.15% Floor), 11/25/2069, Series 2020-2A, Class A(1)(2) | 19587 | 19711 |
|  ECMC Group Student Loan Trust 2020-3 |  |  |
|  4.78% (30-day Average SOFR + 1.11%), 01/27/2070, Series 2020-3A, Class A1B(1)(2) | 4086 | 4094 |
|  ECMC Group Student Loan Trust 2024-1 |  |  |
|  4.81% (30-day Average SOFR + 1.15%), 11/27/2073, Series 2024-1A, Class A(1)(2) | 9491 | 9565 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  ECMC Group Student Loan Trust 2025-1 |  |  |
|  4.61% (30-day Average SOFR + 0.95%), 04/25/2074, Series 2025-1A, Class A(1)(2) | 6874 | 6856 |
|  ECMC Group Student Loan Trust 2025-2 |  |  |
|  4.71% (30-day Average SOFR + 1.05%), 11/25/2074, Series 2025-2A, Class A(1)(2) | 83037 | 83203 |
|  Edgeconnex Data Centers Issuer LLC |  |  |
|  4.25%, 03/25/2052, Series 2022-1, Class A2(1) | 6371 | 6197 |
|  6.00%, 07/27/2054, Series 2024-1, Class A2(1) | 9678 | 9676 |
|  EDI ABS Issuer 1 LLC |  |  |
|  4.45%, 07/25/2055, Series 2025-1A, Class A2(1) | 12255 | 11720 |
|  EFMT 2025-CES1 |  |  |
|  5.73%, 01/25/2060, Series 2025-CES1, Class A1A(1)(5) | 25055 | 25179 |
|  Elara HGV Timeshare Issuer 2021-A LLC |  |  |
|  2.09%, 08/27/2035, Series 2021-A, Class C(1) | 153 | 146 |
|  ELFI Graduate Loan Program 2019-A LLC |  |  |
|  2.54%, 03/25/2044, Series 2019-A, Class A(1) | 879 | 831 |
|  ELFI Graduate Loan Program 2021-A LLC |  |  |
|  2.09%, 12/26/2046, Series 2021-A, Class B(1)(3) | 293 | 241 |
|  Ellington Loan Acquisition Trust 2007-1 |  |  |
|  4.89% (1 Month Term SOFR + 1.21%, 1.10% Floor), 05/25/2037, Series 2007-1, Class A1(1)(2) | 339 | 333 |
|  Enterprise Fleet Financing 2024-4 LLC |  |  |
|  4.56%, 11/20/2028, Series 2024-4, Class A3(1) | 7000 | 7039 |
|  4.69%, 07/20/2027, Series 2024-4, Class A2(1) | 3728 | 3736 |
|  Enterprise Fleet Financing 2026-1 LLC |  |  |
|  3.85%, 02/22/2027, Series 2026-1, Class A1(1) | 15622 | 15618 |
|  4.00%, 10/20/2028, Series 2026-1, Class A2(1) | 26900 | 26831 |
|  EverBright Solar Trust 2024-A |  |  |
|  6.43%, 06/22/2054, Series 2024-A, Class A(1) | 3901 | 3293 |
|  EWC Master Issuer LLC |  |  |
|  5.50%, 03/15/2052, Series 2022-1A, Class A2(1) | 1684 | 1671 |
|  Exeter Automobile Receivables Trust 2023-1 |  |  |
|  6.69%, 06/15/2029, Series 2023-1A, Class D | 1611 | 1628 |
|  Exeter Automobile Receivables Trust 2023-2 |  |  |
|  6.32%, 08/15/2029, Series 2023-2A, Class D | 4420 | 4491 |
|  Exeter Automobile Receivables Trust 2023-3 |  |  |
|  6.68%, 04/16/2029, Series 2023-3A, Class D | 2230 | 2271 |
|  Exeter Automobile Receivables Trust 2023-5 |  |  |
|  7.13%, 02/15/2030, Series 2023-5A, Class D | 9500 | 9741 |
|  Exeter Automobile Receivables Trust 2024-3 |  |  |
|  5.98%, 09/16/2030, Series 2024-3A, Class D | 1400 | 1431 |
|  Exeter Automobile Receivables Trust 2024-5 |  |  |
|  5.06%, 02/18/2031, Series 2024-5A, Class D | 4600 | 4601 |
|  Exeter Automobile Receivables Trust 2025-1 |  |  |
|  5.49%, 05/15/2031, Series 2025-1A, Class D | 8075 | 8143 |
|  Exeter Automobile Receivables Trust 2026-1 |  |  |
|  3.90%, 01/15/2027, Series 2026-1A, Class A1 | 6082 | 6081 |
|  4.08%, 09/15/2028, Series 2026-1A, Class A2 | 7100 | 7097 |
|  FCCU Auto Receivables Trust 2026-1 |  |  |
|  3.89%, 02/16/2027, Series 2026-1A, Class A1(1) | 1561 | 1561 |
|  3.98%, 10/15/2029, Series 2026-1A, Class A2(1) | 7500 | 7483 |
|  FHF Issuer Trust 2025-2 |  |  |
|  5.75%, 05/15/2030, Series 2025-2A, Class A2(1) | 15790 | 15853 |
|  Fieldstone Mortgage Investment Trust Series 2006-3 |  |  |
|  4.07% (1 Month Term SOFR + 0.39%, 0.28% Floor, 12.25% Cap), 11/25/2036, Series 2006-3, Class 1A(2) | 1884 | 1755 |
|  FIGRE Trust 2025-FL2 |  |  |
|  5.05%, 11/25/2055, Series 2025-FL2, Class A1(1)(5) | 11815 | 11748 |
|  FIGRE Trust 2025-HE4 |  |  |
|  5.41%, 07/25/2055, Series 2025-HE4, Class A(1)(3) | 14319 | 14331 |
|  FIGRE Trust 2025-HE5 |  |  |
|  5.29%, 08/25/2055, Series 2025-HE5, Class A(1)(3) | 22748 | 22686 |
|  FIGRE Trust 2025-HE7 |  |  |
|  5.15%, 11/25/2055, Series 2025-HE7, Class A(1)(3) | 32681 | 32467 |
|  FIGRE Trust 2026-FL1 |  |  |
|  5.49%, 03/25/2056, Series 2026-FL1, Class A1(1)(5) | 28480 | 28534 |
|  FIGRE Trust 2026-HE2 |  |  |
|  5.05%, 01/25/2056, Series 2026-HE2, Class A(1)(3) | 28108 | 27876 |
|  First Franklin Mortgage Loan Trust 2002-FF4 |  |  |
|  4.91% (1 Month Term SOFR + 1.24%, 1.13% Floor), 02/25/2033, Series 2002-FF4, Class 1A2(2) | 2197 | 2173 |
|  First Franklin Mortgage Loan Trust 2003-FFH2 |  |  |
|  5.43% (1 Month Term SOFR + 1.76%, 1.65% Floor), 02/25/2034, Series 2003-FFH2, Class M1A(2) | 1824 | 1951 |
|  First Franklin Mortgage Loan Trust 2004-FF7 |  |  |
|  5.97% (1 Month Term SOFR + 2.29%, 2.18% Floor), 09/25/2034, Series 2004-FF7, Class M5(2) | 854 | 959 |
|  First Franklin Mortgage Loan Trust 2006-FF11 |  |  |
|  4.15% (1 Month Term SOFR + 0.47%, 0.36% Floor), 08/25/2036, Series 2006-FF11, Class 1A2(2) | 15984 | 15648 |
|  First Franklin Mortgage Loan Trust 2006-FF16 |  |  |
|  4.21% (1 Month Term SOFR + 0.53%, 0.42% Floor), 12/25/2036, Series 2006-FF16, Class 2A4(2) | 4566 | 1774 |
|  First Franklin Mortgage Loan Trust 2006-FF17 |  |  |
|  3.94% (1 Month Term SOFR + 0.26%, 0.15% Floor), 12/25/2036, Series 2006-FF17, Class A5(2) | 2074 | 1823 |
|  First Franklin Mortgage Loan Trust 2006-FF2 |  |  |
|  4.39% (1 Month Term SOFR + 0.71%, 0.60% Floor), 02/25/2036, Series 2006-FF2, Class A5(2) | 10667 | 10119 |
|  First Franklin Mortgage Loan Trust Series 2005-FF12 |  |  |
|  4.50% (1 Month Term SOFR + 0.82%, 0.71% Floor), 11/25/2036, Series 2005-FF12, Class M2(2) | 1146 | 1125 |
|  First Investors Auto Owner Trust 2022-1 |  |  |
|  3.79%, 06/15/2028, Series 2022-1A, Class D(1) | 2875 | 2869 |
|  First Investors Auto Owner Trust 2025-1 |  |  |
|  5.22%, 12/15/2033, Series 2025-1A, Class D(1) | 2300 | 2305 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  FirstKey Homes 2021-SFR1 Trust |  |  |
|  2.39%, 08/17/2038, Series 2021-SFR1, Class E1(1) | 4795 | 4741 |
|  3.45%, 08/17/2038, Series 2021-SFR1, Class F2(1) | 10656 | 10559 |
|  FirstKey Homes 2021-SFR2 Trust |  |  |
|  2.26%, 09/17/2038, Series 2021-SFR2, Class E1(1) | 3380 | 3335 |
|  2.36%, 09/17/2038, Series 2021-SFR2, Class E2(1) | 2000 | 1973 |
|  Flagship Credit Auto Trust 2021-1 |  |  |
|  1.27%, 03/15/2027, Series 2021-1, Class D(1) | 221 | 221 |
|  Flagship Credit Auto Trust 2021-2 |  |  |
|  1.59%, 06/15/2027, Series 2021-2, Class D(1) | 1600 | 1589 |
|  Flagship Credit Auto Trust 2023-2 |  |  |
|  6.62%, 05/15/2029, Series 2023-2, Class D(1) | 8385 | 8404 |
|  Flagship Credit Auto Trust 2023-3 |  |  |
|  6.58%, 08/15/2029, Series 2023-3, Class D(1) | 1205 | 1141 |
|  Flagship Credit Auto Trust 2024-1 |  |  |
|  5.64%, 03/15/2028, Series 2024-1, Class A2(1) | 561 | 561 |
|  Flagship Credit Auto Trust 2024-3 |  |  |
|  4.88%, 11/15/2028, Series 2024-3, Class A(1) | 533 | 534 |
|  FOCUS Brands Funding |  |  |
|  8.24%, 10/30/2053, Series 2023-2, Class A2(1) | 3177 | 3326 |
|  Ford Auto Securitization Trust II |  |  |
|  3.72%, 11/15/2028, Series 2024-BA, Class A2(1) | 3255 | 2349 |
|  3.84%, 09/15/2030, Series 2024-BA, Class A3(1) | 3300 | 2371 |
|  Ford Credit Auto Lease Trust 2023-B |  |  |
|  6.97%, 06/15/2028, Series 2023-B, Class D | $2810 | 2818 |
|  Ford Credit Auto Owner Trust 2023-A |  |  |
|  4.56%, 12/15/2028, Series 2023-A, Class A4 | 4500 | 4516 |
|  4.65%, 02/15/2028, Series 2023-A, Class A3 | 934 | 935 |
|  Ford Credit Auto Owner Trust 2024-A |  |  |
|  5.09%, 12/15/2028, Series 2024-A, Class A3 | 3410 | 3433 |
|  Ford Credit Auto Owner Trust 2024-C |  |  |
|  4.07%, 07/15/2029, Series 2024-C, Class A3 | 7400 | 7399 |
|  4.32%, 08/15/2027, Series 2024-C, Class A2A | 5660 | 5663 |
|  Ford Credit Auto Owner Trust 2025-B |  |  |
|  3.91%, 04/15/2030, Series 2025-B, Class A3 | 52423 | 52253 |
|  Foundation Finance Trust 2023-2 |  |  |
|  6.53%, 06/15/2049, Series 2023-2A, Class A(1) | 2415 | 2504 |
|  6.97%, 06/15/2049, Series 2023-2A, Class B(1) | 1270 | 1318 |
|  Fremont Home Loan Trust 2004-4 |  |  |
|  4.59% (1 Month Term SOFR + 0.91%, 0.80% Floor), 03/25/2035, Series 2004-4, Class M1(2) | 13943 | 13291 |
|  Fremont Home Loan Trust 2004-C |  |  |
|  4.77% (1 Month Term SOFR + 1.09%, 0.98% Floor), 08/25/2034, Series 2004-C, Class M1(2) | 5494 | 5235 |
|  Fremont Home Loan Trust 2005-1 |  |  |
|  4.95% (1 Month Term SOFR + 1.27%, 1.16% Floor), 06/25/2035, Series 2005-1, Class M6(2) | 3072 | 2637 |
|  Fremont Home Loan Trust 2005-C |  |  |
|  4.57% (1 Month Term SOFR + 0.89%, 0.78% Floor), 07/25/2035, Series 2005-C, Class M3(2) | 6289 | 6089 |
|  4.72% (1 Month Term SOFR + 1.04%, 0.93% Floor), 07/25/2035, Series 2005-C, Class M4(2) | 10696 | 9269 |
|  Fremont Home Loan Trust 2005-E |  |  |
|  4.45% (1 Month Term SOFR + 0.77%, 0.66% Floor), 01/25/2036, Series 2005-E, Class 2A4(2) | 4012 | 3913 |
|  GGAM Master Trust International Ltd. |  |  |
|  5.92%, 09/30/2060, Series 2025-1A, Class A(1) | 13150 | 13103 |
|  GITSIT Mortgage Loan Trust 2025-NPL1 |  |  |
|  6.28%, 02/25/2055, Series 2025-NPL1, Class A1(1)(5) | 7550 | 7555 |
|  GITSIT Mortgage Loan Trust 2025-NPL2 |  |  |
|  5.42%, 12/25/2055, Series 2025-NPL2, Class A1(1)(5) | 12873 | 12794 |
|  Global SC Finance X Ltd. |  |  |
|  6.17%, 09/20/2045, Series 2025-1H, Class A(1) | 13773 | 13703 |
|  GLS Auto Receivables Issuer Trust 2023-2 |  |  |
|  6.31%, 03/15/2029, Series 2023-2A, Class D(1) | 3335 | 3398 |
|  GLS Auto Receivables Issuer Trust 2023-3 |  |  |
|  6.44%, 05/15/2029, Series 2023-3A, Class D(1) | 2425 | 2477 |
|  GLS Auto Receivables Issuer Trust 2023-4 |  |  |
|  7.18%, 08/15/2029, Series 2023-4A, Class D(1) | 4300 | 4423 |
|  GLS Auto Receivables Issuer Trust 2024-1 |  |  |
|  5.95%, 12/17/2029, Series 2024-1A, Class D(1) | 2600 | 2646 |
|  GLS Auto Receivables Issuer Trust 2024-2 |  |  |
|  6.19%, 02/15/2030, Series 2024-2A, Class D(1) | 805 | 822 |
|  GLS Auto Receivables Issuer Trust 2024-4 |  |  |
|  4.75%, 07/17/2028, Series 2024-4A, Class A3(1) | 1198 | 1199 |
|  GLS Auto Receivables Issuer Trust 2025-2 |  |  |
|  5.59%, 01/15/2031, Series 2025-2A, Class D(1) | 1000 | 1014 |
|  GLS Auto Select Receivables Trust 2024-3 |  |  |
|  5.92%, 08/15/2030, Series 2024-3A, Class C(1) | 2100 | 2155 |
|  6.34%, 08/15/2031, Series 2024-3A, Class D(1) | 3400 | 3503 |
|  GLS Auto Select Receivables Trust 2024-4 |  |  |
|  4.43%, 12/17/2029, Series 2024-4A, Class A2(1) | 4125 | 4134 |
|  5.28%, 10/15/2031, Series 2024-4A, Class D(1) | 600 | 600 |
|  GLS Auto Select Receivables Trust 2025-1 |  |  |
|  5.04%, 02/15/2031, Series 2025-1A, Class B(1) | 435 | 439 |
|  5.26%, 03/15/2031, Series 2025-1A, Class C(1) | 340 | 343 |
|  5.74%, 04/15/2032, Series 2025-1A, Class D(1) | 670 | 679 |
|  GLS Auto Select Receivables Trust 2025-3 |  |  |
|  4.94%, 09/15/2031, Series 2025-3A, Class C(1) | 800 | 797 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  GM Financial Automobile Leasing Trust 2024-3 |  |  |
|  4.21%, 10/20/2027, Series 2024-3, Class A3 | 12830 | 12834 |
|  GM Financial Consumer Automobile Receivables Trust 2024-4 |  |  |
|  4.40%, 08/16/2029, Series 2024-4, Class A3 | 12300 | 12329 |
|  4.53%, 10/18/2027, Series 2024-4, Class A2A | 793 | 793 |
|  GoodLeap Home Improvement Solutions Trust 2024-1 |  |  |
|  5.35%, 10/20/2046, Series 2024-1A, Class A(1) | 2221 | 2238 |
|  Gracie Point International Funding 2025-1 LLC |  |  |
|  5.17% (30-day Average SOFR + 1.50%, 1.50% Floor), 08/15/2028, Series 2025-1A, Class A(1)(2) | 10520 | 10532 |
|  GreenSky Home Improvement Issuer Trust 2024-2 |  |  |
|  5.15%, 10/27/2059, Series 2024-2, Class A4(1) | 730 | 734 |
|  GreenSky Home Improvement Issuer Trust 2025-3 |  |  |
|  4.34%, 12/27/2060, Series 2025-3A, Class A1(1) | 2468 | 2469 |
|  GreenSky Home Improvement Trust 2024-1 |  |  |
|  5.55%, 06/25/2059, Series 2024-1, Class A3(1) | 3195 | 3250 |
|  6.36%, 06/25/2059, Series 2024-1, Class C(1) | 1974 | 2009 |
|  GSAMP Trust 2005-AHL |  |  |
|  4.77% (1 Month Term SOFR + 1.09%, 0.98% Floor), 04/25/2035, Series 2005-AHL, Class M2(2) | 2604 | 2480 |
|  GSAMP Trust 2007-FM2 |  |  |
|  3.85% (1 Month Term SOFR + 0.17%, 0.06% Floor), 01/25/2037, Series 2007-FM2, Class A2A(2) | 1551 | 950 |
|  Harley-Davidson Motorcycle Trust 2024-B |  |  |
|  4.31%, 07/16/2029, Series 2024-B, Class A3 | 15343 | 15367 |
|  Hertz Vehicle Financing III LLC |  |  |
|  9.13%, 06/25/2027, Series 2023-1A, Class 1D(1) | 1293 | 1298 |
|  Hilton Grand Vacations Trust 2022-1D |  |  |
|  4.69%, 06/20/2034, Series 2022-1D, Class C(1) | 108 | 108 |
|  Hilton Grand Vacations Trust 2023-1 |  |  |
|  6.94%, 01/25/2038, Series 2023-1A, Class C(1) | 211 | 216 |
|  Hilton Grand Vacations Trust 2024-2 |  |  |
|  5.99%, 03/25/2038, Series 2024-2A, Class C(1) | 938 | 948 |
|  Hilton Grand Vacations Trust 2025-1 |  |  |
|  5.52%, 05/27/2042, Series 2025-1A, Class C(1) | 518 | 520 |
|  HINNT 2024-A LLC |  |  |
|  5.49%, 03/15/2043, Series 2024-A, Class A(1) | 1430 | 1447 |
|  Home Partners of America 2019-1 Trust |  |  |
|  3.41%, 09/17/2039, Series 2019-1, Class D(1) | 1090 | 1063 |
|  Home Partners of America 2019-2 Trust |  |  |
|  3.12%, 10/19/2039, Series 2019-2, Class D(1) | 1181 | 1147 |
|  Home Partners of America 2021-1 Trust |  |  |
|  2.58%, 09/17/2041, Series 2021-1, Class E(1) | 717 | 649 |
|  Home Partners of America 2021-2 Trust |  |  |
|  2.95%, 12/17/2026, Series 2021-2, Class E2(1) | 4221 | 4147 |
|  Home Partners of America 2021-3 Trust |  |  |
|  2.20%, 01/17/2041, Series 2021-3, Class A(1) | 8848 | 8309 |
|  Honda Auto Receivables 2024-4 Owner Trust |  |  |
|  4.33%, 05/15/2029, Series 2024-4, Class A3 | 3600 | 3607 |
|  4.56%, 03/15/2027, Series 2024-4, Class A2 | 683 | 684 |
|  Honda Auto Receivables 2025-3 Owner Trust |  |  |
|  4.04%, 02/21/2030, Series 2025-3, Class A3 | 42971 | 42850 |
|  Honda Auto Receivables 2025-4 Owner Trust |  |  |
|  3.98%, 06/17/2030, Series 2025-4, Class A3 | 61315 | 60997 |
|  Honda Auto Receivables 2026-1 Owner Trust |  |  |
|  3.78%, 09/23/2030, Series 2026-1, Class A3 | 47753 | 47357 |
|  Horizon Aircraft Finance I Ltd. |  |  |
|  4.46%, 12/15/2038, Series 2018-1, Class A(1) | 733 | 728 |
|  Horizon Aircraft Finance II Ltd. |  |  |
|  3.72%, 07/15/2039, Series 2019-1, Class A(1) | 326 | 323 |
|  Horizon Aircraft Finance III Ltd. |  |  |
|  3.43%, 11/15/2039, Series 2019-2, Class A(1) | 929 | 910 |
|  HPEFS Equipment Trust 2023-2 |  |  |
|  6.97%, 07/21/2031, Series 2023-2A, Class D(1) | 1585 | 1596 |
|  Huntington Auto Trust 2024-1 |  |  |
|  5.23%, 01/16/2029, Series 2024-1A, Class A3(1) | 9913 | 9984 |
|  Hyundai Auto Lease Securitization Trust 2024-C |  |  |
|  4.62%, 04/17/2028, Series 2024-C, Class A3(1) | 9500 | 9529 |
|  4.77%, 03/15/2027, Series 2024-C, Class A2A(1) | 1755 | 1757 |
|  Hyundai Auto Receivables Trust 2024-A |  |  |
|  4.99%, 02/15/2029, Series 2024-A, Class A3 | 9574 | 9629 |
|  Hyundai Auto Receivables Trust 2024-C |  |  |
|  4.41%, 05/15/2029, Series 2024-C, Class A3 | 17900 | 17964 |
|  4.53%, 09/15/2027, Series 2024-C, Class A2A | 2515 | 2517 |
|  Hyundai Auto Receivables Trust 2025-A |  |  |
|  4.76%, 06/15/2032, Series 2025-A, Class C | 5400 | 5448 |
|  Hyundai Auto Receivables Trust 2025-C |  |  |
|  3.88%, 04/15/2030, Series 2025-C, Class A3 | 124334 | 123682 |
|  Island Finance Trust 2025-1 |  |  |
|  6.54%, 03/19/2035, Series 2025-1A, Class A(1) | 1080 | 1087 |
|  IXIS Real Estate Capital Trust 2005-HE2 |  |  |
|  4.77% (1 Month Term SOFR + 1.09%, 0.98% Floor), 09/25/2035, Series 2005-HE2, Class M5(2) | 1515 | 1667 |
|  Jack in the Box Funding LLC |  |  |
|  3.45%, 02/26/2052, Series 2022-1A, Class A2I(1) | 212 | 205 |
|  4.48%, 08/25/2049, Series 2019-1A, Class A2II(1) | 2635 | 2619 |
|  John Deere Owner Trust 2024-C |  |  |
|  4.36%, 08/16/2027, Series 2024-C, Class A2A | 8998 | 9001 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  JP Morgan Mortgage Acquisition Corp. 2005-FRE1 |  |  |
|  2.94% (1 Month Term SOFR + 0.76%, 0.65% Floor), 10/25/2035, Series 2005-FRE1, Class M2(2) | 7044.0 | 6316.0 |
|  JP Morgan Mortgage Acquisition Corp. 2006-FRE2 |  |  |
|  4.33% (1 Month Term SOFR + 0.65%, 0.54% Floor), 02/25/2036, Series 2006-FRE2, Class M2(2) | 11255.0 | 10341.0 |
|  JP Morgan Mortgage Acquisition Corp. 2006-WMC1 |  |  |
|  4.33% (1 Month Term SOFR + 0.65%, 0.54% Floor), 03/25/2036, Series 2006-WMC1, Class A5(2) | 4672.0 | 4420.0 |
|  JP Morgan Mortgage Acquisition Trust 2006-CW1 |  |  |
|  4.23% (1 Month Term SOFR + 0.55%, 0.44% Floor), 05/25/2036, Series 2006-CW1, Class M2(2) | 11322.0 | 10532.0 |
|  JP Morgan Mortgage Acquisition Trust 2006-WMC4 |  |  |
|  4.03% (1 Month Term SOFR + 0.35%, 0.24% Floor), 12/25/2036, Series 2006-WMC4, Class A3(2) | 17041.0 | 8674.0 |
|  4.09% (1 Month Term SOFR + 0.41%, 0.30% Floor), 12/25/2036, Series 2006-WMC4, Class A4(2) | 15520.0 | 7905.0 |
|  JP Morgan Mortgage Acquisition Trust 2007-CH3 |  |  |
|  4.05% (1 Month Term SOFR + 0.37%, 0.26% Floor), 03/25/2037, Series 2007-CH3, Class A5(2) | 5244.0 | 5217.0 |
|  JP Morgan Mortgage Acquisition Trust 2007-CH5 |  |  |
|  4.06% (1 Month Term SOFR + 0.38%, 0.27% Floor), 06/25/2037, Series 2007-CH5, Class M1(2) | 5576.0 | 5464.0 |
|  JP Morgan Mortgage Trust 2025-CES6 |  |  |
|  8.66%, 04/25/2056, Series 2025-CES6, Class PT(1)(3) | 55662.0 | 59546.0 |
|  JP Morgan Mortgage Trust Series 2025-CES1 |  |  |
|  5.67%, 05/25/2055, Series 2025-CES1, Class A1(1)(3) | 17644.0 | 17719.0 |
|  Kapitus Asset Securitization IV LLC |  |  |
|  5.49%, 09/10/2031, Series 2024-1A, Class A(1) | 5805.0 | 5814.0 |
|  5.49%, 09/10/2031, Series 2024-1A, Class 1A(1) | 10250.0 | 10266.0 |
|  Kapitus Asset Securitization V LLC |  |  |
|  5.46%, 04/10/2032, Series 2025-1A, Class A(1) | 12965.0 | 12933.0 |
|  Kinetic ABS Issuer LLC |  |  |
|  5.22%, 02/25/2056, Series 2026-1A, Class A2(1) | 10000.0 | 9972.0 |
|  Labrador Aviation Finance Ltd. 2016-1A |  |  |
|  4.30%, 01/15/2042, Series 2016-1A, Class A1(1) | 714.0 | 732.0 |
|  LAD Auto Receivables Trust 2023-4 |  |  |
|  6.76%, 03/15/2029, Series 2023-4A, Class C(1) | 1940.0 | 1983.0 |
|  7.37%, 04/15/2031, Series 2023-4A, Class D(1) | 980.0 | 1014.0 |
|  LAD Auto Receivables Trust 2024-1 |  |  |
|  5.33%, 02/15/2029, Series 2024-1A, Class B(1) | 500.0 | 505.0 |
|  LAD Auto Receivables Trust 2024-3 |  |  |
|  4.52%, 03/15/2029, Series 2024-3A, Class A3(1) | 2906.0 | 2912.0 |
|  4.93%, 03/15/2030, Series 2024-3A, Class C(1) | 800.0 | 805.0 |
|  LAD Auto Receivables Trust 2026-1 |  |  |
|  3.87%, 02/16/2027, Series 2026-1A, Class A1(1) | 5727.0 | 5726.0 |
|  Laurel Road Prime Student Loan Trust 2020-A |  |  |
|  1.40%, 11/25/2050, Series 2020-A, Class A2FX(1) | 1787.0 | 1668.0 |
|  Lehman XS Trust 2007-6 |  |  |
|  4.21% (1 Month Term SOFR + 0.53%, 0.42% Floor), 05/25/2037, Series 2007-6, Class 2A1(2) | 4958.0 | 4359.0 |
|  Lendbuzz Securitization Trust 2024-3 |  |  |
|  4.97%, 10/15/2029, Series 2024-3A, Class A2(1) | 2524.0 | 2526.0 |
|  Lendbuzz Securitization Trust 2026-1 |  |  |
|  4.68%, 07/15/2030, Series 2026-1A, Class A2(1) | 2637.0 | 2635.0 |
|  Lendmark Funding Trust 2024-2 |  |  |
|  4.47%, 02/21/2034, Series 2024-2A, Class A(1) | 4400.0 | 4391.0 |
|  Lightpath Fiber Issuer LLC |  |  |
|  5.60%, 03/25/2056, Series 2026-1A, Class A2(1) | 38485.0 | 38378.0 |
|  Lmrk Issuer Co. 2 LLC |  |  |
|  5.52%, 09/15/2055, Series 2025-1A, Class A(1) | 5625.0 | 5611.0 |
|  Long Beach Mortgage Loan Trust 2004-6 |  |  |
|  4.99% (1 Month Term SOFR + 1.31%, 1.20% Floor), 11/25/2034, Series 2004-6, Class M1(2) | 12362.0 | 11944.0 |
|  Long Beach Mortgage Loan Trust 2005-2 |  |  |
|  4.92% (1 Month Term SOFR + 1.24%, 1.13% Floor), 04/25/2035, Series 2005-2, Class M6(2) | 12500.0 | 12307.0 |
|  Long Beach Mortgage Loan Trust 2005-WL2 |  |  |
|  4.57% (1 Month Term SOFR + 0.89%, 0.78% Floor), 08/25/2035, Series 2005-WL2, Class M3(2) | 5143.0 | 5103.0 |
|  Long Beach Mortgage Loan Trust 2005-WL3 |  |  |
|  4.50% (1 Month Term SOFR + 0.82%, 0.82% Floor), 11/25/2035, Series 2005-WL3, Class M2(2) | 8449.0 | 8410.0 |
|  Long Beach Mortgage Loan Trust 2006-WL1 |  |  |
|  4.42% (1 Month Term SOFR + 0.74%, 0.63% Floor), 01/25/2046, Series 2006-WL1, Class M1(2) | 10121.0 | 9878.0 |
|  Lunar 2021-1 Structured Aircraft Portfolio Notes |  |  |
|  2.64%, 10/15/2046, Series 2021-1, Class A(1) | 3060.0 | 2907.0 |
|  MAPS 2021-1 Trust |  |  |
|  2.52%, 06/15/2046, Series 2021-1A, Class A(1) | 3618.0 | 3479.0 |
|  Mariner Finance Issuance Trust 2024-A |  |  |
|  5.68%, 09/22/2036, Series 2024-AA, Class B(1) | 2875.0 | 2905.0 |
|  Marlette Funding Trust 2024-1 |  |  |
|  6.93%, 07/17/2034, Series 2024-1A, Class D(1) | 345.0 | 351.0 |
|  MAST 2026-1 Ltd. |  |  |
|  5.13%, 02/15/2051, Series 2026-1A, Class A(1) | 15731.0 | 15463.0 |
|  MASTR Asset Backed Securities Trust 2004-WMC1 |  |  |
|  4.57% (1 Month Term SOFR + 0.89%, 0.78% Floor), 02/25/2034, Series 2004-WMC1, Class M1(2) | 385.0 | 417.0 |
|  MASTR Specialized Loan Trust |  |  |
|  4.31% (1 Month Term SOFR + 0.63%, 0.52% Floor), 02/25/2036, Series 2006-2, Class A(1)(2) | 170.0 | 168.0 |
|  Mercury Financial Credit Card Master Trust |  |  |
|  6.56%, 07/20/2029, Series 2024-2A, Class A(1) | 9055.0 | 9070.0 |
|  Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 |  |  |
|  4.27% (1 Month Term SOFR + 0.59%, 0.48% Floor), 05/25/2037, Series 2007-2, Class A2C(2) | 1032.0 | 755.0 |
|  Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5 |  |  |
|  5.79% (1 Month Term SOFR + 2.11%, 2.00% Floor), 10/25/2037, Series 2007-5, Class 2A2(2) | 13657.0 | 11796.0 |
|  Merrill Lynch Mortgage Investors Trust Series 2006-OPT1 |  |  |
|  4.08% (1 Month Term SOFR + 0.40%, 0.29% Floor), 08/25/2037, Series 2006-OPT1, Class A1(2) | 8414.0 | 7785.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Merrill Lynch Mortgage Investors Trust Series 2006-RM2 |  |  |
|  3.99% (1 Month Term SOFR + 0.31%, 0.20% Floor), 05/25/2037, Series 2006-RM2, Class A2B(2) | 11740 | 1245 |
|  4.12% (1 Month Term SOFR + 0.44%, 0.33% Floor), 05/25/2037, Series 2006-RM2, Class A2C(2) | 28142 | 2999 |
|  Merrill Lynch Mortgage Investors Trust Series 2006-RM3 |  |  |
|  4.09% (1 Month Term SOFR + 0.41%, 0.30% Floor), 06/25/2037, Series 2006-RM3, Class A2C(2) | 41443 | 8503 |
|  METAL 2017-1 LLC |  |  |
|  4.58%, 10/15/2042, Series 2017-1, Class A(1) | 2286 | 1588 |
|  MFA 2024-NPL1 Trust |  |  |
|  6.33%, 09/25/2054, Series 2024-NPL1, Class A1(1)(5) | 6503 | 6511 |
|  Mission Lane Credit Card Master Trust |  |  |
|  5.80%, 05/15/2030, Series 2025-A, Class A(1) | 4695 | 4721 |
|  5.88%, 01/15/2030, Series 2024-B, Class A(1) | 7620 | 7632 |
|  6.20%, 08/15/2029, Series 2024-A, Class A1(1) | 3630 | 3639 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2004-HE2 |  |  |
|  4.65% (1 Month Term SOFR + 0.97%, 0.86% Floor), 03/25/2034, Series 2004-HE2, Class M1(2) | 7533 | 7524 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2004-HE8 |  |  |
|  4.75% (1 Month Term SOFR + 1.07%, 0.96% Floor), 09/25/2034, Series 2004-HE8, Class M1(2) | 1489 | 1611 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2004-NC7 |  |  |
|  4.65% (1 Month Term SOFR + 0.97%, 0.86% Floor), 07/25/2034, Series 2004-NC7, Class M1(2) | 7602 | 7858 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2005-WMC2 |  |  |
|  4.72% (1 Month Term SOFR + 1.04%, 0.93% Floor), 02/25/2035, Series 2005-WMC2, Class M4(2) | 1569 | 1474 |
|  Morgan Stanley ABS Capital I, Inc. Trust 2006-HE8 |  |  |
|  3.92% (1 Month Term SOFR + 0.24%, 0.13% Floor), 10/25/2036, Series 2006-HE8, Class A1(2) | 372 | 336 |
|  Morgan Stanley Capital I, Inc. Trust 2006-HE1 |  |  |
|  4.37% (1 Month Term SOFR + 0.69%, 0.58% Floor), 01/25/2036, Series 2006-HE1, Class A4(2) | 3092 | 3025 |
|  Morgan Stanley Mortgage Loan Trust 2006-15XS |  |  |
|  6.70%, 11/25/2036, Series 2006-15XS, Class A4A(5) | 11959 | 2463 |
|  Morgan Stanley Mortgage Loan Trust 2007-8XS |  |  |
|  4.32% (1 Month Term SOFR + 0.64%, 0.53% Floor, 6.25% Cap), 04/25/2037, Series 2007-8XS, Class A5(2) | 17628 | 5928 |
|  4.33% (1 Month Term SOFR + 0.65%, 0.54% Floor, 6.26% Cap), 04/25/2037, Series 2007-8XS, Class A9(2) | 1702 | 572 |
|  Mosaic Solar Loan Trust 2024-1 |  |  |
|  5.50%, 09/20/2049, Series 2024-1A, Class A(1) | 1717 | 1627 |
|  Mosaic Solar Loan Trust 2024-2 |  |  |
|  5.60%, 04/22/2052, Series 2024-2A, Class A(1) | 18159 | 17224 |
|  MVW 2020-1 LLC |  |  |
|  4.21%, 10/20/2037, Series 2020-1A, Class C(1) | 82 | 82 |
|  MVW 2021-1W LLC |  |  |
|  1.94%, 01/22/2041, Series 2021-1WA, Class C(1) | 167 | 161 |
|  MVW 2021-2 LLC |  |  |
|  2.23%, 05/20/2039, Series 2021-2A, Class C(1) | 3010 | 2863 |
|  Navient Private Education Loan Trust 2015-B |  |  |
|  5.24% (1 Month Term SOFR + 1.56%), 07/16/2040, Series 2015-BA, Class A3(1)(2) | 2550 | 2554 |
|  Navient Private Education Loan Trust 2018-B |  |  |
|  3.61%, 12/15/2059, Series 2018-BA, Class A2A(1) | 2 | 2 |
|  Navient Private Education Refi Loan Trust 2019-F |  |  |
|  2.60%, 08/15/2068, Series 2019-FA, Class A2(1) | 422 | 409 |
|  Navient Private Education Refi Loan Trust 2019-G |  |  |
|  2.40%, 10/15/2068, Series 2019-GA, Class A(1) | 354 | 346 |
|  Navient Private Education Refi Loan Trust 2020-B |  |  |
|  2.12%, 01/15/2069, Series 2020-BA, Class A2(1) | 429 | 411 |
|  Navient Private Education Refi Loan Trust 2020-C |  |  |
|  2.15%, 11/15/2068, Series 2020-CA, Class A2A(1) | 565 | 545 |
|  2.83%, 11/15/2068, Series 2020-CA, Class B(1) | 1685 | 1516 |
|  Navient Private Education Refi Loan Trust 2020-D |  |  |
|  1.69%, 05/15/2069, Series 2020-DA, Class A(1) | 2099 | 2005 |
|  Navient Private Education Refi Loan Trust 2020-G |  |  |
|  1.17%, 09/16/2069, Series 2020-GA, Class A(1) | 1462 | 1371 |
|  Navient Private Education Refi Loan Trust 2020-H |  |  |
|  1.31%, 01/15/2069, Series 2020-HA, Class A(1) | 456 | 433 |
|  1.33%, 04/15/2069, Series 2020-IA, Class A1A(1) | 2428 | 2227 |
|  4.79% (1 Month Term SOFR + 1.11%, 1.00% Floor), 04/15/2069, Series 2020-IA, Class A1B(1)(2) | 6731 | 6694 |
|  Navient Private Education Refi Loan Trust 2021-A |  |  |
|  0.84%, 05/15/2069, Series 2021-A, Class A(1) | 1399 | 1281 |
|  2.24%, 05/15/2069, Series 2021-A, Class B(1) | 460 | 372 |
|  Navient Private Education Refi Loan Trust 2021-E |  |  |
|  2.03%, 12/16/2069, Series 2021-EA, Class B(1) | 1680 | 1217 |
|  Navient Private Education Refi Loan Trust 2021-F |  |  |
|  2.12%, 02/18/2070, Series 2021-FA, Class B(1) | 3810 | 2717 |
|  Navient Student Loan Trust |  |  |
|  5.37% (30-day Average SOFR + 1.70%), 03/15/2072, Series 2023-BA, Class A1B(1)(2) | 5767 | 5796 |
|  7.23%, 03/15/2072, Series 2023-BA, Class B(1) | 10320 | 11113 |
|  Navient Student Loan Trust 2016-1 |  |  |
|  4.48% (30-day Average SOFR + 0.81%), 02/25/2070, Series 2016-1A, Class A(1)(2) | 3380 | 3346 |
|  Navient Student Loan Trust 2017-3 |  |  |
|  4.83% (30-day Average SOFR + 1.16%), 07/26/2066, Series 2017-3A, Class A3(1)(2) | 9678 | 9706 |
|  Navient Student Loan Trust 2018-3 |  |  |
|  4.58% (30-day Average SOFR + 0.91%), 03/25/2067, Series 2018-3A, Class A3(1)(2) | 6370 | 6325 |
|  Navient Student Loan Trust 2019-4 |  |  |
|  4.59% (30-day Average SOFR + 0.92%), 07/25/2068, Series 2019-4A, Class A2(1)(2) | 26562 | 26361 |
|  Navient Student Loan Trust 2020-2 |  |  |
|  4.68% (30-day Average SOFR + 1.01%), 08/26/2069, Series 2020-2A, Class A1B(1)(2) | 14344 | 14303 |
|  Navigator Aircraft ABS Ltd. |  |  |
|  2.77%, 11/15/2046, Series 2021-1, Class A(1)(5) | 9035 | 8570 |
|  Nelnet Student Loan Trust 2017-3 |  |  |
|  4.63% (30-day Average SOFR + 0.96%), 02/25/2066, Series 2017-3A, Class A(1)(2) | 25824 | 25699 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Nelnet Student Loan Trust 2021-B |  |  |
|  1.42%, 04/20/2062, Series 2021-BA, Class AFX(1) | 2961.0 | 2805.0 |
|  2.68%, 04/20/2062, Series 2021-BA, Class B(1) | 3665.0 | 3301.0 |
|  Nelnet Student Loan Trust 2025-1 |  |  |
|  4.61% (30-day Average SOFR + 0.95%), 11/27/2090, Series 2025-1A, Class A2(1)(2) | 109828.0 | 109827.0 |
|  Nelnet Student Loan Trust 2025-C |  |  |
|  4.67%, 06/22/2065, Series 2025-CA, Class A1A(1) | 34527.0 | 34134.0 |
|  Nelnet Student Loan Trust 2026-A |  |  |
|  4.61%, 02/21/2061, Series 2026-A, Class A1A(1) | 49680.0 | 49009.0 |
|  New Century Home Equity Loan Trust Series 2005-D |  |  |
|  4.50% (1 Month Term SOFR + 0.82%, 0.71% Floor), 02/25/2036, Series 2005-D, Class M2(2) | 10390.0 | 9366.0 |
|  New Economy Assets - Phase 1 Sponsor LLC |  |  |
|  1.91%, 10/20/2061, Series 2021-1, Class A1(1) | 2925.0 | 2455.0 |
|  NFAS3 LLC |  |  |
|  6.35%, 05/15/2031, Series 2025-1, Class A(1) | 8415.0 | 8501.0 |
|  Nissan Auto Lease Trust 2026-A |  |  |
|  3.90%, 05/15/2028, Series 2026-A, Class A2A | 15000.0 | 14962.0 |
|  Nissan Auto Receivables 2024-B Owner Trust |  |  |
|  4.34%, 03/15/2029, Series 2024-B, Class A3 | 9100.0 | 9117.0 |
|  Octane Receivables Trust 2024-2 |  |  |
|  5.90%, 07/20/2032, Series 2024-2A, Class C(1) | 3895.0 | 3960.0 |
|  OnDeck Asset Securitization Trust IV LLC |  |  |
|  4.98%, 10/17/2031, Series 2024-2A, Class A(1) | 3425.0 | 3434.0 |
|  OneMain Direct Auto Receivables Trust 2023-1 |  |  |
|  7.07%, 02/14/2033, Series 2023-1A, Class D(1) | 1145.0 | 1175.0 |
|  OneMain Financial Issuance Trust 2019-2 |  |  |
|  4.05%, 10/14/2036, Series 2019-2A, Class D(1) | 855.0 | 825.0 |
|  OneMain Financial Issuance Trust 2021-1 |  |  |
|  2.47%, 06/16/2036, Series 2021-1A, Class D(1) | 3300.0 | 3105.0 |
|  OneMain Financial Issuance Trust 2022-2 |  |  |
|  4.89%, 10/14/2034, Series 2022-2A, Class A(1) | 516.0 | 517.0 |
|  OneMain Financial Issuance Trust 2022-S1 |  |  |
|  5.20%, 05/14/2035, Series 2022-S1, Class D(1) | 8785.0 | 8797.0 |
|  Onemain Financial Issuance Trust 2025-1 |  |  |
|  5.79%, 07/14/2038, Series 2025-1A, Class D(1) | 1585.0 | 1595.0 |
|  Option One Mortgage Loan Trust 2004-2 |  |  |
|  4.59% (1 Month Term SOFR + 0.91%, 0.80% Floor), 05/25/2034, Series 2004-2, Class M1(2) | 3245.0 | 3334.0 |
|  Option One Mortgage Loan Trust 2006-3 |  |  |
|  4.07% (1 Month Term SOFR + 0.39%, 0.28% Floor), 02/25/2037, Series 2006-3, Class 1A1(2) | 18136.0 | 11970.0 |
|  Option One Mortgage Loan Trust 2007-4 |  |  |
|  3.97% (1 Month Term SOFR + 0.29%, 0.18% Floor), 04/25/2037, Series 2007-4, Class 2A2(2) | 13236.0 | 7571.0 |
|  Oscar U.S. Funding XVII LLC |  |  |
|  4.47%, 03/12/2029, Series 2024-2A, Class A3(1) | 2100.0 | 2101.0 |
|  4.63%, 12/10/2027, Series 2024-2A, Class A2(1) | 2225.0 | 2224.0 |
|  OWN Equipment Fund I LLC |  |  |
|  5.70%, 12/20/2032, Series 2024-2M, Class A(1) | 8050.0 | 8099.0 |
|  OWN Equipment Fund II LLC |  |  |
|  5.48%, 09/26/2033, Series 2025-1M, Class A(1) | 4702.0 | 4695.0 |
|  OWN Equipment Fund III LLC |  |  |
|  5.42%, 03/27/2034, Series 2025-2M, Class A(1) | 12429.0 | 12381.0 |
|  Park Place Securities, Inc. Asset-Backed Pass-Through Certificates Series 2005-WHQ4 |  |  |
|  4.57% (1 Month Term SOFR + 0.89%, 0.78% Floor), 09/25/2035, Series 2005-WHQ4, Class M3(2) | 8000.0 | 7453.0 |
|  PenFed Auto Receivables Owner Trust 2025-A |  |  |
|  4.12%, 09/15/2028, Series 2025-A, Class A2(1) | 931.0 | 931.0 |
|  PK Alift Loan Funding 3 LP |  |  |
|  5.84%, 09/15/2039, Series 2024-1, Class A1(1) | 2056.0 | 2091.0 |
|  PK Alift Loan Funding 7 LP |  |  |
|  4.75%, 03/15/2043, Series 2025-2, Class A(1) | 2500.0 | 2488.0 |
|  Planet Fitness Master Issuer LLC |  |  |
|  3.86%, 12/05/2049, Series 2019-1A, Class A2(1) | 4092.0 | 3897.0 |
|  4.01%, 12/05/2051, Series 2022-1A, Class A2II(1) | 1152.0 | 1075.0 |
|  5.27%, 12/06/2055, Series 2025-1A, Class A2I(1) | 5940.0 | 5938.0 |
|  5.77%, 06/05/2054, Series 2024-1A, Class A2I(1) | 5142.0 | 5175.0 |
|  Porsche Innovative Lease Owner Trust 2024-2 |  |  |
|  4.35%, 10/20/2027, Series 2024-2A, Class A3(1) | 8202.0 | 8206.0 |
|  Prestige Auto Receivables Trust 2023-1 |  |  |
|  6.33%, 04/16/2029, Series 2023-1A, Class D(1) | 4170.0 | 4178.0 |
|  Prestige Auto Receivables Trust 2023-2 |  |  |
|  7.71%, 08/15/2029, Series 2023-2A, Class D(1) | 1800.0 | 1823.0 |
|  PRET 2025-NPL11 LLC |  |  |
|  5.19%, 10/25/2055, Series 2025-NPL11, Class A1(1)(5) | 24839.0 | 24839.0 |
|  PRET 2025-NPL3 LLC |  |  |
|  6.71%, 04/25/2055, Series 2025-NPL3, Class A1(1)(5) | 5711.0 | 5716.0 |
|  PRET 2025-NPL6 LLC |  |  |
|  5.74%, 06/25/2055, Series 2025-NPL6, Class A1(1)(5) | 20457.0 | 20489.0 |
|  PRET 2025-NPL7 LLC |  |  |
|  5.66%, 07/25/2055, Series 2025-NPL7, Class A1(1)(5) | 11161.0 | 11182.0 |
|  PRET 2025-NPL8 LLC |  |  |
|  5.73%, 08/25/2055, Series 2025-NPL8, Class A1(1)(5) | 14429.0 | 14460.0 |
|  PRET 2026-NPL1 LLC |  |  |
|  5.18%, 01/25/2056, Series 2026-NPL1, Class A1(1)(5) | 1701.0 | 1687.0 |
|  PRET 2026-NPL2 LLC |  |  |
|  5.15%, 02/25/2056, Series 2026-NPL2, Class A1(1)(5) | 8775.0 | 8706.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  PRET 2026-NPL3 LLC |  |  |
|  4.97%, 02/25/2056, Series 2026-NPL3, Class A1(1)(5) | 13450.0 | 13340.0 |
|  PRET 2026-NPL4 LLC |  |  |
|  5.51%, 04/25/2056, Series 2026-NPL4, Class A1(1)(5) | 9320.0 | 9309.0 |
|  Progress Residential 2021-SFR3 |  |  |
|  2.54%, 05/17/2026, Series 2021-SFR3, Class E1(1) | 1815.0 | 1808.0 |
|  2.69%, 05/17/2026, Series 2021-SFR3, Class E2(1) | 1510.0 | 1504.0 |
|  Progress Residential 2021-SFR5 Trust |  |  |
|  2.21%, 07/17/2038, Series 2021-SFR5, Class E1(1) | 2185.0 | 2168.0 |
|  2.36%, 07/17/2038, Series 2021-SFR5, Class E2(1) | 545.0 | 541.0 |
|  Progress Residential 2021-SFR7 Trust |  |  |
|  2.59%, 08/17/2040, Series 2021-SFR7, Class E1(1) | 3970.0 | 3707.0 |
|  2.64%, 08/17/2040, Series 2021-SFR7, Class E2(1) | 1035.0 | 969.0 |
|  Progress Residential 2021-SFR9 Trust |  |  |
|  2.81%, 11/17/2040, Series 2021-SFR9, Class E1(1) | 1130.0 | 1068.0 |
|  3.01%, 11/17/2040, Series 2021-SFR9, Class E2(1) | 615.0 | 583.0 |
|  Progress Residential 2022-SFR5 Trust |  |  |
|  4.90%, 06/17/2039, Series 2022-SFR5, Class B(1) | 1775.0 | 1768.0 |
|  5.19%, 06/17/2039, Series 2022-SFR5, Class C(1) | 3215.0 | 3200.0 |
|  Progress Residential 2023-SFR1 Trust |  |  |
|  4.65%, 03/17/2040, Series 2023-SFR1, Class C(1) | 950.0 | 937.0 |
|  4.65%, 03/17/2040, Series 2023-SFR1, Class D(1) | 1455.0 | 1432.0 |
|  QTS Issuer ABS II LLC |  |  |
|  5.78%, 10/05/2055, Series 2025-1A, Class B(1) | 5350.0 | 5175.0 |
|  6.73%, 01/05/2056, Series 2026-1A, Class B(1) | 1400.0 | 1386.0 |
|  RAAC Series 2006-RP4 Trust |  |  |
|  4.34% (1 Month Term SOFR + 0.66%, 0.55% Floor, 14.00% Cap), 01/25/2046, Series 2006-RP4,<br>Class M1(1)(2) | 2848.0 | 2849.0 |
|  RAMP Series 2005-RS5 Trust |  |  |
|  4.81% (1 Month Term SOFR + 0.79%, 0.68% Floor, 14.00% Cap), 05/25/2035, Series 2005-RS5,<br>Class M5(2) | 70.0 | 72.0 |
|  RAMP Series 2006-RZ5 Trust |  |  |
|  4.15% (1 Month Term SOFR + 0.47%, 0.36% Floor, 14.00% Cap), 08/25/2046, Series 2006-RZ5, Class M1(2) | 14304.0 | 12864.0 |
|  Ramsgate DC Holdings UK 1 Sarl |  |  |
|  5.48%, 02/28/2056, Series 1A, Class A(1) | 4500.0 | 5817.0 |
|  RASC Series 2006-EMX6 Trust |  |  |
|  4.33% (1 Month Term SOFR + 0.38%, 0.27% Floor, 14.00% Cap), 07/25/2036, Series 2006-EMX6,<br>Class A4(2) | $161.0 | 143.0 |
|  RASC Series 2007-KS3 Trust |  |  |
|  4.47% (1 Month Term SOFR + 0.79%, 0.68% Floor, 14.00% Cap), 04/25/2037, Series 2007-KS3,<br>Class AI4(2) | 15128.0 | 14731.0 |
|  RCKT Mortgage Trust 2024-CES5 |  |  |
|  5.85%, 08/25/2044, Series 2024-CES5, Class A1A(1)(5) | 17818.0 | 17908.0 |
|  RCKT Mortgage Trust 2024-CES8 |  |  |
|  5.49%, 11/25/2044, Series 2024-CES8, Class A1A(1)(5) | 23632.0 | 23722.0 |
|  RCO IX Mortgage LLC 2025-2 |  |  |
|  6.51%, 04/25/2030, Series 2025-2, Class A1(1)(5) | 15516.0 | 15537.0 |
|  RCO IX Mortgage LLC 2025-4 |  |  |
|  5.31%, 10/25/2030, Series 2025-4, Class A1(1)(5) | 15485.0 | 15473.0 |
|  RCO VIII Mortgage LLC 2025-3 |  |  |
|  6.43%, 05/25/2030, Series 2025-3, Class A1(1)(5) | 1407.0 | 1408.0 |
|  RCO X Mortgage LLC 2026-1 |  |  |
|  5.54%, 03/25/2031, Series 2026-1, Class A1(1)(5) | 14270.0 | 14226.0 |
|  Reach ABS Trust 2025-1 |  |  |
|  5.99%, 08/16/2032, Series 2025-1A, Class C(1) | 580.0 | 587.0 |
|  Reach ABS Trust 2025-2 |  |  |
|  5.12%, 08/18/2032, Series 2025-2A, Class B(1) | 4145.0 | 4151.0 |
|  Red Oak Funding Master Trust |  |  |
|  5.67% (30-day Average SOFR + 2.00%), 12/20/2030, Series 2025-1A, Class A(1)(2) | 6440.0 | 6453.0 |
|  Regional Management Issuance Trust 2024-2 |  |  |
|  5.11%, 12/15/2033, Series 2024-2, Class A(1) | 3795.0 | 3810.0 |
|  5.74%, 12/15/2033, Series 2024-2, Class C(1) | 915.0 | 920.0 |
|  Republic Finance Issuance Trust 2024-A |  |  |
|  5.91%, 08/20/2032, Series 2024-A, Class A(1) | 5385.0 | 5405.0 |
|  Republic Finance Issuance Trust 2024-B |  |  |
|  5.42%, 11/20/2037, Series 2024-B, Class A(1) | 6255.0 | 6334.0 |
|  RFS Asset Securitization II LLC |  |  |
|  6.55%, 07/15/2031, Series 2024-1, Class A(1) | 7935.0 | 8033.0 |
|  Sallie Mae Resecuritization FFELP Student Loan Trust 2026-1 |  |  |
|  4.68% (90-day Average SOFR + 0.37%), 04/26/2076, Series 2026-1A, Class 74A5(1)(2) | 75739.0 | 73046.0 |
|  Saluda Grade Alternative Mortgage Trust 2025-LOC4 |  |  |
|  5.41% (30-day Average SOFR + 1.75%), 06/25/2055, Series 2025-LOC4, Class A1A(1)(2) | 11629.0 | 11669.0 |
|  Saluda Grade Alternative Mortgage Trust 2025-LOC5 |  |  |
|  5.48% (1 Month Term SOFR + 1.80%), 10/25/2055, Series 2025-LOC5, Class A1B(1)(2) | 14500.0 | 14514.0 |
|  Santander Drive Auto Receivables Trust 2023-2 |  |  |
|  5.24%, 05/15/2028, Series 2023-2, Class B | 1799.0 | 1800.0 |
|  Santander Drive Auto Receivables Trust 2024-2 |  |  |
|  6.28%, 08/15/2031, Series 2024-2, Class D | 400.0 | 411.0 |
|  Santander Drive Auto Receivables Trust 2024-3 |  |  |
|  5.97%, 10/15/2031, Series 2024-3, Class D | 11735.0 | 12014.0 |
|  Santander Drive Auto Receivables Trust 2024-5 |  |  |
|  4.62%, 11/15/2028, Series 2024-5, Class A3 | 2597.0 | 2600.0 |
|  Santander Drive Auto Receivables Trust 2025-3 |  |  |
|  4.63%, 10/16/2028, Series 2025-3, Class A2 | 9928.0 | 9945.0 |
|  Santander Drive Auto Receivables Trust 2025-4 |  |  |
|  4.28%, 01/15/2029, Series 2025-4, Class A2 | 8621.0 | 8624.0 |
|  Santander Drive Auto Receivables Trust 2026-1 |  |  |
|  4.04%, 03/15/2029, Series 2026-1, Class A2 | 30300.0 | 30286.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Saxon Asset Securities Trust 2006-1 |  |  |
|  4.26% (1 Month Term SOFR + 0.58%, 0.47% Floor, 12.25% Cap), 03/25/2036, Series 2006-1, Class M1(2) | 634 | 632 |
|  Saxon Asset Securities Trust 2007-2 |  |  |
|  3.99% (1 Month Term SOFR + 0.31%, 0.20% Floor), 05/25/2047, Series 2007-2, Class A1(2) | 13793 | 12562 |
|  Saxon Asset Securities Trust 2007-3 |  |  |
|  4.10% (1 Month Term SOFR + 0.42%, 0.31% Floor), 09/25/2037, Series 2007-3, Class 1A(2) | 8301 | 8078 |
|  SBNA Auto Lease Trust 2024-C |  |  |
|  4.56%, 02/22/2028, Series 2024-C, Class A3(1) | 22912 | 22937 |
|  SBNA Auto Receivables Trust 2024-A |  |  |
|  5.21%, 04/16/2029, Series 2024-A, Class A4(1) | 3050 | 3071 |
|  5.32%, 12/15/2028, Series 2024-A, Class A3(1) | 3104 | 3111 |
|  5.59%, 01/15/2030, Series 2024-A, Class C(1) | 200 | 203 |
|  6.04%, 04/15/2030, Series 2024-A, Class D(1) | 400 | 407 |
|  SCCU Auto Receivables Trust 2025-1 |  |  |
|  4.67%, 11/15/2028, Series 2025-1A, Class A2(1) | 4507 | 4515 |
|  SEB Funding LLC |  |  |
|  7.39%, 04/30/2054, Series 2024-1A, Class A2(1) | 8440 | 8590 |
|  Securitized Asset Backed Receivables LLC Trust 2004-OP1 |  |  |
|  4.56% (1 Month Term SOFR + 0.88%, 0.77% Floor), 02/25/2034, Series 2004-OP1, Class M1(2) | 2495 | 2490 |
|  Securitized Asset Backed Receivables LLC Trust 2005-HE1 |  |  |
|  4.44% (1 Month Term SOFR + 0.76%, 0.65% Floor), 10/25/2035, Series 2005-HE1, Class M1(2) | 2125 | 1763 |
|  Securitized Asset Backed Receivables LLC Trust 2006-CB5 |  |  |
|  4.07% (1 Month Term SOFR + 0.39%, 0.28% Floor), 06/25/2036, Series 2006-CB5, Class A3(2) | 3245 | 2211 |
|  Securitized Asset Backed Receivables LLC Trust 2007-BR2 |  |  |
|  4.25% (1 Month Term SOFR + 0.57%, 0.46% Floor), 02/25/2037, Series 2007-BR2, Class A2(2) | 3241 | 1441 |
|  ServiceMaster Funding LLC |  |  |
|  2.84%, 01/30/2051, Series 2020-1, Class A2I(1) | 607 | 577 |
|  SF Abs Issuer LLC |  |  |
|  5.38%, 11/25/2055, Series 2025-1A, Class A2(1) | 21865 | 21397 |
|  SFS Auto Receivables Securitization Trust 2023-1 |  |  |
|  5.97%, 02/20/2031, Series 2023-1A, Class C(1) | 1965 | 2005 |
|  SFS Auto Receivables Securitization Trust 2024-3 |  |  |
|  4.55%, 06/20/2030, Series 2024-3A, Class A3(1) | 9500 | 9535 |
|  4.71%, 05/22/2028, Series 2024-3A, Class A2(1) | 53 | 53 |
|  SFS Auto Receivables Securitization Trust 2025-1 |  |  |
|  5.11%, 02/20/2031, Series 2025-1A, Class B(1) | 1200 | 1214 |
|  5.20%, 10/20/2032, Series 2025-1A, Class C(1) | 3400 | 3421 |
|  SFS Auto Receivables Securitization Trust 2025-2 |  |  |
|  5.05%, 04/20/2033, Series 2025-2A, Class C(1) | 4400 | 4418 |
|  SFS Auto Receivables Securitization Trust 2026-1 |  |  |
|  3.91%, 08/20/2029, Series 2026-1A, Class A2A(1) | 8100 | 8080 |
|  Shentel Issuer LLC |  |  |
|  5.64%, 12/20/2055, Series 2025-1A, Class A2(1) | 11445 | 11532 |
|  Shenton Aircraft Investment I Ltd. |  |  |
|  4.75%, 10/15/2042, Series 2015-1A, Class A(1) | 1176 | 1176 |
|  Sierra Timeshare 2023-1 Receivables Funding LLC |  |  |
|  7.00%, 01/20/2040, Series 2023-1A, Class C(1) | 330 | 337 |
|  Sierra Timeshare 2023-2 Receivables Funding LLC |  |  |
|  7.30%, 04/20/2040, Series 2023-2A, Class C(1) | 393 | 404 |
|  Sierra Timeshare 2023-3 Receivables Funding LLC |  |  |
|  7.12%, 09/20/2040, Series 2023-3A, Class C(1) | 1220 | 1253 |
|  Slam 2021-1 Ltd. |  |  |
|  2.43%, 06/15/2046, Series 2021-1A, Class A(1) | 6951 | 6589 |
|  Slam Ltd. |  |  |
|  5.34%, 09/15/2049, Series 2024-1A, Class A(1) | 8455 | 8422 |
|  SLM Private Credit Student Loan Trust 2003-B |  |  |
|  0.00%, 03/15/2033, Series 2003-B, Class A3(3) | 610 | 605 |
|  SLM Private Credit Student Loan Trust 2005-B |  |  |
|  4.27% (3 Month Term SOFR + 0.59%), 06/15/2039, Series 2005-B, Class A4(2) | 2190 | 2147 |
|  SLM Student Loan Trust 2003-12 |  |  |
|  4.62% (90-day Average SOFR + 0.93%), 12/15/2068, Series 2003-12, Class A6(1)(2) | 47604 | 47276 |
|  SLM Student Loan Trust 2003-7 |  |  |
|  5.15% (90-day Average SOFR + 1.46%, 1.20% Floor), 12/15/2033, Series 2003-7A, Class A5A(1)(2) | 3403 | 3365 |
|  SLM Student Loan Trust 2005-4 |  |  |
|  4.32% (90-day Average SOFR + 0.43%), 07/25/2040, Series 2005-4, Class A4(2) | 6566 | 6410 |
|  SLM Student Loan Trust 2006-10 |  |  |
|  4.37% (90-day Average SOFR + 0.48%), 03/25/2044, Series 2006-10, Class B(2) | 841 | 800 |
|  SLM Student Loan Trust 2007-7 |  |  |
|  4.48% (90-day Average SOFR + 0.59%), 04/25/2026, Series 2007-7, Class A4(2) | 610 | 603 |
|  SLM Student Loan Trust 2008-5 |  |  |
|  5.85% (90-day Average SOFR + 1.96%, 1.70% Floor), 10/25/2026, Series 2008-5, Class A4(2) | 733 | 736 |
|  6.00% (90-day Average SOFR + 2.11%, 1.85% Floor), 07/25/2073, Series 2008-5, Class B(2) | 7350 | 7788 |
|  SLM Student Loan Trust 2008-7 |  |  |
|  5.05% (90-day Average SOFR + 1.16%), 10/25/2026, Series 2008-7, Class A4(2) | 3035 | 3019 |
|  SLM Student Loan Trust 2012-1 |  |  |
|  4.73% (30-day Average SOFR + 1.06%, 0.95% Floor), 09/25/2028, Series 2012-1, Class A3(2) | 5061 | 5007 |
|  SLM Student Loan Trust 2012-2 |  |  |
|  4.48% (30-day Average SOFR + 0.81%), 01/25/2029, Series 2012-2, Class A(2) | 6454 | 6302 |
|  SLM Student Loan Trust 2012-7 |  |  |
|  4.43% (30-day Average SOFR + 0.76%, 0.65% Floor), 05/26/2026, Series 2012-7, Class A3(2) | 2149 | 2101 |
|  5.58% (30-day Average SOFR + 1.91%, 1.80% Floor), 09/25/2043, Series 2012-7, Class B(2) | 2220 | 2133 |
|  SLM Student Loan Trust 2014-1 |  |  |
|  4.38% (30-day Average SOFR + 0.71%), 02/26/2029, Series 2014-1, Class A3(2) | 1268 | 1230 |
|  SMB Private Education Loan Trust 2017-B |  |  |
|  2.82%, 10/15/2035, Series 2017-B, Class A2A(1) | 17 | 17 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  SMB Private Education Loan Trust 2018-A |  |  |
|  3.50%, 02/15/2036, Series 2018-A, Class A2A(1) | 1006 | 1002 |
|  3.96%, 07/15/2042, Series 2018-A, Class B(1) | 125 | 123 |
|  SMB Private Education Loan Trust 2018-B |  |  |
|  3.60%, 01/15/2037, Series 2018-B, Class A2A(1) | 485 | 482 |
|  4.00%, 07/15/2042, Series 2018-B, Class B(1) | 910 | 891 |
|  SMB Private Education Loan Trust 2018-C |  |  |
|  3.63%, 11/15/2035, Series 2018-C, Class A2A(1) | 1313 | 1308 |
|  4.00%, 11/17/2042, Series 2018-C, Class B(1) | 770 | 755 |
|  SMB Private Education Loan Trust 2019-A |  |  |
|  3.44%, 07/15/2036, Series 2019-A, Class A2A(1) | 514 | 510 |
|  SMB Private Education Loan Trust 2019-B |  |  |
|  2.84%, 06/15/2037, Series 2019-B, Class A2A(1) | 1322 | 1298 |
|  SMB Private Education Loan Trust 2020-A |  |  |
|  2.23%, 09/15/2037, Series 2020-A, Class A2A(1) | 2510 | 2437 |
|  SMB Private Education Loan Trust 2020-PTB |  |  |
|  1.60%, 09/15/2054, Series 2020-PTB, Class A2A(1) | 753 | 714 |
|  SMB Private Education Loan Trust 2021-A |  |  |
|  1.07%, 01/15/2053, Series 2021-A, Class APT1(1) | 1342 | 1234 |
|  SMB Private Education Loan Trust 2021-D |  |  |
|  1.34%, 03/17/2053, Series 2021-D, Class A1A(1) | 615 | 583 |
|  SMB Private Education Loan Trust 2022-B |  |  |
|  3.94%, 02/16/2055, Series 2022-B, Class A1A(1) | 17277 | 16736 |
|  5.12% (30-day Average SOFR + 1.45%), 02/16/2055, Series 2022-B, Class A1B(1)(2) | 15581 | 15718 |
|  SMB Private Education Loan Trust 2023-C |  |  |
|  6.36%, 11/15/2052, Series 2023-C, Class B(1) | 3570 | 3716 |
|  SMB Private Education Loan Trust 2023-D |  |  |
|  5.32% (30-day Average SOFR + 1.65%, 1.65% Floor), 09/15/2053, Series 2023-D, Class A1B(1)(2) | 11378 | 11564 |
|  6.15%, 09/15/2053, Series 2023-D, Class A1A(1) | 7000 | 7299 |
|  6.93%, 09/15/2053, Series 2023-D, Class B(1) | 4849 | 5089 |
|  7.54%, 09/15/2053, Series 2023-D, Class C(1) | 1034 | 1082 |
|  8.87%, 09/15/2053, Series 2023-D, Class D(1) | 2110 | 2259 |
|  SMB Private Education Loan Trust 2024-A |  |  |
|  5.24%, 03/15/2056, Series 2024-A, Class A1A(1) | 41307 | 41652 |
|  SMB Private Education Loan Trust 2024-C |  |  |
|  5.50%, 06/17/2052, Series 2024-C, Class A1A(1) | 3666 | 3736 |
|  SMB Private Education Loan Trust 2024-D |  |  |
|  5.38%, 07/15/2053, Series 2024-D, Class A1A(1) | 21902 | 22209 |
|  SMB Private Education Loan Trust 2024-E |  |  |
|  5.09%, 10/16/2056, Series 2024-E, Class A1A(1) | 37287 | 37555 |
|  SMB Private Education Loan Trust 2024-F |  |  |
|  5.06%, 03/16/2054, Series 2024-F, Class A1A(1) | 7877 | 7926 |
|  SMB Private Education Loan Trust 2025-A |  |  |
|  5.13%, 04/15/2054, Series 2025-A, Class A1A(1) | 8467 | 8524 |
|  SMB Private Education Loan Trust 2025-C |  |  |
|  0.00%, 03/15/2055, Series 2025-C, Class R(1)(4) | 3 | 37 |
|  4.78%, 03/15/2055, Series 2025-C, Class C(1) | 2400 | 2364 |
|  4.87% (30-day Average SOFR + 1.20%, 1.20% Floor), 03/15/2055, Series 2025-C, Class A1B(1)(2) | 5122 | 5122 |
|  4.96%, 03/15/2055, Series 2025-C, Class A1A(1) | 46379 | 46584 |
|  5.10%, 03/15/2055, Series 2025-C, Class B(1) | 2400 | 2406 |
|  5.26%, 03/15/2055, Series 2025-C, Class D(1) | 4700 | 4523 |
|  SMB Private Education Loan Trust 2026-A |  |  |
|  4.68%, 12/15/2053, Series 2026-A, Class A1A(1) | 17721 | 17494 |
|  SMB Private Education Loan Trust 2026-B |  |  |
|  5.03%, 03/15/2056, Series 2026-B, Class A1A(1) | 62300 | 62142 |
|  SoFi Consumer Loan Program 2025-3 Trust |  |  |
|  4.47%, 08/15/2034, Series 2025-3, Class A(1) | 4581 | 4581 |
|  SoFi Consumer Loan Program 2025-4 Trust |  |  |
|  4.24%, 08/25/2035, Series 2025-4, Class A(1) | 4430 | 4422 |
|  SoFi Consumer Loan Program 2025-A Trust |  |  |
|  0.00%, 03/27/2034, Series 2025-A, Class R(1)(4) | 4207 | 5089 |
|  4.91%, 03/27/2034, Series 2025-A, Class A(1) | 15700 | 15753 |
|  5.25%, 03/27/2034, Series 2025-A, Class B(1) | 3796 | 3826 |
|  5.77%, 03/27/2034, Series 2025-A, Class C(1) | 2944 | 2990 |
|  6.26%, 03/27/2034, Series 2025-A, Class D(1) | 2177 | 2222 |
|  SoFi Consumer Loan Program 2025-C Trust |  |  |
|  0.00%, 10/25/2034, Series 2025-C, Class R(1)(4) | 5091 | 7062 |
|  4.19%, 10/25/2034, Series 2025-C, Class A(1) | 24217 | 24169 |
|  4.53%, 10/25/2034, Series 2025-C, Class B(1) | 3787 | 3766 |
|  4.90%, 10/25/2034, Series 2025-C, Class C(1) | 2942 | 2933 |
|  5.20%, 10/25/2034, Series 2025-C, Class D(1) | 2170 | 2163 |
|  SoFi Professional Loan Program 2018-C Trust |  |  |
|  4.13%, 01/25/2048, Series 2018-C, Class BFX(1) | 1875 | 1815 |
|  Soundview Home Loan Trust 2006-OPT5 |  |  |
|  4.27% (1 Month Term SOFR + 0.59%, 0.48% Floor), 07/25/2036, Series 2006-OPT5, Class 2A4(2) | 18464 | 17251 |
|  Specialty Underwriting & Residential Finance Trust Series 2006-BC2 |  |  |
|  4.05%, 02/25/2037, Series 2006-BC2, Class A2C(5) | 9594 | 3017 |
|  Specialty Underwriting & Residential Finance Trust Series 2006-BC5 |  |  |
|  4.07% (1 Month Term SOFR + 0.39%, 0.28% Floor), 11/25/2037, Series 2006-BC5, Class A1(2) | 8043 | 6498 |
|  Sprite 2026-1 Ltd. |  |  |
|  5.23%, 03/15/2041, Series 2026-1, Class A(1) | 15730 | 15479 |
|  9.41%, 03/15/2041, Series 2026-1, Class C(1) | 9295 | 9198 |
|  Stream Innovations 2024-1 Issuer Trust |  |  |
|  6.27%, 07/15/2044, Series 2024-1A, Class A(1) | 574 | 591 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Stream Innovations 2024-2 Issuer Trust |  |  |
|  5.21%, 02/15/2045, Series 2024-2A, Class A(1) | 3048 | 3068 |
|  Structured Adjustable Rate Mortgage Loan Trust Series 2005-1 |  |  |
|  4.12%, 02/25/2035, Series 2005-1, Class 1A1(3) | 2633 | 2519 |
|  Structured Asset Investment Loan Trust 2004-8 |  |  |
|  4.69% (1 Month Term SOFR + 1.01%, 0.90% Floor), 09/25/2034, Series 2004-8, Class M1(2) | 335 | 322 |
|  Structured Asset Investment Loan Trust 2004-9 |  |  |
|  4.89% (1 Month Term SOFR + 1.21%, 1.10% Floor), 10/25/2034, Series 2004-9, Class M2(2) | 2781 | 2788 |
|  Structured Asset Investment Loan Trust 2005-HE2 |  |  |
|  4.54% (1 Month Term SOFR + 0.86%, 0.75% Floor), 07/25/2035, Series 2005-HE2, Class M2(2) | 2652 | 2624 |
|  Structured Asset Mortgage Investments II Trust 2007-AR3 |  |  |
|  4.17% (1 Month Term SOFR + 0.49%, 0.38% Floor, 10.50% Cap), 09/25/2047, Series 2007-AR3, Class 2A1(2) | 9109 | 8493 |
|  Subway Funding LLC |  |  |
|  5.25%, 07/30/2054, Series 2024-3A, Class A2I(1) | 4938 | 4874 |
|  6.03%, 07/30/2054, Series 2024-1A, Class A2I(1) | 18960 | 19082 |
|  SUNNOVA HELIOS II ISSUER LLC 2019-A |  |  |
|  3.75%, 06/20/2046, Series 2019-AA, Class A(1) | 1182 | 1083 |
|  Sunnova Helios XIII Issuer LLC |  |  |
|  5.30%, 02/20/2051, Series 2024-A, Class A(1) | 1031 | 885 |
|  Sunnova Sol III Issuer LLC |  |  |
|  2.58%, 04/28/2056, Series 2021-1, Class A(1) | 985 | 841 |
|  Sunrun Atlas Issuer 2019-2 LLC |  |  |
|  3.61%, 02/01/2055, Series 2019-2, Class A(1) | 8904 | 8590 |
|  Sunrun Demeter Issuer 2021-2 LLC |  |  |
|  2.27%, 01/30/2057, Series 2021-2A, Class A(1) | 1104 | 1002 |
|  SVC ABS LLC |  |  |
|  5.80%, 03/20/2056, Series 2026-1A, Class B(1) | 15000 | 14809 |
|  Switch ABS Issuer LLC |  |  |
|  5.04%, 03/25/2055, Series 2025-1A, Class A2(1) | 13460 | 12968 |
|  Terwin Mortgage Trust Series TMTS 2005-6HE |  |  |
|  4.99% (1 Month Term SOFR + 1.31%, 1.20% Floor), 04/25/2036, Series 2005-6HE, Class M6(2) | 3018 | 3010 |
|  Thrust Engine Leasing 2021 DAC |  |  |
|  4.16%, 07/15/2040, Series 2021-1A, Class A(1) | 4273 | 4226 |
|  TIF Funding III LLC |  |  |
|  5.48%, 04/20/2049, Series 2024-1A, Class A(1) | 2937 | 2949 |
|  TMCL VII Holdings Ltd. |  |  |
|  6.43%, 07/23/2050, Series 2025-1H, Class A(1) | 12217 | 12200 |
|  T-Mobile U.S. Trust 2024-2 |  |  |
|  4.25%, 05/21/2029, Series 2024-2A, Class A(1) | 6900 | 6910 |
|  Towd Point Mortgage Trust 2024-CES4 |  |  |
|  5.12%, 09/25/2064, Series 2024-CES4, Class A1(1)(5) | 18446 | 18401 |
|  Towd Point Mortgage Trust 2025-CES2 |  |  |
|  5.58%, 07/25/2065, Series 2025-CES2, Class A2(1)(5) | 20377 | 20410 |
|  Toyota Auto Receivables 2024-A Owner Trust |  |  |
|  4.83%, 10/16/2028, Series 2024-A, Class A3 | 4104 | 4122 |
|  Toyota Auto Receivables 2024-D Owner Trust |  |  |
|  4.40%, 06/15/2029, Series 2024-D, Class A3 | 13000 | 13047 |
|  4.55%, 08/16/2027, Series 2024-D, Class A2A | 1528 | 1528 |
|  Toyota Auto Receivables 2025-C Owner Trust |  |  |
|  4.19%, 01/15/2031, Series 2025-C, Class A4 | 16000 | 15996 |
|  Toyota Auto Receivables 2025-D Owner Trust |  |  |
|  3.94%, 02/17/2031, Series 2025-D, Class A4 | 11986 | 11879 |
|  Trafigura Securitisation Finance Plc |  |  |
|  5.04% (SOFR + 1.40%, 1.40% Floor), 11/15/2027, Series 2024-1A, Class A1(1)(2) | 17950 | 17943 |
|  Tricon American Homes 2020-SFR1 |  |  |
|  2.05%, 07/17/2038, Series 2020-SFR1, Class B(1) | 1180 | 1169 |
|  2.55%, 07/17/2038, Series 2020-SFR1, Class D(1) | 1220 | 1210 |
|  Tricon American Homes 2020-SFR2 Trust |  |  |
|  2.73%, 11/17/2039, Series 2020-SFR2, Class E1(1) | 1855 | 1774 |
|  Tricon Residential 2021-SFR1 Trust |  |  |
|  2.79%, 07/17/2038, Series 2021-SFR1, Class E1(1) | 1955 | 1940 |
|  2.89%, 07/17/2038, Series 2021-SFR1, Class E2(1) | 4695 | 4656 |
|  Uniti Fiber Abs Issuer LLC |  |  |
|  5.88%, 04/20/2055, Series 2025-1A, Class A2(1) | 1600 | 1625 |
|  Upstart Structured Pass-Through Trust Series 2022-2A |  |  |
|  4.25%, 06/17/2030, Series 2022-2A, Class A(1) | 297 | 296 |
|  USB Auto Owner Trust 2025-1 |  |  |
|  5.40%, 12/15/2032, Series 2025-1A, Class D(1) | 700 | 703 |
|  Vantage Data Centers Issuer LLC |  |  |
|  2.17%, 10/15/2046, Series 2021-1A, Class A2(1) | 20075 | 19734 |
|  5.10%, 09/15/2054, Series 2024-1A, Class A2(1) | 9375 | 9217 |
|  Vantage Data Centers LLC |  |  |
|  1.99%, 09/15/2045, Series 2020-2A, Class A2(1) | 3040 | 2903 |
|  VB-S1 Issuer LLC - VBTEL |  |  |
|  4.29%, 02/15/2052, Series 2022-1A, Class D(1) | 10305 | 10172 |
|  VCAT 2025-NPL3 LLC |  |  |
|  5.89%, 02/25/2055, Series 2025-NPL3, Class A1(1)(5) | 9657 | 9669 |
|  VCAT 2026-NPL1 LLC |  |  |
|  5.10%, 01/25/2056, Series 2026-NPL1, Class A1(1)(5) | 5848 | 5815 |
|  Verizon Master Trust |  |  |
|  4.17%, 08/20/2030, Series 2024-6, Class A1A | 48100 | 48093 |
|  Veros Auto Receivables Trust 2026-1 |  |  |
|  5.22%, 07/15/2031, Series 2026-1, Class C(1) | 1100 | 1102 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Volkswagen Auto Loan Enhanced Trust 2023-2 |  |  |
|  5.48%, 12/20/2028, Series 2023-2, Class A3 | 4646 | 4692 |
|  Volofin Finance Designated Activity Co. |  |  |
|  5.94%, 06/15/2037, Series 2024-1A, Class A(1) | 4022 | 4074 |
|  Volvo Financial Equipment LLC Series 2024-1 |  |  |
|  4.56%, 05/17/2027, Series 2024-1A, Class A2(1) | 4175 | 4177 |
|  VStrong Auto Receivables Trust 2024-A |  |  |
|  7.29%, 07/15/2030, Series 2024-A, Class D(1) | 300 | 313 |
|  WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust |  |  |
|  4.09%, 02/25/2037, Series 2007-HY1, Class 4A1(3) | 4818 | 4382 |
|  WATR I 2025-1 Issuer Trust |  |  |
|  0.00%, 06/17/2050, Series 2025-1, Class R(1)(4) | 3516 | 6234 |
|  5.25%, 06/17/2050, Series 2025-1, Class A(1)(4) | 20575 | 20575 |
|  5.56%, 06/17/2050, Series 2025-1, Class B(1)(4) | 5300 | 5300 |
|  5.81%, 06/17/2050, Series 2025-1, Class C(1)(4) | 3300 | 3300 |
|  6.77%, 06/17/2050, Series 2025-1, Class D(1)(4) | 5800 | 5800 |
|  Watr I 2025-2 Issuer Trust |  |  |
|  0.00%, 09/16/2050, Series 2025-2, Class R(1)(4) | 4282 | 7636 |
|  4.79%, 09/16/2050, Series 2025-2, Class A(1)(4) | 23236 | 23236 |
|  5.04%, 09/16/2050, Series 2025-2, Class B(1)(4) | 7399 | 7399 |
|  5.24%, 09/16/2050, Series 2025-2, Class C(1)(4) | 4900 | 4900 |
|  6.16%, 09/16/2050, Series 2025-2, Class D(1)(4) | 5100 | 5100 |
|  WAVE 2019-1 LLC |  |  |
|  3.60%, 09/15/2044, Series 2019-1, Class A(1) | 306 | 300 |
|  Western Funding Auto Loan Trust 2025-1 |  |  |
|  5.34%, 11/15/2035, Series 2025-1, Class C(1) | 2100 | 2119 |
|  Westlake Automobile Receivables Trust 2023-1 |  |  |
|  6.79%, 11/15/2028, Series 2023-1A, Class D(1) | 2480 | 2520 |
|  Westlake Automobile Receivables Trust 2023-2 |  |  |
|  7.01%, 11/15/2028, Series 2023-2A, Class D(1) | 5285 | 5359 |
|  Westlake Automobile Receivables Trust 2023-3 |  |  |
|  6.47%, 03/15/2029, Series 2023-3A, Class D(1) | 5675 | 5778 |
|  Westlake Automobile Receivables Trust 2023-4 |  |  |
|  7.19%, 07/16/2029, Series 2023-4A, Class D(1) | 9020 | 9265 |
|  Westlake Automobile Receivables Trust 2024-2 |  |  |
|  5.91%, 04/15/2030, Series 2024-2A, Class D(1) | 2400 | 2448 |
|  Westlake Automobile Receivables Trust 2024-3 |  |  |
|  4.71%, 04/17/2028, Series 2024-3A, Class A3(1) | 6600 | 6615 |
|  4.82%, 09/15/2027, Series 2024-3A, Class A2A(1) | 1542 | 1542 |
|  5.21%, 04/15/2030, Series 2024-3A, Class D(1) | 6605 | 6641 |
|  Westlake Automobile Receivables Trust 2025-1 |  |  |
|  5.54%, 11/15/2030, Series 2025-1A, Class D(1) | 3500 | 3528 |
|  Westlake Automobile Receivables Trust 2026-P1 |  |  |
|  3.84%, 01/16/2029, Series 2026-P1, Class A2(1) | 10000 | 9977 |
|  3.87%, 01/15/2027, Series 2026-P1, Class A1(1) | 11141 | 11140 |
|  Willis Engine Structured Trust VI |  |  |
|  3.10%, 05/15/2046, Series 2021-A, Class A(1) | 1992 | 1876 |
|  Willis Engine Structured Trust VII |  |  |
|  8.00%, 10/15/2048, Series 2023-A, Class A(1) | 3889 | 3978 |
|  Wingstop Funding LLC |  |  |
|  5.86%, 12/05/2054, Series 2024-1A, Class A2(1) | 2245 | 2280 |
|  World Financial Network Credit Card Master Trust |  |  |
|  5.47%, 02/15/2031, Series 2024-A, Class A | 7865 | 7970 |
|  World Omni Auto Receivables Trust 2022-D |  |  |
|  5.61%, 02/15/2028, Series 2022-D, Class A3 | 195 | 196 |
|  **Total Asset-Backed Obligations (Cost: $4,858,113)** |  | **4780930** |
|  **Collateralized Loan Obligations – 3.01%** |  |  |
|  522 Funding CLO 2019-5 Ltd. |  |  |
|  4.68% (3 Month Term SOFR + 1.02%, 1.02% Floor), 04/15/2035, Series 2019-5A, Class AR2(1)(2) | 13000 | 12930 |
|  522 Funding CLO 2020-6 Ltd. |  |  |
|  4.87% (3 Month Term SOFR + 1.20%, 1.20% Floor), 10/23/2034, Series 2020-6A, Class A1R2(1)(2) | 21500 | 21485 |
|  720 East CLO VI Ltd. |  |  |
|  5.03% (3 Month Term SOFR + 1.36%, 1.36% Floor), 01/20/2038, Series 2024-3A, Class A1(1)(2) | 7440 | 7441 |
|  Acore 2026-FL1 Issuer LLC |  |  |
|  5.38% (1 Month Term SOFR + 1.70%, 1.70% Floor), 08/20/2043, Series 2026-FL1, Class AS(1)(2) | 12500 | 12516 |
|  AGL CLO 14 Ltd. |  |  |
|  4.80% (3 Month Term SOFR + 1.13%, 1.13% Floor), 12/02/2034, Series 2021-14A, Class AR(1)(2) | 10000 | 9999 |
|  AGL CLO 42 Ltd. |  |  |
|  4.97% (3 Month Term SOFR + 1.30%, 1.30% Floor), 07/22/2038, Series 2025-42A, Class A1(1)(2) | 6980 | 6982 |
|  AIMCO CLO 21 Ltd. |  |  |
|  5.59% (3 Month Term SOFR + 1.92%, 1.92% Floor), 04/18/2037, Series 2024-21A, Class B(1)(2) | 4950 | 4949 |
|  Allegro CLO X Ltd. |  |  |
|  4.80% (3 Month Term SOFR + 1.13%, 1.13% Floor), 04/20/2032, Series 2019-1A, Class ARR(1)(2) | 7424 | 7423 |
|  AMMC CLO 24 Ltd. |  |  |
|  4.87% (3 Month Term SOFR + 1.20%, 1.20% Floor), 01/20/2035, Series 2021-24A, Class AR(1)(2) | 35185 | 35151 |
|  AMMC CLO 28 Ltd. |  |  |
|  5.22% (3 Month Term SOFR + 1.55%, 1.55% Floor), 07/20/2037, Series 2024-28A, Class A1A(1)(2) | 24000 | 24010 |
|  Anchorage Capital CLO 6 Ltd. |  |  |
|  5.04% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/22/2038, Series 2015-6A, Class AR4(1)(2) | 8625 | 8631 |
|  Anchorage Credit Funding 18 Ltd. |  |  |
|  5.33%, 10/22/2040, Series 2025-18A, Class A(1) | 14300 | 14365 |
|  5.70%, 10/22/2040, Series 2025-18A, Class B(1) | 2800 | 2813 |
|  Aqueduct European CLO 15 DAC |  |  |
|  4.10% (3 Month €STR + 2.00%, 2.00% Floor), 01/25/2039, Series 2025-15A, Class BR3(1)(2) | 9250 | 10651 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Aqueduct European CLO 8 DAC |  |  |
|  4.20% (3 Month €STR + 2.00%, 2.00% Floor), 01/15/2039, Series 2024-8A, Class BR(1)(2) | 4550 | 5236 |
|  Ares European CLO XVII DAC |  |  |
|  4.10% (3 Month €STR + 1.90%, 1.90% Floor), 01/15/2040, Series 17A, Class BR(1)(2) | 12500 | 14458 |
|  ARES LX CLO Ltd. |  |  |
|  4.63% (3 Month Term SOFR + 0.96%, 0.96% Floor), 07/18/2034, Series 2021-60A, Class AR2(1)(2) | $22050 | 21991 |
|  Ares LXII CLO Ltd. |  |  |
|  5.17% (3 Month Term SOFR + 1.50%, 1.50% Floor), 01/25/2034, Series 2021-62A, Class BR(1)(2) | 12150 | 12138 |
|  Ares LXV CLO Ltd. |  |  |
|  4.79% (3 Month Term SOFR + 1.12%, 1.12% Floor), 07/25/2034, Series 2022-65A, Class A1R(1)(2) | 11700 | 11682 |
|  Atlantic Avenue 2024-3 Ltd. |  |  |
|  4.93% (3 Month Term SOFR + 1.26%, 1.26% Floor), 01/20/2035, Series 2024-3A, Class A(1)(2) | 19000 | 18990 |
|  Bain Capital Credit CLO 2020-2 Ltd. |  |  |
|  4.65% (3 Month Term SOFR + 0.98%, 0.98% Floor), 07/19/2034, Series 2020-2A, Class AR3(1)(2) | 20000 | 19949 |
|  Bain Capital Credit CLO 2021-3 Ltd. |  |  |
|  4.73% (3 Month Term SOFR + 1.06%, 1.06% Floor), 07/24/2034, Series 2021-3A, Class AR(1)(2) | 17100 | 17083 |
|  Bain Capital Credit CLO 2021-4 Ltd. |  |  |
|  4.67% (3 Month Term SOFR + 1.00%, 1.00% Floor), 10/20/2034, Series 2021-4A, Class A1RR(1)(2) | 18000 | 17977 |
|  Bain Capital Credit CLO 2022-4 Ltd. |  |  |
|  5.05% (3 Month Term SOFR + 1.38%, 1.38% Floor), 10/16/2037, Series 2022-4A, Class A1R(1)(2) | 10430 | 10434 |
|  Bain Capital Euro CLO 2018-2 DAC |  |  |
|  2.77% (3 Month €STR + 0.74%, 0.74% Floor), 01/20/2032, Series 2018-2A, Class AR(1)(2) | 1628 | 1881 |
|  Ballyrock CLO 20 Ltd. |  |  |
|  4.72% (3 Month Term SOFR + 1.05%, 1.05% Floor), 10/15/2036, Series 2022-20A, Class A1A3(1)(2) | $19500 | 19405 |
|  Barings CLO Ltd. 2021-III |  |  |
|  4.80% (3 Month Term SOFR + 1.13%, 1.13% Floor), 01/18/2035, Series 2021-3A, Class AR(1)(2) | 19000 | 18986 |
|  BBAM European CLO II DAC |  |  |
|  3.22% (3 Month €STR + 1.02%, 1.02% Floor), 10/15/2034, Series 2A, Class A(1)(2) | 10000 | 11541 |
|  Benefit Street Partners CLO 43 Ltd. |  |  |
|  5.07% (3 Month Term SOFR + 1.27%, 1.27% Floor), 10/20/2038, Series 2025-43A, Class A(1)(2) | $2080 | 2079 |
|  Benefit Street Partners CLO Ltd. |  |  |
|  4.85% (3 Month Term SOFR + 1.18%, 1.18% Floor), 04/20/2038, Series 2015-6BR, Class A1R(1)(2) | 3240 | 3231 |
|  Benefit Street Partners CLO XXVIII Ltd. |  |  |
|  5.37% (3 Month Term SOFR + 1.70%, 1.70% Floor), 10/20/2037, Series 2022-28A, Class BR(1)(2) | 9830 | 9808 |
|  Benefit Street Partners CLO XXXVII Ltd. |  |  |
|  5.32% (3 Month Term SOFR + 1.65%, 1.65% Floor), 01/25/2038, Series 2024-37A, Class B(1)(2) | 4275 | 4265 |
|  Birch Grove CLO 13 Ltd. |  |  |
|  5.47% (3 Month Term SOFR + 1.31%, 1.31% Floor), 10/23/2038, Series 2025-13A, Class A1(1)(2) | 8855 | 8853 |
|  Birch Grove CLO 6 Ltd. |  |  |
|  5.05% (3 Month Term SOFR + 1.38%, 1.38% Floor), 07/20/2037, Series 2023-6A, Class A1R(1)(2) | 5195 | 5199 |
|  Birch Grove CLO 7 Ltd. |  |  |
|  4.93% (3 Month Term SOFR + 1.26%, 1.26% Floor), 10/20/2038, Series 2023-7A, Class A1R(1)(2) | 7195 | 7175 |
|  Birch Grove CLO 9 Ltd. |  |  |
|  5.07% (3 Month Term SOFR + 1.40%, 1.40% Floor), 10/22/2037, Series 2024-9A, Class A1(1)(2) | 29940 | 29960 |
|  BlueMountain CLO 2015-4 Ltd. |  |  |
|  4.97% (3 Month Term SOFR + 1.30%, 1.30% Floor), 04/20/2030, Series 2015-4A, Class CR2(1)(2) | 5950 | 5949 |
|  Canyon CLO 2020-1 Ltd. |  |  |
|  4.75% (3 Month Term SOFR + 1.08%, 1.08% Floor), 07/15/2034, Series 2020-1A, Class AR2(1)(2) | 4800 | 4794 |
|  Cifc Funding 2014-IV-R Ltd. |  |  |
|  4.66% (3 Month Term SOFR + 0.99%, 0.99% Floor), 01/17/2035, Series 2014-4RA, Class A1A2(1)(2) | 20210 | 20186 |
|  CIFC Funding 2018-I Ltd. |  |  |
|  4.99% (3 Month Term SOFR + 1.32%, 1.32% Floor), 01/18/2038, Series 2018-1A, Class A1R(1)(2) | 27385 | 27375 |
|  CIFC Funding 2019-IV Ltd. |  |  |
|  4.97% (3 Month Term SOFR + 1.30%, 1.30% Floor), 07/15/2038, Series 2019-4A, Class A1R2(1)(2) | 5990 | 5994 |
|  CIFC Funding 2019-VII Ltd. |  |  |
|  4.95% (3 Month Term SOFR + 1.28%, 1.28% Floor), 10/19/2038, Series 2019-7A, Class A1R(1)(2) | 6065 | 6070 |
|  CIFC Funding 2021-IV Ltd. |  |  |
|  5.03% (3 Month Term SOFR + 1.36%, 1.36% Floor), 07/23/2037, Series 2021-4A, Class AR(1)(2) | 2060 | 2061 |
|  Crown City CLO I |  |  |
|  5.04% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/20/2038, Series 2020-1A, Class A1RR(1)(2) | 10080 | 10087 |
|  CVC Cordatus Opportunity Loan Fund-R DAC |  |  |
|  2.82% (3 Month €STR + 0.84%, 0.84% Floor), 08/15/2033, Series 1A, Class AR(1)(2) | 7204 | 8307 |
|  Diameter Capital CLO 10 Ltd. |  |  |
|  4.98% (3 Month Term SOFR + 1.31%, 1.31% Floor), 04/20/2038, Series 2025-10A, Class A(1)(2) | $3690 | 3691 |
|  Dryden 64 CLO Ltd. |  |  |
|  4.90% (3 Month Term SOFR + 1.23%), 04/18/2031, Series 2018-64A, Class A(1)(2) | 1451 | 1451 |
|  Dryden 68 CLO Ltd. |  |  |
|  4.77% (3 Month Term SOFR + 1.10%, 1.10% Floor), 07/15/2035, Series 2019-68A, Class ARR(1)(2) | 21000 | 20982 |
|  Dryden 98 CLO Ltd. |  |  |
|  4.70% (3 Month Term SOFR + 1.02%, 1.02% Floor), 04/20/2035, Series 2022-98A, Class AR(1)(2) | 25000 | 24987 |
|  Elevation CLO 2022-16 Ltd. |  |  |
|  4.80% (3 Month Term SOFR + 1.13%, 1.13% Floor), 07/25/2034, Series 2022-16A, Class A1AR(1)(2) | 16100 | 16086 |
|  Elm Park CLO DAC |  |  |
|  4.15% (3 Month €STR + 1.95%, 1.95% Floor), 01/15/2038, Series 1A, Class BR3(1)(2) | 4500 | 5181 |
|  Fidelity Grand Harbour CLO 2023-2 DAC |  |  |
|  4.05% (3 Month €STR + 1.85%, 1.85% Floor), 10/15/2039, Series 2023-2A, Class B1R(1)(2) | 10035 | 11527 |
|  FS Rialto 2026-FL11 Issuer LLC |  |  |
|  0.00% (1 Month Term SOFR + 1.65%, 1.65% Floor), 01/19/2044, Series 2026-FL11, Class AS(1)(2)(6) | $19260 | 19252 |
|  Gallatin CLO VIII 2017-1 Ltd. |  |  |
|  5.02% (3 Month Term SOFR + 1.35%, 1.09% Floor), 07/15/2031, Series 2017-1A, Class A1R(1)(2) | 16072 | 16070 |
|  Garnet CLO 2 Ltd. |  |  |
|  5.43% (3 Month Term SOFR + 1.35%, 1.35% Floor), 10/20/2038, Series 2025-2A, Class A(1)(2) | 12730 | 12725 |
|  Garnet CLO 3 Ltd. |  |  |
|  5.05% (3 Month Term SOFR + 1.27%, 1.27% Floor), 10/20/2038, Series 2025-3A, Class A1(1)(2) | 14795 | 14766 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  GCP CLO Warehouse JP 2025 Ltd. |  |  |
|  5.23% (3 Month Term SOFR + 1.26%, 1.26% Floor), 10/15/2038, Series 2025-82A, Class A1(1)(2) | 7570 | 7555 |
|  Goldentree Loan Management U.S. Clo 11 Ltd. |  |  |
|  4.75% (3 Month Term SOFR + 1.08%, 1.08% Floor), 10/20/2034, Series 2021-11A, Class AR(1)(2) | 28000 | 27998 |
|  Goldentree Loan Management U.S. Clo 8 Ltd. |  |  |
|  4.82% (3 Month Term SOFR + 1.15%, 1.15% Floor), 10/20/2034, Series 2020-8A, Class ARR(1)(2) | 27220 | 27190 |
|  Golub Capital Partners CLO 50B-R Ltd. |  |  |
|  4.78% (3 Month Term SOFR + 1.11%, 1.11% Floor), 04/20/2035, Series 2020-50A, Class A1R2(1)(2) | 15000 | 14982 |
|  Greenacre Park CLO LLC |  |  |
|  5.04% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/20/2037, Series 2021-2A, Class AR(1)(2) | 2670 | 2670 |
|  Greywolf CLO VII Ltd. |  |  |
|  5.11% (3 Month Term SOFR + 1.44%, 1.44% Floor), 10/20/2031, Series 2018-2A, Class A1(1)(2) | 1 | 1 |
|  Harvest CLO XXI DAC |  |  |
|  1.04%, 07/15/2031, Series 21A, Class A2R(1) | 1385 | 1576 |
|  2.96% (3 Month €STR + 0.76%, 0.76% Floor), 07/15/2031, Series 21A, Class A1R(1)(2) | 11617 | 13417 |
|  Invesco CLO 2021-2 Ltd. |  |  |
|  5.27% (3 Month Term SOFR + 1.60%, 1.60% Floor), 07/15/2034, Series 2021-2A, Class BR(1)(2) | $10500 | 10490 |
|  Invesco U.S. CLO 2024-4 Ltd. |  |  |
|  5.00% (3 Month Term SOFR + 1.33%, 1.33% Floor), 01/15/2038, Series 2024-4A, Class A1(1)(2) | 18945 | 18947 |
|  KKR CLO 11 Ltd. |  |  |
|  5.11% (3 Month Term SOFR + 1.44%, 1.44% Floor), 01/15/2031, Series 11, Class AR(1)(2) | 628 | 628 |
|  LCM 29 Ltd. |  |  |
|  5.00% (3 Month Term SOFR + 1.33%, 1.07% Floor), 04/15/2031, Series 29A, Class AR(1)(2) | 1435 | 1435 |
|  LCM 34 Ltd. |  |  |
|  5.37% (3 Month Term SOFR + 1.70%, 1.70% Floor), 10/20/2034, Series 34A, Class BR(1)(2) | 15000 | 14980 |
|  LCM 41 Ltd. |  |  |
|  4.87% (3 Month Term SOFR + 1.20%, 1.20% Floor), 04/15/2036, Series 41A, Class A1R(1)(2) | 10000 | 9988 |
|  Madison Park Funding XLIX Ltd. |  |  |
|  4.72% (3 Month Term SOFR + 1.05%, 1.05% Floor), 10/19/2034, Series 2021-49A, Class AR(1)(2) | 29500 | 29468 |
|  Madison Park Funding XXXVII Ltd. |  |  |
|  5.20% (3 Month Term SOFR + 1.53%, 1.53% Floor), 04/15/2037, Series 2019-37A, Class AR2(1)(2) | 2110 | 2110 |
|  Magnetite XLVIII Ltd. |  |  |
|  4.95% (3 Month Term SOFR + 1.28%, 1.28% Floor), 10/15/2038, Series 2025-48A, Class A1(1)(2) | 13315 | 13291 |
|  Magnetite XXIII Ltd. |  |  |
|  4.64% (3 Month Term SOFR + 0.99%, 0.99% Floor), 01/25/2035, Series 2019-23A, Class AR2(1)(2) | 14000 | 13970 |
|  MF1 2021-FL7 Ltd. |  |  |
|  4.87% (1 Month Term SOFR + 1.19%, 1.08% Floor), 10/16/2036, Series 2021-FL7, Class A(1)(2) | 3250 | 3250 |
|  MF1 2025-FL19 LLC |  |  |
|  6.02% (1 Month Term SOFR + 2.34%, 2.34% Floor), 05/18/2042, Series 2025-FL19, Class B(1)(2) | 15200 | 15226 |
|  MidOcean Credit CLO XVIII LLC |  |  |
|  4.84% (3 Month Term SOFR + 1.17%, 1.17% Floor), 10/18/2035, Series 2025-18A, Class A1(1)(2) | 2940 | 2935 |
|  Midocean Credit CLO XXI |  |  |
|  5.12% (3 Month Term SOFR + 1.26%, 1.26% Floor), 10/20/2038, Series 2025-21A, Class A1(1)(2) | 11995 | 11984 |
|  Neuberger Berman Loan Advisers CLO 41 Ltd. |  |  |
|  4.72% (3 Month Term SOFR + 1.05%, 1.05% Floor), 04/15/2034, Series 2021-41A, Class AR(1)(2) | 11500 | 11488 |
|  Neuberger Berman Loan Advisers CLO 43 Ltd. |  |  |
|  4.72% (3 Month Term SOFR + 1.05%, 1.05% Floor), 07/17/2036, Series 2021-43A, Class AR(1)(2) | 25000 | 24967 |
|  Neuberger Berman Loan Advisers CLO 51 Ltd. |  |  |
|  4.67% (3 Month Term SOFR + 1.00%, 1.00% Floor), 10/23/2036, Series 2022-51A, Class AR2(1)(2) | 10000 | 9997 |
|  Northwoods Capital 20 Ltd. |  |  |
|  5.01% (3 Month Term SOFR + 1.34%, 1.34% Floor), 10/25/2038, Series 2019-20A, Class AR2(1)(2) | 5960 | 5956 |
|  Northwoods Capital XII-B Ltd. |  |  |
|  4.86% (3 Month Term SOFR + 1.19%, 1.19% Floor), 06/15/2031, Series 2018-12BA, Class AR(1)(2) | 3120 | 3120 |
|  OCP Aegis CLO 2023-29 Ltd. |  |  |
|  5.22% (3 Month Term SOFR + 1.55%, 1.55% Floor), 01/20/2036, Series 2023-29A, Class BR(1)(2) | 15500 | 15478 |
|  OCP CLO 2020-18 Ltd. |  |  |
|  5.04% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/20/2037, Series 2020-18A, Class A1R2(1)(2) | 9685 | 9694 |
|  OCP CLO 2023-26 Ltd. |  |  |
|  4.75% (3 Month Term SOFR + 1.08%, 1.08% Floor), 04/17/2037, Series 2023-26A, Class AR(1)(2) | 3500 | 3496 |
|  OCP CLO 2024-38 Ltd. |  |  |
|  5.00% (3 Month Term SOFR + 1.33%, 1.33% Floor), 01/21/2038, Series 2024-38A, Class A(1)(2) | 17110 | 17130 |
|  OCP Euro CLO 2023-8 DAC |  |  |
|  4.03% (3 Month €STR + 1.90%, 1.90% Floor), 01/20/2040, Series 2023-8A, Class BR(1)(2) | 8500 | 9778 |
|  Octagon Investment Partners XVII Ltd. |  |  |
|  5.33% (3 Month Term SOFR + 1.66%), 01/25/2031, Series 2013-1A, Class BR2(1)(2) | $825 | 825 |
|  OHA Credit Funding 10-R Ltd. |  |  |
|  4.93% (3 Month Term SOFR + 1.26%, 1.26% Floor), 07/18/2037, Series 2021-10RA, Class A1(1)(2) | 14705 | 14708 |
|  OHA Credit Partners XI Ltd. |  |  |
|  5.13% (3 Month Term SOFR + 1.46%, 1.46% Floor), 04/20/2037, Series 2015-11A, Class A1R2(1)(2) | 23400 | 23406 |
|  OHA Credit Partners XV Ltd. |  |  |
|  5.62% (3 Month Term SOFR + 1.95%, 1.95% Floor), 04/20/2037, Series 2017-15A, Class B1R(1)(2) | 15180 | 15177 |
|  OHA Loan Funding 2015-1 Ltd. |  |  |
|  4.92% (3 Month Term SOFR + 1.25%, 1.25% Floor), 10/19/2038, Series 2015-1A, Class A1R4(1)(2) | 9410 | 9407 |
|  OWL Rock CLO XXI LLC |  |  |
|  5.57% (3 Month Term SOFR + 1.90%, 1.90% Floor), 07/24/2034, Series 2025-21A, Class B(1)(2) | 250 | 249 |
|  Palmer Square BDC CLO 1 Ltd. |  |  |
|  5.27% (3 Month Term SOFR + 1.60%, 1.60% Floor), 07/15/2037, Series 1A, Class A(1)(2) | 23440 | 23443 |
|  Park Avenue Institutional Advisers CLO Ltd. 2017-1 |  |  |
|  4.72% (3 Month Term SOFR + 1.07%, 1.07% Floor), 02/14/2034, Series 2017-1A, Class A1R2(1)(2) | 9670 | 9659 |
|  5.20% (3 Month Term SOFR + 1.55%, 1.55% Floor), 02/14/2034, Series 2017-1A, Class A2R2(1)(2) | 4800 | 4799 |
|  Park Avenue Institutional Advisers CLO Ltd. 2019-2 |  |  |
|  5.16% (3 Month Term SOFR + 1.50%, 1.50% Floor), 10/15/2034, Series 2019-2A, Class A2RR(1)(2) | 4600 | 4586 |
|  Penta CLO 12 DAC |  |  |
|  3.97% (3 Month €STR + 1.95%, 1.95% Floor), 11/09/2038, Series 2022-12A, Class BRR(1)(2) | 12030 | 13940 |

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| | | |
|:---|:---|:---|
|  | $— | $— |
|  Post CLO 2023-1 Ltd. |  |  |
|  4.97% (3 Month Term SOFR + 1.30%, 1.30% Floor), 10/20/2038, Series 2023-1A, Class A1R(1)(2) | $14310 | 14299 |
|  RAD CLO 18 Ltd. |  |  |
|  5.07% (3 Month Term SOFR + 1.40%, 1.40% Floor), 07/15/2037, Series 2023-18A, Class A1R(1)(2) | 250 | 250 |
|  RAD CLO 26 Ltd. |  |  |
|  5.04% (3 Month Term SOFR + 1.37%, 1.37% Floor), 10/20/2037, Series 2024-26A, Class A(1)(2) | 14850 | 14850 |
|  Regatta 35 Funding Ltd. |  |  |
|  4.96% (3 Month Term SOFR + 1.29%, 1.29% Floor), 10/15/2038, Series 2025-5A, Class A1(1)(2) | 11250 | 11235 |
|  Riserva CLO Ltd. |  |  |
|  4.72% (3 Month Term SOFR + 1.05%, 1.05% Floor), 01/18/2034, Series 2016-3A, Class AR3(1)(2) | 7500 | 7500 |
|  Rockford Tower CLO 2019-1 Ltd. |  |  |
|  5.27% (3 Month Term SOFR + 1.60%, 1.60% Floor), 04/20/2034, Series 2019-1A, Class B1R2(1)(2) | 8700 | 8693 |
|  Rockford Tower CLO 2020-1 Ltd. |  |  |
|  4.76% (3 Month Term SOFR + 1.09%, 1.09% Floor), 01/20/2036, Series 2020-1A, Class A1RR(1)(2) | 13025 | 13016 |
|  Rockford Tower CLO 2021-1 Ltd. |  |  |
|  5.10% (3 Month Term SOFR + 1.43%, 1.17% Floor), 07/20/2034, Series 2021-1A, Class A1(1)(2) | 25655 | 25658 |
|  Silver Point CLO 12 Ltd. |  |  |
|  5.29% (3 Month Term SOFR + 1.31%, 1.31% Floor), 10/15/2038, Series 2025-12A, Class A1(1)(2) | 12925 | 12920 |
|  Sixth Street CLO VIII Ltd. |  |  |
|  4.82% (3 Month Term SOFR + 1.15%, 1.15% Floor), 10/20/2034, Series 2017-8A, Class A1R2(1)(2) | 14300 | 14287 |
|  Sound Point CLO XX Ltd. |  |  |
|  5.03% (3 Month Term SOFR + 1.36%), 07/26/2031, Series 2018-2A, Class A(1)(2) | 62 | 62 |
|  Symphony CLO XXII Ltd. |  |  |
|  4.85% (3 Month Term SOFR + 1.18%, 1.18% Floor), 04/18/2033, Series 2020-22A, Class A1AR(1)(2) | 5517 | 5517 |
|  TPG CLO 2025-1 Ltd. |  |  |
|  5.33% (3 Month Term SOFR + 1.37%, 1.37% Floor), 07/15/2037, Series 2025-1A, Class A1(1)(2) | 13010 | 13012 |
|  Trinitas CLO XVI Ltd. |  |  |
|  4.80% (3 Month Term SOFR + 1.13%, 1.13% Floor), 07/20/2034, Series 2021-16A, Class A1R(1)(2) | 9740 | 9729 |
|  TRTX 2025-FL6 Issuer Ltd. |  |  |
|  5.22% (1 Month Term SOFR + 1.54%, 1.54% Floor), 09/18/2042, Series 2025-FL6, Class A(1)(2) | 8472 | 8486 |
|  Voya CLO 2013-2 Ltd. |  |  |
|  4.90% (3 Month Term SOFR + 1.23%, 0.97% Floor), 04/25/2031, Series 2013-2A, Class A1R(1)(2) | 24 | 24 |
|  Voya CLO 2020-1 Ltd. |  |  |
|  5.22% (3 Month Term SOFR + 1.55%, 1.55% Floor), 07/16/2034, Series 2020-1A, Class BRR(1)(2) | 13000 | 12988 |
|  Westlake Automobile Receivables Trust 2026-1 |  |  |
|  3.89%, 01/15/2027, Series 2026-1A, Class A1(1) | 48363 | 48355 |
|  **Total Collateralized Loan Obligations (Cost: $1,386,003)** |  | **1385483** |
|  **Corporate Bonds – 25.65%** |  |  |
|  **Basic Materials – 0.46%** |  |  |
|  Anglo American Capital Plc |  |  |
|  5.25%, 03/19/2036(1) | 6198 | 6060 |
|  ArcelorMittal SA |  |  |
|  6.75%, 03/01/2041 | 12270 | 13046 |
|  Ashland, Inc. |  |  |
|  3.38%, 09/01/2031(1) | 270 | 242 |
|  Carpenter Technology Corp. |  |  |
|  5.63%, 03/01/2034(1) | 242 | 240 |
|  Chemours Co. |  |  |
|  5.75%, 11/15/2028(1) | 196 | 194 |
|  Commercial Metals Co. |  |  |
|  5.75%, 11/15/2033(1) | 1285 | 1271 |
|  6.00%, 12/15/2035(1) | 1741 | 1716 |
|  Corp. Nacional del Cobre de Chile |  |  |
|  5.13%, 02/02/2033 | 3000 | 2967 |
|  Fortescue Treasury Pty Ltd. |  |  |
|  4.38%, 04/01/2031(1) | 252 | 238 |
|  Glencore Funding LLC |  |  |
|  2.50%, 09/01/2030(1) | 4980 | 4529 |
|  2.63%, 09/23/2031(1) | 4910 | 4376 |
|  2.85%, 04/27/2031(1) | 10245 | 9325 |
|  4.88%, 03/12/2029(1) | 8160 | 8213 |
|  5.63%, 04/04/2034(1) | 3155 | 3229 |
|  5.67%, 04/01/2035(1) | 6840 | 6988 |
|  5.70%, 05/08/2033(1) | 17355 | 17887 |
|  6.13%, 10/06/2028(1) | 16775 | 17361 |
|  6.38%, 10/06/2030(1) | 20010 | 21227 |
|  6.50%, 10/06/2033(1) | 49030 | 53055 |
|  International Flavors & Fragrances, Inc. |  |  |
|  1.83%, 10/15/2027(1) | 12544 | 12032 |
|  2.30%, 11/01/2030(1) | 9230 | 8223 |
|  Mineral Resources Ltd. |  |  |
|  8.00%, 11/01/2027(1) | 59 | 60 |
|  9.25%, 10/01/2028(1) | 172 | 178 |
|  Steel Dynamics, Inc. |  |  |
|  5.25%, 05/15/2035 | 7260 | 7263 |
|  5.38%, 08/15/2034 | 10885 | 10984 |
|  Westlake Corp. |  |  |
|  1.63%, 07/17/2029 | 2025 | 2175 |
|  Total Basic Materials | Total Basic Materials | 213079 |
|  **Communications – 3.57%** |  |  |
|  Airbnb, Inc. |  |  |
|  5.25%, 03/16/2036 | $3000 | 3003 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Alphabet, Inc. |  |  |
|  3.50%, 11/06/2038 | 4070.0 | 4460.0 |
|  4.80%, 02/15/2036 | $20740.0 | 20651.0 |
|  5.65%, 02/15/2056 | 18685.0 | 18625.0 |
|  Altice Financing SA |  |  |
|  9.63%, 07/15/2027(1) | 4700.0 | 3487.0 |
|  Altice France SA |  |  |
|  6.50%, 04/15/2032(1) | 520.0 | 493.0 |
|  6.88%, 10/15/2030(1) | 943.0 | 902.0 |
|  6.88%, 07/15/2032(1) | 1401.0 | 1327.0 |
|  9.50%, 11/01/2029(1) | 3707.0 | 3745.0 |
|  Amazon.com, Inc. |  |  |
|  4.45%, 03/16/2045 | 2730.0 | 3109.0 |
|  4.85%, 03/16/2064 | 11740.0 | 13451.0 |
|  4.88%, 03/13/2036 | $38393.0 | 38043.0 |
|  5.65%, 03/13/2046 | 5150.0 | 5132.0 |
|  5.80%, 03/13/2056 | 32275.0 | 32249.0 |
|  5.95%, 03/13/2066 | 23480.0 | 23557.0 |
|  AppLovin Corp. |  |  |
|  5.13%, 12/01/2029 | 7790.0 | 7835.0 |
|  5.38%, 12/01/2031 | 7770.0 | 7846.0 |
|  5.50%, 12/01/2034 | 43840.0 | 43477.0 |
|  AT&T, Inc. |  |  |
|  2.55%, 12/01/2033 | 6500.0 | 5501.0 |
|  2.75%, 06/01/2031 | 20175.0 | 18449.0 |
|  4.40%, 04/30/2031 | 10470.0 | 10364.0 |
|  4.75%, 04/30/2033 | 11450.0 | 11342.0 |
|  5.13%, 04/30/2036 | 9042.0 | 8934.0 |
|  5.38%, 08/15/2035 | 21855.0 | 22139.0 |
|  Beignet Investor LLC |  |  |
|  6.58%, 05/30/2049(1) | 260533.0 | 267869.0 |
|  Booking Holdings, Inc. |  |  |
|  3.88%, 03/21/2045 | 2310.0 | 2354.0 |
|  4.00%, 03/01/2044 | 1715.0 | 1773.0 |
|  CCO Holdings LLC / CCO Holdings Capital Corp. |  |  |
|  4.25%, 02/01/2031(1) | $10000.0 | 9115.0 |
|  4.25%, 01/15/2034(1) | 2844.0 | 2433.0 |
|  4.50%, 05/01/2032 | 18555.0 | 16575.0 |
|  4.50%, 06/01/2033(1) | 40142.0 | 34949.0 |
|  5.00%, 02/01/2028(1) | 486.0 | 482.0 |
|  7.00%, 02/01/2033(1) | 7625.0 | 7646.0 |
|  7.38%, 02/01/2036(1) | 11975.0 | 11925.0 |
|  Cerved Group SpA |  |  |
|  7.40% (3 Month €STR + 5.25%), 02/15/2029(2) | 1000.0 | 1014.0 |
|  Charter Communications Operating LLC |  |  |
|  2.80%, 04/01/2031 | $20165.0 | 18104.0 |
|  3.95%, 06/30/2062 | 12275.0 | 7212.0 |
|  4.80%, 03/01/2050 | 5514.0 | 4077.0 |
|  5.38%, 05/01/2047 | 14410.0 | 11596.0 |
|  Charter Communications Operating LLC / Charter Communications Operating Capital |  |  |
|  3.50%, 03/01/2042 | 885.0 | 606.0 |
|  3.70%, 04/01/2051 | 7543.0 | 4668.0 |
|  3.90%, 06/01/2052 | 7963.0 | 5069.0 |
|  5.13%, 07/01/2049 | 10000.0 | 7678.0 |
|  5.25%, 04/01/2053 | 4082.0 | 3201.0 |
|  5.38%, 04/01/2038 | 980.0 | 878.0 |
|  5.75%, 04/01/2048 | 18719.0 | 15612.0 |
|  5.85%, 12/01/2035 | 5500.0 | 5410.0 |
|  6.38%, 10/23/2035 | 11145.0 | 11318.0 |
|  6.55%, 06/01/2034 | 20505.0 | 21287.0 |
|  6.65%, 02/01/2034 | 6775.0 | 7067.0 |
|  6.83%, 10/23/2055 | 1142.0 | 1075.0 |
|  Comcast Corp. |  |  |
|  2.65%, 02/01/2030 | 7000.0 | 6555.0 |
|  3.40%, 04/01/2030 | 12000.0 | 11520.0 |
|  Cox Communications, Inc. |  |  |
|  1.80%, 10/01/2030(1) | 9998.0 | 8693.0 |
|  3.50%, 08/15/2027(1) | 17619.0 | 17374.0 |
|  5.45%, 09/15/2028(1) | 18000.0 | 18362.0 |
|  5.70%, 06/15/2033(1) | 12087.0 | 11984.0 |
|  CSC Holdings LLC |  |  |
|  4.13%, 12/01/2030(1) | 2415.0 | 1449.0 |
|  4.50%, 11/15/2031(1) | 6505.0 | 3857.0 |
|  4.63%, 12/01/2030(1) | 26845.0 | 9473.0 |
|  5.00%, 11/15/2031(1) | 940.0 | 339.0 |
|  5.38%, 02/01/2028(1) | 11052.0 | 8174.0 |
|  5.75%, 01/15/2030(1) | 2987.0 | 1134.0 |
|  6.50%, 02/01/2029(1) | 9460.0 | 6030.0 |
|  11.25%, 05/15/2028(1) | 2770.0 | 2263.0 |
|  11.75%, 01/31/2029(1) | 15206.0 | 10996.0 |
|  Digicel Group Holdings Ltd. |  |  |
|  0.00%, 12/31/2030(1)(4) | 190.0 | 11.0 |
|  Directv Financing LLC |  |  |
|  8.88%, 02/01/2030(1) | 1769.0 | 1761.0 |
|  8.88%, 02/01/2030(1) | 2937.0 | 2930.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Directv Financing LLC / Directv Financing Co.-Obligor, Inc. |  |  |
|  10.00%, 02/15/2031(1) | 281 | 287.0 |
|  Discovery Communications LLC |  |  |
|  3.63%, 05/15/2030 | 395 | 367.0 |
|  DISH DBS Corp. |  |  |
|  5.25%, 12/01/2026(1) | 16695 | 16552.0 |
|  5.75%, 12/01/2028(1) | 17535 | 16960.0 |
|  7.75%, 07/01/2026 | 1570 | 1562.0 |
|  DISH Network Corp. |  |  |
|  11.75%, 11/15/2027(1) | 1100 | 1133.0 |
|  EchoStar Corp. |  |  |
|  10.75%, 11/30/2029 | 41342 | 44660.0 |
|  Expedia Group, Inc. |  |  |
|  2.95%, 03/15/2031 | 30140 | 27613.0 |
|  3.25%, 02/15/2030 | 16347 | 15447.0 |
|  5.40%, 02/15/2035 | 32605 | 32346.0 |
|  Getty Images, Inc. |  |  |
|  10.50%, 11/15/2030(1) | 2342 | 2100.0 |
|  Global Switch Finance BV |  |  |
|  1.38%, 10/07/2030 | 5130 | 5465.0 |
|  Meta Platforms, Inc. |  |  |
|  4.60%, 11/15/2032 | $5700 | 5644.0 |
|  4.88%, 11/15/2035 | 16350 | 16040.0 |
|  5.50%, 11/15/2045 | 500 | 473.0 |
|  5.63%, 11/15/2055 | 69218 | 64884.0 |
|  5.75%, 11/15/2065 | 24400 | 22663.0 |
|  Motorola Solutions, Inc. |  |  |
|  2.30%, 11/15/2030 | 7753 | 6988.0 |
|  5.40%, 04/15/2034 | 13894 | 14061.0 |
|  5.55%, 08/15/2035 | 18486 | 18900.0 |
|  Netflix, Inc. |  |  |
|  4.63%, 05/15/2029 | 2300 | 2756.0 |
|  Paramount Global |  |  |
|  4.20%, 05/19/2032 | $1888 | 1619.0 |
|  4.95%, 01/15/2031 | 3597 | 3332.0 |
|  7.88%, 07/30/2030 | 3206 | 3347.0 |
|  Prosus NV |  |  |
|  1.99%, 07/13/2033 | 4100 | 4059.0 |
|  3.06%, 07/13/2031(1) | $10000 | 8961.0 |
|  3.26%, 01/19/2027(1) | 33683 | 33250.0 |
|  3.68%, 01/21/2030(1) | 37625 | 35633.0 |
|  4.19%, 01/19/2032(1) | 15461 | 14545.0 |
|  4.85%, 07/06/2027(1) | 14400 | 14405.0 |
|  Snap, Inc. |  |  |
|  6.88%, 03/01/2033(1) | 2853 | 2694.0 |
|  Sprint Capital Corp. |  |  |
|  6.88%, 11/15/2028 | 1262 | 1334.0 |
|  8.75%, 03/15/2032 | 27750 | 32997.0 |
|  Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC |  |  |
|  5.15%, 03/20/2028(1) | 11064 | 11119.0 |
|  Time Warner Cable LLC |  |  |
|  5.50%, 09/01/2041 | 3624 | 3123.0 |
|  5.88%, 11/15/2040 | 12025 | 10897.0 |
|  6.55%, 05/01/2037 | 2135 | 2152.0 |
|  T-Mobile USA, Inc. |  |  |
|  2.55%, 02/15/2031 | 1908 | 1734.0 |
|  2.70%, 03/15/2032 | 2720 | 2420.0 |
|  3.38%, 04/15/2029 | 19250 | 18656.0 |
|  3.50%, 04/15/2031 | 18758 | 17741.0 |
|  3.88%, 04/15/2030 | 74687 | 72735.0 |
|  4.70%, 01/15/2035 | 12845 | 12424.0 |
|  5.00%, 02/15/2036 | 14702 | 14480.0 |
|  5.20%, 01/15/2033 | 856 | 871.0 |
|  5.75%, 01/15/2034 | 10390 | 10835.0 |
|  Uber Technologies, Inc. |  |  |
|  4.80%, 09/15/2034 | 19675 | 19262.0 |
|  4.80%, 09/15/2035 | 6170 | 5987.0 |
|  Verizon Communications, Inc. |  |  |
|  1.75%, 01/20/2031 | 7000 | 6137.0 |
|  2.55%, 03/21/2031 | 22000 | 19973.0 |
|  Virgin Media O2 Vendor Financing Notes VI DAC |  |  |
|  8.50%, 03/15/2033(1) | 4370 | 3819.0 |
|  Vmed O2 UK Financing I Plc |  |  |
|  4.75%, 07/15/2031(1) | 526 | 453.0 |
|  7.75%, 04/15/2032(1) | 694 | 665.0 |
|  Vodafone Group Plc |  |  |
|  7.00% (5 Year Swap Rate USD + 4.87%), 04/04/2079(2) | 15000 | 15428.0 |
|  VZ Secured Financing BV |  |  |
|  5.00%, 01/15/2032(1) | 6500 | 5572.0 |
|  WULF Compute LLC |  |  |
|  7.75%, 10/15/2030(1) | 239 | 253.0 |
|  Zayo Group Holdings, Inc. |  |  |
|  9.25%, 03/09/2030(1)(7) | 878 | 873.0 |
|  Total Communications | Total Communications | 1642705.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Consumer, Cyclical – 2.05%** |  |  |
|  1011778 BC ULC / New Red Finance, Inc. |  |  |
|  3.50%, 02/15/2029(1) | 5610.0 | 5356.0 |
|  3.88%, 01/15/2028(1) | 1430.0 | 1398.0 |
|  4.00%, 10/15/2030(1) | 7001.0 | 6580.0 |
|  5.63%, 09/15/2029(1) | 298.0 | 299.0 |
|  Alaska Airlines 2020-1 Class A Pass-Through Trust |  |  |
|  4.80%, 08/15/2027(1) | 879.0 | 879.0 |
|  American Airlines 2015-1 Class A Pass-Through Trust |  |  |
|  3.38%, 05/01/2027 | 427.0 | 421.0 |
|  American Airlines 2017-2 Class A Pass-Through Trust |  |  |
|  3.60%, 10/15/2029 | 140.0 | 133.0 |
|  American Airlines 2019-1 Class B Pass-Through Trust |  |  |
|  3.85%, 02/15/2028 | 4977.0 | 4865.0 |
|  American Airlines 2021-1 Class A Pass-Through Trust |  |  |
|  2.88%, 07/11/2034 | 8773.0 | 7839.0 |
|  BCPE Flavor Debt Merger Sub LLC & BCPE Flavor Issuer, Inc. |  |  |
|  9.50%, 07/01/2032(1) | 1865.0 | 1691.0 |
|  British Airways 2018-1 Class AA Pass-Through Trust |  |  |
|  3.80%, 09/20/2031(1) | 1086.0 | 1059.0 |
|  British Airways 2019-1 Class A Pass-Through Trust |  |  |
|  3.35%, 06/15/2029(1) | 1199.0 | 1164.0 |
|  British Airways 2019-1 Class AA Pass-Through Trust |  |  |
|  3.30%, 12/15/2032(1) | 281.0 | 265.0 |
|  Carnival Corp. |  |  |
|  4.00%, 08/01/2028(1) | 19400.0 | 18944.0 |
|  5.75%, 03/15/2030(1) | 18860.0 | 19010.0 |
|  5.75%, 08/01/2032(1) | 23345.0 | 23337.0 |
|  6.13%, 02/15/2033(1) | 11555.0 | 11671.0 |
|  7.00%, 08/15/2029(1) | 2120.0 | 2199.0 |
|  Carvana Co. |  |  |
|  9.00%, 06/01/2030(1)(7) | 10018.0 | 10421.0 |
|  9.00%, 06/01/2031(1)(7) | 12731.0 | 13766.0 |
|  Choice Hotels International, Inc. |  |  |
|  5.85%, 08/01/2034 | 3865.0 | 3898.0 |
|  Dillard's, Inc. |  |  |
|  7.00%, 12/01/2028 | 380.0 | 393.0 |
|  7.75%, 07/15/2026 | 135.0 | 136.0 |
|  7.75%, 05/15/2027 | 85.0 | 87.0 |
|  Discovery Global Holdings, Inc. |  |  |
|  3.76%, 03/15/2027 | 1200.0 | 1185.0 |
|  4.28%, 03/15/2032 | 7014.0 | 6207.0 |
|  5.05%, 03/15/2042 | 55.0 | 36.0 |
|  5.14%, 03/15/2052 | 5056.0 | 3072.0 |
|  DR Horton, Inc. |  |  |
|  5.00%, 10/15/2034 | 9875.0 | 9745.0 |
|  5.50%, 10/15/2035 | 5650.0 | 5733.0 |
|  FDJ UNITED |  |  |
|  3.38%, 11/21/2033 | 6200.0 | 6886.0 |
|  Ferrellgas LP / Ferrellgas Finance Corp. |  |  |
|  5.88%, 04/01/2029(1) | $5048.0 | 4826.0 |
|  9.25%, 01/15/2031(1) | 4821.0 | 5023.0 |
|  FirstCash, Inc. |  |  |
|  5.63%, 01/01/2030(1) | 3594.0 | 3574.0 |
|  Flutter Treasury DAC |  |  |
|  5.88%, 06/04/2031(1) | 11170.0 | 11066.0 |
|  6.13%, 06/04/2031 | 3460.0 | 4429.0 |
|  Ford Motor Credit Co. LLC |  |  |
|  2.70%, 08/10/2026 | $7851.0 | 7793.0 |
|  2.90%, 02/16/2028 | 9940.0 | 9531.0 |
|  2.90%, 02/10/2029 | 13000.0 | 12159.0 |
|  3.82%, 11/02/2027 | 4440.0 | 4351.0 |
|  4.13%, 08/17/2027 | 6472.0 | 6388.0 |
|  4.27%, 01/09/2027 | 435.0 | 433.0 |
|  4.95%, 05/28/2027 | 35826.0 | 35815.0 |
|  4.97%, 04/06/2029 | 15700.0 | 15506.0 |
|  5.11% (SOFR + 1.45%), 11/05/2026(2) | 11100.0 | 11114.0 |
|  5.13%, 11/05/2026 | 7500.0 | 7515.0 |
|  5.42%, 04/09/2031 | 10975.0 | 10778.0 |
|  5.73%, 09/05/2030 | 20325.0 | 20304.0 |
|  5.80%, 03/05/2027 | 23800.0 | 23931.0 |
|  5.80%, 03/08/2029 | 5800.0 | 5865.0 |
|  5.92%, 03/20/2028 | 18000.0 | 18228.0 |
|  6.80%, 05/12/2028 | 2044.0 | 2106.0 |
|  General Motors Financial Co., Inc. |  |  |
|  5.85%, 04/06/2030 | 1770.0 | 1832.0 |
|  Global Auto Holdings Ltd./AAG FH UK Ltd. |  |  |
|  8.38%, 01/15/2029(1) | 1204.0 | 1100.0 |
|  11.50%, 08/15/2029(1) | 4070.0 | 4049.0 |
|  Great Canadian Gaming Corp./Raptor LLC |  |  |
|  8.75%, 11/15/2029(1) | 1258.0 | 1227.0 |
|  Greene King Finance Plc |  |  |
|  4.06%, 03/15/2035 | 2437.0 | 2992.0 |
|  5.11%, 03/15/2034 | 316.0 | 407.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  GSG Bidco Ltd |  |  |
|  6.38%, 06/15/2051(1) | 16800.0 | 18993.0 |
|  Hilton Domestic Operating Co., Inc. |  |  |
|  3.63%, 02/15/2032(1) | $197.0 | 179.0 |
|  5.50%, 03/31/2034(1) | 2385.0 | 2330.0 |
|  6.13%, 04/01/2032(1) | 177.0 | 180.0 |
|  Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower, Inc. |  |  |
|  6.63%, 01/15/2032(1) | 14738.0 | 14557.0 |
|  Home Depot, Inc. |  |  |
|  4.95%, 06/25/2034 | 5230.0 | 5268.0 |
|  Hyundai Capital America |  |  |
|  4.30%, 09/24/2027(1) | 20000.0 | 19922.0 |
|  5.35%, 03/19/2029(1) | 2300.0 | 2342.0 |
|  JetBlue 2019-1 Class AA Pass-Through Trust |  |  |
|  2.75%, 05/15/2032 | 504.0 | 446.0 |
|  JetBlue 2020-1 Class A Pass-Through Trust |  |  |
|  4.00%, 11/15/2032 | 2355.0 | 2231.0 |
|  JetBlue Airways Corp. / JetBlue Loyalty LP |  |  |
|  9.88%, 09/20/2031(1) | 840.0 | 794.0 |
|  Kingpin Intermediate Holdings LLC |  |  |
|  7.25%, 10/15/2032(1) | 197.0 | 174.0 |
|  Las Vegas Sands Corp. |  |  |
|  3.50%, 08/18/2026 | 5000.0 | 4973.0 |
|  5.63%, 06/15/2028 | 11835.0 | 11989.0 |
|  6.00%, 06/14/2030 | 705.0 | 725.0 |
|  Live Nation Entertainment, Inc. |  |  |
|  3.75%, 01/15/2028(1) | 5000.0 | 4876.0 |
|  Marriott International, Inc. |  |  |
|  2.75%, 10/15/2033 | 1322.0 | 1143.0 |
|  5.10%, 05/01/2038 | 9156.0 | 8705.0 |
|  5.30%, 05/15/2034 | 6705.0 | 6767.0 |
|  5.50%, 04/15/2037 | 16095.0 | 16025.0 |
|  Marriott Ownership Resorts, Inc. |  |  |
|  4.50%, 06/15/2029(1) | 745.0 | 706.0 |
|  4.75%, 01/15/2028 | 250.0 | 246.0 |
|  Meritage Homes Corp. |  |  |
|  3.88%, 04/15/2029(1) | 1730.0 | 1684.0 |
|  5.65%, 03/15/2035 | 25415.0 | 25387.0 |
|  Michaels Cos, Inc. |  |  |
|  8.50%, 03/15/2033(1) | 3383.0 | 3293.0 |
|  11.00%, 03/15/2034(1) | 704.0 | 656.0 |
|  Mitchells & Butlers Finance Plc |  |  |
|  4.36% (SOFR + 0.71%), 12/15/2030(2) | 3306.0 | 3160.0 |
|  6.01%, 12/15/2028 | 152.0 | 202.0 |
|  Murphy Oil USA, Inc. |  |  |
|  3.75%, 02/15/2031(1) | $78.0 | 72.0 |
|  Newell Brands, Inc. |  |  |
|  7.38%, 04/01/2036 | 2575.0 | 2370.0 |
|  Nissan Motor Acceptance Co. LLC |  |  |
|  1.85%, 09/16/2026(1) | 45200.0 | 44426.0 |
|  2.45%, 09/15/2028(1) | 4800.0 | 4387.0 |
|  2.75%, 03/09/2028(1) | 13700.0 | 12809.0 |
|  5.30%, 09/13/2027(1) | 2200.0 | 2185.0 |
|  5.70% (SOFR + 2.05%), 09/13/2027(1)(2) | 500.0 | 496.0 |
|  Nissan Motor Co. Ltd. |  |  |
|  4.35%, 09/17/2027(1) | 10000.0 | 9723.0 |
|  4.81%, 09/17/2030(1) | 36875.0 | 33477.0 |
|  7.50%, 07/17/2030(1) | 4700.0 | 4736.0 |
|  Ontario Gaming GTA LP/OTG Co.-Issuer, Inc. |  |  |
|  8.00%, 08/01/2030(1) | 1092.0 | 1047.0 |
|  Papa John's International, Inc. |  |  |
|  3.88%, 09/15/2029(1) | 2800.0 | 2654.0 |
|  PetSmart LLC / PetSmart Finance Corp. |  |  |
|  7.50%, 09/15/2032(1) | 4142.0 | 4162.0 |
|  Punch Finance Plc |  |  |
|  7.88%, 12/30/2030 | 1500.0 | 1977.0 |
|  Robert Bosch GmbH |  |  |
|  4.38%, 06/02/2043 | 3200.0 | 3531.0 |
|  Royal Caribbean Cruises Ltd. |  |  |
|  4.75%, 05/15/2033 | $23774.0 | 22955.0 |
|  5.25%, 02/27/2038 | 17789.0 | 16923.0 |
|  5.38%, 01/15/2036 | 9392.0 | 9227.0 |
|  5.50%, 04/01/2028(1) | 6435.0 | 6508.0 |
|  5.63%, 09/30/2031(1) | 24100.0 | 24338.0 |
|  6.00%, 02/01/2033(1) | 35895.0 | 36255.0 |
|  6.25%, 03/15/2032(1) | 6310.0 | 6451.0 |
|  Sekisui House U.S., Inc. |  |  |
|  6.00%, 01/15/2043 | 5015.0 | 4573.0 |
|  Starbucks Corp. |  |  |
|  5.40%, 05/15/2035 | 1135.0 | 1160.0 |
|  Stellantis Finance U.S., Inc. |  |  |
|  6.45%, 03/18/2035(1) | 2000.0 | 1970.0 |
|  Suburban Propane Partners LP/Suburban Energy Finance Corp. |  |  |
|  6.50%, 12/15/2035(1) | 4230.0 | 4112.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Taylor Morrison Communities, Inc. |  |  |
|  5.13%, 08/01/2030(1) | 241 | 238.0 |
|  5.75%, 11/15/2032(1) | 4372 | 4376.0 |
|  Travel + Leisure Co. |  |  |
|  4.50%, 12/01/2029(1) | 755 | 722.0 |
|  6.00%, 04/01/2027 | 2367 | 2378.0 |
|  United Airlines 2018-1 Class A Pass-Through Trust |  |  |
|  3.70%, 03/01/2030 | 397 | 382.0 |
|  United Airlines 2019-1 Class AA Pass-Through Trust |  |  |
|  4.15%, 08/25/2031 | 428 | 419.0 |
|  United Airlines 2019-2 Class A Pass-Through Trust |  |  |
|  2.90%, 05/01/2028 | 1084 | 1039.0 |
|  United Airlines 2019-2 Class AA Pass-Through Trust |  |  |
|  2.70%, 05/01/2032 | 680 | 625.0 |
|  United Airlines 2020-1 Class A Pass-Through Trust |  |  |
|  5.88%, 10/15/2027 | 7359 | 7482.0 |
|  United Airlines 2023-1 Class A Pass-Through Trust |  |  |
|  5.80%, 01/15/2036 | 25493 | 26239.0 |
|  Viking Cruises Ltd. |  |  |
|  5.88%, 10/15/2033(1) | 27602 | 27252.0 |
|  Volkswagen Financial Services Australia Pty Ltd. |  |  |
|  5.11%, 06/13/2029 | 5300 | 3565.0 |
|  Volkswagen Group of America Finance LLC |  |  |
|  5.30%, 03/22/2027(1) | $25000 | 25207.0 |
|  5.65%, 03/25/2032(1) | 1045 | 1061.0 |
|  Volkswagen International Finance NV |  |  |
|  7.88% (9 Year Swap Rate EUR + 4.78%), 09/06/2174(2) | 4600 | 5887.0 |
|  Voyager Parent LLC |  |  |
|  9.25%, 07/01/2032(1) | $1610 | 1672.0 |
|  Yum! Brands, Inc. |  |  |
|  3.63%, 03/15/2031 | 194 | 179.0 |
|  4.63%, 01/31/2032 | 187 | 179.0 |
|  4.75%, 01/15/2030(1) | 750 | 737.0 |
|  ZF North America Capital, Inc. |  |  |
|  6.75%, 04/23/2030(1) | 5065 | 4900.0 |
|  6.88%, 04/14/2028(1) | 240 | 243.0 |
|  6.88%, 04/23/2032(1) | 7660 | 7278.0 |
|  Total Consumer, Cyclical | Total Consumer, Cyclical | 943554.0 |
|  **Consumer, Non-cyclical – 2.82%** |  |  |
|  1261229 BC Ltd. |  |  |
|  10.00%, 04/15/2032(1) | 5085 | 5206.0 |
|  AA Bond Co. Ltd. |  |  |
|  5.50%, 07/31/2032 | 3005 | 3857.0 |
|  Abbott Laboratories |  |  |
|  4.65%, 03/15/2036 | $7000 | 6845.0 |
|  5.50%, 03/15/2056 | 3140 | 3079.0 |
|  AbbVie, Inc. |  |  |
|  5.55%, 03/15/2056 | 2360 | 2308.0 |
|  Adventist Health System/West |  |  |
|  4.74%, 12/01/2030 | 1100 | 1089.0 |
|  Amgen, Inc. |  |  |
|  4.20%, 02/22/2052 | 2250 | 1748.0 |
|  Ashtead Capital, Inc. |  |  |
|  5.80%, 04/15/2034(1) | 6590 | 6718.0 |
|  5.95%, 10/15/2033(1) | 3530 | 3633.0 |
|  Avantor Funding, Inc. |  |  |
|  3.88%, 11/01/2029(1) | 257 | 241.0 |
|  Bacardi Ltd. |  |  |
|  4.70%, 05/15/2028(1) | 232 | 232.0 |
|  Bacardi Ltd. / Bacardi-Martini BV |  |  |
|  5.40%, 06/15/2033(1) | 13960 | 13822.0 |
|  BAT Capital Corp. |  |  |
|  2.73%, 03/25/2031 | 20430 | 18681.0 |
|  3.56%, 08/15/2027 | 3320 | 3284.0 |
|  6.34%, 08/02/2030 | 24000 | 25620.0 |
|  Bausch Health Companies, Inc. |  |  |
|  4.88%, 06/01/2028(1) | 2360 | 2161.0 |
|  Bayer U.S. Finance II LLC |  |  |
|  4.38%, 12/15/2028(1) | 35985 | 35624.0 |
|  4.40%, 07/15/2044(1) | 6355 | 5018.0 |
|  4.88%, 06/25/2048(1) | 11025 | 9032.0 |
|  Bayer U.S. Finance LLC |  |  |
|  6.13%, 11/21/2026(1) | 5712 | 5764.0 |
|  6.38%, 11/21/2030(1) | 6734 | 7082.0 |
|  6.50%, 11/21/2033(1) | 23945 | 25465.0 |
|  6.88%, 11/21/2053(1) | 7149 | 7531.0 |
|  Block, Inc. |  |  |
|  6.50%, 05/15/2032 | 236 | 238.0 |
|  Centene Corp. |  |  |
|  2.50%, 03/01/2031 | 1500 | 1259.0 |
|  2.63%, 08/01/2031 | 1200 | 1003.0 |
|  3.00%, 10/15/2030 | 19673 | 17241.0 |
|  4.25%, 12/15/2027 | 3707 | 3641.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Cigna Group |  |  |
|  2.40%, 03/15/2030 | 6500.0 | 6005.0 |
|  3.40%, 03/01/2027 | 6858.0 | 6795.0 |
|  4.38%, 10/15/2028 | 5000.0 | 4996.0 |
|  4.50%, 09/15/2030 | 10000.0 | 9966.0 |
|  5.25%, 01/15/2036 | 12285.0 | 12301.0 |
|  CommonSpirit Health |  |  |
|  2.78%, 10/01/2030 | 5970.0 | 5488.0 |
|  Cornell University |  |  |
|  4.73%, 06/15/2035 | 4300.0 | 4262.0 |
|  CVS Health Corp. |  |  |
|  3.25%, 08/15/2029 | 25214.0 | 24161.0 |
|  3.75%, 04/01/2030 | 12000.0 | 11595.0 |
|  4.30%, 03/25/2028 | 6000.0 | 5979.0 |
|  5.05%, 03/25/2048 | 28393.0 | 24361.0 |
|  5.13%, 02/21/2030 | 6200.0 | 6287.0 |
|  5.45%, 09/15/2035 | 4585.0 | 4603.0 |
|  6.75% (5 Year CMT Index + 2.52%), 12/10/2054(2) | 5180.0 | 5245.0 |
|  7.00% (5 Year CMT Index + 2.89%), 03/10/2055(2) | 21000.0 | 21642.0 |
|  CVS Pass-Through Trust |  |  |
|  5.77%, 01/10/2033(1) | 41.0 | 41.0 |
|  5.77%, 01/10/2033 | 1494.0 | 1515.0 |
|  6.04%, 12/10/2028 | 486.0 | 491.0 |
|  CVS Pass-Through Trust Series 2013 |  |  |
|  4.70%, 01/10/2036(1) | 3359.0 | 3170.0 |
|  CVS Pass-Through Trust Series 2014 |  |  |
|  4.16%, 08/11/2036(1) | 7509.0 | 7023.0 |
|  Elevance Health, Inc. |  |  |
|  2.25%, 05/15/2030 | 18000.0 | 16400.0 |
|  2.55%, 03/15/2031 | 1430.0 | 1290.0 |
|  4.75%, 02/15/2030 | 6200.0 | 6240.0 |
|  5.00%, 01/15/2036 | 14895.0 | 14592.0 |
|  5.20%, 02/15/2035 | 17575.0 | 17546.0 |
|  5.38%, 06/15/2034 | 7730.0 | 7831.0 |
|  ERAC USA Finance LLC |  |  |
|  4.90%, 05/01/2033(1) | 11015.0 | 11039.0 |
|  Flora Food Management BV |  |  |
|  6.88%, 07/02/2029(1) | 7100.0 | 7696.0 |
|  Fresenius Medical Care U.S. Finance III, Inc. |  |  |
|  1.88%, 12/01/2026(1) | $9545.0 | 9360.0 |
|  GE HealthCare Technologies, Inc. |  |  |
|  4.80%, 08/14/2029 | 6000.0 | 6055.0 |
|  4.80%, 01/15/2031 | 15000.0 | 15092.0 |
|  5.86%, 03/15/2030 | 5000.0 | 5218.0 |
|  Gilead Sciences, Inc. |  |  |
|  2.60%, 10/01/2040 | 3720.0 | 2693.0 |
|  Grand Canyon University |  |  |
|  5.13%, 10/01/2028 | 703.0 | 693.0 |
|  Grifols SA |  |  |
|  7.50%, 05/01/2030 | 4246.0 | 5076.0 |
|  HCA, Inc. |  |  |
|  3.13%, 03/15/2027 | $995.0 | 982.0 |
|  3.38%, 03/15/2029 | 9463.0 | 9162.0 |
|  3.50%, 09/01/2030 | 8364.0 | 7943.0 |
|  4.13%, 06/15/2029 | 410.0 | 404.0 |
|  4.90%, 11/15/2035 | 2800.0 | 2707.0 |
|  5.13%, 06/15/2039 | 14720.0 | 13872.0 |
|  5.25%, 06/15/2026 | 2966.0 | 2968.0 |
|  5.25%, 03/01/2030 | 4000.0 | 4082.0 |
|  5.45%, 04/01/2031 | 8805.0 | 9025.0 |
|  5.45%, 09/15/2034 | 2755.0 | 2781.0 |
|  5.50%, 06/01/2033 | 17540.0 | 17890.0 |
|  5.60%, 04/01/2034 | 13700.0 | 13991.0 |
|  5.75%, 03/01/2035 | 6010.0 | 6179.0 |
|  Humana, Inc. |  |  |
|  3.70%, 03/23/2029 | 11540.0 | 11217.0 |
|  4.88%, 04/01/2030 | 1370.0 | 1367.0 |
|  5.55%, 05/01/2035 | 6690.0 | 6615.0 |
|  Icon Investments Six DAC |  |  |
|  6.00%, 05/08/2034 | 2105.0 | 2132.0 |
|  Illumina, Inc. |  |  |
|  2.55%, 03/23/2031 | 11640.0 | 10426.0 |
|  4.65%, 09/09/2026 | 9700.0 | 9701.0 |
|  Imperial Brands Finance Netherlands BV |  |  |
|  1.75%, 03/18/2033 | 1514.0 | 1491.0 |
|  Imperial Brands Finance Plc |  |  |
|  3.50%, 07/26/2026(1) | $1756.0 | 1751.0 |
|  4.50%, 06/30/2028(1) | 12000.0 | 12009.0 |
|  5.50%, 02/01/2030(1) | 40565.0 | 41606.0 |
|  6.13%, 07/27/2027(1) | 28254.0 | 28827.0 |
|  IQVIA, Inc. |  |  |
|  5.70%, 05/15/2028 | 16850.0 | 17176.0 |
|  6.25%, 02/01/2029 | 375.0 | 390.0 |
|  Japan Tobacco, Inc. |  |  |
|  4.85%, 05/15/2028(1) | 18083.0 | 18254.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 06/15/2030(1) | 8770.0 | 8989.0 |
|  JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings |  |  |
|  3.00%, 02/02/2029 | 5290.0 | 5074.0 |
|  3.75%, 12/01/2031 | 7152.0 | 6679.0 |
|  4.38%, 02/02/2052 | 7491.0 | 5703.0 |
|  5.50%, 01/15/2036 | 15155.0 | 15162.0 |
|  5.63%, 03/10/2037(1) | 21122.0 | 21188.0 |
|  5.95%, 04/20/2035 | 8425.0 | 8746.0 |
|  6.75%, 03/15/2034 | 13488.0 | 14835.0 |
|  Kedrion SpA |  |  |
|  6.50%, 09/01/2029(1) | 6440.0 | 6213.0 |
|  Lamb Weston Holdings, Inc. |  |  |
|  4.13%, 01/31/2030(1) | 125.0 | 119.0 |
|  4.38%, 01/31/2032(1) | 127.0 | 118.0 |
|  Maple Parent Holdings Corp. |  |  |
|  4.73%, 03/26/2035(1) | 8560.0 | 9871.0 |
|  Mars, Inc. |  |  |
|  4.60%, 03/01/2028(1) | $10000.0 | 10060.0 |
|  4.80%, 03/01/2030(1) | 27000.0 | 27284.0 |
|  Medline Borrower LP |  |  |
|  3.88%, 04/01/2029(1) | 32693.0 | 31626.0 |
|  ModivCare Inc |  |  |
|  5.00%, 10/01/2029(1) | 10697.0 | 107.0 |
|  Molina Healthcare, Inc. |  |  |
|  3.88%, 11/15/2030(1) | 5088.0 | 4549.0 |
|  6.25%, 01/15/2033(1) | 2272.0 | 2203.0 |
|  6.50%, 02/15/2031(1) | 1478.0 | 1453.0 |
|  Molnlycke Holding AB |  |  |
|  4.25%, 06/11/2034 | 1495.0 | 1737.0 |
|  New York & Presbyterian Hospital |  |  |
|  3.56%, 08/01/2036 | $2630.0 | 2314.0 |
|  Novartis Capital Corp. |  |  |
|  4.40%, 03/18/2031 | 8100.0 | 8098.0 |
|  4.60%, 03/18/2033 | 6700.0 | 6672.0 |
|  5.70%, 03/18/2056 | 11205.0 | 11285.0 |
|  Performance Food Group, Inc. |  |  |
|  4.25%, 08/01/2029(1) | 123.0 | 118.0 |
|  Philip Morris International, Inc. |  |  |
|  5.13%, 02/15/2030 | 4000.0 | 4081.0 |
|  5.13%, 02/13/2031 | 5500.0 | 5625.0 |
|  5.50%, 09/07/2030 | 5500.0 | 5711.0 |
|  5.63%, 11/17/2029 | 16125.0 | 16760.0 |
|  Pilgrim's Pride Corp. |  |  |
|  3.50%, 03/01/2032 | 22241.0 | 20189.0 |
|  4.25%, 04/15/2031 | 13635.0 | 13024.0 |
|  6.25%, 07/01/2033 | 13265.0 | 13891.0 |
|  6.88%, 05/15/2034 | 11773.0 | 12710.0 |
|  Post Holdings, Inc. |  |  |
|  4.63%, 04/15/2030(1) | 189.0 | 181.0 |
|  Radiology Partners, Inc. |  |  |
|  8.50%, 07/15/2032(1) | 172.0 | 174.0 |
|  Raven Acquisition Holdings LLC |  |  |
|  6.88%, 11/15/2031(1) | 1550.0 | 1494.0 |
|  Revvity, Inc. |  |  |
|  2.55%, 03/15/2031 | 11115.0 | 10007.0 |
|  Roche Holdings, Inc. |  |  |
|  4.99%, 03/08/2034(1) | 23205.0 | 23538.0 |
|  Rollins, Inc. |  |  |
|  5.25%, 02/24/2035 | 3545.0 | 3543.0 |
|  S&P Global, Inc. |  |  |
|  1.25%, 08/15/2030 | 1992.0 | 1736.0 |
|  Sartorius Finance BV |  |  |
|  4.88%, 09/14/2035 | 7200.0 | 8598.0 |
|  Smithfield Foods, Inc. |  |  |
|  2.63%, 09/13/2031(1) | $10000.0 | 8777.0 |
|  Spectrum Brands, Inc. |  |  |
|  3.88%, 03/15/2031(1) | 1704.0 | 1471.0 |
|  Star Parent, Inc. |  |  |
|  9.00%, 10/01/2030(1) | 2964.0 | 3071.0 |
|  Teva Pharmaceutical Finance Co. LLC |  |  |
|  6.15%, 02/01/2036 | 2934.0 | 3023.0 |
|  Teva Pharmaceutical Finance Netherlands III BV |  |  |
|  3.15%, 10/01/2026 | 3115.0 | 3084.0 |
|  4.10%, 10/01/2046 | 46555.0 | 34510.0 |
|  4.75%, 05/09/2027 | 4538.0 | 4528.0 |
|  5.13%, 05/09/2029 | 4885.0 | 4869.0 |
|  6.00%, 12/01/2032 | 3400.0 | 3490.0 |
|  6.75%, 03/01/2028 | 1400.0 | 1435.0 |
|  7.88%, 09/15/2029 | 6355.0 | 6805.0 |
|  8.13%, 09/15/2031 | 3170.0 | 3544.0 |
|  Teva Pharmaceutical Finance Netherlands IV BV |  |  |
|  5.75%, 12/01/2030 | 9534.0 | 9655.0 |
|  TriNet Group, Inc. |  |  |
|  3.50%, 03/01/2029(1) | 129.0 | 117.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  7.13%, 08/15/2031(1) | 116 | 113.0 |
|  U.S. Renal Care, Inc. |  |  |
|  10.63%, 06/28/2028(1) | 195 | 162.0 |
|  United Rentals North America, Inc. |  |  |
|  3.75%, 01/15/2032 | 195 | 179.0 |
|  3.88%, 02/15/2031 | 191 | 180.0 |
|  5.38%, 11/15/2033(1) | 33280 | 32361.0 |
|  6.13%, 03/15/2034(1) | 15905 | 16105.0 |
|  UnitedHealth Group, Inc. |  |  |
|  3.88%, 12/15/2028 | 1070 | 1059.0 |
|  4.75%, 05/15/2052 | 1645 | 1385.0 |
|  5.63%, 07/15/2054 | 19355 | 18447.0 |
|  Universal Health Services, Inc. |  |  |
|  1.65%, 09/01/2026 | 8275 | 8176.0 |
|  Verisk Analytics, Inc. |  |  |
|  5.25%, 03/15/2035 | 10605 | 10514.0 |
|  VT Topco, Inc. |  |  |
|  8.50%, 08/15/2030(1) | 4492 | 4567.0 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 1298209.0 |
|  **Energy – 2.37%** |  |  |
|  Aker BP ASA |  |  |
|  3.10%, 07/15/2031(1) | 5635 | 5144.0 |
|  4.00%, 01/15/2031(1) | 10230 | 9814.0 |
|  5.13%, 10/01/2034(1) | 5495 | 5378.0 |
|  Baker Hughes Holdings LLC / Baker Hughes Co.-Obligor, Inc. |  |  |
|  4.74%, 03/11/2046 | 6250 | 7138.0 |
|  Canadian Natural Resources Ltd. |  |  |
|  5.40%, 12/15/2034 | $37050 | 37480.0 |
|  6.25%, 03/15/2038 | 1345 | 1415.0 |
|  Cenovus Energy, Inc. |  |  |
|  5.40%, 03/20/2036 | 6427 | 6394.0 |
|  Cheniere Energy Partners LP |  |  |
|  3.25%, 01/31/2032 | 6215 | 5664.0 |
|  4.00%, 03/01/2031 | 24780 | 23787.0 |
|  4.50%, 10/01/2029 | 2205 | 2195.0 |
|  5.95%, 06/30/2033 | 13120 | 13754.0 |
|  Chord Energy Corp. |  |  |
|  6.00%, 10/01/2030(1) | 181 | 183.0 |
|  6.75%, 03/15/2033(1) | 177 | 183.0 |
|  Continental Resources, Inc. |  |  |
|  2.88%, 04/01/2032(1) | 40207 | 35217.0 |
|  4.38%, 01/15/2028 | 2330 | 2314.0 |
|  5.75%, 01/15/2031(1) | 71266 | 72631.0 |
|  CQP Holdco LP / BIP-V Chinook Holdco LLC |  |  |
|  5.50%, 06/15/2031(1) | 250 | 244.0 |
|  7.50%, 12/15/2033(1) | 250 | 262.0 |
|  Crescent Energy Finance LLC |  |  |
|  7.38%, 01/15/2033(1) | 127 | 127.0 |
|  DCP Midstream Operating LP |  |  |
|  3.25%, 02/15/2032 | 15045 | 13675.0 |
|  5.13%, 05/15/2029 | 3380 | 3439.0 |
|  Ecopetrol SA |  |  |
|  8.38%, 01/19/2036 | 3086 | 3129.0 |
|  8.88%, 01/13/2033 | 750 | 789.0 |
|  Enbridge, Inc. |  |  |
|  4.50%, 02/15/2031 | 5800 | 5734.0 |
|  5.20%, 11/20/2035 | 3000 | 2989.0 |
|  Energean Israel Finance Ltd. |  |  |
|  5.38%, 03/30/2028(1) | 4950 | 4752.0 |
|  5.88%, 03/30/2031(1) | 6495 | 6033.0 |
|  Energy Transfer LP |  |  |
|  5.00%, 05/15/2050 | 1578 | 1310.0 |
|  5.55%, 05/15/2034 | 3705 | 3773.0 |
|  5.60%, 09/01/2034 | 11940 | 12169.0 |
|  5.70%, 04/01/2035 | 15463 | 15881.0 |
|  5.75%, 02/15/2033 | 9247 | 9617.0 |
|  6.00%, 06/15/2048 | 1347 | 1293.0 |
|  6.25%, 04/15/2049 | 2539 | 2490.0 |
|  6.40%, 12/01/2030 | 6900 | 7371.0 |
|  6.55%, 12/01/2033 | 10970 | 11844.0 |
|  8.00% (5 Year CMT Index + 4.02%), 05/15/2054(2) | 229 | 240.0 |
|  Galaxy Pipeline Assets Bidco Ltd. |  |  |
|  2.16%, 03/31/2034(1) | 1393 | 1236.0 |
|  Gazprom PJSC Via Gaz Capital SA |  |  |
|  4.95%, 03/23/2027 | 20900 | 17347.0 |
|  Gazprom PJSC via Gaz Finance Plc |  |  |
|  2.95%, 01/27/2029(1) | 28600 | 21164.0 |
|  3.00%, 06/29/2027 | 10000 | 8100.0 |
|  Helmerich & Payne, Inc. |  |  |
|  5.50%, 12/01/2034 | 20441 | 20095.0 |
|  HF Sinclair Corp. |  |  |
|  5.50%, 09/01/2032 | 3600 | 3608.0 |
|  ITT Holdings LLC |  |  |
|  6.50%, 08/01/2029(1) | 770 | 749.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  KazMunayGas National Co. JSC |  |  |
|  3.50%, 04/14/2033 | 351.0 | 315.0 |
|  5.38%, 04/24/2030 | 2346.0 | 2368.0 |
|  Kinder Morgan, Inc. |  |  |
|  5.15%, 06/01/2030 | 20000.0 | 20463.0 |
|  5.20%, 06/01/2033 | 10000.0 | 10165.0 |
|  Matador Resources Co. |  |  |
|  6.50%, 04/15/2032(1) | 610.0 | 617.0 |
|  NGPL PipeCo LLC |  |  |
|  4.88%, 08/15/2027(1) | 4268.0 | 4277.0 |
|  Oceaneering International, Inc. |  |  |
|  6.00%, 02/01/2028 | 59.0 | 59.0 |
|  6.00%, 02/01/2028 | 59.0 | 59.0 |
|  ONEOK, Inc. |  |  |
|  6.50%, 09/01/2030(1) | 4475.0 | 4737.0 |
|  Petroleos de Venezuela SA |  |  |
|  5.38%, 04/12/2027(8)(9) | 2052.0 | 682.0 |
|  5.50%, 04/12/2037(8)(9) | 2500.0 | 836.0 |
|  6.00%, 05/16/2024(8)(9) | 2312.0 | 790.0 |
|  6.00%, 11/15/2026(8)(9) | 4600.0 | 1554.0 |
|  9.00%, 11/17/2021(8)(9) | 200.0 | 77.0 |
|  9.75%, 05/17/2035(8)(9) | 830.0 | 345.0 |
|  Petroleos Mexicanos |  |  |
|  6.70%, 02/16/2032 | 131712.0 | 128903.0 |
|  6.75%, 09/21/2047 | 85241.0 | 68015.0 |
|  7.69%, 01/23/2050 | 17470.0 | 15129.0 |
|  Plains All American Pipeline LP / PAA Finance Corp. |  |  |
|  3.55%, 12/15/2029 | 3881.0 | 3756.0 |
|  3.80%, 09/15/2030 | 11638.0 | 11214.0 |
|  4.30%, 01/31/2043 | 865.0 | 701.0 |
|  QazaqGaz NC JSC |  |  |
|  4.38%, 09/26/2027 | 600.0 | 595.0 |
|  Repsol E&P Capital Markets U.S. LLC |  |  |
|  5.98%, 09/16/2035(1) | 7100.0 | 7227.0 |
|  Rio Oil Finance Trust Series 2014-3 |  |  |
|  9.75%, 01/06/2027 | 44.0 | 45.0 |
|  Rio Oil Finance Trust Series 2018-1 |  |  |
|  8.20%, 04/06/2028(1) | 217.0 | 223.0 |
|  Saudi Arabian Oil Co. |  |  |
|  4.75%, 06/02/2030(1) | 10200.0 | 10104.0 |
|  SM Energy Co. |  |  |
|  6.75%, 08/01/2029(1) | 84.0 | 85.0 |
|  7.00%, 08/01/2032(1) | 86.0 | 88.0 |
|  8.38%, 07/01/2028(1) | 3915.0 | 4023.0 |
|  8.63%, 11/01/2030(1) | 175.0 | 185.0 |
|  8.75%, 07/01/2031(1) | 171.0 | 179.0 |
|  Southern Natural Gas Co. LLC |  |  |
|  4.80%, 03/15/2047(1) | 1000.0 | 859.0 |
|  Sunoco LP |  |  |
|  5.38%, 07/15/2031(1) | 660.0 | 655.0 |
|  5.63%, 03/15/2031(1) | 2506.0 | 2495.0 |
|  5.63%, 07/15/2034(1) | 1690.0 | 1664.0 |
|  7.88% (5 Year CMT Index + 4.23%), 03/18/2174(1)(2) | 7890.0 | 8056.0 |
|  Targa Resources Corp. |  |  |
|  5.50%, 02/15/2035 | 1255.0 | 1266.0 |
|  5.55%, 08/15/2035 | 6280.0 | 6334.0 |
|  6.13%, 03/15/2033 | 12425.0 | 13140.0 |
|  6.50%, 03/30/2034 | 24725.0 | 26727.0 |
|  Targa Resources Partners LP / Targa Resources Partners Finance Corp. |  |  |
|  4.00%, 01/15/2032 | 3880.0 | 3677.0 |
|  4.88%, 02/01/2031 | 2085.0 | 2082.0 |
|  Topaz Solar Farms LLC |  |  |
|  4.88%, 09/30/2039(1) | 341.0 | 307.0 |
|  5.75%, 09/30/2039(1) | 2629.0 | 2604.0 |
|  Transcanada Trust |  |  |
|  5.30% (3 Month SOFR USD + 3.21%), 03/15/2077(2) | 35254.0 | 34945.0 |
|  5.50% (3 Month Term SOFR + 4.42%), 09/15/2079(2) | 2659.0 | 2636.0 |
|  5.60% (5 Year CMT Index + 3.99%), 03/07/2082(2) | 7038.0 | 6900.0 |
|  5.88% (3 Month SOFR USD + 4.64%), 08/15/2076(2) | 31662.0 | 31695.0 |
|  Transocean International Ltd. |  |  |
|  8.75%, 02/15/2030(1) | 623.0 | 648.0 |
|  Ultrapar International SA |  |  |
|  5.25%, 06/06/2029(1) | 2041.0 | 2030.0 |
|  Var Energi ASA |  |  |
|  8.00%, 11/15/2032(1) | 1625.0 | 1848.0 |
|  Venture Global LNG, Inc. |  |  |
|  7.00%, 01/15/2030(1) | 8300.0 | 8475.0 |
|  9.00% (5 Year CMT Index + 5.44%), 03/30/2174(1)(2) | 3305.0 | 3292.0 |
|  9.50%, 02/01/2029(1) | 38200.0 | 41305.0 |
|  9.88%, 02/01/2032(1) | 5400.0 | 5800.0 |
|  Venture Global Plaquemines LNG LLC |  |  |
|  6.13%, 12/15/2030(1) | 9920.0 | 10202.0 |
|  6.50%, 01/15/2034(1) | 8798.0 | 9171.0 |
|  6.50%, 06/15/2034(1) | 4354.0 | 4532.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.75%, 01/15/2036(1) | 11476 | 12155.0 |
|  7.50%, 05/01/2033(1) | 14720 | 16180.0 |
|  7.75%, 05/01/2035(1) | 7750 | 8686.0 |
|  Viper Energy Partners LLC |  |  |
|  5.70%, 08/01/2035 | 46357 | 46719.0 |
|  Weatherford International Ltd. |  |  |
|  6.75%, 10/15/2033(1) | 178 | 182.0 |
|  Western Midstream Operating LP |  |  |
|  4.05%, 02/01/2030 | 1775 | 1724.0 |
|  5.25%, 02/01/2050 | 2350 | 1982.0 |
|  5.30%, 03/01/2048 | 5089 | 4301.0 |
|  5.45%, 04/01/2044 | 1256 | 1117.0 |
|  5.50%, 12/15/2035 | 5378 | 5289.0 |
|  5.50%, 08/15/2048 | 940 | 812.0 |
|  6.15%, 04/01/2033 | 13915 | 14523.0 |
|  6.35%, 01/15/2029 | 7405 | 7711.0 |
|  Whistler Pipeline LLC |  |  |
|  5.70%, 09/30/2031(1) | 3640 | 3739.0 |
|  5.95%, 09/30/2034(1) | 4065 | 4165.0 |
|  Williams Companies, Inc. |  |  |
|  5.15%, 03/15/2034 | 21805 | 21833.0 |
|  Total Energy | Total Energy | 1090430.0 |
|  **Financials – 8.25%** |  |  |
|  Acrisure LLC / Acrisure Finance, Inc. |  |  |
|  8.25%, 02/01/2029(1) | 1375 | 1359.0 |
|  AerCap Ireland Capital DAC |  |  |
|  3.65%, 07/21/2027 | 200 | 198.0 |
|  5.75%, 06/06/2028 | 971 | 995.0 |
|  AerCap Ireland Capital DAC / AerCap Global Aviation Trust |  |  |
|  3.00%, 10/29/2028 | 46935 | 45180.0 |
|  3.30%, 01/30/2032 | 21615 | 19631.0 |
|  3.40%, 10/29/2033 | 8770 | 7759.0 |
|  4.75%, 01/15/2033 | 9450 | 9185.0 |
|  4.95%, 09/10/2034 | 15355 | 14924.0 |
|  5.38%, 12/15/2031 | 5980 | 6074.0 |
|  6.15%, 09/30/2030 | 8535 | 8969.0 |
|  Air Lease Corp. |  |  |
|  5.85%, 12/15/2027 | 8015 | 8182.0 |
|  Aircastle Ltd. |  |  |
|  5.95%, 02/15/2029(1) | 3340 | 3431.0 |
|  6.50%, 07/18/2028(1) | 12835 | 13307.0 |
|  Aircastle Ltd. / Aircastle Ireland DAC |  |  |
|  5.25%, 03/15/2030(1) | 3310 | 3337.0 |
|  5.75%, 10/01/2031(1) | 12585 | 12886.0 |
|  Alexandria Real Estate Equities, Inc. |  |  |
|  4.70%, 07/01/2030 | 42 | 42.0 |
|  Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer |  |  |
|  6.50%, 10/01/2031(1) | 506 | 497.0 |
|  7.00%, 01/15/2031(1) | 924 | 932.0 |
|  7.38%, 10/01/2032(1) | 548 | 543.0 |
|  American Assets Trust LP |  |  |
|  3.38%, 02/01/2031 | 10870 | 9798.0 |
|  American Express Co. |  |  |
|  4.01% (SOFR + 0.58%), 02/09/2029(2) | 7000 | 6955.0 |
|  4.92% (SOFR + 1.22%), 07/20/2033(2) | 8715 | 8731.0 |
|  5.67% (SOFR + 1.79%), 04/25/2036(2) | 1220 | 1261.0 |
|  American Homes 4 Rent LP |  |  |
|  2.38%, 07/15/2031 | 1690 | 1487.0 |
|  3.38%, 07/15/2051 | 3567 | 2339.0 |
|  American Tower Corp. |  |  |
|  2.10%, 06/15/2030 | 13775 | 12397.0 |
|  2.30%, 09/15/2031 | 15793 | 13904.0 |
|  2.70%, 04/15/2031 | 13810 | 12530.0 |
|  5.65%, 03/15/2033 | 6855 | 7080.0 |
|  5.90%, 11/15/2033 | 7480 | 7834.0 |
|  Americold Realty Operating Partnership LP |  |  |
|  5.60%, 05/15/2032 | 2200 | 2176.0 |
|  AmWINS Group, Inc. |  |  |
|  6.38%, 02/15/2029(1) | 177 | 178.0 |
|  Andiron Financing LLC |  |  |
|  0.00%, 01/21/2030(3)(4) | 340 | 340.0 |
|  Antares Holdings LP |  |  |
|  2.75%, 01/15/2027(1) | 8970 | 8783.0 |
|  3.75%, 07/15/2027(1) | 20265 | 19694.0 |
|  7.95%, 08/11/2028(1) | 2715 | 2815.0 |
|  Aon Corp. |  |  |
|  2.80%, 05/15/2030 | 3500 | 3259.0 |
|  Aon Corp. / Aon Global Holdings Plc |  |  |
|  2.05%, 08/23/2031 | 1542 | 1346.0 |
|  2.60%, 12/02/2031 | 9185 | 8193.0 |
|  APH Somerset Investor 2 LLC / APH2 Somerset Investor 2 LLC / APH3 Somerset Inves |  |  |
|  7.88%, 11/01/2029(1) | 240 | 217.0 |
|  Ardonagh Finco Ltd. |  |  |
|  7.75%, 02/15/2031(1) | 12467 | 12613.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Arthur J Gallagher & Co. |  |  |
|  5.00%, 02/15/2032 | 1645 | 1649 |
|  5.15%, 02/15/2035 | 9469 | 9392 |
|  5.45%, 07/15/2034 | 3795 | 3855 |
|  Athene Global Funding |  |  |
|  2.55%, 11/19/2030(1) | 3300 | 2924 |
|  2.65%, 10/04/2031(1) | 1207 | 1047 |
|  Athene Holding Ltd. |  |  |
|  3.50%, 01/15/2031 | 661 | 613 |
|  Aviation Capital Group LLC |  |  |
|  4.25%, 04/30/2029(1) | 1452 | 1431 |
|  4.80%, 10/24/2030(1) | 10295 | 10176 |
|  4.88%, 01/28/2033(1) | 1917 | 1850 |
|  5.13%, 04/10/2030(1) | 285 | 286 |
|  6.25%, 04/15/2028(1) | 3810 | 3916 |
|  6.38%, 07/15/2030(1) | 13350 | 14051 |
|  6.75%, 10/25/2028(1) | 10810 | 11311 |
|  Avolon Holdings Funding Ltd. |  |  |
|  2.53%, 11/18/2027(1) | 15433 | 14910 |
|  2.75%, 02/21/2028(1) | 6105 | 5887 |
|  3.25%, 02/15/2027(1) | 1791 | 1771 |
|  4.70%, 01/30/2031(1) | 11236 | 11010 |
|  4.85%, 04/01/2033(1) | 10883 | 10426 |
|  5.38%, 05/30/2030(1) | 5160 | 5216 |
|  Azorra Finance Ltd. |  |  |
|  7.25%, 01/15/2031(1) | 115 | 116 |
|  7.75%, 04/15/2030(1) | 115 | 118 |
|  Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance |  |  |
|  7.13%, 05/15/2031(1) | 4898 | 4923 |
|  Banco Santander SA |  |  |
|  6.53% (1 Year CMT Index + 1.65%), 11/07/2027(2) | 9500 | 9619 |
|  6.61%, 11/07/2028 | 7200 | 7567 |
|  Bank of America Corp. |  |  |
|  1.73% (SOFR + 0.96%), 07/22/2027(2) | 39105 | 38778 |
|  1.92% (SOFR + 1.37%), 10/24/2031(2) | 1470 | 1303 |
|  2.09% (SOFR + 1.06%), 06/14/2029(2) | 16300 | 15508 |
|  2.57% (SOFR + 1.21%), 10/20/2032(2) | 2790 | 2482 |
|  2.59% (SOFR + 2.15%), 04/29/2031(2) | 3655 | 3377 |
|  2.69% (SOFR + 1.32%), 04/22/2032(2) | 9718 | 8807 |
|  2.88% (3 Month Term SOFR + 1.45%), 10/22/2030(2) | 596 | 564 |
|  2.97% (SOFR + 1.33%), 02/04/2033(2) | 9400 | 8509 |
|  3.19% (3 Month Term SOFR + 1.44%), 07/23/2030(2) | 3730 | 3577 |
|  3.42% (3 Month Term SOFR + 1.30%), 12/20/2028(2) | 37132 | 36477 |
|  3.59% (3 Month Term SOFR + 1.63%), 07/21/2028(2) | 3972 | 3929 |
|  3.71% (3 Month Term SOFR + 1.77%), 04/24/2028(2) | 3059 | 3036 |
|  3.85% (5 Year CMT Index + 2.00%), 03/08/2037(2) | 20000 | 18526 |
|  3.97% (3 Month Term SOFR + 1.33%), 03/05/2029(2) | 8726 | 8647 |
|  4.57% (SOFR + 1.83%), 04/27/2033(2) | 9334 | 9171 |
|  4.95% (SOFR + 2.04%), 07/22/2028(2) | 5429 | 5464 |
|  5.20% (SOFR + 1.63%), 04/25/2029(2) | 12800 | 12982 |
|  5.29% (SOFR + 1.91%), 04/25/2034(2) | 2719 | 2752 |
|  5.47% (SOFR + 1.65%), 01/23/2035(2) | 3700 | 3777 |
|  6.20% (SOFR + 1.99%), 11/10/2028(2) | 774 | 795 |
|  Bank of Nova Scotia |  |  |
|  4.25% (SOFR + 0.73%), 02/02/2030(2) | 2500 | 2477 |
|  4.65% (SOFR + 1.00%), 09/08/2028(2) | 4200 | 4216 |
|  Barclays Plc |  |  |
|  3.56% (5 Year CMT Index + 2.90%), 09/23/2035(2) | 24000 | 22353 |
|  4.52% (SOFR + 1.14%), 02/24/2032(2) | 9000 | 8803 |
|  4.84% (SOFR + 1.34%), 09/10/2028(2) | 5400 | 5421 |
|  4.94% (SOFR + 1.56%), 09/10/2030(2) | 800 | 804 |
|  4.97% (3 Month SOFR USD + 1.90%), 05/16/2029(2) | 3900 | 3924 |
|  5.50% (1 Year CMT Index + 2.65%), 08/09/2028(2) | 40000 | 40458 |
|  5.69% (SOFR + 1.74%), 03/12/2030(2) | 4000 | 4110 |
|  7.39% (1 Year CMT Index + 3.30%), 11/02/2028(2) | 3100 | 3229 |
|  7.44% (1 Year CMT Index + 3.50%), 11/02/2033(2) | 500 | 559 |
|  BGC Group, Inc. |  |  |
|  6.15%, 04/02/2030 | 9340 | 9500 |
|  Blackrock, Inc. |  |  |
|  3.75%, 07/18/2035 | 10040 | 11462 |
|  Blackstone Property Partners Europe Holdings Sarl |  |  |
|  3.50%, 01/29/2031 | 4290 | 4813 |
|  Blue Owl Finance LLC |  |  |
|  6.25%, 04/18/2034 | $16652 | 16009 |
|  BNP Paribas SA |  |  |
|  2.59% (5 Year CMT Index + 2.05%), 08/12/2035(1)(2) | 29365 | 26259 |
|  2.59% (SOFR + 1.23%), 01/20/2028(1)(2) | 22944 | 22593 |
|  5.09% (SOFR + 1.68%), 05/09/2031(1)(2) | 22353 | 22546 |
|  5.79% (SOFR + 1.62%), 01/13/2033(1)(2) | 16000 | 16528 |
|  Boston Properties LP |  |  |
|  2.90%, 03/15/2030 | 5000 | 4633 |
|  3.25%, 01/30/2031 | 22395 | 20656 |
|  3.40%, 06/21/2029 | 35606 | 34130 |
|  4.50%, 12/01/2028 | 5994 | 5954 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  BPCE SA |  |  |
|  4.76% (SOFR + 1.27%), 01/13/2032(1)(2) | 12200 | 12031 |
|  5.94% (SOFR + 1.85%), 05/30/2035(1)(2) | 5600 | 5728 |
|  6.29% (SOFR + 2.04%), 01/14/2036(1)(2) | 9511 | 9955 |
|  6.71% (SOFR + 2.27%), 10/19/2029(1)(2) | 8600 | 8996 |
|  7.00% (SOFR + 2.59%), 10/19/2034(1)(2) | 56600 | 61858 |
|  Brookfield Asset Management Ltd. |  |  |
|  5.80%, 04/24/2035 | 5470 | 5573 |
|  Brown & Brown, Inc. |  |  |
|  5.55%, 06/23/2035 | 3300 | 3296 |
|  CaixaBank SA |  |  |
|  5.58% (SOFR + 1.79%), 07/03/2036(1)(2) | 8105 | 8151 |
|  6.21% (SOFR + 2.70%), 01/18/2029(1)(2) | 7400 | 7600 |
|  Capital One Financial Corp. |  |  |
|  4.49% (SOFR + 1.25%), 09/11/2031(2) | 9625 | 9450 |
|  4.72% (SOFR + 1.15%), 01/30/2032(2) | 14625 | 14403 |
|  5.20% (SOFR + 1.63%), 09/11/2036(2) | 12560 | 12176 |
|  5.46% (SOFR + 1.56%), 07/26/2030(2) | 5000 | 5104 |
|  5.70% (SOFR + 1.91%), 02/01/2030(2) | 10500 | 10772 |
|  6.31% (SOFR + 2.64%), 06/08/2029(2) | 15000 | 15510 |
|  CBRE Open-Ended Funds SCA SICAV-SIF |  |  |
|  4.75%, 03/27/2034 | 7480 | 8815 |
|  Charles Schwab Corp. |  |  |
|  5.85% (SOFR + 2.50%), 05/19/2034(2) | $28500 | 29933 |
|  6.20% (SOFR + 1.88%), 11/17/2029(2) | 5000 | 5226 |
|  Citadel LP |  |  |
|  6.00%, 01/23/2030(1) | 3855 | 3969 |
|  6.38%, 01/23/2032(1) | 2920 | 3026 |
|  Citadel Securities Global Holdings LLC |  |  |
|  5.75%, 03/27/2036(1) | 19000 | 18749 |
|  Citibank N.A. |  |  |
|  4.91%, 05/29/2030 | 3280 | 3331 |
|  Citigroup, Inc. |  |  |
|  2.52% (SOFR + 1.18%), 11/03/2032(2) | 1595 | 1406 |
|  2.98% (SOFR + 1.42%), 11/05/2030(2) | 13308 | 12569 |
|  3.06% (SOFR + 1.35%), 01/25/2033(2) | 5299 | 4792 |
|  3.52% (3 Month Term SOFR + 1.41%), 10/27/2028(2) | 2201 | 2168 |
|  3.79% (SOFR + 1.94%), 03/17/2033(2) | 9051 | 8490 |
|  3.98% (3 Month Term SOFR + 1.60%), 03/20/2030(2) | 1568 | 1543 |
|  4.41% (SOFR + 3.91%), 03/31/2031(2) | 3027 | 2992 |
|  4.64% (SOFR + 1.14%), 05/07/2028(2) | 22750 | 22788 |
|  5.17% (SOFR + 1.36%), 02/13/2030(2) | 9627 | 9775 |
|  5.33% (SOFR + 1.47%), 03/27/2036(2) | 880 | 883 |
|  CNA Financial Corp. |  |  |
|  5.13%, 02/15/2034 | 2970 | 2924 |
|  CNO Global Funding |  |  |
|  4.88%, 12/10/2027(1) | 3200 | 3207 |
|  4.95%, 09/09/2029(1) | 2600 | 2613 |
|  5.88%, 06/04/2027(1) | 8600 | 8718 |
|  Cooperatieve Rabobank UA |  |  |
|  6.50%, 03/29/2170(5) | 3176 | 4063 |
|  COPT Defense Properties LP |  |  |
|  2.75%, 04/15/2031 | $1555 | 1408 |
|  CoStar Group, Inc. |  |  |
|  2.80%, 07/15/2030(1) | 11975 | 10829 |
|  Country Garden Holdings Co. Ltd. |  |  |
|  5.00%, 12/31/2032(7) | 1647 | 224 |
|  Credicorp Capital Sociedad Titulizadora SA |  |  |
|  9.70%, 03/05/2045(1) | 13000 | 3947 |
|  10.10%, 12/15/2043(1) | 11700 | 3623 |
|  Credit Agricole SA |  |  |
|  4.63% (SOFR + 1.21%), 09/11/2028(1)(2) | $3300 | 3299 |
|  4.86% (SOFR + 1.21%), 09/11/2028(1)(2) | 6250 | 6277 |
|  Credit Opportunities Partners JV |  |  |
|  6.74%, 03/20/2030(4)(20) | 8400 | 8400 |
|  Crown Castle, Inc. |  |  |
|  2.10%, 04/01/2031 | 1938 | 1689 |
|  2.50%, 07/15/2031 | 1771 | 1560 |
|  3.30%, 07/01/2030 | 2000 | 1874 |
|  DaVinciRe Holdings Ltd. |  |  |
|  5.95%, 04/15/2035(1) | 3000 | 2984 |
|  Deutsche Bank AG |  |  |
|  6.72% (SOFR + 3.18%), 01/18/2029(2) | 2400 | 2487 |
|  Digital Dutch Finco BV |  |  |
|  1.00%, 01/15/2032 | 2684 | 2593 |
|  3.88%, 07/15/2034 | 2140 | 2364 |
|  3.88%, 03/15/2035 | 1644 | 1808 |
|  DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH |  |  |
|  4.88%, 08/21/2030 | 1000 | 1149 |
|  EPR Properties |  |  |
|  4.75%, 12/15/2026 | $140 | 140 |
|  4.95%, 04/15/2028 | 414 | 413 |
|  Equinix Europe 2 Financing Corp. LLC |  |  |
|  3.63%, 11/22/2034 | 12150 | 13287 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Equinix, Inc. |  |  |
|  2.15%, 07/15/2030 | $21570.0 | 19385.0 |
|  Equitable Financial Life Global Funding |  |  |
|  1.70%, 11/12/2026(1) | 1055.0 | 1039.0 |
|  1.80%, 03/08/2028(1) | 7665.0 | 7266.0 |
|  Extra Space Storage LP |  |  |
|  2.20%, 10/15/2030 | 4425.0 | 3959.0 |
|  2.35%, 03/15/2032 | 4150.0 | 3561.0 |
|  2.40%, 10/15/2031 | 244.0 | 213.0 |
|  2.55%, 06/01/2031 | 3.0 | 3.0 |
|  3.90%, 04/01/2029 | 4655.0 | 4558.0 |
|  5.90%, 01/15/2031 | 8695.0 | 9077.0 |
|  F&G Global Funding |  |  |
|  5.88%, 01/16/2030(1) | 9100.0 | 9214.0 |
|  Farmers Exchange Capital II |  |  |
|  6.15% (3 Month Term SOFR + 4.01%), 11/01/2053(1)(2) | 5700.0 | 5549.0 |
|  Farmers Exchange Capital III |  |  |
|  5.45% (3 Month Term SOFR + 3.72%), 10/15/2054(1)(2) | 8000.0 | 7226.0 |
|  Farmers Insurance Exchange |  |  |
|  4.75% (3 Month SOFR USD + 3.23%), 11/01/2057(1)(2) | 3000.0 | 2520.0 |
|  7.00% (10 Year CMT Index + 3.86%), 10/15/2064(1)(2) | 1860.0 | 1859.0 |
|  Fidelity National Financial, Inc. |  |  |
|  2.45%, 03/15/2031 | 6840.0 | 6033.0 |
|  3.40%, 06/15/2030 | 5874.0 | 5523.0 |
|  4.50%, 08/15/2028 | 15455.0 | 15416.0 |
|  First American Financial Corp. |  |  |
|  2.40%, 08/15/2031 | 6800.0 | 5851.0 |
|  Freedom Mortgage Holdings LLC |  |  |
|  8.38%, 04/01/2032(1) | 58.0 | 57.0 |
|  9.13%, 05/15/2031(1) | 58.0 | 59.0 |
|  9.25%, 02/01/2029(1) | 226.0 | 229.0 |
|  GA Global Funding Trust |  |  |
|  4.40%, 09/23/2027(1) | 12000.0 | 11923.0 |
|  5.20%, 12/09/2031(1) | 5700.0 | 5584.0 |
|  5.50%, 04/01/2032(1) | 9500.0 | 9367.0 |
|  GGAM Finance Ltd. |  |  |
|  5.88%, 03/15/2030(1) | 238.0 | 237.0 |
|  8.00%, 02/15/2027(1) | 3050.0 | 3078.0 |
|  8.00%, 06/15/2028(1) | 2697.0 | 2799.0 |
|  Global Atlantic Finance Co. |  |  |
|  3.13%, 06/15/2031(1) | 2115.0 | 1853.0 |
|  4.40%, 10/15/2029(1) | 1127.0 | 1090.0 |
|  GLP Capital LP / GLP Financing II, Inc. |  |  |
|  3.25%, 01/15/2032 | 7120.0 | 6347.0 |
|  4.00%, 01/15/2031 | 1989.0 | 1881.0 |
|  5.25%, 02/15/2033 | 4900.0 | 4803.0 |
|  5.30%, 01/15/2029 | 1170.0 | 1180.0 |
|  5.63%, 09/15/2034 | 2100.0 | 2067.0 |
|  5.63%, 03/01/2036 | 9155.0 | 8904.0 |
|  5.75%, 06/01/2028 | 10034.0 | 10187.0 |
|  5.75%, 11/01/2037 | 535.0 | 518.0 |
|  6.75%, 12/01/2033 | 2755.0 | 2902.0 |
|  Goldman Sachs Group, Inc. |  |  |
|  1.54% (SOFR + 0.82%), 09/10/2027(2) | 23288.0 | 22986.0 |
|  1.95% (SOFR + 0.91%), 10/21/2027(2) | 8845.0 | 8724.0 |
|  4.15% (SOFR + 0.71%), 01/21/2029(2) | 13200.0 | 13119.0 |
|  4.15% (SOFR + 0.90%), 10/21/2029(2) | 7370.0 | 7301.0 |
|  4.22% (3 Month Term SOFR + 1.56%), 05/01/2029(2) | 8031.0 | 7986.0 |
|  4.48% (SOFR + 1.73%), 08/23/2028(2) | 19326.0 | 19326.0 |
|  4.69% (SOFR + 1.14%), 10/23/2030(2) | 8333.0 | 8340.0 |
|  5.02% (SOFR + 1.42%), 10/23/2035(2) | 5950.0 | 5840.0 |
|  5.07% (SOFR + 1.19%), 01/21/2037(2) | 19863.0 | 19420.0 |
|  5.22% (SOFR + 1.58%), 04/23/2031(2) | 1090.0 | 1108.0 |
|  5.39% (5 Year CMT Index + 1.18%), 02/02/2041(2) | 41853.0 | 40437.0 |
|  5.54% (SOFR + 1.38%), 01/28/2036(2) | 1965.0 | 1997.0 |
|  5.73% (SOFR + 1.27%), 04/25/2030(2) | 13322.0 | 13744.0 |
|  Guardian Life Global Funding |  |  |
|  1.63%, 09/16/2028(1) | 5000.0 | 4682.0 |
|  HA Sustainable Infrastructure Capital, Inc. |  |  |
|  6.38%, 07/01/2034 | 7800.0 | 7852.0 |
|  Healthcare Realty Holdings LP |  |  |
|  2.00%, 03/15/2031 | 3.0 | 3.0 |
|  3.10%, 02/15/2030 | 4438.0 | 4177.0 |
|  3.50%, 08/01/2026 | 2000.0 | 1993.0 |
|  3.63%, 01/15/2028 | 1092.0 | 1070.0 |
|  Healthpeak OP LLC |  |  |
|  2.88%, 01/15/2031 | 1980.0 | 1817.0 |
|  3.50%, 07/15/2029 | 231.0 | 223.0 |
|  Host Hotels & Resorts LP |  |  |
|  5.50%, 04/15/2035 | 26580.0 | 26371.0 |
|  HSBC Holdings Plc |  |  |
|  2.36% (SOFR + 1.95%), 08/18/2031(2) | 24850.0 | 22415.0 |
|  2.85% (SOFR + 2.39%), 06/04/2031(2) | 10000.0 | 9242.0 |
|  3.97% (3 Month Term SOFR + 1.87%), 05/22/2030(2) | 10000.0 | 9791.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.58% (3 Month Term SOFR + 1.80%), 06/19/2029(2) | 3200 | 3198 |
|  5.21% (SOFR + 2.61%), 08/11/2028(2) | 10500 | 10585 |
|  5.74% (SOFR + 1.96%), 09/10/2036(2) | 26700 | 26730 |
|  6.55% (SOFR + 2.98%), 06/20/2034(2) | 33515 | 35240 |
|  Hudson Pacific Properties LP |  |  |
|  3.25%, 01/15/2030 | 2152 | 1739 |
|  3.95%, 11/01/2027 | 12560 | 11851 |
|  Icahn Enterprises LP / Icahn Enterprises Finance Corp. |  |  |
|  9.00%, 06/15/2030 | 5077 | 4761 |
|  9.75%, 01/15/2029 | 4564 | 4487 |
|  ING Groep NV |  |  |
|  6.11% (SOFR + 2.09%), 09/11/2034(2) | 4225 | 4456 |
|  Intesa Sanpaolo SpA |  |  |
|  6.63%, 06/20/2033 | 20000 | 21679 |
|  7.20%, 11/28/2033 | 1100 | 1234 |
|  7.20%, 11/28/2033(1) | 7000 | 7846 |
|  Invitation Homes Operating Partnership LP |  |  |
|  4.15%, 04/15/2032 | 4 | 4 |
|  4.88%, 02/01/2035 | 4480 | 4275 |
|  5.50%, 08/15/2033 | 1 | 1 |
|  Iron Mountain, Inc. |  |  |
|  5.25%, 07/15/2030(1) | 181 | 176 |
|  7.00%, 02/15/2029(1) | 174 | 177 |
|  Jackson National Life Global Funding |  |  |
|  4.60%, 10/01/2029(1) | 16700 | 16537 |
|  4.64% (SOFR + 0.97%), 01/14/2028(1)(2) | 8000 | 7986 |
|  4.90%, 01/13/2027(1) | 12400 | 12444 |
|  Jane Street Group / JSG Finance, Inc. |  |  |
|  6.75%, 05/01/2033(1) | 16786 | 17031 |
|  7.13%, 04/30/2031(1) | 174 | 179 |
|  Jefferies Financial Group, Inc. |  |  |
|  5.88%, 07/21/2028 | 10330 | 10548 |
|  6.20%, 04/14/2034 | 14090 | 14369 |
|  6.25%, 01/15/2036 | 1430 | 1450 |
|  6.50%, 01/20/2043 | 1125 | 1093 |
|  JP Morgan Chase & Co. |  |  |
|  1.47% (SOFR + 0.77%), 09/22/2027(2) | 60 | 59 |
|  1.58% (SOFR + 0.89%), 04/22/2027(2) | 25398 | 25357 |
|  1.76% (3 Month Term SOFR + 1.11%), 11/19/2031(2) | 12795 | 11232 |
|  1.95% (SOFR + 1.07%), 02/04/2032(2) | 5064 | 4459 |
|  2.07% (SOFR + 1.02%), 06/01/2029(2) | 2990 | 2845 |
|  2.52% (SOFR + 2.04%), 04/22/2031(2) | 18640 | 17225 |
|  2.58% (3 Month Term SOFR + 1.25%), 04/22/2032(2) | 4831 | 4366 |
|  2.74% (3 Month Term SOFR + 1.51%), 10/15/2030(2) | 6869 | 6469 |
|  2.95% (SOFR + 1.17%), 02/24/2028(2) | 8197 | 8094 |
|  2.96% (3 Month Term SOFR + 2.52%), 05/13/2031(2) | 38025 | 35431 |
|  2.96% (SOFR + 1.26%), 01/25/2033(2) | 541 | 491 |
|  4.32% (SOFR + 1.56%), 04/26/2028(2) | 9200 | 9196 |
|  4.51% (SOFR + 0.86%), 10/22/2028(2) | 21175 | 21171 |
|  4.92% (SOFR + 0.80%), 01/24/2029(2) | 165 | 166 |
|  5.01% (SOFR + 1.31%), 01/23/2030(2) | 3735 | 3787 |
|  5.10% (SOFR + 1.44%), 04/22/2031(2) | 23048 | 23466 |
|  JPMorgan Chase & Co. |  |  |
|  4.90% (SOFR + 1.07%), 01/22/2037(2) | 10650 | 10421 |
|  5.00% (SOFR + 1.13%), 07/22/2030(2) | 300 | 304 |
|  5.04% (SOFR + 1.19%), 01/23/2028(2) | 7239 | 7276 |
|  5.50% (SOFR + 1.32%), 01/24/2036(2) | 12190 | 12477 |
|  5.57% (SOFR + 0.93%), 04/22/2028(2) | 12231 | 12380 |
|  5.57% (SOFR + 1.68%), 04/22/2036(2) | 12310 | 12685 |
|  6.50% (5 Year CMT Index + 2.15%), 04/01/2174(2) | 29915 | 30697 |
|  Lloyds Banking Group Plc |  |  |
|  3.75% (1 Year CMT Index + 1.80%), 03/18/2028(2) | 15000 | 14901 |
|  4.24% (1 Year CMT Index + 0.60%), 02/10/2030(2) | 7800 | 7716 |
|  4.72% (SOFR + 1.06%), 11/26/2028(2) | 17000 | 17072 |
|  4.82% (1 Year CMT Index + 0.83%), 06/13/2029(2) | 31094 | 31279 |
|  5.09% (1 Year CMT Index + 0.85%), 11/26/2028(2) | 9300 | 9385 |
|  7.95% (1 Year CMT Index + 3.75%), 11/15/2033(2) | 17175 | 19566 |
|  Logan Group Co. Ltd. |  |  |
|  4.25%, 07/12/2025(8)(9) | 2205 | 221 |
|  4.85%, 12/14/2026(8)(9) | 2995 | 300 |
|  LPL Holdings, Inc. |  |  |
|  5.15%, 06/15/2030 | 10100 | 10144 |
|  LSEG Finance Plc |  |  |
|  2.00%, 04/06/2028(1) | 5640 | 5371 |
|  Lseg U.S. Finance Corp. |  |  |
|  5.25%, 03/23/2036(1) | 1115 | 1104 |
|  LXP Industrial Trust |  |  |
|  2.38%, 10/01/2031 | 2050 | 1779 |
|  Macquarie Airfinance Holdings Ltd. |  |  |
|  5.15%, 03/17/2030(1) | 3255 | 3238 |
|  5.20%, 03/27/2028(1) | 7518 | 7545 |
|  Marex Group Plc |  |  |
|  6.40%, 11/04/2029 | 2100 | 2163 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Marsh & McLennan Companies, Inc. |  |  |
|  4.95%, 03/15/2036 | 18725 | 18548 |
|  5.00%, 03/15/2035 | 20635 | 20548 |
|  Metropolitan Life Global Funding I |  |  |
|  5.15%, 03/28/2033(1) | 5610 | 5665 |
|  Morgan Stanley |  |  |
|  0.00%, 04/02/2032(5)(20) | 14800 | 10998 |
|  1.59% (SOFR + 0.88%), 05/04/2027(2) | 7420 | 7399 |
|  1.79% (SOFR + 1.03%), 02/13/2032(2) | 3851 | 3335 |
|  1.93% (SOFR + 1.02%), 04/28/2032(2) | 3379 | 2929 |
|  2.24% (SOFR + 1.18%), 07/21/2032(2) | 2073 | 1815 |
|  2.48% (SOFR + 1.36%), 09/16/2036(2) | 20625 | 17745 |
|  2.51% (SOFR + 1.20%), 10/20/2032(2) | 12515 | 11050 |
|  2.70% (SOFR + 1.14%), 01/22/2031(2) | 3376 | 3135 |
|  3.22% (SOFR + 1.49%), 04/22/2042(2) | 751 | 566 |
|  4.89% (SOFR + 1.31%), 10/22/2036(2) | 4010 | 3876 |
|  5.12% (SOFR + 1.73%), 02/01/2029(2) | 9600 | 9705 |
|  5.25% (SOFR + 1.87%), 04/21/2034(2) | 237 | 238 |
|  5.31% (5 Year CMT Index + 1.17%), 01/18/2041(2) | 38410 | 37078 |
|  5.42% (SOFR + 1.88%), 07/21/2034(2) | 5875 | 5961 |
|  5.47% (SOFR + 1.73%), 01/18/2035(2) | 2457 | 2498 |
|  5.83% (SOFR + 1.58%), 04/19/2035(2) | 16265 | 16886 |
|  5.94% (5 Year CMT Index + 1.80%), 02/07/2039(2) | 35780 | 36576 |
|  5.95% (5 Year CMT Index + 2.43%), 01/19/2038(2) | 24762 | 25366 |
|  6.63% (SOFR + 2.05%), 11/01/2034(2) | 11306 | 12302 |
|  Morgan Stanley Bank N.A. |  |  |
|  4.35% (SOFR + 0.69%), 10/15/2027(2) | 5600 | 5595 |
|  Morgan Stanley Private Bank N.A. |  |  |
|  4.20% (SOFR + 0.78%), 11/17/2028(2) | 850 | 847 |
|  4.21% (SOFR + 0.76%), 02/08/2030(2) | 5300 | 5246 |
|  4.47% (SOFR + 1.02%), 11/19/2031(2) | 34960 | 34417 |
|  4.73% (SOFR + 1.08%), 07/18/2031(2) | 26681 | 26598 |
|  Mutual of Omaha Cos Global Funding |  |  |
|  5.00%, 04/01/2030(1) | 5300 | 5333 |
|  Nationwide Building Society |  |  |
|  3.96% (3 Month SOFR USD + 1.86%), 07/18/2030(1)(2) | 5650 | 5523 |
|  4.30% (3 Month SOFR USD + 1.45%), 03/08/2029(1)(2) | 6100 | 6058 |
|  NatWest Group Plc |  |  |
|  3.03% (5 Year CMT Index + 2.35%), 11/28/2035(2) | 15143 | 13787 |
|  4.45% (3 Month SOFR USD + 1.87%), 05/08/2030(2) | 4390 | 4364 |
|  4.89% (3 Month SOFR USD + 1.75%), 05/18/2029(2) | 24817 | 24990 |
|  4.96% (1 Year CMT Index + 1.22%), 08/15/2030(2) | 11300 | 11400 |
|  5.08% (3 Month SOFR USD + 1.91%), 01/27/2030(2) | 6600 | 6673 |
|  5.52% (1 Year CMT Index + 2.27%), 09/30/2028(2) | 10900 | 11060 |
|  5.81% (1 Year CMT Index + 1.95%), 09/13/2029(2) | 19897 | 20472 |
|  6.48% (5 Year CMT Index + 2.20%), 06/01/2034(2) | 14560 | 15111 |
|  New York Life Global Funding |  |  |
|  2.35%, 07/14/2026(1) | 1000 | 995 |
|  NLG Global Funding |  |  |
|  4.35%, 09/15/2030(1) | 20365 | 20002 |
|  Nomura Holdings, Inc. |  |  |
|  2.17%, 07/14/2028 | 19200 | 18191 |
|  4.90%, 07/01/2030 | 1500 | 1499 |
|  Norinchukin Bank |  |  |
|  5.09%, 10/16/2029(1) | 2100 | 2122 |
|  Northwestern Mutual Life Insurance Co. |  |  |
|  3.45%, 03/30/2051(1) | 2420 | 1664 |
|  OneMain Finance Corp. |  |  |
|  6.63%, 01/15/2028 | 2400 | 2416 |
|  Osaic Holdings, Inc. |  |  |
|  6.75%, 08/01/2032(1) | 116 | 116 |
|  Panama Infrastructure Receivable Purchaser Plc |  |  |
|  0.00%, 04/05/2032(1) | 7059 | 5521 |
|  Panther Escrow Issuer LLC |  |  |
|  7.13%, 06/01/2031(1) | 231 | 232 |
|  Prime Investment Ltd. |  |  |
|  11.00%, 05/01/2030(1)(4) | 2219 | 2215 |
|  Realty Income Corp. |  |  |
|  3.40%, 01/15/2030 | 4450 | 4267 |
|  Rexford Industrial Realty LP |  |  |
|  2.15%, 09/01/2031 | 1135 | 984 |
|  RGA Global Funding |  |  |
|  5.05%, 12/06/2031(1) | 7100 | 7101 |
|  Rocket Mortgage LLC / Rocket Mortgage Co.-Issuer, Inc. |  |  |
|  2.88%, 10/15/2026(1) | 2655 | 2626 |
|  3.63%, 03/01/2029 | 4385 | 4155 |
|  3.88%, 03/01/2031(1) | 29710 | 27416 |
|  4.00%, 10/15/2033(1) | 29285 | 26250 |
|  Ryan Specialty LLC |  |  |
|  5.88%, 08/01/2032(1) | 474 | 468 |
|  Sammons Financial Group Global Funding |  |  |
|  5.10%, 12/10/2029(1) | 2900 | 2928 |
|  Santander Holdings USA, Inc. |  |  |
|  5.35% (SOFR + 1.94%), 09/06/2030(2) | 4600 | 4649 |
|  5.74% (SOFR + 1.88%), 03/20/2031(2) | 7900 | 8106 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Santander UK Group Holdings Plc |  |  |
|  1.67% (SOFR + 0.99%), 06/14/2027(2) | 3939 | 3915 |
|  2.47% (SOFR + 1.22%), 01/11/2028(2) | 800 | 787 |
|  3.82% (3 Month SOFR USD + 1.40%), 11/03/2028(2) | 4990 | 4926 |
|  4.86% (SOFR + 1.55%), 09/11/2030(2) | 5300 | 5312 |
|  5.69% (SOFR + 1.52%), 04/15/2031(2) | 14600 | 15016 |
|  6.53% (SOFR + 2.60%), 01/10/2029(2) | 800 | 825 |
|  SBA Tower Trust |  |  |
|  1.84%, 04/15/2027(1) | 7400 | 7222 |
|  4.83%, 10/15/2029(1) | 11000 | 11048 |
|  Sberbank of Russia Via SB Capital SA |  |  |
|  5.13%, 10/29/2049 | 1300 | 65 |
|  Shimao Group Holdings Ltd |  |  |
|  5.95%, 07/21/2031(1) | 199 | 6 |
|  Simon Property Group LP |  |  |
|  2.65%, 07/15/2030 | 3540 | 3287 |
|  Sino-Ocean Group Holding Ltd. |  |  |
|  3.00%, 03/27/2033(1) | 1577 | 98 |
|  SMB 2026-B |  |  |
|  0.00%, 03/11/2054, Series 2026-B, Class R(1) | 3 | 491 |
|  0.00% (30-day Average SOFR + 1.20%), 03/11/2054, Series 2026-B, Class A1B(1) | 7097 | 7097 |
|  4.85%, 03/11/2054, Series 2026-B, Class A1A(1) | 52043 | 52022 |
|  5.53%, 03/11/2054, Series 2026-B, Class B(1) | 3129 | 3129 |
|  5.88%, 03/11/2054, Series 2026-B, Class C(1) | 626 | 626 |
|  6.27%, 03/11/2054, Series 2026-B, Class D(1) | 5006 | 5003 |
|  Societe Generale SA |  |  |
|  5.44% (SOFR + 1.73%), 10/03/2036(1)(2) | 29090 | 28461 |
|  6.69% (1 Year CMT Index + 2.95%), 01/10/2034(1)(2) | 18400 | 19652 |
|  Stewart Information Services Corp. |  |  |
|  3.60%, 11/15/2031 | 18925 | 16731 |
|  Suci Second Investment Co. |  |  |
|  4.38%, 09/10/2027 | 6000 | 5972 |
|  Synchrony Financial |  |  |
|  4.95% (SOFR + 1.53%), 02/25/2032(2) | 2068 | 2007 |
|  5.45% (SOFR + 1.68%), 03/06/2031(2) | 14275 | 14263 |
|  5.94% (SOFR + 2.13%), 08/02/2030(2) | 10945 | 11121 |
|  6.00% (SOFR + 2.07%), 07/29/2036(2) | 27408 | 27033 |
|  7.25%, 02/02/2033 | 169 | 173 |
|  Takeoff Merger Sub, Inc. |  |  |
|  4.85%, 03/24/2031(1) | 15169 | 14979 |
|  Teachers Insurance & Annuity Association of America |  |  |
|  4.27%, 05/15/2047(1) | 515 | 414 |
|  4.90%, 09/15/2044(1) | 1505 | 1338 |
|  Times China Holdings Ltd. |  |  |
|  4.00%, 03/30/2029(1)(7) | 767 | 26 |
|  4.20%, 09/30/2032(1)(7) | 2861 | 79 |
|  UBS Group AG |  |  |
|  3.09% (SOFR + 1.73%), 05/14/2032(1)(2) | 21100 | 19350 |
|  4.19% (SOFR + 3.73%), 04/01/2031(1)(2) | 28864 | 28241 |
|  4.21% (SOFR + 0.84%), 04/10/2030(1)(2) | 14850 | 14662 |
|  4.59% (SOFR + 1.05%), 08/10/2032(1)(2) | 12375 | 12163 |
|  4.84% (SOFR + 1.29%), 11/06/2033(1)(2) | 6818 | 6706 |
|  5.58% (SOFR + 1.76%), 05/09/2036(1)(2) | 19700 | 19980 |
|  5.62% (1 Year SOFR Swap Rate + 1.34%), 09/13/2030(1)(2) | 51200 | 52785 |
|  5.70% (1 Year CMT Index + 1.77%), 02/08/2035(1)(2) | 15240 | 15623 |
|  5.96% (1 Year CMT Index + 2.20%), 01/12/2034(1)(2) | 29700 | 30987 |
|  6.25% (1 Year CMT Index + 1.80%), 09/22/2029(1)(2) | 3300 | 3430 |
|  UniCredit SpA |  |  |
|  3.13% (1 Year CMT Index + 1.55%), 06/03/2032(1)(2) | 7680 | 7056 |
|  5.46% (5 Year CMT Index + 4.75%), 06/30/2035(1)(2) | 39280 | 39209 |
|  7.30% (5 Year 1100 Run ICE Swap Rate USD + 4.91%), 04/02/2034(1)(2) | 20986 | 22084 |
|  VICI Properties LP |  |  |
|  5.13%, 11/15/2031 | 7550 | 7495 |
|  5.63%, 04/01/2035 | 8300 | 8261 |
|  VICI Properties LP / VICI Note Co., Inc. |  |  |
|  3.75%, 02/15/2027(1) | 5000 | 4962 |
|  3.88%, 02/15/2029(1) | 1094 | 1063 |
|  4.13%, 08/15/2030(1) | 11350 | 10869 |
|  4.50%, 09/01/2026(1) | 5000 | 4994 |
|  4.50%, 01/15/2028(1) | 5000 | 4970 |
|  5.75%, 02/01/2027(1) | 1216 | 1223 |
|  Vonovia SE |  |  |
|  5.72%, 09/03/2035 | 6680 | 4335 |
|  Voyager Aviation Holdings LLC |  |  |
|  8.50%, 05/09/2026(1)(8)(9) | $30 | 1 |
|  Wells Fargo & Co. |  |  |
|  2.39% (SOFR + 2.10%), 06/02/2028(2) | 6030 | 5886 |
|  2.57% (3 Month Term SOFR + 1.26%), 02/11/2031(2) | 4803 | 4443 |
|  2.88% (3 Month Term SOFR + 1.43%), 10/30/2030(2) | 16340 | 15416 |
|  3.20% (3 Month Term SOFR + 1.43%), 06/17/2027(2) | 13648 | 13609 |
|  3.35% (SOFR + 1.50%), 03/02/2033(2) | 4411 | 4050 |
|  3.53% (SOFR + 1.51%), 03/24/2028(2) | 12380 | 12278 |
|  4.74% (SOFR + 1.07%), 04/22/2028(2) | 18600 | 18668 |
|  4.81% (SOFR + 1.98%), 07/25/2028(2) | 20000 | 20083 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.89% (SOFR + 1.34%), 09/15/2036(2) | 8470 | 8241 |
|  4.90% (SOFR + 2.10%), 07/25/2033(2) | 7979 | 7938 |
|  4.90% (SOFR + 0.78%), 01/24/2028(2) | 15000 | 15054 |
|  4.96% (SOFR + 1.10%), 01/23/2037(2) | 8914 | 8684 |
|  5.15% (SOFR + 1.50%), 04/23/2031(2) | 1235 | 1256 |
|  5.21% (SOFR + 1.38%), 12/03/2035(2) | 3725 | 3709 |
|  5.24% (SOFR + 1.11%), 01/24/2031(2) | 25735 | 26234 |
|  5.39% (SOFR + 2.02%), 04/24/2034(2) | 4494 | 4561 |
|  5.50% (SOFR + 1.78%), 01/23/2035(2) | 2565 | 2611 |
|  5.57% (SOFR + 1.74%), 07/25/2029(2) | 3650 | 3734 |
|  5.61% (SOFR + 1.74%), 04/23/2036(2) | 20250 | 20722 |
|  5.71% (SOFR + 1.07%), 04/22/2028(2) | 7710 | 7809 |
|  Weyerhaeuser Co. |  |  |
|  4.00%, 04/15/2030 | 9630 | 9373 |
|  Willis North America, Inc. |  |  |
|  5.15%, 03/15/2036 | 3532 | 3440 |
|  5.35%, 05/15/2033 | 2890 | 2920 |
|  WP Carey, Inc. |  |  |
|  3.75%, 05/10/2035 | 4395 | 4753 |
|  4.25%, 07/23/2032 | 4105 | 4745 |
|  Total Financials | Total Financials | 3802862 |
|  **Industrials – 1.88%** |  |  |
|  Amcor Finance USA, Inc. |  |  |
|  3.63%, 04/28/2026 | $12260 | 12253 |
|  Amcor Flexibles North America, Inc. |  |  |
|  5.50%, 03/17/2035 | 9450 | 9558 |
|  Amcor UK Finance Plc |  |  |
|  3.75%, 02/20/2033 | 10065 | 11235 |
|  Amphenol Corp. |  |  |
|  4.63%, 02/15/2036 | $14010 | 13548 |
|  5.00%, 01/15/2035 | 10885 | 10871 |
|  5.25%, 04/05/2034 | 4155 | 4246 |
|  Amrize Finance U.S. LLC |  |  |
|  5.40%, 04/07/2035 | 9335 | 9493 |
|  Arcosa, Inc. |  |  |
|  6.88%, 08/15/2032(1) | 345 | 354 |
|  Ardagh Group SA |  |  |
|  9.50%, 12/01/2030(1) | 520 | 545 |
|  12.00%, 12/01/2030(1)(7) | 2035 | 1710 |
|  Aurizon Network Pty Ltd. |  |  |
|  2.90%, 09/02/2030 | 2180 | 1320 |
|  6.10%, 09/12/2031 | 4670 | 3208 |
|  Axon Enterprise, Inc. |  |  |
|  6.13%, 03/15/2030(1) | $176 | 179 |
|  6.25%, 03/15/2033(1) | 175 | 179 |
|  BAE Systems Plc |  |  |
|  5.25%, 03/26/2031(1) | 1595 | 1637 |
|  5.30%, 03/26/2034(1) | 13597 | 13926 |
|  Berry Global, Inc. |  |  |
|  1.65%, 01/15/2027 | 2340 | 2291 |
|  4.88%, 07/15/2026(1) | 8658 | 8659 |
|  Boeing Co. |  |  |
|  3.63%, 02/01/2031 | 18979 | 18049 |
|  5.15%, 05/01/2030 | 21125 | 21479 |
|  5.71%, 05/01/2040 | 13561 | 13582 |
|  5.81%, 05/01/2050 | 60080 | 58080 |
|  5.93%, 05/01/2060 | 845 | 811 |
|  6.26%, 05/01/2027 | 14330 | 14577 |
|  6.39%, 05/01/2031 | 3830 | 4084 |
|  6.53%, 05/01/2034 | 6435 | 7010 |
|  6.86%, 05/01/2054 | 57045 | 62781 |
|  7.01%, 05/01/2064 | 5815 | 6429 |
|  Cemex SAB de CV |  |  |
|  3.88%, 07/11/2031 | 11915 | 11122 |
|  3.88%, 07/11/2031(1) | 35275 | 32928 |
|  5.13% (5 Year CMT Index + 4.53%), 09/08/2174(1)(2) | 5670 | 5646 |
|  5.20%, 09/17/2030(1) | 25900 | 25640 |
|  5.45%, 11/19/2029(1) | 11215 | 11218 |
|  Clean Harbors, Inc. |  |  |
|  5.75%, 10/15/2033(1) | 10934 | 10907 |
|  6.38%, 02/01/2031(1) | 82 | 83 |
|  CRH America Finance, Inc. |  |  |
|  5.00%, 02/09/2036 | 24025 | 23586 |
|  Dyno Nobel Ltd. |  |  |
|  5.40%, 11/08/2032 | 3780 | 2499 |
|  Eagle Materials, Inc. |  |  |
|  5.00%, 03/15/2036 | $26523 | 25396 |
|  Eaton Capital ULC |  |  |
|  3.55%, 03/10/2034 | 885 | 1003 |
|  4.00%, 03/10/2038 | 7110 | 8103 |
|  Eaton Corp. |  |  |
|  4.80%, 03/06/2036 | $425 | 420 |
|  Entegris, Inc. |  |  |
|  3.63%, 05/01/2029(1) | 128 | 122 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.75%, 04/15/2029(1) | 24450.0 | 24170.0 |
|  5.95%, 06/15/2030(1) | 117.0 | 118.0 |
|  Esab Corp. |  |  |
|  5.63%, 04/01/2031(1) | 2416.0 | 2433.0 |
|  6.25%, 04/15/2029(1) | 177.0 | 180.0 |
|  Gatwick Funding Ltd. |  |  |
|  3.63%, 10/16/2033 | 1100.0 | 1238.0 |
|  GFL Environmental Holdings U.S., Inc. |  |  |
|  5.50%, 02/01/2034(1) | $3469.0 | 3402.0 |
|  GFL Environmental, Inc. |  |  |
|  4.38%, 08/15/2029(1) | 2895.0 | 2817.0 |
|  6.75%, 01/15/2031(1) | 2621.0 | 2712.0 |
|  Heathrow Funding Ltd. |  |  |
|  1.13%, 10/08/2030 | 1775.0 | 1813.0 |
|  3.88%, 01/16/2036 | 690.0 | 770.0 |
|  4.50%, 07/11/2033 | 1715.0 | 2021.0 |
|  Honeywell Aerospace, Inc. |  |  |
|  4.95%, 03/16/2036(1) | $5437.0 | 5395.0 |
|  Imola Merger Corp. |  |  |
|  4.75%, 05/15/2029(1) | 498.0 | 484.0 |
|  Ingersoll Rand, Inc. |  |  |
|  5.70%, 08/14/2033 | 20320.0 | 21110.0 |
|  Jacobs Engineering Group, Inc. |  |  |
|  6.35%, 08/18/2028 | 15265.0 | 15841.0 |
|  Jacobs Solutions, Inc. |  |  |
|  5.38%, 03/03/2036 | 8644.0 | 8430.0 |
|  JH North America Holdings, Inc. |  |  |
|  5.88%, 01/31/2031(1) | 4985.0 | 4944.0 |
|  6.13%, 07/31/2032(1) | 7105.0 | 7077.0 |
|  L3Harris Technologies, Inc. |  |  |
|  5.35%, 06/01/2034 | 15312.0 | 15564.0 |
|  5.40%, 07/31/2033 | 14260.0 | 14631.0 |
|  Lockheed Martin Corp. |  |  |
|  4.50%, 05/15/2036 | 1500.0 | 1457.0 |
|  Nordson Corp. |  |  |
|  5.80%, 09/15/2033 | 2660.0 | 2765.0 |
|  Oregon Tool Lux LP |  |  |
|  7.88%, 10/15/2029(1) | 1706.0 | 597.0 |
|  Otis Worldwide Corp. |  |  |
|  5.13%, 11/19/2031 | 4360.0 | 4460.0 |
|  Owens Corning |  |  |
|  5.70%, 06/15/2034 | 30495.0 | 31524.0 |
|  Pacific National Finance Pty Ltd. |  |  |
|  3.70%, 09/24/2029 | 11010.0 | 6935.0 |
|  Quikrete Holdings, Inc. |  |  |
|  6.38%, 03/01/2032(1) | $350.0 | 355.0 |
|  Rolls-Royce Plc |  |  |
|  5.75%, 10/15/2027(1) | 13800.0 | 14016.0 |
|  RTX Corp. |  |  |
|  2.38%, 03/15/2032 | 2170.0 | 1910.0 |
|  5.15%, 02/27/2033 | 17180.0 | 17521.0 |
|  6.00%, 03/15/2031 | 5500.0 | 5846.0 |
|  6.10%, 03/15/2034 | 16000.0 | 17230.0 |
|  Sealed Air Corp./Sealed Air Corp. U.S. |  |  |
|  7.25%, 02/15/2031(1) | 1142.0 | 1198.0 |
|  Seche Environnement SACA |  |  |
|  4.50%, 03/25/2030 | 2395.0 | 2734.0 |
|  5.87% (CMS 5 Year Rate EUR + 3.71%)(2) | 2700.0 | 3038.0 |
|  Sensata Technologies BV |  |  |
|  5.88%, 09/01/2030(1) | $630.0 | 631.0 |
|  Sensata Technologies, Inc. |  |  |
|  3.75%, 02/15/2031(1) | 4536.0 | 4207.0 |
|  4.38%, 02/15/2030(1) | 125.0 | 120.0 |
|  SMBC Aviation Capital Finance DAC |  |  |
|  5.10%, 04/01/2030(1) | 5114.0 | 5156.0 |
|  5.30%, 04/03/2029(1) | 5940.0 | 6030.0 |
|  Smiths Group Plc |  |  |
|  3.63%, 11/13/2033 | 5845.0 | 6511.0 |
|  Sydney Airport Finance Co. Pty Ltd. |  |  |
|  5.90%, 04/19/2034 | 1000.0 | 679.0 |
|  TD SYNNEX Corp. |  |  |
|  5.30%, 10/10/2035 | $15300.0 | 14823.0 |
|  6.10%, 04/12/2034 | 11215.0 | 11568.0 |
|  Textron, Inc. |  |  |
|  3.00%, 06/01/2030 | 23695.0 | 22305.0 |
|  4.95%, 03/15/2036 | 905.0 | 880.0 |
|  6.10%, 11/15/2033 | 15175.0 | 16009.0 |
|  TopBuild Corp. |  |  |
|  5.63%, 01/31/2034(1) | 6872.0 | 6726.0 |
|  TransDigm, Inc. |  |  |
|  6.00%, 01/15/2033(1) | 178.0 | 178.0 |
|  6.38%, 03/01/2029(1) | 15000.0 | 15280.0 |
|  6.88%, 12/15/2030(1) | 172.0 | 176.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Trimble, Inc. |  |  |
|  6.10%, 03/15/2033 | 16585 | 17353.0 |
|  Veralto Corp. |  |  |
|  5.45%, 09/18/2033 | 19210 | 19617.0 |
|  WESCO Distribution, Inc. |  |  |
|  5.25%, 04/15/2031(1) | 1295 | 1287.0 |
|  Total Industrials | Total Industrials | 867039.0 |
|  **Technology – 2.13%** |  |  |
|  Amdocs Ltd. |  |  |
|  2.54%, 06/15/2030 | 7803 | 7057.0 |
|  Atlassian Corp. |  |  |
|  5.25%, 05/15/2029 | 12080 | 12153.0 |
|  5.50%, 05/15/2034 | 32815 | 32134.0 |
|  Broadcom, Inc. |  |  |
|  2.45%, 02/15/2031 | 22360 | 20307.0 |
|  2.60%, 02/15/2033 | 4420 | 3865.0 |
|  3.14%, 11/15/2035(1) | 11335 | 9630.0 |
|  3.42%, 04/15/2033 | 7916 | 7239.0 |
|  3.47%, 04/15/2034 | 15263 | 13743.0 |
|  4.15%, 11/15/2030 | 8850 | 8712.0 |
|  4.15%, 04/15/2032(1) | 3865 | 3739.0 |
|  4.35%, 02/15/2030 | 9300 | 9267.0 |
|  CDW LLC / CDW Finance Corp. |  |  |
|  3.25%, 02/15/2029 | 8825 | 8404.0 |
|  3.28%, 12/01/2028 | 8015 | 7700.0 |
|  3.57%, 12/01/2031 | 47085 | 43039.0 |
|  5.55%, 08/22/2034 | 15410 | 15144.0 |
|  Cloud Software Group, Inc. |  |  |
|  8.25%, 06/30/2032(1) | 4231 | 4013.0 |
|  Constellation Software, Inc./Canada |  |  |
|  5.16%, 02/16/2029(1) | 11695 | 11739.0 |
|  Dell International LLC / EMC Corp. |  |  |
|  5.00%, 04/01/2030 | 17650 | 17862.0 |
|  5.10%, 02/15/2036 | 15610 | 15264.0 |
|  Fair Isaac Corp. |  |  |
|  6.00%, 05/15/2033(1) | 8651 | 8489.0 |
|  Fidelity National Information Services, Inc. |  |  |
|  4.45%, 03/10/2028 | 6550 | 6532.0 |
|  4.55%, 03/10/2029 | 7500 | 7465.0 |
|  4.80%, 03/10/2031 | 4700 | 4663.0 |
|  Fiserv, Inc. |  |  |
|  5.25%, 08/11/2035 | 14940 | 14529.0 |
|  5.45%, 03/15/2034 | 3010 | 2995.0 |
|  5.63%, 08/21/2033 | 13045 | 13167.0 |
|  Foundry JV Holdco LLC |  |  |
|  5.50%, 01/25/2031(1) | 940 | 960.0 |
|  Gartner, Inc. |  |  |
|  5.60%, 11/20/2035 | 5800 | 5502.0 |
|  Intel Corp. |  |  |
|  2.00%, 08/12/2031 | 7020 | 6074.0 |
|  3.25%, 11/15/2049 | 16385 | 10352.0 |
|  3.73%, 12/08/2047 | 2750 | 1922.0 |
|  4.90%, 08/05/2052 | 1500 | 1225.0 |
|  Leidos, Inc. |  |  |
|  2.30%, 02/15/2031 | 4000 | 3560.0 |
|  4.38%, 05/15/2030 | 1685 | 1658.0 |
|  5.00%, 03/15/2036 | 31848 | 30791.0 |
|  5.40%, 03/15/2032 | 13774 | 14041.0 |
|  5.50%, 03/15/2035 | 9020 | 9166.0 |
|  5.75%, 03/15/2033 | 35927 | 37243.0 |
|  MSCI, Inc. |  |  |
|  5.25%, 09/01/2035 | 16715 | 16373.0 |
|  NetApp, Inc. |  |  |
|  5.50%, 03/17/2032 | 7740 | 7919.0 |
|  5.70%, 03/17/2035 | 7095 | 7228.0 |
|  OAK-Eagle Acquireco, Inc. |  |  |
|  7.25%, 07/01/2033(1) | 7115 | 7372.0 |
|  Open Text Corp. |  |  |
|  3.88%, 02/15/2028(1) | 2196 | 2114.0 |
|  3.88%, 12/01/2029(1) | 8985 | 8029.0 |
|  6.90%, 12/01/2027(1) | 14097 | 14469.0 |
|  Open Text Holdings, Inc. |  |  |
|  4.13%, 02/15/2030(1) | 875 | 782.0 |
|  Oracle Corp. |  |  |
|  2.95%, 04/01/2030 | 23000 | 20995.0 |
|  3.60%, 04/01/2050 | 21045 | 12705.0 |
|  3.80%, 11/15/2037 | 7780 | 6178.0 |
|  3.95%, 03/25/2051 | 8117 | 5143.0 |
|  4.00%, 07/15/2046 | 6011 | 4048.0 |
|  4.00%, 11/15/2047 | 5131 | 3396.0 |
|  4.55%, 02/04/2029 | 5400 | 5332.0 |
|  4.80%, 08/03/2028 | 8695 | 8699.0 |
|  4.95%, 02/04/2031 | 19045 | 18634.0 |
|  5.20%, 09/26/2035 | 29341 | 27522.0 |
|  5.35%, 05/04/2033 | 9250 | 9005.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.70%, 02/04/2036 | 13451 | 12933.0 |
|  5.95%, 09/26/2055 | 15283 | 12857.0 |
|  6.00%, 08/03/2055 | 1295 | 1086.0 |
|  6.50%, 04/15/2038 | 4215 | 4225.0 |
|  6.55%, 02/04/2046 | 5624 | 5247.0 |
|  6.70%, 02/04/2056 | 25488 | 23656.0 |
|  6.85%, 02/04/2066 | 16577 | 15240.0 |
|  Paychex, Inc. |  |  |
|  5.10%, 04/15/2030 | 1300 | 1312.0 |
|  5.35%, 04/15/2032 | 7510 | 7548.0 |
|  5.60%, 04/15/2035 | 5875 | 5900.0 |
|  Salesforce, Inc. |  |  |
|  4.90%, 09/15/2031 | 12050 | 12033.0 |
|  5.20%, 03/15/2033 | 10400 | 10382.0 |
|  5.55%, 03/15/2036 | 71871 | 71646.0 |
|  6.40%, 03/15/2046 | 16200 | 16312.0 |
|  6.55%, 03/15/2056 | 16475 | 16532.0 |
|  6.70%, 03/15/2066 | 11050 | 11231.0 |
|  Science Applications International Corp. |  |  |
|  4.88%, 04/01/2028(1) | 123 | 121.0 |
|  5.88%, 11/01/2033(1) | 122 | 119.0 |
|  Seagate Data Storage Technology Pte Ltd. |  |  |
|  5.75%, 12/01/2034(1) | 93 | 93.0 |
|  5.88%, 07/15/2030(1) | 93 | 95.0 |
|  8.25%, 12/15/2029(1) | 89 | 93.0 |
|  Synopsys, Inc. |  |  |
|  4.85%, 04/01/2030 | 22500 | 22665.0 |
|  5.00%, 04/01/2032 | 9050 | 9129.0 |
|  5.15%, 04/01/2035 | 9840 | 9859.0 |
|  5.70%, 04/01/2055 | 11540 | 11033.0 |
|  Take-Two Interactive Software, Inc. |  |  |
|  4.00%, 04/14/2032 | 1448 | 1381.0 |
|  TeamSystem SpA |  |  |
|  5.00%, 07/01/2031 | 1265 | 1349.0 |
|  UKG, Inc. |  |  |
|  6.88%, 02/01/2031(1) | $2570 | 2512.0 |
|  VMware LLC |  |  |
|  1.40%, 08/15/2026 | 17859 | 17671.0 |
|  2.20%, 08/15/2031 | 12716 | 11161.0 |
|  WATR 2026-1 |  |  |
|  0.00%, 04/19/2051, Series 2026-1, Class R(1) | 7955 | 7955.0 |
|  5.25%, 04/19/2051, Series 2026-1, Class A(1) | 25994 | 25994.0 |
|  5.56%, 04/19/2051, Series 2026-1, Class B(1) | 6818 | 6818.0 |
|  5.81%, 04/19/2051, Series 2026-1, Class C(1) | 4545 | 4545.0 |
|  6.77%, 04/19/2051, Series 2026-1, Class D(1) | 4688 | 4688.0 |
|  Zebra Technologies Corp. |  |  |
|  6.50%, 06/01/2032(1) | 230 | 232.0 |
|  Total Technology | Total Technology | 982941.0 |
|  **Utilities – 2.12%** |  |  |
|  AEP Texas, Inc. |  |  |
|  5.20%, 04/15/2036 | 3100 | 3049.0 |
|  AEP Transmission Co. LLC |  |  |
|  5.38%, 06/15/2035 | 5915 | 6005.0 |
|  Alliant Energy Corp. |  |  |
|  5.75% (5 Year CMT Index + 2.08%), 04/01/2056(2) | 10450 | 10160.0 |
|  Alpha Generation LLC |  |  |
|  6.25%, 01/15/2034(1) | 200 | 196.0 |
|  American Electric Power Co., Inc. |  |  |
|  5.20%, 01/15/2029 | 21904 | 22354.0 |
|  5.80% (5 Year CMT Index + 2.13%), 03/15/2056(2) | 20480 | 20230.0 |
|  6.05% (5 Year CMT Index + 1.94%), 03/15/2056(2) | 8945 | 8865.0 |
|  American Transmission Systems, Inc. |  |  |
|  2.65%, 01/15/2032(1) | 7200 | 6451.0 |
|  AmeriGas Partners LP / AmeriGas Finance Corp. |  |  |
|  9.50%, 06/01/2030(1) | 1000 | 1059.0 |
|  Amprion GmbH |  |  |
|  4.58%, 01/15/2046 | 5400 | 6101.0 |
|  Arizona Public Service Co. |  |  |
|  3.35%, 05/15/2050 | $957 | 636.0 |
|  Ausgrid Finance Pty Ltd. |  |  |
|  5.95%, 12/10/2035 | 5840 | 3928.0 |
|  Baltimore Gas & Electric Co. |  |  |
|  5.40%, 06/01/2053 | $4225 | 3972.0 |
|  Black Hills Corp. |  |  |
|  4.35%, 05/01/2033 | 6250 | 5938.0 |
|  Boston Gas Co. |  |  |
|  5.84%, 01/10/2035(1) | 7860 | 8225.0 |
|  Brooklyn Union Gas Co. |  |  |
|  6.42%, 07/18/2054(1) | 1655 | 1683.0 |
|  CenterPoint Energy Houston Electric LLC |  |  |
|  5.15%, 03/01/2034 | 6240 | 6313.0 |
|  CenterPoint Energy, Inc. |  |  |
|  5.95% (5 Year CMT Index + 2.22%), 04/01/2056(2) | 10570 | 10476.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Dominion Energy, Inc. |  |  |
|  3.38%, 04/01/2030 | 26450.0 | 25254.0 |
|  5.00%, 06/15/2030 | 18000.0 | 18242.0 |
|  6.20% (5 Year CMT Index + 2.01%), 02/15/2056(2) | 13735.0 | 13614.0 |
|  Duke Energy Carolinas LLC |  |  |
|  2.55%, 04/15/2031 | 2785.0 | 2547.0 |
|  3.70%, 12/01/2047 | 2500.0 | 1854.0 |
|  3.88%, 03/15/2046 | 2750.0 | 2122.0 |
|  Duke Energy Corp. |  |  |
|  5.45%, 06/15/2034 | 14520.0 | 14841.0 |
|  Duke Energy Florida LLC |  |  |
|  5.88%, 11/15/2033 | 2340.0 | 2484.0 |
|  Duke Energy Progress LLC |  |  |
|  4.10%, 03/15/2043 | 900.0 | 740.0 |
|  4.20%, 08/15/2045 | 1000.0 | 815.0 |
|  DWR Cymru Financing UK Plc |  |  |
|  2.38%, 03/31/2034 | 7075.0 | 6957.0 |
|  6.25%, 09/08/2037 | 3270.0 | 4266.0 |
|  E.ON SE |  |  |
|  4.00%, 01/16/2040 | 1280.0 | 1441.0 |
|  East Ohio Gas Co. |  |  |
|  2.00%, 06/15/2030(1) | $12595.0 | 11304.0 |
|  Edison International |  |  |
|  6.25%, 03/15/2030 | 3200.0 | 3315.0 |
|  Electricite de France SA |  |  |
|  2.00%, 12/09/2049 | 5800.0 | 3962.0 |
|  4.63%, 05/07/2045 | 6800.0 | 7595.0 |
|  4.75%, 06/17/2044 | 3600.0 | 4110.0 |
|  5.64%, 08/28/2035 | 2590.0 | 1713.0 |
|  9.13% (5 Year CMT Index + 5.41%), 12/15/2174(1)(2) | $3605.0 | 4175.0 |
|  Elia Group SA/NV |  |  |
|  3.88%, 06/11/2031 | 2400.0 | 2765.0 |
|  EnBW International Finance BV |  |  |
|  5.79%, 02/26/2036 | 6680.0 | 4446.0 |
|  Enel Finance International NV |  |  |
|  4.13%, 09/30/2028(1) | $7000.0 | 6942.0 |
|  5.00%, 06/15/2032(1) | 16500.0 | 16476.0 |
|  Enel SpA |  |  |
|  4.50% (CMS 5 Year Rate EUR + 1.82%)(2) | 6965.0 | 7624.0 |
|  Entergy Corp. |  |  |
|  5.88% (5 Year CMT Index + 2.18%), 06/15/2056(2) | $18000.0 | 17760.0 |
|  Entergy Louisiana LLC |  |  |
|  5.70%, 03/15/2054 | 3430.0 | 3331.0 |
|  Entergy Mississippi LLC |  |  |
|  5.05%, 04/15/2036 | 1800.0 | 1774.0 |
|  Eurogrid GmbH |  |  |
|  3.28%, 09/05/2031 | 1800.0 | 2038.0 |
|  Evergy Metro, Inc. |  |  |
|  4.95%, 04/15/2033 | $5000.0 | 5024.0 |
|  Evergy Missouri West, Inc. |  |  |
|  5.65%, 06/01/2034(1) | 8445.0 | 8622.0 |
|  Eversource Energy |  |  |
|  4.60%, 07/01/2027 | 9315.0 | 9322.0 |
|  5.95%, 02/01/2029 | 3750.0 | 3885.0 |
|  FirstEnergy Pennsylvania Electric Co. |  |  |
|  4.30%, 01/15/2029(1) | 5000.0 | 4970.0 |
|  FirstEnergy Transmission LLC |  |  |
|  2.87%, 09/15/2028(1) | 16876.0 | 16217.0 |
|  Florida Power & Light Co. |  |  |
|  5.70%, 03/15/2055 | 1770.0 | 1763.0 |
|  Interstate Power & Light Co. |  |  |
|  5.60%, 06/29/2035 | 15985.0 | 16377.0 |
|  ITC Holdings Corp. |  |  |
|  3.25%, 06/30/2026 | 2000.0 | 1994.0 |
|  Jersey Central Power & Light Co. |  |  |
|  2.75%, 03/01/2032(1) | 2000.0 | 1797.0 |
|  KeySpan Gas East Corp. |  |  |
|  2.74%, 08/15/2026(1) | 4500.0 | 4469.0 |
|  5.99%, 03/06/2033(1) | 6005.0 | 6270.0 |
|  MVM Energetika Zrt |  |  |
|  6.50%, 03/13/2031 | 1200.0 | 1237.0 |
|  National Gas Transmission Plc |  |  |
|  4.25%, 04/05/2030 | 7110.0 | 8394.0 |
|  NextEra Energy Capital Holdings, Inc. |  |  |
|  2.25%, 06/01/2030 | $4105.0 | 3741.0 |
|  4.40%, 03/01/2031 | 3175.0 | 3147.0 |
|  4.63%, 07/15/2027 | 3673.0 | 3686.0 |
|  4.69%, 09/01/2027 | 51371.0 | 51618.0 |
|  4.90%, 03/15/2029 | 10000.0 | 10145.0 |
|  5.05%, 03/15/2030 | 22000.0 | 22408.0 |
|  NiSource, Inc. |  |  |
|  5.75% (5 Year CMT Index + 2.04%), 07/15/2056(2) | 18000.0 | 17726.0 |
|  Nortegas Energia Grupo SL |  |  |
|  4.13%, 01/21/2033 | 4700.0 | 5261.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Northern States Power Co. |  |  |
|  3.60%, 09/15/2047 | $1800.0 | 1330.0 |
|  NPC Ukrenergo |  |  |
|  6.88%, 11/09/2028(8)(9) | 400.0 | 368.0 |
|  NRG Energy, Inc. |  |  |
|  4.45%, 06/15/2029(1) | 5885.0 | 5812.0 |
|  Oncor Electric Delivery Co. LLC |  |  |
|  5.35%, 04/01/2035 | 6595.0 | 6739.0 |
|  Pacific Gas & Electric Co. |  |  |
|  2.10%, 08/01/2027 | 17003.0 | 16479.0 |
|  2.50%, 02/01/2031 | 17200.0 | 15415.0 |
|  3.00%, 06/15/2028 | 8769.0 | 8484.0 |
|  3.25%, 06/01/2031 | 9000.0 | 8301.0 |
|  3.30%, 03/15/2027 | 2052.0 | 2028.0 |
|  3.30%, 12/01/2027 | 3700.0 | 3623.0 |
|  3.75%, 07/01/2028 | 18444.0 | 18122.0 |
|  4.20%, 03/01/2029 | 4334.0 | 4283.0 |
|  4.40%, 03/01/2032 | 11850.0 | 11413.0 |
|  4.55%, 07/01/2030 | 24632.0 | 24298.0 |
|  4.65%, 08/01/2028 | 100.0 | 100.0 |
|  5.20%, 05/01/2036 | 7600.0 | 7407.0 |
|  5.45%, 06/15/2027 | 3084.0 | 3115.0 |
|  5.90%, 06/15/2032 | 7090.0 | 7341.0 |
|  6.40%, 06/15/2033 | 613.0 | 651.0 |
|  PacifiCorp |  |  |
|  5.10%, 04/15/2031 | 4700.0 | 4712.0 |
|  5.45%, 04/15/2033 | 5600.0 | 5618.0 |
|  5.80%, 04/15/2036 | 2600.0 | 2621.0 |
|  Piedmont Natural Gas Co., Inc. |  |  |
|  2.50%, 03/15/2031 | 11156.0 | 10077.0 |
|  5.10%, 02/15/2035 | 20391.0 | 20296.0 |
|  Pinnacle West Capital Corp. |  |  |
|  4.47% (SOFR + 0.82%), 06/10/2026(2) | 19700.0 | 19714.0 |
|  Public Service Co. of Colorado |  |  |
|  5.25%, 04/01/2053 | 8000.0 | 7239.0 |
|  Public Service Co. of Oklahoma |  |  |
|  5.20%, 01/15/2035 | 1945.0 | 1935.0 |
|  5.45%, 01/15/2036 | 13040.0 | 13124.0 |
|  Redexis SA |  |  |
|  4.38%, 05/30/2031 | 5000.0 | 5797.0 |
|  RTE Reseau de Transport d'Electricite SADIR |  |  |
|  3.75%, 04/30/2044 | 1300.0 | 1373.0 |
|  Severn Trent Utilities Finance Plc |  |  |
|  3.88%, 08/04/2037 | 4135.0 | 4596.0 |
|  Southern California Edison Co. |  |  |
|  4.70%, 06/01/2027 | $5900.0 | 5904.0 |
|  Southern Co. |  |  |
|  1.75%, 03/15/2028 | 36048.0 | 34296.0 |
|  3.70%, 04/30/2030 | 10000.0 | 9675.0 |
|  3.75% (5 Year CMT Index + 2.92%), 09/15/2051(2) | 30954.0 | 30646.0 |
|  5.70%, 10/15/2032 | 1902.0 | 1988.0 |
|  5.70%, 03/15/2034 | 16145.0 | 16730.0 |
|  6.00% (5 Year CMT Index + 1.99%), 04/01/2058(2) | 8685.0 | 8729.0 |
|  Southern Co. Gas Capital Corp. |  |  |
|  4.40%, 05/30/2047 | 1915.0 | 1562.0 |
|  4.95%, 09/15/2034 | 4300.0 | 4238.0 |
|  5.75%, 09/15/2033 | 3460.0 | 3596.0 |
|  Southern Power Co. |  |  |
|  4.90%, 10/01/2035 | 3950.0 | 3820.0 |
|  Southwestern Electric Power Co. |  |  |
|  4.10%, 09/15/2028 | 10000.0 | 9931.0 |
|  5.20%, 04/01/2036 | 10000.0 | 9834.0 |
|  5.30%, 04/01/2033 | 5400.0 | 5476.0 |
|  Suez SACA |  |  |
|  2.88%, 05/24/2034 | 3100.0 | 3269.0 |
|  Thames Water Super Senior Issuer Plc |  |  |
|  9.75%, 10/10/2027(1) | 110.0 | 161.0 |
|  9.75%, 10/10/2027(1) | 111.0 | 162.0 |
|  9.75%, 10/10/2027(1) | 369.0 | 532.0 |
|  United Utilities Water Finance Plc |  |  |
|  3.75%, 05/23/2034 | 2526.0 | 2861.0 |
|  3.75%, 08/07/2035 | 3335.0 | 3738.0 |
|  Veolia Environnement SA |  |  |
|  2.50% (5 Year Swap Rate EUR + 2.84%), 04/20/2174(2)(6) | 900.0 | 983.0 |
|  Vistra Operations Co. LLC |  |  |
|  4.70%, 01/31/2031(1) | $7075.0 | 6961.0 |
|  5.25%, 10/15/2035(1) | 4495.0 | 4365.0 |
|  5.35%, 01/31/2036(1) | 10032.0 | 9813.0 |
|  5.70%, 12/30/2034(1) | 3135.0 | 3154.0 |
|  VoltaGrid LLC |  |  |
|  7.38%, 11/01/2030(1) | 243.0 | 251.0 |
|  Wisconsin Power & Light Co. |  |  |
|  5.38%, 03/30/2034 | 4610.0 | 4680.0 |
|  Yorkshire Water Finance Plc |  |  |
|  2.75%, 04/18/2041 | 3000.0 | 2461.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.38%, 11/18/2034 | 11278 | 15044 |
|  Total Utilities | Total Utilities | 975492 |
|  **Total Corporate Bonds (Cost: $11,933,904)** |  | **11816311** |
|  **Convertible Securities – 0.06%** |  |  |
|  **Communications – 0.03%** |  |  |
|  Delivery Hero SE |  |  |
|  1.50%, 01/15/2028 | 2300 | 2481 |
|  EchoStar Corp. |  |  |
|  3.88%, 11/30/2030(7) | $3824 | 13658 |
|  Total Communications | Total Communications | 16139 |
|  **Consumer, Non-cyclical – 0.02%** |  |  |
|  Davide Campari-Milano NV |  |  |
|  2.38%, 01/17/2029 | 4200 | 4730 |
|  Worldline SA |  |  |
|  0.00%, 07/30/2026 | 2504 | 2929 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 7659 |
|  **Financials – 0.00%(10)** |  |  |
|  CIFI Holdings Group Co. Ltd. |  |  |
|  0.00%, 06/30/2029(20) | $2697 | 117 |
|  Country Garden Holdings Co. Ltd |  |  |
|  0.00%, 12/31/2031(20) | 3691 | 406 |
|  Sino-Ocean Group Holding Ltd. |  |  |
|  0.00%, 03/27/2027(1) | 3896 | 29 |
|  Times China Holdings Ltd |  |  |
|  0.00%, 03/30/2027(1) | 3425 | 20 |
|  Times China Holdings Ltd. |  |  |
|  0.00%, 03/30/2027(1) | 690 | 5 |
|  WOM Chile Holdco SpA |  |  |
|  5.00%, 04/01/2032(1)(7) | 779 | 707 |
|  Total Financials | Total Financials | 1284 |
|  **Industrials – 0.01%** |  |  |
|  Cellnex Telecom SA |  |  |
|  0.75%, 11/20/2031 | 4400 | 4524 |
|  Total Industrials | Total Industrials | 4524 |
|  **Total Convertible Securities (Cost: $26,182)** |  | **29606** |
|  **Government Related – 24.81%** |  |  |
|  **Other Government Related – 4.67%** |  |  |
|  Abu Dhabi Government International Bond |  |  |
|  5.50%, 04/30/2054(1) | $12322 | 11799 |
|  Argentine Republic Government International Bond |  |  |
|  0.75%, 07/09/2030(5) | 14244 | 11908 |
|  1.00%, 07/09/2029 | 776 | 680 |
|  3.50%, 07/09/2041(5) | 18718 | 12457 |
|  4.13%, 07/09/2035(5) | 8847 | 6370 |
|  4.13%, 07/09/2046(5) | 107 | 73 |
|  5.00%, 01/09/2038(5) | 261 | 196 |
|  Bonos de la Tesoreria de la Republica en pesos |  |  |
|  4.70%, 09/01/2030(1) | 880000 | 930 |
|  5.00%, 03/01/2035 | 420000 | 438 |
|  5.80%, 10/01/2029(1) | 4335000 | 4901 |
|  6.00%, 04/01/2033(1) | 1790000 | 2045 |
|  Brazil Letras do Tesouro Nacional |  |  |
|  0.00%, 04/01/2026 | 9100 | 1757 |
|  0.00%, 07/01/2026 | 1645600 | 307213 |
|  0.00%, 10/01/2026 | 333700 | 60257 |
|  Brazil Notas do Tesouro Nacional Serie F |  |  |
|  10.00%, 01/01/2031 | 271038 | 46972 |
|  Brazilian Government International Bond |  |  |
|  6.00%, 10/20/2033 | $600 | 602 |
|  6.13%, 03/15/2034 | 4400 | 4390 |
|  6.25%, 05/22/2036 | 11975 | 11730 |
|  6.63%, 03/15/2035 | 5990 | 6123 |
|  Canadian Government Bond |  |  |
|  2.25%, 02/01/2028 | 27558 | 19609 |
|  Chile Government International Bond |  |  |
|  3.10%, 01/22/2061 | $21136 | 13005 |
|  3.25%, 09/21/2071 | 34745 | 21479 |
|  Colombia Government International Bond |  |  |
|  3.13%, 04/15/2031 | 37225 | 31718 |
|  5.00%, 09/19/2032 | 4900 | 5327 |
|  5.63%, 02/19/2036 | 5800 | 6124 |
|  5.63%, 02/26/2044 | $12165 | 9593 |
|  5.75%, 11/26/2034 | 9200 | 10026 |
|  6.13%, 01/21/2031 | $5500 | 5404 |
|  6.13%, 01/18/2041 | 7882 | 6850 |
|  6.50%, 11/26/2038 | 8100 | 8906 |
|  7.38%, 04/25/2030 | $5000 | 5183 |
|  7.38%, 09/18/2037 | 3582 | 3565 |
|  7.75%, 11/07/2036 | 5079 | 5190 |
|  8.00%, 11/14/2035 | 4552 | 4764 |
|  Colombian TES |  |  |
|  11.00%, 08/22/2029 | 119700800 | 30028 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  11.75%, 01/24/2035 | 113898000.0 | 28692.0 |
|  12.75%, 11/28/2040 | 120709900.0 | 31942.0 |
|  13.25%, 02/09/2033 | 104490700.0 | 28112.0 |
|  Costa Rica Government International Bond |  |  |
|  5.50%, 11/21/2030(1) | 11000.0 | 13023.0 |
|  Eagle Funding Luxco Sarl |  |  |
|  5.50%, 08/17/2030(1) | $68200.0 | 68558.0 |
|  Egypt Government International Bond |  |  |
|  5.80%, 09/30/2027 | 5350.0 | 5280.0 |
|  Golden State Tobacco Securitization Corp. |  |  |
|  3.00%, 06/01/2046 | 375.0 | 343.0 |
|  3.85%, 06/01/2050 | 1465.0 | 1339.0 |
|  4.21%, 06/01/2050 | 13600.0 | 10300.0 |
|  Guatemala Government Bond |  |  |
|  3.70%, 10/07/2033 | 2000.0 | 1744.0 |
|  6.25%, 08/15/2036 | 8750.0 | 8894.0 |
|  6.60%, 06/13/2036 | 1200.0 | 1259.0 |
|  Hungary Government International Bond |  |  |
|  2.13%, 09/22/2031(1) | 3500.0 | 2966.0 |
|  Japan Government Thirty Year Bond |  |  |
|  1.80%, 03/20/2054 | 1222000.0 | 5190.0 |
|  2.10%, 09/20/2054 | 1166200.0 | 5310.0 |
|  2.20%, 06/20/2054 | 542000.0 | 2533.0 |
|  2.30%, 12/20/2054 | 1041800.0 | 4963.0 |
|  2.40%, 03/20/2055 | 3239900.0 | 15777.0 |
|  3.20%, 09/20/2055 | 7386850.0 | 42605.0 |
|  3.40%, 12/20/2055 | 8211150.0 | 49262.0 |
|  Japan Government Twenty Year Bond |  |  |
|  2.70%, 09/20/2045 | 1467300.0 | 8515.0 |
|  Kazakhstan Government International Bond |  |  |
|  5.50%, 07/01/2037(1) | $1932.0 | 1941.0 |
|  Kuwait International Government Bond |  |  |
|  4.65%, 10/09/2035(1) | 26211.0 | 25167.0 |
|  Kyrgyz Republic International Bond |  |  |
|  7.75%, 06/03/2030(1) | 7475.0 | 7441.0 |
|  Malaysia Government Bond |  |  |
|  3.48%, 07/02/2035 | 12684.0 | 3089.0 |
|  3.52%, 04/20/2028 | 75254.0 | 18692.0 |
|  4.05%, 04/18/2039 | 115006.0 | 28791.0 |
|  Mexican Bonos |  |  |
|  7.50%, 05/26/2033 | 29200.0 | 1492.0 |
|  7.75%, 11/23/2034 | 275400.0 | 14051.0 |
|  8.00%, 07/31/2053 | 581818.0 | 26862.0 |
|  8.50%, 05/31/2029 | 43200.0 | 2407.0 |
|  Mexican Udibonos |  |  |
|  3.00%, 12/03/2026(11) | 352.0 | 20.0 |
|  4.00%, 11/30/2028(11) | 5537.0 | 306.0 |
|  4.00%, 08/24/2034(11) | 1846.0 | 96.0 |
|  Mexico Government International Bond |  |  |
|  3.50%, 02/12/2034 | $773.0 | 658.0 |
|  4.63%, 05/04/2033 | 7500.0 | 8570.0 |
|  4.75%, 04/27/2032 | $25325.0 | 24315.0 |
|  4.88%, 05/19/2033 | 3379.0 | 3197.0 |
|  5.63%, 02/09/2034 | 15225.0 | 14890.0 |
|  5.63%, 09/22/2035 | 9386.0 | 9081.0 |
|  6.13%, 02/09/2038 | 15764.0 | 15362.0 |
|  6.88%, 05/13/2037 | 21450.0 | 22469.0 |
|  New Jersey Turnpike Authority |  |  |
|  7.41%, 01/01/2040 | 1901.0 | 2247.0 |
|  New South Wales Treasury Corp. |  |  |
|  4.75%, 02/20/2037 | 33080.0 | 21097.0 |
|  5.25%, 02/24/2038 | 17860.0 | 11747.0 |
|  Nigeria Government International Bond |  |  |
|  6.50%, 11/28/2027 | $12726.0 | 12757.0 |
|  Oman Government International Bond |  |  |
|  6.25%, 01/25/2031(1) | 6416.0 | 6691.0 |
|  Pakistan Government International Bond |  |  |
|  6.00%, 04/08/2026 | 9438.0 | 9426.0 |
|  6.88%, 12/05/2027 | 11964.0 | 11802.0 |
|  Peru Government Bond |  |  |
|  5.94%, 02/12/2029 | 9770.0 | 2922.0 |
|  6.15%, 08/12/2032 | 5276.0 | 1584.0 |
|  6.95%, 08/12/2031 | 4154.0 | 1294.0 |
|  7.30%, 08/12/2033(1) | 94500.0 | 29716.0 |
|  Peruvian Government International Bond |  |  |
|  5.40%, 08/12/2034 | 131780.0 | 35914.0 |
|  6.15%, 08/12/2032(1) | 140152.0 | 42075.0 |
|  6.90%, 08/12/2037(1) | 340.0 | 97.0 |
|  6.95%, 08/12/2031(1) | 26220.0 | 8165.0 |
|  6.95%, 08/12/2031 | 64395.0 | 20053.0 |
|  Qatar Government International Bond |  |  |
|  4.40%, 04/16/2050(1) | $3627.0 | 3003.0 |
|  4.82%, 03/14/2049(1) | 6298.0 | 5557.0 |
|  5.10%, 04/23/2048(1) | 3256.0 | 3006.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Queensland Treasury Corp. |  |  |
|  5.00%, 07/21/2037(1) | 33080 | 21366.0 |
|  5.25%, 08/13/2038(1) | 25565 | 16687.0 |
|  Republic of Poland Government International Bond |  |  |
|  5.50%, 03/18/2054 | $15209 | 14050.0 |
|  Republic of South Africa Government Bond |  |  |
|  7.00%, 02/28/2031 | 663600 | 36744.0 |
|  8.00%, 01/31/2030 | 154100 | 9007.0 |
|  8.50%, 01/31/2037 | 579100 | 31962.0 |
|  8.88%, 02/28/2035 | 1156600 | 67147.0 |
|  9.00%, 01/31/2040 | 398130 | 22096.0 |
|  Republic of South Africa Government International Bond |  |  |
|  4.85%, 09/30/2029 | $958 | 937.0 |
|  5.88%, 06/22/2030 | 2404 | 2420.0 |
|  5.88%, 04/20/2032 | 1740 | 1733.0 |
|  Republic of Uzbekistan International Bond |  |  |
|  3.70%, 11/25/2030 | 3005 | 2730.0 |
|  3.90%, 10/19/2031 | 4869 | 4393.0 |
|  5.38%, 02/20/2029 | 285 | 281.0 |
|  6.90%, 02/28/2032(1) | 14475 | 15083.0 |
|  6.95%, 05/25/2032(1) | 2610 | 2729.0 |
|  Romanian Government International Bond |  |  |
|  5.13%, 09/24/2031(1) | 7300 | 8374.0 |
|  5.38%, 03/22/2031(1) | 7190 | 8385.0 |
|  5.63%, 05/30/2037(1) | 3700 | 4026.0 |
|  5.75%, 03/24/2035 | $1926 | 1821.0 |
|  5.75%, 03/24/2035(1) | 13234 | 12512.0 |
|  5.88%, 07/11/2032(1)(12) | 33800 | 39578.0 |
|  6.25%, 09/10/2034(1) | 16100 | 18899.0 |
|  6.63%, 05/16/2036 | $1296 | 1287.0 |
|  6.75%, 07/11/2039(1) | 14300 | 16476.0 |
|  Russian Foreign Bond - Eurobond |  |  |
|  5.10%, 03/28/2035 | $200 | 140.0 |
|  5.25%, 06/23/2047(1) | 200 | 126.0 |
|  5.25%, 06/23/2047 | 4000 | 2520.0 |
|  5.63%, 04/04/2042 | 1200 | 810.0 |
|  5.88%, 09/16/2043 | 2600 | 1767.0 |
|  Saudi Government International Bond |  |  |
|  4.13%, 01/12/2029(1) | 11400 | 11226.0 |
|  4.88%, 01/12/2036(1) | 4355 | 4241.0 |
|  5.88%, 01/12/2056(1) | 11218 | 10738.0 |
|  State of California |  |  |
|  7.30%, 10/01/2039 | 2745 | 3153.0 |
|  7.35%, 11/01/2039 | 20240 | 23351.0 |
|  7.55%, 04/01/2039 | 22155 | 26300.0 |
|  7.63%, 03/01/2040 | 20460 | 24348.0 |
|  State of Illinois |  |  |
|  5.10%, 06/01/2033 | 64198 | 65392.0 |
|  Treasury Corp. of Victoria |  |  |
|  2.00%, 11/20/2037 | 16650 | 7761.0 |
|  Turkiye Government Bond |  |  |
|  36.00%, 08/12/2026 | 2111123 | 46673.0 |
|  36.78%, 10/13/2027 | 1218839 | 26557.0 |
|  39.74% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 05/20/2026(2) | 4700 | 106.0 |
|  39.74% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 08/19/2026(2) | 3500 | 79.0 |
|  39.74% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 05/17/2028(2) | 798500 | 17824.0 |
|  40.30% (Borsa Istanbul Stock Exchange Reference Rate Index + 0.00%), 09/06/2028(2) | 51400 | 1153.0 |
|  Turkiye Government International Bond |  |  |
|  6.13%, 10/24/2028 | $2700 | 2706.0 |
|  7.63%, 04/26/2029 | 8600 | 8878.0 |
|  Uruguay Government International Bond |  |  |
|  8.00%, 10/29/2035 | 273508 | 6825.0 |
|  8.50%, 03/15/2028 | 262242 | 6599.0 |
|  9.75%, 07/20/2033 | 335125 | 9145.0 |
|  Venezuela Government International Bond |  |  |
|  6.00%, 12/09/2020(8)(9) | $30 | 11.0 |
|  7.00%, 03/31/2038(8)(9) | 187 | 76.0 |
|  7.65%, 04/21/2025(8)(9) | 534 | 223.0 |
|  7.75%, 10/13/2019(8)(9) | 100 | 41.0 |
|  8.25%, 10/13/2024(8)(9) | 7294 | 3111.0 |
|  9.00%, 05/07/2023(8)(9) | 110 | 49.0 |
|  9.00%, 05/07/2023(8)(9) | 7405 | 3314.0 |
|  9.25%, 09/15/2027(8)(9) | 1049 | 498.0 |
|  9.25%, 05/07/2028(8)(9) | 420 | 191.0 |
|  11.75%, 10/21/2026(8)(9) | 120 | 62.0 |
|  11.95%, 08/05/2031(8)(9) | 3200 | 1632.0 |
|  Total Other Government Related | Total Other Government Related | 2150618.0 |
|  **U.S. Treasury Obligations – 20.14%** |  |  |
|  U.S. Treasury Inflation Indexed Bond |  |  |
|  0.13%, 07/15/2026(11)(13) | 56040 | 56849.0 |
|  0.13%, 10/15/2026(11)(13) | 57252 | 57745.0 |
|  0.13%, 01/15/2031(11)(13) | 1999 | 1879.0 |
|  0.13%, 07/15/2031(11)(13) | 2670 | 2494.0 |
|  0.25%, 07/15/2029(11)(13) | 44665 | 43436.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  0.25%, 02/15/2050(11) | 4327 | 2448 |
|  0.63%, 07/15/2032(11)(13) | 87988 | 83011 |
|  0.63%, 02/15/2043(11) | 424 | 313 |
|  0.75%, 02/15/2042(11) | 720 | 554 |
|  0.75%, 02/15/2045(11) | 4834 | 3471 |
|  0.88%, 02/15/2047(11) | 4851 | 3439 |
|  1.00%, 02/15/2046(11) | 2745 | 2035 |
|  1.00%, 02/15/2048(11) | 4353 | 3125 |
|  1.00%, 02/15/2049(11) | 7251 | 5131 |
|  1.38%, 07/15/2033(11)(13) | 105916 | 103528 |
|  1.38%, 02/15/2044(11) | 698 | 576 |
|  1.50%, 02/15/2053(11) | 24182 | 18529 |
|  1.63%, 04/15/2030(11)(13) | 8276 | 8358 |
|  1.75%, 01/15/2034(11) | 124222 | 123691 |
|  1.88%, 07/15/2034(11) | 392334 | 394243 |
|  2.13%, 02/15/2040(11) | 301 | 295 |
|  2.13%, 02/15/2041(11) | 446 | 431 |
|  2.38%, 02/15/2055(11) | 57258 | 53207 |
|  U.S. Treasury Note/Bond |  |  |
|  1.63%, 11/15/2050(14) | 1 | 0 |
|  1.88%, 11/15/2051 | 109251 | 60015 |
|  2.00%, 11/15/2041 | 320895 | 221919 |
|  2.00%, 08/15/2051 | 1 | 1 |
|  2.25%, 08/15/2046(13) | 442200 | 288242 |
|  2.25%, 08/15/2049 | 86470 | 53784 |
|  2.25%, 02/15/2052(14) | 0 | 0 |
|  2.38%, 11/15/2049 | 34174 | 21771 |
|  2.38%, 05/15/2051 | 1 | 1 |
|  2.50%, 02/15/2045 | 49400 | 34644 |
|  2.75%, 11/15/2047 | 250 | 176 |
|  2.88%, 05/15/2049 | 11130 | 7913 |
|  3.00%, 05/15/2045 | 30000 | 22830 |
|  3.00%, 02/15/2048 | 15800 | 11651 |
|  3.00%, 08/15/2048 | 10405 | 7636 |
|  3.00%, 02/15/2049 | 76710 | 56025 |
|  3.13%, 05/15/2048 | 12780 | 9617 |
|  3.25%, 05/15/2042 | 195125 | 160780 |
|  3.38%, 02/29/2028 | 14740 | 14624 |
|  3.50%, 03/15/2029 | 208370 | 206530 |
|  3.50%, 11/30/2030 | 469813 | 461170 |
|  3.50%, 02/28/2031 | 3073 | 3013 |
|  3.88%, 03/31/2028 | 1027405 | 1028931 |
|  3.88%, 03/31/2031 | 1617230 | 1612051 |
|  4.00%, 07/31/2032(15) | 245300 | 244064 |
|  4.00%, 01/31/2033 | 259733 | 257744 |
|  4.00%, 11/15/2042 | 73150 | 66192 |
|  4.13%, 02/15/2036(15) | 497233 | 489465 |
|  4.13%, 08/15/2053 | 37895 | 33232 |
|  4.25%, 03/31/2033 | 308865 | 310988 |
|  4.25%, 08/15/2035(13) | 214820 | 214014 |
|  4.25%, 02/15/2054 | 47274 | 42347 |
|  4.25%, 08/15/2054 | 22100 | 19793 |
|  4.50%, 11/15/2054 | 124800 | 116591 |
|  4.63%, 11/15/2045 | 230139 | 221976 |
|  4.63%, 02/15/2046 | 557984 | 537932 |
|  4.75%, 08/15/2055 | 299559 | 291930 |
|  4.75%, 02/15/2056 | 758067 | 739353 |
|  4.88%, 08/15/2045 | 304838 | 303838 |
|  5.00%, 05/15/2045 | 131311 | 133019 |
|  Total U.S. Treasury Obligations | Total U.S. Treasury Obligations | 9274590 |
|  **Total Government Related (Cost: $11,649,905)** |  | **11425208** |
|  **Mortgage-Backed Obligations – 44.39%** |  |  |
|  1211 Avenue of the Americas Trust 2015-1211 |  |  |
|  3.90%, 08/10/2035, Series 2015-1211, Class A1A2(1) | 4300 | 4107 |
|  4.09%, 08/10/2035, Series 2015-1211, Class B(1)(3) | 4700 | 4442 |
|  4.14%, 08/10/2035, Series 2015-1211, Class C(1)(3) | 6290 | 5881 |
|  1345T 2025-AOA |  |  |
|  5.67% (1 Month Term SOFR + 2.00%, 2.00% Floor), 06/15/2042, Series 2025-AOA, Class B(1)(2) | 8000 | 7975 |
|  ACRA Trust 2024-NQM1 |  |  |
|  5.61%, 10/25/2064, Series 2024-NQM1, Class A1(1)(5) | 2870 | 2878 |
|  Ajax Mortgage Loan Trust 2019-F |  |  |
|  2.86%, 07/25/2059, Series 2019-F, Class A1(1)(5) | 5722 | 5593 |
|  ALA Trust 2025-OANA |  |  |
|  5.42% (1 Month Term SOFR + 1.74%, 1.74% Floor), 06/15/2040, Series 2025-OANA, Class A(1)(2) | 2500 | 2506 |
|  5.77% (1 Month Term SOFR + 2.09%, 2.09% Floor), 06/15/2040, Series 2025-OANA, Class C(1)(2) | 14600 | 14637 |
|  Alternative Loan Trust 2003-22CB |  |  |
|  5.75%, 12/25/2033, Series 2003-22CB, Class 1A1 | 201 | 203 |
|  6.00%, 12/25/2033, Series 2003-22CB, Class 3A1 | 60 | 61 |
|  Alternative Loan Trust 2004-16CB |  |  |
|  5.50%, 07/25/2034, Series 2004-16CB, Class 1A1 | 97 | 96 |
|  5.50%, 08/25/2034, Series 2004-16CB, Class 3A1 | 79 | 78 |
|  Alternative Loan Trust 2005-74T1 |  |  |
|  6.00%, 01/25/2036, Series 2005-74T1, Class A1 | 7469 | 4125 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Alternative Loan Trust 2006-HY12 |  |  |
|  4.10%, 08/25/2036, Series 2006-HY12, Class A5(3) | 90.0 | 85.0 |
|  Alternative Loan Trust 2006-OA17 |  |  |
|  3.98% (1 Month Term SOFR + 0.31%, 0.20% Floor), 12/20/2046, Series 2006-OA17, Class 1A1A(2) | 7800.0 | 7033.0 |
|  Alternative Loan Trust 2006-OA22 |  |  |
|  4.21% (1 Month Term SOFR + 0.53%, 0.42% Floor), 02/25/2047, Series 2006-OA22, Class A2(2) | 6767.0 | 6297.0 |
|  Alternative Loan Trust 2006-OA3 |  |  |
|  4.19% (1 Month Term SOFR + 0.51%, 0.40% Floor), 05/25/2036, Series 2006-OA3, Class 1A1(2) | 3006.0 | 2659.0 |
|  Alternative Loan Trust 2006-OA7 |  |  |
|  4.80% (12 Month U.S. Treasury Average + 0.94%, 0.94% Floor), 06/25/2046, Series 2006-OA7, Class 2A1(2) | 6985.0 | 6647.0 |
|  Alternative Loan Trust 2006-OC5 |  |  |
|  4.31% (1 Month Term SOFR + 0.63%, 0.52% Floor), 06/25/2046, Series 2006-OC5, Class 2A3(2) | 4520.0 | 4072.0 |
|  Alternative Loan Trust 2007-5CB |  |  |
|  6.00%, 04/25/2037, Series 2007-5CB, Class 1A4 | 11755.0 | 5529.0 |
|  Alternative Loan Trust 2007-HY7C |  |  |
|  4.07% (1 Month Term SOFR + 0.39%, 0.28% Floor), 08/25/2037, Series 2007-HY7C, Class A1(2) | 1347.0 | 1283.0 |
|  Alternative Loan Trust 2007-OA2 |  |  |
|  4.05% (1 Month Term SOFR + 0.37%, 0.26% Floor), 03/25/2047, Series 2007-OA2, Class 2A1(2) | 8236.0 | 6954.0 |
|  4.70% (12 Month U.S. Treasury Average + 0.84%, 0.84% Floor), 03/25/2047, Series 2007-OA2, Class 1A1(2) | 9787.0 | 8930.0 |
|  Alternative Loan Trust 2007-OA4 |  |  |
|  4.13% (1 Month Term SOFR + 0.45%, 0.34% Floor), 05/25/2047, Series 2007-OA4, Class A1(2) | 911.0 | 836.0 |
|  Angel Oak Mortgage Trust 2021-7 |  |  |
|  1.98%, 10/25/2066, Series 2021-7, Class A1(1)(3) | 4791.0 | 4160.0 |
|  Angel Oak Mortgage Trust 2022-2 |  |  |
|  4.04%, 01/25/2067, Series 2022-2, Class A1(1)(3) | 27572.0 | 26366.0 |
|  Angel Oak Mortgage Trust 2023-7 |  |  |
|  4.80%, 11/25/2067, Series 2023-7, Class A1(1)(5) | 6511.0 | 6474.0 |
|  Angel Oak Mortgage Trust 2024-1 |  |  |
|  5.21%, 08/25/2068, Series 2024-1, Class A1(1)(5) | 14091.0 | 14067.0 |
|  Angel Oak Mortgage Trust 2024-4 |  |  |
|  6.20%, 01/25/2069, Series 2024-4, Class A1(1)(5) | 5922.0 | 5965.0 |
|  Angel Oak Mortgage Trust 2024-8 |  |  |
|  5.34%, 05/27/2069, Series 2024-8, Class A1(1)(5) | 2255.0 | 2256.0 |
|  Angel Oak Mortgage Trust 2026-1 |  |  |
|  4.75%, 02/25/2071, Series 2026-1, Class A1(1)(3) | 24060.0 | 23839.0 |
|  4.97%, 02/25/2071, Series 2026-1, Class A2(1)(5) | 6058.0 | 5990.0 |
|  Arbor Multifamily Mortgage Securities Trust 2022-MF4 |  |  |
|  2.92%, 02/15/2055, Series 2022-MF4, Class A3(1) | 6700.0 | 6497.0 |
|  AREIT 2023-CRE8 Ltd. |  |  |
|  5.79% (1 Month Term SOFR + 2.11%, 2.11% Floor), 08/17/2041, Series 2023-CRE8, Class A(1)(2) | 712.0 | 712.0 |
|  Arixa Mortgage Trust 2025-RTL1 |  |  |
|  5.74%, 08/25/2030, Series 2025-RTL1, Class A1(1)(5) | 4420.0 | 4431.0 |
|  ATLX 2024-RPL1 Trust |  |  |
|  3.85%, 04/25/2064, Series 2024-RPL1, Class A1(1)(5) | 4184.0 | 4069.0 |
|  ATLX 2024-RPL2 Trust |  |  |
|  3.85%, 04/25/2063, Series 2024-RPL2, Class A1(1)(5) | 4779.0 | 4638.0 |
|  BAMLL Commercial Mortgage Securities Trust 2018-PARK |  |  |
|  4.09%, 08/10/2038, Series 2018-PARK, Class A(1)(3) | 6110.0 | 5975.0 |
|  BAMLL Re-REMIC Trust 2016-RRLD11 |  |  |
|  5.62%, 06/17/2050, Series 2016-LD11, Class AJB(1)(3) | 100.0 | 17.0 |
|  BANK5 2026-5YR20 |  |  |
|  4.62%, 02/15/2059, Series 2026-5YR20, Class A2 | 20700.0 | 20602.0 |
|  5.10%, 02/15/2059, Series 2026-5YR20, Class A3 | 9600.0 | 9739.0 |
|  BBCMS Mortgage Trust 2026-5C40 |  |  |
|  4.76%, 02/15/2059, Series 2026-5C40, Class A2 | 3900.0 | 3897.0 |
|  5.25%, 02/15/2059, Series 2026-5C40, Class A3 | 9400.0 | 9593.0 |
|  BBSG 2016-MRP Mortgage Trust |  |  |
|  3.28%, 06/05/2036, Series 2016-MRP, Class A(1) | 2045.0 | 1840.0 |
|  BCAP LLC 2014-RR2 |  |  |
|  2.46% (1 Month Term SOFR + 0.35%, 0.24% Floor), 10/26/2036, Series 2014-RR2, Class 6A8(1)(2) | 3508.0 | 3433.0 |
|  Bear Stearns ALT-A Trust 2005-1 |  |  |
|  4.92% (1 Month Term SOFR + 1.24%, 1.13% Floor, 11.50% Cap), 01/25/2035, Series 2005-1, Class M2(2) | 4020.0 | 3873.0 |
|  Bear Stearns ARM Trust 2003-3 |  |  |
|  6.24%, 05/25/2033, Series 2003-3, Class 3A1(3) | 157.0 | 149.0 |
|  Bear Stearns Commercial Mortgage Securities Trust 2006-TOP24 |  |  |
|  5.66%, 10/12/2041, Series 2006-T24, Class B(1)(3) | 99.0 | 98.0 |
|  Bear Stearns Mortgage Funding Trust 2007-AR4 |  |  |
|  4.00% (1 Month Term SOFR + 0.32%, 0.21% Floor, 10.50% Cap), 06/25/2037, Series 2007-AR4, Class 2A1(2) | 6956.0 | 6621.0 |
|  Benchmark 2024-V11 Mortgage Trust |  |  |
|  6.30%, 11/15/2057, Series 2024-V11, Class C(3) | 12113.0 | 12237.0 |
|  Benchmark 2024-V7 Mortgage Trust |  |  |
|  6.23%, 05/15/2056, Series 2024-V7, Class A3(3) | 7200.0 | 7503.0 |
|  BFLD Commercial Mortgage Trust 2025-660F |  |  |
|  5.17% (1 Month Term SOFR + 1.50%, 1.50% Floor), 11/15/2042, Series 2025-660F, Class A(1)(2) | 5895.0 | 5888.0 |
|  5.47% (1 Month Term SOFR + 1.80%, 1.80% Floor), 11/15/2042, Series 2025-660F, Class B(1)(2) | 2620.0 | 2613.0 |
|  BFLD Trust 2020-EYP |  |  |
|  5.89% (1 Month Term SOFR + 2.21%, 2.10% Floor), 10/15/2035, Series 2020-EYP, Class C(1)(2) | 5140.0 | 180.0 |
|  BINOM Securitization Trust 2022-INV1 |  |  |
|  4.44%, 08/25/2057, Series 2022-INV1, Class A2(1)(3) | 14835.0 | 14363.0 |
|  BINOM Securitization Trust 2022-RPL1 |  |  |
|  3.00%, 02/25/2061, Series 2022-RPL1, Class M1(1)(3) | 8591.0 | 7011.0 |
|  BPR 2023-STON Mortgage Trust |  |  |
|  7.87%, 12/05/2039, Series 2023-STON, Class B(1)(3) | 11700.0 | 11972.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  BPR Commercial Mortgage Trust 2025-STAR |  |  |
|  4.62%, 11/05/2042, Series 2025-STAR, Class A(1)(3) | 1900.0 | 1884.0 |
|  BPR Trust 2021-NRD |  |  |
|  5.80% (1 Month Term SOFR + 2.12%, 2.12% Floor), 12/15/2038, Series 2021-NRD, Class B(1)(2) | 2865.0 | 2848.0 |
|  6.10% (1 Month Term SOFR + 2.42%, 2.42% Floor), 12/15/2038, Series 2021-NRD, Class C(1)(2) | 2920.0 | 2899.0 |
|  7.40% (1 Month Term SOFR + 3.72%, 3.72% Floor), 12/15/2038, Series 2021-NRD, Class D(1)(2) | 1770.0 | 1756.0 |
|  BX Commercial Mortgage Trust 2020-VIVA |  |  |
|  3.55%, 03/11/2044, Series 2020-VIVA, Class D(1)(3) | 17976.0 | 16635.0 |
|  BX Commercial Mortgage Trust 2022-AHP |  |  |
|  5.51% (1 Month Term SOFR + 1.84%, 1.84% Floor), 01/17/2039, Series 2022-AHP, Class B(1)(2) | 7673.0 | 7670.0 |
|  BX Commercial Mortgage Trust 2024-VLT5 |  |  |
|  5.05%, 11/13/2046, Series 2024-VLT5, Class A(1)(3) | 5705.0 | 5701.0 |
|  5.41%, 11/13/2046, Series 2024-VLT5, Class B(1)(3) | 735.0 | 743.0 |
|  BX Commercial Mortgage Trust 2026-CSMO |  |  |
|  5.37% (1 Month Term SOFR + 1.70%, 1.70% Floor), 02/15/2043, Series 2026-CSMO, Class B(1)(2) | 14200.0 | 14200.0 |
|  BX Trust 2019-OC11 |  |  |
|  3.20%, 12/09/2041, Series 2019-OC11, Class A(1) | 7400.0 | 6987.0 |
|  3.94%, 12/09/2041, Series 2019-OC11, Class E(1)(3) | 7750.0 | 7162.0 |
|  BX Trust 2021-RISE |  |  |
|  5.54% (1 Month Term SOFR + 1.86%, 1.75% Floor), 11/15/2036, Series 2021-RISE, Class D(1)(2) | 11629.0 | 11622.0 |
|  BX Trust 2024-VLT4 |  |  |
|  5.16% (1 Month Term SOFR + 1.49%, 1.49% Floor), 06/15/2041, Series 2024-VLT4, Class A(1)(2) | 4115.0 | 4089.0 |
|  BX Trust 2025-DELC |  |  |
|  5.22% (1 Month Term SOFR + 1.55%, 1.55% Floor), 12/15/2042, Series 2025-DELC, Class A(1)(2) | 4955.0 | 4959.0 |
|  5.47% (1 Month Term SOFR + 1.80%, 1.80% Floor), 12/15/2042, Series 2025-DELC, Class B(1)(2) | 870.0 | 869.0 |
|  BX Trust 2025-VLT6 |  |  |
|  5.12% (1 Month Term SOFR + 1.44%, 1.44% Floor), 03/15/2042, Series 2025-VLT6, Class A(1)(2) | 34735.0 | 34496.0 |
|  5.57% (1 Month Term SOFR + 1.89%, 1.89% Floor), 03/15/2042, Series 2025-VLT6, Class B(1)(2) | 10250.0 | 10173.0 |
|  BX Trust 2025-VLT7 |  |  |
|  5.37% (1 Month Term SOFR + 1.70%, 1.70% Floor), 07/15/2044, Series 2025-VLT7, Class A(1)(2) | 28030.0 | 27907.0 |
|  5.67% (1 Month Term SOFR + 2.00%, 2.00% Floor), 07/15/2044, Series 2025-VLT7, Class B(1)(2) | 4310.0 | 4284.0 |
|  BX Trust 2025-VOLT |  |  |
|  5.77% (1 Month Term SOFR + 2.10%, 2.10% Floor), 12/15/2044, Series 2025-VOLT, Class B(1)(2) | 13190.0 | 13091.0 |
|  BXP Trust 2017-GM |  |  |
|  3.38%, 06/13/2039, Series 2017-GM, Class A(1) | 3800.0 | 3735.0 |
|  CAFL 2026-R1 Issuer LLC |  |  |
|  6.77%, 03/25/2036, Series 2026-R1, Class A1(1)(5) | 16560.0 | 16520.0 |
|  Caister Finance DAC |  |  |
|  6.59% (Sterling Overnight Index Average + 2.84%), 08/17/2035, Series 1A, Class C(1)(2) | 6813.0 | 8999.0 |
|  Cardinal Mortgage Trust 2025-RTL1 |  |  |
|  5.59%, 11/25/2030, Series 2025-RTL1, Class A1(1)(5) | $7280.0 | 7291.0 |
|  Cascade Funding Mortgage Trust |  |  |
|  3.00%, 03/25/2035, Series 2025-HB16, Class A(1)(3) | 6842.0 | 6729.0 |
|  Century Plaza Towers 2019-CPT |  |  |
|  2.87%, 11/13/2039, Series 2019-CPT, Class A(1) | 3205.0 | 2960.0 |
|  Chase Home Lending Mortgage Trust 2023-RPL1 |  |  |
|  3.50%, 06/25/2062, Series 2023-RPL1, Class A1(1)(3) | 10528.0 | 9686.0 |
|  Chase Home Lending Mortgage Trust 2023-RPL3 |  |  |
|  3.25%, 09/25/2063, Series 2023-RPL3, Class A1(1)(3) | 17532.0 | 15691.0 |
|  Chase Home Lending Mortgage Trust 2024-RPL4 |  |  |
|  3.38%, 12/25/2064, Series 2024-RPL4, Class A1A(1)(3) | 7222.0 | 6453.0 |
|  Chase Home Lending Mortgage Trust Series 2024-RPL2 |  |  |
|  3.25%, 08/25/2064, Series 2024-RPL2, Class A1A(1)(3) | 7498.0 | 6654.0 |
|  Chase Home Lending Mortgage Trust Series 2025-2 |  |  |
|  5.50%, 12/25/2055, Series 2025-2, Class A4A(1)(3) | 21765.0 | 21813.0 |
|  CHI Commercial Mortgage Trust 2025-SFT |  |  |
|  5.12%, 04/15/2042, Series 2025-SFT, Class A(1)(3) | 27085.0 | 27449.0 |
|  5.48%, 04/15/2042, Series 2025-SFT, Class B(1)(3) | 9645.0 | 9722.0 |
|  6.16%, 04/15/2042, Series 2025-SFT, Class C(1)(3) | 10450.0 | 10659.0 |
|  CHL Mortgage Pass-Through Trust Resecuritization 2008-3R |  |  |
|  6.00%, 08/25/2037, Series 2008-3R, Class 1A1(1) | 4330.0 | 1865.0 |
|  CIM Trust 2020-R1 |  |  |
|  2.85%, 10/27/2059, Series 2020-R1, Class A1(1)(3) | 13504.0 | 12282.0 |
|  CIM Trust 2020-R6 |  |  |
|  2.25%, 12/25/2060, Series 2020-R6, Class A1A(1)(3) | 7320.0 | 6697.0 |
|  CIM Trust 2020-R7 |  |  |
|  2.25%, 12/27/2061, Series 2020-R7, Class A1A(1)(3) | 11129.0 | 10270.0 |
|  CIM Trust 2021-R1 |  |  |
|  2.40%, 08/25/2056, Series 2021-R1, Class A2(1)(3) | 10169.0 | 9311.0 |
|  CIM Trust 2021-R2 |  |  |
|  2.50%, 01/25/2057, Series 2021-R2, Class A2(1)(3) | 4072.0 | 3815.0 |
|  CIM Trust 2021-R3 |  |  |
|  1.95%, 06/25/2057, Series 2021-R3, Class A1A(1)(3) | 14685.0 | 13638.0 |
|  1.95%, 06/25/2057, Series 2021-R3, Class A1(1)(3) | 29719.0 | 27071.0 |
|  CIM Trust 2021-R4 |  |  |
|  2.00%, 05/01/2061, Series 2021-R4, Class A1A(1)(3) | 16935.0 | 15375.0 |
|  CIM Trust 2021-R5 |  |  |
|  2.00%, 08/25/2061, Series 2021-R5, Class A1A(1)(3) | 16333.0 | 13935.0 |
|  CIM TRUST 2022-R2 |  |  |
|  3.75%, 12/25/2061, Series 2022-R2, Class A1(1)(3) | 23945.0 | 22614.0 |
|  CIM TRUST 2022-R3 |  |  |
|  4.50%, 03/25/2062, Series 2022-R3, Class A1(1)(3) | 27787.0 | 27154.0 |
|  CIM TRUST 2025-R1 |  |  |
|  5.00%, 02/25/2099, Series 2025-R1, Class A1(1)(5) | 33578.0 | 33227.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Citigroup Mortgage Loan Trust 2019-RP1 |  |  |
|  3.50%, 01/25/2066, Series 2019-RP1, Class A1(1)(3) | 729.0 | 715.0 |
|  Citigroup Mortgage Loan Trust 2024-INV3 |  |  |
|  0.00%, 10/25/2054, Series 2024-INV3, Class PT(1)(3) | 71989.0 | 74583.0 |
|  COLT 2021-6 Mortgage Loan Trust |  |  |
|  1.91%, 12/25/2066, Series 2021-6, Class A1(1)(3) | 9857.0 | 9045.0 |
|  COLT 2021-RPL1 Trust |  |  |
|  1.67%, 09/25/2061, Series 2021-RPL1, Class A1(1)(3) | 13072.0 | 12039.0 |
|  COLT 2024-INV2 Mortgage Loan Trust |  |  |
|  6.42%, 05/25/2069, Series 2024-INV2, Class A1(1)(5) | 692.0 | 698.0 |
|  COMM 2015-DC1 Mortgage Trust |  |  |
|  3.72%, 02/10/2048, Series 2015-DC1, Class AM | 945.0 | 928.0 |
|  COMM 2017-COR2 Mortgage Trust |  |  |
|  3.51%, 09/10/2050, Series 2017-COR2, Class A3 | 1050.0 | 1037.0 |
|  COMM 2024-CBM Mortgage Trust |  |  |
|  5.87%, 12/10/2041, Series 2024-CBM, Class A2(1)(3) | 1300.0 | 1304.0 |
|  Commercial Mortgage Pass-Through Certificates |  |  |
|  3.40%, 10/05/2030, Series 2012-LTRT, Class A2(1) | 412.0 | 410.0 |
|  Connecticut Avenue Securities Trust 2023-R08 |  |  |
|  5.16% (30-day Average SOFR + 1.50%), 10/25/2043, Series 2023-R08, Class 1M1(1)(2) | 455.0 | 455.0 |
|  Cross 2024-H3 Mortgage Trust |  |  |
|  6.27%, 06/25/2069, Series 2024-H3, Class A1(1)(5) | 5803.0 | 5847.0 |
|  Cross 2024-H6 Mortgage Trust |  |  |
|  5.13%, 09/25/2069, Series 2024-H6, Class A1(1)(3) | 3733.0 | 3733.0 |
|  Cross 2024-H7 Mortgage Trust |  |  |
|  5.59%, 11/25/2069, Series 2024-H7, Class A1(1)(3) | 21361.0 | 21430.0 |
|  Cross 2026-NQM1 Mortgage Trust |  |  |
|  4.70%, 02/25/2061, Series 2026-NQM1, Class A1(1)(3) | 12749.0 | 12617.0 |
|  4.95%, 02/25/2061, Series 2026-NQM1, Class A2(1)(5) | 5004.0 | 4946.0 |
|  Cross 2026-NQM3 Mortgage Trust |  |  |
|  5.13%, 03/25/2071, Series 2026-NQM3, Class A1(1)(3) | 10000.0 | 9961.0 |
|  5.36%, 03/25/2071, Series 2026-NQM3, Class A2(1)(5) | 2825.0 | 2813.0 |
|  CRSNT Trust 2026-MOON |  |  |
|  5.27% (1 Month Term SOFR + 1.60%, 1.60% Floor), 02/15/2031, Series 2026-MOON, Class B(1)(2) | 13000.0 | 12968.0 |
|  CSAIL 2019-C17 Commercial Mortgage Trust |  |  |
|  2.76%, 09/15/2052, Series 2019-C17, Class A4 | 2043.0 | 1935.0 |
|  3.28%, 09/15/2052, Series 2019-C17, Class AS | 886.0 | 806.0 |
|  CSFB Mortgage-Backed Pass-Through Certificates Series 2003-27 |  |  |
|  5.75%, 11/25/2033, Series 2003-27, Class 4A4 | 49.0 | 49.0 |
|  CSMC 2014-USA OA LLC |  |  |
|  4.18%, 09/15/2037, Series 2014-USA, Class B(1) | 5255.0 | 4470.0 |
|  4.34%, 09/15/2037, Series 2014-USA, Class C(1) | 400.0 | 337.0 |
|  4.37%, 09/15/2037, Series 2014-USA, Class D(1) | 6175.0 | 5098.0 |
|  CSMC 2017-RPL1 Trust |  |  |
|  2.98%, 07/25/2057, Series 2017-RPL1, Class M1(1)(3) | 3070.0 | 2629.0 |
|  CSMC 2021-ADV |  |  |
|  6.09% (1 Month Term SOFR + 2.41%, 2.30% Floor), 07/15/2038, Series 2021-ADV, Class C(1)(2) | 3400.0 | 1027.0 |
|  CSMC 2021-RPL11 Trust |  |  |
|  3.71%, 10/25/2061, Series 2021-RP11, Class PT(1)(3) | 21967.0 | 17144.0 |
|  CSMC 2021-RPL4 Trust |  |  |
|  4.15%, 12/27/2060, Series 2021-RPL4, Class A1(1)(3) | 1724.0 | 1718.0 |
|  CSMC 2021-RPL6 Trust |  |  |
|  2.75%, 10/25/2060, Series 2021-RPL6, Class M1(1) | 8505.0 | 6752.0 |
|  CSMC 2022-RPL1 Trust |  |  |
|  4.55%, 04/25/2061, Series 2022-RPL1, Class PT(1)(3) | 22994.0 | 20577.0 |
|  CSMCM 2021-RPL11 Trust |  |  |
|  3.78%, 10/27/2061, Series 2021-RP11, Class CERT(1) | 936.0 | 729.0 |
|  CSMCM 2022-RPL1 Trust |  |  |
|  4.23%, 04/25/2061, Series 2022-RPL1, Class CERT(1) | 975.0 | 795.0 |
|  DC Commercial Mortgage Trust 2023-DC |  |  |
|  6.80%, 09/12/2040, Series 2023-DC, Class B(1) | 6265.0 | 6335.0 |
|  DC Office Trust 2019-MTC |  |  |
|  2.97%, 09/15/2045, Series 2019-MTC, Class A(1) | 12545.0 | 11307.0 |
|  Deephaven Residential Mortgage Trust 2021-2 |  |  |
|  0.90%, 04/25/2066, Series 2021-2, Class A1(1)(3) | 2655.0 | 2368.0 |
|  Deephaven Residential Mortgage Trust 2022-2 |  |  |
|  5.30%, 03/25/2067, Series 2022-2, Class A1(1)(3) | 4220.0 | 4114.0 |
|  Deutsche Alternative-A Securities, Inc. Mortgage Loan Trust Series 2005-2 |  |  |
|  4.19% (1 Month Term SOFR + 0.51%, 0.40% Floor), 04/25/2035, Series 2005-2, Class 1A1(2) | 1742.0 | 1594.0 |
|  DOLP Trust 2021-NYC |  |  |
|  2.96%, 05/10/2041, Series 2021-NYC, Class A(1) | 11500.0 | 10315.0 |
|  Dutch Property Finance 2022-1 BV |  |  |
|  2.79% (3 Month €STR + 0.75%), 10/28/2059, Series 2022-1, Class A(2) | 6877.0 | 7952.0 |
|  Ellington Financial Mortgage Trust 2022-4 |  |  |
|  5.90%, 09/25/2067, Series 2022-4, Class A1(1)(5) | $49517.0 | 49462.0 |
|  Eurosail-UK 2007-5np Plc |  |  |
|  4.64% (Sterling Overnight Index Average + 0.89%), 09/13/2045, Series 2007-5X, Class A1A(2) | 4198.0 | 5345.0 |
|  Eurosail-UK 2007-6nc Plc |  |  |
|  4.57% (Sterling Overnight Index Average + 0.82%), 09/13/2045, Series 2007-6NCX, Class A3A(2) | 63.0 | 83.0 |
|  Extended Stay America Trust 2025-ESH |  |  |
|  4.97% (1 Month Term SOFR + 1.30%, 1.30% Floor), 10/15/2042, Series 2025-ESH, Class A(1)(2) | $2065.0 | 2065.0 |
|  5.27% (1 Month Term SOFR + 1.60%, 1.60% Floor), 10/15/2042, Series 2025-ESH, Class B(1)(2) | 1740.0 | 1742.0 |
|  5.52% (1 Month Term SOFR + 1.85%, 1.85% Floor), 10/15/2042, Series 2025-ESH, Class C(1)(2) | 1170.0 | 1172.0 |
|  Extended Stay America Trust 2026-ESH2 |  |  |
|  4.87% (1 Month Term SOFR + 1.20%, 1.20% Floor), 02/15/2043, Series 2026-ESH2, Class A(1)(2) | 3269.0 | 3269.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.07% (1 Month Term SOFR + 1.40%, 1.40% Floor), 02/15/2043, Series 2026-ESH2, Class B(1)(2) | 3963.0 | 3966.0 |
|  5.27% (1 Month Term SOFR + 1.60%, 1.60% Floor), 02/15/2043, Series 2026-ESH2, Class C(1)(2) | 3467.0 | 3473.0 |
|  Fannie Mae |  |  |
|  2.00%, 04/01/2056(16) | 12600.0 | 10146.0 |
|  2.00%, 05/01/2056(16) | 47950.0 | 38598.0 |
|  2.50%, 04/01/2056(16) | 50000.0 | 42031.0 |
|  2.50%, 05/01/2056(16) | 12500.0 | 10503.0 |
|  3.00%, 05/01/2056(16) | 77275.0 | 67801.0 |
|  3.50%, 04/01/2056(16) | 349225.0 | 320115.0 |
|  3.50%, 05/01/2056(16) | 218675.0 | 200225.0 |
|  3.50%, 06/01/2056(16) | 239100.0 | 218647.0 |
|  4.00%, 04/01/2056(16) | 368569.0 | 347754.0 |
|  4.00%, 05/01/2056(16) | 409006.0 | 385603.0 |
|  4.00%, 06/01/2056(16) | 241000.0 | 226871.0 |
|  4.50%, 04/01/2056(16) | 342300.0 | 330321.0 |
|  4.50%, 06/01/2056(16) | 129230.0 | 124496.0 |
|  5.00%, 04/01/2056(16) | 201379.0 | 198585.0 |
|  5.00%, 05/01/2056(16) | 1316290.0 | 1296537.0 |
|  5.00%, 06/01/2056(16) | 104000.0 | 102342.0 |
|  5.50%, 04/01/2056(16) | 80200.0 | 80569.0 |
|  5.50%, 05/01/2056(16) | 768300.0 | 770788.0 |
|  5.50%, 06/01/2056(16) | 130000.0 | 130269.0 |
|  6.00%, 05/01/2056(16) | 77670.0 | 79077.0 |
|  6.00%, 06/01/2056(16) | 734500.0 | 747463.0 |
|  6.00%, 07/01/2056(16) | 527000.0 | 536054.0 |
|  6.50%, 06/01/2056(16) | 633200.0 | 654380.0 |
|  Fannie Mae Pool |  |  |
|  2.00%, 05/01/2041 | 4983.0 | 4360.0 |
|  2.00%, 06/01/2041 | 19722.0 | 17236.0 |
|  2.00%, 10/01/2050 | 3605.0 | 2936.0 |
|  2.00%, 05/01/2051 | 49615.0 | 40284.0 |
|  2.00%, 09/01/2051 | 12805.0 | 10387.0 |
|  2.00%, 10/01/2051 | 36024.0 | 29195.0 |
|  2.00%, 12/01/2051 | 27346.0 | 22073.0 |
|  2.00%, 01/01/2052 | 88895.0 | 71973.0 |
|  2.00%, 02/01/2052 | 13819.0 | 11353.0 |
|  2.00%, 02/01/2052 | 107970.0 | 87389.0 |
|  2.00%, 03/01/2052 | 15735.0 | 12732.0 |
|  2.00%, 04/01/2052 | 36794.0 | 29771.0 |
|  2.00%, 04/01/2052 | 71490.0 | 57825.0 |
|  2.50%, 06/01/2050 | 111370.0 | 95354.0 |
|  2.50%, 02/01/2051 | 3859.0 | 3252.0 |
|  2.50%, 02/01/2051 | 17809.0 | 15012.0 |
|  2.50%, 02/01/2051 | 24848.0 | 20974.0 |
|  2.50%, 07/01/2051 | 74627.0 | 64031.0 |
|  2.50%, 12/01/2051 | 39044.0 | 33077.0 |
|  2.50%, 02/01/2052 | 44253.0 | 37462.0 |
|  2.50%, 03/01/2052 | 62267.0 | 53478.0 |
|  2.50%, 04/01/2052 | 11823.0 | 9987.0 |
|  2.50%, 04/01/2052 | 17289.0 | 14598.0 |
|  2.50%, 04/01/2052 | 70580.0 | 60343.0 |
|  2.50%, 05/01/2052 | 90930.0 | 77630.0 |
|  3.00%, 10/01/2033 | 597.0 | 575.0 |
|  3.00%, 07/01/2045 | 2019.0 | 1839.0 |
|  3.00%, 05/01/2046 | 2656.0 | 2400.0 |
|  3.00%, 07/01/2046 | 624.0 | 564.0 |
|  3.00%, 11/01/2046 | 160.0 | 145.0 |
|  3.00%, 09/01/2049 | 13359.0 | 12004.0 |
|  3.00%, 10/01/2049 | 22726.0 | 20359.0 |
|  3.00%, 11/01/2049 | 16805.0 | 15112.0 |
|  3.00%, 03/01/2050 | 891.0 | 791.0 |
|  3.00%, 07/01/2050 | 19164.0 | 17152.0 |
|  3.00%, 03/01/2052 | 98.0 | 86.0 |
|  3.00%, 03/01/2052 | 109.0 | 96.0 |
|  3.00%, 03/01/2052 | 217.0 | 191.0 |
|  3.00%, 03/01/2052 | 791.0 | 697.0 |
|  3.00%, 04/01/2052 | 27.0 | 24.0 |
|  3.00%, 04/01/2052 | 219.0 | 193.0 |
|  3.00%, 04/01/2052 | 284.0 | 250.0 |
|  3.00%, 04/01/2052 | 487.0 | 428.0 |
|  3.00%, 04/01/2052 | 1751.0 | 1541.0 |
|  3.00%, 04/01/2052 | 1935.0 | 1708.0 |
|  3.00%, 04/01/2052 | 6103.0 | 5370.0 |
|  3.00%, 04/01/2052 | 56989.0 | 50170.0 |
|  3.00%, 05/01/2052 | 355.0 | 313.0 |
|  3.00%, 05/01/2052 | 778.0 | 684.0 |
|  3.00%, 05/01/2052 | 790.0 | 696.0 |
|  3.00%, 05/01/2052 | 799.0 | 704.0 |
|  3.00%, 05/01/2052 | 957.0 | 843.0 |
|  3.00%, 05/01/2052 | 340087.0 | 299390.0 |
|  3.00%, 06/01/2052 | 44.0 | 38.0 |
|  3.00%, 06/01/2052 | 340.0 | 301.0 |
|  3.00%, 06/01/2052 | 372.0 | 328.0 |
|  3.00%, 06/01/2052 | 422.0 | 371.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.00%, 06/01/2052 | 572.0 | 503.0 |
|  3.00%, 06/01/2052 | 571.0 | 503.0 |
|  3.00%, 06/01/2052 | 836.0 | 736.0 |
|  3.00%, 06/01/2052 | 957.0 | 842.0 |
|  3.00%, 06/01/2052 | 3795.0 | 3339.0 |
|  3.00%, 06/01/2052 | 56593.0 | 49765.0 |
|  3.00%, 06/01/2052 | 151591.0 | 133482.0 |
|  3.00%, 07/01/2052 | 1020.0 | 897.0 |
|  3.00%, 07/01/2052 | 1695.0 | 1491.0 |
|  3.00%, 07/01/2052 | 1775.0 | 1563.0 |
|  3.00%, 07/01/2052 | 37826.0 | 33295.0 |
|  3.00%, 08/01/2052 | 13290.0 | 11696.0 |
|  3.50%, 01/01/2038 | 1331.0 | 1280.0 |
|  3.50%, 09/01/2042 | 51.0 | 48.0 |
|  3.50%, 12/01/2042 | 359.0 | 337.0 |
|  3.50%, 08/01/2043 | 35.0 | 33.0 |
|  3.50%, 01/01/2044 | 714.0 | 671.0 |
|  3.50%, 04/01/2045 | 7.0 | 7.0 |
|  3.50%, 01/01/2047 | 4884.0 | 4571.0 |
|  3.50%, 02/01/2047 | 322.0 | 301.0 |
|  3.50%, 11/01/2047 | 2149.0 | 1996.0 |
|  3.50%, 12/01/2047 | 1329.0 | 1241.0 |
|  3.50%, 01/01/2048 | 1337.0 | 1253.0 |
|  3.50%, 01/01/2048 | 2633.0 | 2457.0 |
|  3.50%, 06/01/2049 | 3830.0 | 3579.0 |
|  3.50%, 09/01/2049 | 1604.0 | 1494.0 |
|  3.50%, 01/01/2051 | 9618.0 | 8893.0 |
|  3.50%, 04/01/2052 | 92670.0 | 85063.0 |
|  3.50%, 05/01/2052 | 60845.0 | 55847.0 |
|  3.50%, 05/01/2052 | 106160.0 | 97414.0 |
|  3.50%, 06/01/2052 | 24198.0 | 22282.0 |
|  3.50%, 04/01/2053 | 21938.0 | 20131.0 |
|  4.00%, 02/01/2039 | 57.0 | 56.0 |
|  4.00%, 08/01/2042 | 706.0 | 685.0 |
|  4.00%, 02/01/2043 | 110.0 | 107.0 |
|  4.00%, 09/01/2046 | 398.0 | 380.0 |
|  4.00%, 04/01/2047 | 106.0 | 101.0 |
|  4.00%, 05/01/2047 | 14.0 | 13.0 |
|  4.00%, 06/01/2047 | 523.0 | 501.0 |
|  4.00%, 07/01/2047 | 465.0 | 446.0 |
|  4.00%, 08/01/2047 | 12.0 | 11.0 |
|  4.00%, 09/01/2047 | 82.0 | 78.0 |
|  4.00%, 01/01/2048 | 30.0 | 29.0 |
|  4.00%, 03/01/2048 | 68.0 | 65.0 |
|  4.00%, 04/01/2048 | 55.0 | 52.0 |
|  4.00%, 04/01/2048 | 145.0 | 138.0 |
|  4.00%, 06/01/2048 | 2625.0 | 2498.0 |
|  4.00%, 07/01/2048 | 107.0 | 102.0 |
|  4.00%, 07/01/2048 | 1993.0 | 1909.0 |
|  4.00%, 08/01/2048 | 7.0 | 7.0 |
|  4.00%, 08/01/2048 | 34.0 | 32.0 |
|  4.00%, 08/01/2048 | 128.0 | 123.0 |
|  4.00%, 09/01/2048 | 12.0 | 11.0 |
|  4.00%, 09/01/2048 | 47.0 | 45.0 |
|  4.00%, 09/01/2048 | 76.0 | 73.0 |
|  4.00%, 09/01/2048 | 7973.0 | 7654.0 |
|  4.00%, 11/01/2048 | 18.0 | 17.0 |
|  4.00%, 11/01/2048 | 144.0 | 138.0 |
|  4.00%, 12/01/2048 | 47.0 | 45.0 |
|  4.00%, 12/01/2048 | 103.0 | 99.0 |
|  4.00%, 01/01/2049 | 2166.0 | 2080.0 |
|  4.00%, 02/01/2049 | 1767.0 | 1696.0 |
|  4.00%, 03/01/2049 | 248.0 | 238.0 |
|  4.00%, 08/01/2049 | 59.0 | 57.0 |
|  4.00%, 10/01/2049 | 59.0 | 56.0 |
|  4.00%, 11/01/2049 | 251.0 | 241.0 |
|  4.00%, 12/01/2049 | 324.0 | 310.0 |
|  4.00%, 12/01/2049 | 401.0 | 384.0 |
|  4.00%, 03/01/2050 | 3416.0 | 3257.0 |
|  4.00%, 05/01/2050 | 471.0 | 450.0 |
|  4.00%, 08/01/2050 | 574.0 | 548.0 |
|  4.00%, 08/01/2050 | 44571.0 | 42594.0 |
|  4.00%, 11/01/2050 | 44.0 | 42.0 |
|  4.00%, 01/01/2051 | 151.0 | 143.0 |
|  4.00%, 03/01/2051 | 864.0 | 827.0 |
|  4.00%, 05/01/2052 | 2930.0 | 2774.0 |
|  4.00%, 06/01/2052 | 67788.0 | 64248.0 |
|  4.00%, 07/01/2052 | 18366.0 | 17378.0 |
|  4.00%, 09/01/2052 | 18032.0 | 17090.0 |
|  4.00%, 01/01/2053 | 17440.0 | 16498.0 |
|  4.00%, 01/01/2053 | 22357.0 | 21194.0 |
|  4.50%, 11/01/2035 | 80.0 | 79.0 |
|  4.50%, 05/01/2041 | 1671.0 | 1650.0 |
|  4.50%, 06/01/2045 | 112.0 | 111.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.50%, 06/01/2045 | 18011.0 | 17792.0 |
|  4.50%, 02/01/2046 | 590.0 | 582.0 |
|  4.50%, 05/01/2048 | 1352.0 | 1325.0 |
|  4.50%, 05/01/2048 | 3193.0 | 3133.0 |
|  4.50%, 08/01/2048 | 2236.0 | 2185.0 |
|  4.50%, 12/01/2048 | 948.0 | 929.0 |
|  4.50%, 07/01/2052 | 5744.0 | 5561.0 |
|  4.50%, 09/01/2052 | 4989.0 | 4836.0 |
|  4.50%, 10/01/2052 | 41762.0 | 40469.0 |
|  4.50%, 10/01/2052 | 46388.0 | 44996.0 |
|  4.50%, 11/01/2052 | 28835.0 | 27943.0 |
|  4.50%, 12/01/2052 | 28455.0 | 27574.0 |
|  4.50%, 02/01/2053 | 4310.0 | 4187.0 |
|  4.50%, 02/01/2053 | 8881.0 | 8597.0 |
|  4.50%, 03/01/2053 | 10446.0 | 10110.0 |
|  4.50%, 07/01/2053 | 19298.0 | 18651.0 |
|  4.50%, 08/01/2053 | 73680.0 | 71312.0 |
|  4.50%, 03/01/2054 | 12585.0 | 12184.0 |
|  4.50%, 11/01/2054 | 70968.0 | 68523.0 |
|  4.50%, 12/01/2054 | 8249.0 | 7984.0 |
|  4.50%, 01/01/2055 | 26284.0 | 25576.0 |
|  4.50%, 01/01/2055 | 105006.0 | 102308.0 |
|  4.50%, 01/01/2055 | 197103.0 | 190311.0 |
|  4.50%, 01/01/2055 | 271629.0 | 262270.0 |
|  4.50%, 03/01/2055 | 20500.0 | 19900.0 |
|  4.50%, 07/01/2055 | 12185.0 | 11860.0 |
|  4.50%, 07/01/2055 | 14487.0 | 14104.0 |
|  4.50%, 01/01/2056 | 57271.0 | 55632.0 |
|  5.00%, 04/01/2053 | 27096.0 | 26852.0 |
|  5.00%, 08/01/2053 | 42858.0 | 42416.0 |
|  5.00%, 10/01/2053 | 643.0 | 637.0 |
|  5.00%, 11/01/2053 | 73372.0 | 72597.0 |
|  5.00%, 05/01/2054 | 742.0 | 732.0 |
|  5.00%, 06/01/2054 | 39352.0 | 38847.0 |
|  5.00%, 08/01/2054 | 130.0 | 128.0 |
|  5.00%, 02/01/2056 | 11421.0 | 11384.0 |
|  5.00%, 02/01/2056 | 33472.0 | 33364.0 |
|  5.00%, 03/01/2056 | 70206.0 | 69905.0 |
|  5.09% (30-day Average SOFR + 2.19%, 2.19% Floor, 10.08% Cap), 06/01/2055(2) | 27904.0 | 28213.0 |
|  5.50%, 12/01/2039 | 95.0 | 98.0 |
|  5.50%, 06/01/2041 | 89.0 | 92.0 |
|  5.50%, 02/01/2042 | 363.0 | 373.0 |
|  5.50%, 10/01/2043 | 170.0 | 174.0 |
|  5.50%, 12/01/2052 | 294.0 | 296.0 |
|  5.50%, 12/01/2052 | 570.0 | 574.0 |
|  5.50%, 01/01/2053 | 88.0 | 89.0 |
|  5.50%, 01/01/2053 | 494.0 | 498.0 |
|  5.50%, 02/01/2053 | 840.0 | 847.0 |
|  5.50%, 02/01/2053 | 1926.0 | 1940.0 |
|  5.50%, 02/01/2053 | 2486.0 | 2508.0 |
|  5.50%, 02/01/2053 | 7753.0 | 7820.0 |
|  5.50%, 03/01/2053 | 194.0 | 195.0 |
|  5.50%, 03/01/2053 | 1181.0 | 1195.0 |
|  5.50%, 03/01/2053 | 2217.0 | 2236.0 |
|  5.50%, 04/01/2053 | 749.0 | 755.0 |
|  5.50%, 05/01/2053 | 3074.0 | 3102.0 |
|  5.50%, 05/01/2053 | 44111.0 | 44477.0 |
|  5.50%, 06/01/2053 | 181.0 | 182.0 |
|  5.50%, 06/01/2053 | 49060.0 | 49467.0 |
|  5.50%, 07/01/2053 | 1071.0 | 1079.0 |
|  5.50%, 07/01/2053 | 3157.0 | 3181.0 |
|  5.50%, 07/01/2053 | 34647.0 | 34919.0 |
|  5.50%, 09/01/2053 | 339.0 | 342.0 |
|  5.50%, 10/01/2053 | 10279.0 | 10355.0 |
|  5.50%, 11/01/2053 | 1081.0 | 1088.0 |
|  5.50%, 02/01/2054 | 1768.0 | 1784.0 |
|  5.50%, 02/01/2054 | 3427.0 | 3448.0 |
|  5.50%, 03/01/2054 | 1005.0 | 1011.0 |
|  5.50%, 04/01/2055 | 6942.0 | 7096.0 |
|  5.50%, 09/01/2055 | 2932.0 | 2998.0 |
|  5.50%, 10/01/2055 | 2684.0 | 2736.0 |
|  5.50%, 10/01/2055 | 3921.0 | 4013.0 |
|  5.50%, 10/01/2055 | 13938.0 | 14204.0 |
|  5.50%, 11/01/2055 | 8327.0 | 8489.0 |
|  5.50%, 12/01/2055 | 25265.0 | 25777.0 |
|  6.00%, 09/01/2029 | 1378.0 | 1404.0 |
|  6.00%, 12/01/2052 | 57.0 | 58.0 |
|  6.00%, 12/01/2052 | 18754.0 | 19232.0 |
|  6.00%, 02/01/2053 | 45.0 | 46.0 |
|  6.00%, 03/01/2053 | 3362.0 | 3452.0 |
|  6.00%, 04/01/2053 | 6254.0 | 6417.0 |
|  6.00%, 06/01/2053 | 95.0 | 98.0 |
|  6.00%, 07/01/2053 | 2409.0 | 2464.0 |
|  6.00%, 08/01/2053 | 105.0 | 107.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.00%, 09/01/2053 | 92.0 | 95.0 |
|  6.00%, 09/01/2053 | 165.0 | 168.0 |
|  6.00%, 10/01/2053 | 16988.0 | 17372.0 |
|  6.00%, 12/01/2053 | 8277.0 | 8451.0 |
|  6.00%, 01/01/2054 | 39.0 | 40.0 |
|  6.00%, 02/01/2054 | 774.0 | 791.0 |
|  6.00%, 03/01/2054 | 1063.0 | 1083.0 |
|  6.00%, 04/01/2054 | 73.0 | 75.0 |
|  6.00%, 05/01/2054 | 72.0 | 73.0 |
|  6.00%, 05/01/2054 | 106.0 | 109.0 |
|  6.00%, 06/01/2054 | 34376.0 | 35079.0 |
|  6.00%, 07/01/2054 | 27536.0 | 28069.0 |
|  6.00%, 08/01/2054 | 15513.0 | 16056.0 |
|  6.00%, 09/01/2054 | 26.0 | 27.0 |
|  6.00%, 09/01/2054 | 35.0 | 36.0 |
|  6.00%, 09/01/2054 | 696.0 | 709.0 |
|  6.00%, 09/01/2054 | 11579.0 | 11962.0 |
|  6.00%, 10/01/2054 | 227.0 | 232.0 |
|  6.00%, 03/01/2055 | 4526.0 | 4700.0 |
|  6.00%, 03/01/2055 | 10048.0 | 10426.0 |
|  6.00%, 09/01/2055 | 9786.0 | 10175.0 |
|  6.00%, 11/01/2055 | 5317.0 | 5528.0 |
|  6.00%, 11/01/2055 | 6825.0 | 7099.0 |
|  6.00%, 11/01/2055 | 8484.0 | 8815.0 |
|  6.50%, 02/01/2053 | 13697.0 | 14462.0 |
|  6.50%, 04/01/2053 | 9497.0 | 9999.0 |
|  6.50%, 05/01/2053 | 4796.0 | 5020.0 |
|  6.50%, 09/01/2053 | 284.0 | 296.0 |
|  6.50%, 09/01/2053 | 7106.0 | 7355.0 |
|  6.50%, 10/01/2053 | 201.0 | 208.0 |
|  6.50%, 10/01/2053 | 550.0 | 569.0 |
|  6.50%, 10/01/2053 | 2506.0 | 2596.0 |
|  6.50%, 10/01/2053 | 2600.0 | 2742.0 |
|  6.50%, 10/01/2053 | 9163.0 | 9640.0 |
|  6.50%, 11/01/2053 | 24.0 | 25.0 |
|  6.50%, 11/01/2053 | 3689.0 | 3822.0 |
|  6.50%, 11/01/2053 | 4013.0 | 4211.0 |
|  6.50%, 11/01/2053 | 30125.0 | 31564.0 |
|  6.50%, 11/01/2053 | 31959.0 | 33075.0 |
|  6.50%, 12/01/2053 | 62.0 | 64.0 |
|  6.50%, 12/01/2053 | 109.0 | 114.0 |
|  6.50%, 12/01/2053 | 3894.0 | 4028.0 |
|  6.50%, 12/01/2053 | 4818.0 | 4981.0 |
|  6.50%, 01/01/2054 | 27988.0 | 28935.0 |
|  6.50%, 02/01/2054 | 90.0 | 93.0 |
|  6.50%, 03/01/2054 | 2337.0 | 2416.0 |
|  6.50%, 03/01/2054 | 4344.0 | 4558.0 |
|  6.50%, 06/01/2054 | 5224.0 | 5490.0 |
|  6.50%, 07/01/2054 | 4862.0 | 5106.0 |
|  6.50%, 07/01/2054 | 19742.0 | 20810.0 |
|  6.50%, 08/01/2054 | 989.0 | 1030.0 |
|  6.50%, 08/01/2054 | 6706.0 | 7036.0 |
|  6.50%, 09/01/2054 | 578.0 | 602.0 |
|  6.50%, 09/01/2054 | 869.0 | 905.0 |
|  6.50%, 12/01/2054 | 400.0 | 416.0 |
|  6.50%, 02/01/2055 | 1194.0 | 1244.0 |
|  6.50%, 02/01/2055 | 11377.0 | 11923.0 |
|  6.50%, 03/01/2055 | 5959.0 | 6225.0 |
|  6.50%, 03/01/2055 | 7243.0 | 7575.0 |
|  6.50%, 04/01/2055 | 2131.0 | 2220.0 |
|  6.50%, 04/01/2055 | 4508.0 | 4749.0 |
|  6.50%, 04/01/2055 | 36539.0 | 38474.0 |
|  6.50%, 04/01/2055 | 42915.0 | 45216.0 |
|  6.50%, 06/01/2055 | 1685.0 | 1751.0 |
|  6.50%, 06/01/2055 | 10462.0 | 11016.0 |
|  6.50%, 07/01/2055 | 10525.0 | 11146.0 |
|  6.50%, 07/01/2055 | 15474.0 | 16341.0 |
|  6.50%, 08/01/2055 | 1844.0 | 1955.0 |
|  6.50%, 08/01/2055 | 10764.0 | 11384.0 |
|  6.50%, 08/01/2055 | 17770.0 | 18662.0 |
|  6.50%, 09/01/2055 | 5724.0 | 6056.0 |
|  6.50%, 09/01/2055 | 8782.0 | 9311.0 |
|  6.50%, 09/01/2055 | 8824.0 | 9331.0 |
|  6.50%, 09/01/2055 | 10796.0 | 11434.0 |
|  6.50%, 09/01/2055 | 14856.0 | 15653.0 |
|  7.00%, 03/01/2045 | 245.0 | 258.0 |
|  7.00%, 03/01/2055 | 1363.0 | 1445.0 |
|  7.00%, 03/01/2055 | 1407.0 | 1479.0 |
|  7.00%, 04/01/2055 | 4081.0 | 4323.0 |
|  7.00%, 04/01/2055 | 11964.0 | 12573.0 |
|  7.00%, 05/01/2055 | 1430.0 | 1503.0 |
|  7.00%, 05/01/2055 | 2091.0 | 2198.0 |
|  Fannie Mae REMICS |  |  |
|  2.00%, 04/25/2043, Series 2013-55, Class AK | 10438.0 | 8994.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.00%, 03/25/2043, Series 2013-21, Class EZ | 11059 | 10194 |
|  3.00%, 02/25/2048, Series 2018-7, Class CD | 12560 | 11392 |
|  3.00%, 09/25/2049, Series 2019-52, Class PA | 246 | 222 |
|  3.50%, 03/25/2042, Series 2012-20, Class ZT | 1543 | 1460 |
|  3.50%, 09/25/2043, Series 2013-93, Class ZV | 10381 | 9751 |
|  3.50%, 06/25/2047, Series 2018-38, Class PA | 1707 | 1671 |
|  3.50%, 12/25/2047, Series 2017-100, Class ZJ | 2101 | 1891 |
|  3.50%, 06/25/2048, Series 2018-44, Class PZ | 11262 | 10414 |
|  3.50%, 12/25/2058, Series 2018-91, Class BE | 6652 | 5994 |
|  4.00%, 05/25/2047, Series 2018-86, Class JA | 347 | 346 |
|  4.00%, 12/25/2048, Series 2018-90, Class EZ | 13723 | 13013 |
|  4.28% (30-day Average SOFR + 0.61%, 0.50% Floor, 6.50% Cap), 01/25/2050, Series 2019-79, Class FA(2) | 1561 | 1535 |
|  4.56% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 10/25/2054, Series 2024-90, Class EF(2) | 42027 | 42191 |
|  4.56% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 10/25/2055, Series 2025-89, Class FP(2) | 37124 | 37307 |
|  4.58% (30-day Average SOFR + 0.90%, 0.90% Floor), 12/25/2050, Series 2024-10, Class AF(2) | 2152 | 2143 |
|  4.66% (30-day Average SOFR + 1.00%, 1.00% Floor, 7.50% Cap), 01/25/2055, Series 2024-105, Class FC(2) | 9000 | 9061 |
|  4.66% (30-day Average SOFR + 1.00%, 1.00% Floor, 7.50% Cap), 08/25/2055, Series 2025-60, Class CF(2) | 41756 | 42057 |
|  4.66% (30-day Average SOFR + 1.00%, 1.00% Floor, 7.50% Cap), 10/25/2055, Series 2025-81, Class FE(2) | 3081 | 3102 |
|  5.40%, 11/25/2050, Series 2025-76, Class DT | 15233 | 14963 |
|  Freddie Mac Gold Pool |  |  |
|  3.00%, 02/01/2038 | 804 | 757 |
|  3.00%, 04/01/2046 | 45 | 41 |
|  3.00%, 06/01/2046 | 1657 | 1498 |
|  3.00%, 08/01/2046 | 2068 | 1868 |
|  3.00%, 09/01/2046 | 6234 | 5630 |
|  3.00%, 10/01/2046 | 2027 | 1829 |
|  3.00%, 11/01/2046 | 2255 | 2035 |
|  3.00%, 12/01/2046 | 1535 | 1385 |
|  3.00%, 01/01/2047 | 2815 | 2529 |
|  3.00%, 02/01/2047 | 2818 | 2541 |
|  3.00%, 03/01/2047 | 1680 | 1515 |
|  3.50%, 07/01/2043 | 122 | 114 |
|  3.50%, 10/01/2045 | 3542 | 3339 |
|  3.50%, 06/01/2046 | 1431 | 1341 |
|  3.50%, 08/01/2046 | 2256 | 2128 |
|  3.50%, 08/01/2046 | 6524 | 6117 |
|  3.50%, 11/01/2046 | 543 | 507 |
|  3.50%, 02/01/2047 | 270 | 252 |
|  3.50%, 04/01/2047 | 1047 | 980 |
|  3.50%, 09/01/2047 | 3594 | 3327 |
|  3.50%, 10/01/2047 | 793 | 738 |
|  3.50%, 11/01/2047 | 538 | 501 |
|  3.50%, 11/01/2047 | 887 | 827 |
|  3.50%, 12/01/2047 | 11723 | 11007 |
|  3.50%, 01/01/2048 | 641 | 598 |
|  3.50%, 01/01/2048 | 8102 | 7592 |
|  3.50%, 02/01/2048 | 563 | 521 |
|  4.00%, 01/01/2045 | 601 | 580 |
|  4.00%, 12/01/2045 | 1227 | 1187 |
|  4.00%, 03/01/2048 | 2862 | 2741 |
|  4.00%, 07/01/2048 | 3086 | 2960 |
|  4.00%, 11/01/2048 | 12087 | 11608 |
|  4.50%, 05/01/2044 | 97 | 96 |
|  4.50%, 06/01/2045 | 253 | 250 |
|  4.50%, 02/01/2046 | 279 | 277 |
|  4.50%, 05/01/2046 | 286 | 283 |
|  4.50%, 06/01/2046 | 296 | 293 |
|  4.50%, 02/01/2047 | 232 | 230 |
|  4.50%, 12/01/2047 | 794 | 782 |
|  4.50%, 10/01/2048 | 1837 | 1806 |
|  5.00%, 07/01/2048 | 366 | 369 |
|  5.00%, 08/01/2048 | 164 | 165 |
|  5.00%, 09/01/2048 | 110 | 111 |
|  5.00%, 10/01/2048 | 503 | 505 |
|  5.00%, 11/01/2048 | 699 | 702 |
|  5.50%, 08/01/2041 | 1974 | 2032 |
|  8.00%, 04/01/2032 | 57 | 59 |
|  Freddie Mac Multifamily Structured Pass-Through Certificates |  |  |
|  0.58%, 01/25/2031, Series KLU1, Class X1(3) | 114227 | 1208 |
|  0.90%, 04/25/2034, Series K-1512, Class X1(3) | 18530 | 896 |
|  3.58%, 10/25/2046, Series Q010, Class APT3(3) | 133 | 133 |
|  5.98%, 12/25/2047, Series Q010, Class APT2(3) | 43 | 43 |
|  Freddie Mac Non Gold Pool |  |  |
|  5.05% (30-day Average SOFR + 2.16%, 2.16% Floor, 10.05% Cap), 09/01/2053(2) | 26686 | 26908 |
|  Freddie Mac Pool |  |  |
|  2.00%, 09/01/2040 | 7395 | 6526 |
|  2.00%, 10/01/2040 | 5877 | 5193 |
|  2.00%, 02/01/2051 | 31337 | 25490 |
|  2.00%, 04/01/2051 | 65591 | 53293 |
|  2.00%, 04/01/2052 | 30912 | 25003 |
|  2.00%, 05/01/2052 | 36267 | 29334 |
|  2.00%, 06/01/2052 | 28528 | 23067 |
|  2.50%, 01/01/2035 | 7855 | 7444 |
|  2.50%, 01/01/2052 | 30097 | 25488 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.50%, 02/01/2052 | 63885.0 | 54082.0 |
|  2.50%, 03/01/2052 | 89493.0 | 76515.0 |
|  2.50%, 04/01/2052 | 106009.0 | 89562.0 |
|  2.50%, 05/01/2052 | 25080.0 | 21376.0 |
|  2.50%, 05/01/2052 | 40319.0 | 34107.0 |
|  3.00%, 09/01/2046 | 5306.0 | 4786.0 |
|  3.00%, 01/01/2050 | 19997.0 | 17976.0 |
|  3.00%, 02/01/2050 | 2668.0 | 2332.0 |
|  3.00%, 02/01/2050 | 5626.0 | 5053.0 |
|  3.00%, 07/01/2050 | 17688.0 | 15831.0 |
|  3.00%, 01/01/2052 | 41.0 | 36.0 |
|  3.00%, 02/01/2052 | 64.0 | 56.0 |
|  3.00%, 03/01/2052 | 723.0 | 636.0 |
|  3.00%, 03/01/2052 | 26469.0 | 23305.0 |
|  3.00%, 04/01/2052 | 39.0 | 35.0 |
|  3.00%, 04/01/2052 | 368.0 | 324.0 |
|  3.00%, 04/01/2052 | 777.0 | 684.0 |
|  3.00%, 04/01/2052 | 821.0 | 723.0 |
|  3.00%, 04/01/2052 | 25060.0 | 22058.0 |
|  3.00%, 04/01/2052 | 25691.0 | 22617.0 |
|  3.00%, 05/01/2052 | 27.0 | 24.0 |
|  3.00%, 05/01/2052 | 794.0 | 699.0 |
|  3.00%, 05/01/2052 | 1177.0 | 1035.0 |
|  3.00%, 05/01/2052 | 159804.0 | 140681.0 |
|  3.00%, 06/01/2052 | 29.0 | 25.0 |
|  3.00%, 06/01/2052 | 250.0 | 220.0 |
|  3.00%, 06/01/2052 | 868.0 | 764.0 |
|  3.00%, 06/01/2052 | 1041.0 | 916.0 |
|  3.00%, 06/01/2052 | 1084.0 | 954.0 |
|  3.00%, 06/01/2052 | 11376.0 | 10005.0 |
|  3.00%, 06/01/2052 | 332276.0 | 292514.0 |
|  3.00%, 07/01/2052 | 38.0 | 33.0 |
|  3.00%, 07/01/2052 | 822.0 | 725.0 |
|  3.00%, 07/01/2052 | 1637.0 | 1442.0 |
|  3.00%, 07/01/2052 | 3060.0 | 2692.0 |
|  3.00%, 07/01/2052 | 217219.0 | 191198.0 |
|  3.00%, 08/01/2052 | 5385.0 | 4740.0 |
|  3.50%, 06/01/2042 | 22.0 | 21.0 |
|  3.50%, 06/01/2046 | 216.0 | 202.0 |
|  3.50%, 12/01/2047 | 115.0 | 107.0 |
|  3.50%, 01/01/2050 | 318.0 | 297.0 |
|  3.50%, 05/01/2052 | 177.0 | 162.0 |
|  3.50%, 06/01/2052 | 43808.0 | 40212.0 |
|  3.50%, 07/01/2052 | 154538.0 | 141844.0 |
|  3.50%, 11/01/2052 | 42318.0 | 38831.0 |
|  3.50%, 08/01/2053 | 22442.0 | 20599.0 |
|  4.00%, 08/01/2038 | 223.0 | 218.0 |
|  4.00%, 11/01/2042 | 223.0 | 217.0 |
|  4.00%, 05/01/2047 | 124.0 | 119.0 |
|  4.00%, 04/01/2048 | 136.0 | 131.0 |
|  4.00%, 07/01/2048 | 7.0 | 7.0 |
|  4.00%, 07/01/2048 | 170.0 | 163.0 |
|  4.00%, 07/01/2048 | 398.0 | 381.0 |
|  4.00%, 11/01/2048 | 212.0 | 203.0 |
|  4.00%, 12/01/2048 | 193.0 | 185.0 |
|  4.00%, 03/01/2050 | 37.0 | 35.0 |
|  4.00%, 03/01/2050 | 113.0 | 108.0 |
|  4.00%, 05/01/2050 | 29.0 | 28.0 |
|  4.00%, 05/01/2050 | 52.0 | 49.0 |
|  4.00%, 06/01/2050 | 64.0 | 61.0 |
|  4.00%, 06/01/2050 | 409.0 | 390.0 |
|  4.00%, 05/01/2051 | 150.0 | 142.0 |
|  4.00%, 09/01/2051 | 53.0 | 50.0 |
|  4.00%, 06/01/2052 | 47420.0 | 44854.0 |
|  4.00%, 07/01/2052 | 6763.0 | 6411.0 |
|  4.00%, 08/01/2052 | 29967.0 | 28402.0 |
|  4.00%, 09/01/2052 | 17804.0 | 16861.0 |
|  4.00%, 09/01/2052 | 28279.0 | 26802.0 |
|  4.00%, 10/01/2052 | 81694.0 | 77203.0 |
|  4.00%, 11/01/2052 | 32311.0 | 30529.0 |
|  4.00%, 01/01/2053 | 35365.0 | 33454.0 |
|  4.00%, 02/01/2053 | 11094.0 | 10500.0 |
|  4.50%, 07/01/2052 | 17042.0 | 16521.0 |
|  4.50%, 08/01/2052 | 71358.0 | 69076.0 |
|  4.50%, 09/01/2052 | 21277.0 | 20636.0 |
|  4.50%, 10/01/2052 | 27439.0 | 26595.0 |
|  4.50%, 11/01/2052 | 2436.0 | 2361.0 |
|  4.50%, 01/01/2053 | 32394.0 | 31388.0 |
|  4.50%, 07/01/2053 | 48693.0 | 47128.0 |
|  4.50%, 08/01/2053 | 11391.0 | 11025.0 |
|  4.50%, 10/01/2053 | 34248.0 | 33199.0 |
|  4.50%, 01/01/2054 | 10218.0 | 9885.0 |
|  4.50%, 11/01/2054 | 203279.0 | 196275.0 |
|  4.50%, 12/01/2054 | 48042.0 | 46748.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.50%, 01/01/2055 | 20330.0 | 19630.0 |
|  4.50%, 02/01/2055 | 12314.0 | 11986.0 |
|  4.50%, 04/01/2055 | 141962.0 | 137070.0 |
|  4.50%, 05/01/2055 | 9527.0 | 9276.0 |
|  5.00%, 03/01/2042 | 109.0 | 112.0 |
|  5.00%, 03/01/2044 | 126.0 | 128.0 |
|  5.00%, 10/01/2052 | 42855.0 | 42493.0 |
|  5.00%, 04/01/2053 | 4309.0 | 4268.0 |
|  5.00%, 06/01/2053 | 32148.0 | 31856.0 |
|  5.00%, 08/01/2053 | 520.0 | 514.0 |
|  5.00%, 11/01/2053 | 2610.0 | 2582.0 |
|  5.00%, 12/01/2053 | 30806.0 | 30460.0 |
|  5.00%, 06/01/2054 | 2138.0 | 2109.0 |
|  5.00%, 02/01/2056 | 13681.0 | 13637.0 |
|  5.00%, 03/01/2056 | 38024.0 | 37902.0 |
|  5.50%, 08/01/2026(14) | 0.0 | 0.0 |
|  5.50%, 09/01/2052 | 433.0 | 436.0 |
|  5.50%, 01/01/2053 | 400.0 | 404.0 |
|  5.50%, 01/01/2053 | 13512.0 | 13630.0 |
|  5.50%, 02/01/2053 | 480.0 | 484.0 |
|  5.50%, 02/01/2053 | 989.0 | 997.0 |
|  5.50%, 03/01/2053 | 32.0 | 32.0 |
|  5.50%, 03/01/2053 | 3998.0 | 4032.0 |
|  5.50%, 04/01/2053 | 11605.0 | 11701.0 |
|  5.50%, 05/01/2053 | 808.0 | 815.0 |
|  5.50%, 06/01/2053 | 137214.0 | 138321.0 |
|  5.50%, 07/01/2053 | 710.0 | 715.0 |
|  5.50%, 07/01/2053 | 1676.0 | 1690.0 |
|  5.50%, 07/01/2053 | 9322.0 | 9404.0 |
|  5.50%, 07/01/2053 | 14557.0 | 14662.0 |
|  5.50%, 11/01/2053 | 116921.0 | 117758.0 |
|  5.50%, 12/01/2053 | 4719.0 | 4750.0 |
|  5.50%, 11/01/2054 | 1070.0 | 1095.0 |
|  5.50%, 02/01/2055 | 647.0 | 660.0 |
|  5.50%, 02/01/2055 | 3401.0 | 3461.0 |
|  5.50%, 04/01/2055 | 6721.0 | 6851.0 |
|  5.50%, 05/01/2055 | 1076.0 | 1100.0 |
|  5.50%, 08/01/2055 | 1898.0 | 1939.0 |
|  5.50%, 08/01/2055 | 9179.0 | 9342.0 |
|  5.50%, 09/01/2055 | 1056.0 | 1077.0 |
|  5.50%, 09/01/2055 | 1478.0 | 1511.0 |
|  5.50%, 09/01/2055 | 1491.0 | 1525.0 |
|  5.50%, 09/01/2055 | 2873.0 | 2938.0 |
|  5.50%, 10/01/2055 | 3648.0 | 3722.0 |
|  5.50%, 10/01/2055 | 8311.0 | 8495.0 |
|  5.50%, 10/01/2055 | 9607.0 | 9772.0 |
|  5.50%, 11/01/2055 | 2061.0 | 2102.0 |
|  5.50%, 11/01/2055 | 3545.0 | 3614.0 |
|  5.50%, 11/01/2055 | 4962.0 | 5075.0 |
|  5.50%, 11/01/2055 | 5920.0 | 6052.0 |
|  5.50%, 11/01/2055 | 6410.0 | 6536.0 |
|  5.50%, 01/01/2056 | 27032.0 | 27677.0 |
|  6.00%, 01/01/2053 | 6402.0 | 6572.0 |
|  6.00%, 03/01/2053 | 52.0 | 53.0 |
|  6.00%, 04/01/2053 | 3081.0 | 3160.0 |
|  6.00%, 06/01/2053 | 230.0 | 235.0 |
|  6.00%, 08/01/2053 | 3223.0 | 3300.0 |
|  6.00%, 09/01/2053 | 24.0 | 24.0 |
|  6.00%, 10/01/2053 | 26348.0 | 26983.0 |
|  6.00%, 12/01/2053 | 72.0 | 74.0 |
|  6.00%, 02/01/2054 | 2427.0 | 2478.0 |
|  6.00%, 03/01/2054 | 65512.0 | 66939.0 |
|  6.00%, 06/01/2054 | 27.0 | 27.0 |
|  6.00%, 06/01/2054 | 24601.0 | 25097.0 |
|  6.00%, 07/01/2054 | 173.0 | 177.0 |
|  6.00%, 07/01/2054 | 37148.0 | 37907.0 |
|  6.00%, 08/01/2054 | 2300.0 | 2346.0 |
|  6.00%, 10/01/2054 | 1986.0 | 2065.0 |
|  6.00%, 02/01/2055 | 4031.0 | 4161.0 |
|  6.00%, 10/01/2055 | 4353.0 | 4524.0 |
|  6.50%, 09/01/2053 | 666.0 | 699.0 |
|  6.50%, 10/01/2053 | 926.0 | 959.0 |
|  6.50%, 11/01/2053 | 50.0 | 51.0 |
|  6.50%, 11/01/2053 | 299.0 | 310.0 |
|  6.50%, 11/01/2053 | 5550.0 | 5824.0 |
|  6.50%, 11/01/2053 | 15356.0 | 16112.0 |
|  6.50%, 12/01/2053 | 207.0 | 214.0 |
|  6.50%, 12/01/2053 | 9474.0 | 9803.0 |
|  6.50%, 12/01/2053 | 13364.0 | 13856.0 |
|  6.50%, 01/01/2054 | 5899.0 | 6193.0 |
|  6.50%, 02/01/2054 | 2234.0 | 2310.0 |
|  6.50%, 02/01/2054 | 6694.0 | 7021.0 |
|  6.50%, 03/01/2054 | 905.0 | 936.0 |
|  6.50%, 03/01/2054 | 1450.0 | 1500.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.50%, 03/01/2054 | 13969 | 14688 |
|  6.50%, 04/01/2054 | 1275 | 1340 |
|  6.50%, 06/01/2054 | 449 | 473 |
|  6.50%, 07/01/2054 | 6668 | 7010 |
|  6.50%, 08/01/2054 | 10478 | 10965 |
|  6.50%, 10/01/2054 | 9014 | 9464 |
|  6.50%, 11/01/2054 | 513 | 532 |
|  6.50%, 11/01/2054 | 6256 | 6574 |
|  6.50%, 12/01/2054 | 385 | 402 |
|  6.50%, 12/01/2054 | 533 | 556 |
|  6.50%, 12/01/2054 | 868 | 904 |
|  6.50%, 01/01/2055 | 27141 | 28609 |
|  6.50%, 02/01/2055 | 708 | 737 |
|  6.50%, 04/01/2055 | 4287 | 4508 |
|  6.50%, 06/01/2055 | 6291 | 6626 |
|  6.50%, 06/01/2055 | 10514 | 11110 |
|  6.50%, 08/01/2055 | 614 | 651 |
|  6.50%, 08/01/2055 | 1367 | 1449 |
|  6.50%, 08/01/2055 | 16429 | 17319 |
|  6.50%, 08/01/2055 | 18160 | 19125 |
|  6.50%, 09/01/2055 | 6018 | 6373 |
|  6.50%, 09/01/2055 | 6437 | 6825 |
|  6.50%, 09/01/2055 | 6671 | 7059 |
|  7.00%, 02/01/2055 | 411 | 433 |
|  7.00%, 02/01/2055 | 800 | 843 |
|  7.00%, 02/01/2055 | 1071 | 1133 |
|  7.00%, 02/01/2055 | 1532 | 1617 |
|  7.00%, 02/01/2055 | 1583 | 1666 |
|  7.00%, 02/01/2055 | 1713 | 1814 |
|  7.00%, 02/01/2055 | 1778 | 1869 |
|  7.00%, 03/01/2055 | 74 | 79 |
|  7.00%, 03/01/2055 | 463 | 488 |
|  7.00%, 03/01/2055 | 776 | 828 |
|  7.00%, 03/01/2055 | 971 | 1035 |
|  7.00%, 03/01/2055 | 986 | 1041 |
|  7.00%, 03/01/2055 | 1066 | 1123 |
|  7.00%, 03/01/2055 | 1096 | 1156 |
|  7.00%, 03/01/2055 | 1307 | 1389 |
|  7.00%, 03/01/2055 | 2117 | 2237 |
|  7.00%, 04/01/2055 | 14487 | 15282 |
|  7.00%, 05/01/2055 | 10978 | 11584 |
|  Freddie Mac REMICS |  |  |
|  3.00%, 02/15/2047, Series 4655, Class CZ | 10126 | 8918 |
|  3.00%, 01/15/2049, Series 4896, Class DA | 488 | 431 |
|  3.00%, 04/15/2049, Series 4879, Class BC | 1740 | 1564 |
|  3.50%, 05/15/2042, Series 4047, Class CX | 24215 | 22854 |
|  3.50%, 07/15/2044, Series 4366, Class BZ | 23440 | 21909 |
|  3.50%, 12/15/2047, Series 4748, Class WZ | 6538 | 6038 |
|  4.00%, 01/15/2048, Series 4750, Class Z | 11568 | 10767 |
|  4.56% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 09/25/2055, Series 5572, Class FA(2) | 175902 | 175244 |
|  4.56% (30-day Average SOFR + 0.90%, 0.90% Floor, 8.00% Cap), 10/25/2055, Series 5592, Class FE(2) | 43515 | 43735 |
|  4.61% (30-day Average SOFR + 0.95%, 0.95% Floor, 7.50% Cap), 01/25/2055, Series 5492, Class FM(2) | 12807 | 12869 |
|  4.96% (30-day Average SOFR + 1.30%, 1.30% Floor, 6.50% Cap), 11/25/2054, Series 5473, Class BF(2) | 7595 | 7644 |
|  Freddie Mac STACR REMIC Trust 2021-DNA6 |  |  |
|  5.16% (30-day Average SOFR + 1.50%), 10/25/2041, Series 2021-DNA6, Class M2(1)(2) | 13760 | 13773 |
|  Freddie Mac STACR REMIC Trust 2022-DNA7 |  |  |
|  8.66% (30-day Average SOFR + 5.00%), 03/25/2052, Series 2022-DNA7, Class M1B(1)(2) | 9000 | 9457 |
|  Freddie Mac STACR REMIC Trust 2023-DNA2 |  |  |
|  5.76% (30-day Average SOFR + 2.10%), 04/25/2043, Series 2023-DNA2, Class M1A(1)(2) | 2066 | 2085 |
|  Freddie Mac Strips |  |  |
|  3.00%, 09/15/2044, Series 337, Class 300 | 27707 | 25249 |
|  Freddie Mac Whole Loan Securities Trust |  |  |
|  3.66%, 12/25/2046, Series 2017-SC01, Class M1(1)(3) | 307 | 304 |
|  GCAT 2019-RPL1 Trust |  |  |
|  2.65%, 10/25/2068, Series 2019-RPL1, Class A1(1)(3) | 737 | 719 |
|  GCAT 2025-INV2 Trust |  |  |
|  6.00%, 05/25/2055, Series 2025-INV2, Class A1(1)(3) | 17899 | 18090 |
|  GFH 2025-IND Mortgage Trust |  |  |
|  5.15%, 06/15/2033, Series 2025-IND, Class A(1) | 15565 | 15532 |
|  Ginnie Mae |  |  |
|  1.05%, 01/16/2061, Series 2021-17, Class IO(3) | 11834 | 918 |
|  1.25%, 01/16/2061, Series 2021-31, Class B | 9150 | 6653 |
|  1.28%, 03/16/2063, Series 2021-36, Class IO(3) | 53896 | 4348 |
|  1.40%, 06/16/2063, Series 2021-21, Class AH | 8417 | 6370 |
|  1.50%, 06/16/2063, Series 2021-2, Class AH | 12153 | 8998 |
|  2.50%, 04/01/2056(16) | 185225 | 159322 |
|  3.00%, 11/16/2044, Series 2015-8, Class LZ | 1714 | 1555 |
|  3.00%, 07/20/2049, Series 2019-90, Class HE | 123 | 109 |
|  3.00%, 09/20/2049, Series 2019-119, Class JE | 857 | 761 |
|  3.00%, 04/01/2056(16) | 9000 | 8033 |
|  3.50%, 08/20/2048, Series 2018-115, Class DE | 1649 | 1514 |
|  3.50%, 09/20/2048, Series 2018-124, Class NW | 1286 | 1192 |
|  3.50%, 04/01/2056(16) | 13175 | 12082 |
|  3.50%, 05/01/2056(16) | 144225 | 131631 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 04/01/2056(16) | 226225 | 211877 |
|  4.28% (1 Month Term SOFR + 0.61%, 0.50% Floor), 06/20/2069, Series 2020-H04, Class FP(2) | 363 | 363 |
|  4.30% (1 Month Term SOFR + 0.63%, 0.52% Floor, 11.00% Cap), 10/20/2065, Series 2015-H26, Class FA(2) | 594 | 594 |
|  4.37% (30-day Average SOFR + 0.70%, 0.70% Floor, 10.50% Cap), 02/20/2074, Series 2024-H04,<br>Class FA(2) | 987 | 991 |
|  4.44% (1 Month Term SOFR + 0.77%, 0.66% Floor, 7.50% Cap), 12/20/2065, Series 2015-H33, Class FA(2) | 224 | 224 |
|  4.50%, 04/01/2056(16) | 16400 | 15841 |
|  4.52% (30-day Average SOFR + 0.85%, 0.85% Floor, 7.00% Cap), 04/20/2054, Series 2025-205, Class FH(2) | 7195 | 7199 |
|  5.00%, 04/01/2056(16) | 87250 | 86404 |
|  5.50%, 04/01/2056(16) | 77025 | 77516 |
|  5.50%, 05/01/2056(16) | 162700 | 163406 |
|  6.00%, 05/01/2056(16) | 378300 | 384200 |
|  6.00%, 06/01/2056(16) | 110000 | 111634 |
|  6.50%, 05/01/2056(16) | 73900 | 76577 |
|  Ginnie Mae I Pool |  |  |
|  4.50%, 05/15/2041 | 168 | 163 |
|  5.00%, 09/15/2041 | 83 | 85 |
|  5.00%, 07/15/2044 | 51 | 51 |
|  7.50%, 08/15/2033 | 22 | 23 |
|  Ginnie Mae II Pool |  |  |
|  2.50%, 12/20/2051 | 6265 | 5393 |
|  3.00%, 05/20/2046 | 2222 | 2014 |
|  3.00%, 10/20/2046 | 562 | 509 |
|  3.00%, 12/20/2046 | 1383 | 1251 |
|  3.00%, 03/20/2047 | 371 | 336 |
|  3.00%, 09/20/2047 | 3663 | 3310 |
|  3.00%, 11/20/2047 | 1274 | 1151 |
|  3.00%, 01/20/2048 | 1645 | 1488 |
|  3.00%, 10/20/2049 | 2134 | 1875 |
|  3.00%, 01/20/2052 | 670 | 599 |
|  3.00%, 03/20/2052 | 2504 | 2237 |
|  3.00%, 04/20/2052 | 7559 | 6753 |
|  3.50%, 03/20/2046 | 445 | 417 |
|  3.50%, 04/20/2046 | 165 | 155 |
|  3.50%, 06/20/2046 | 632 | 592 |
|  3.50%, 12/20/2046 | 1186 | 1114 |
|  3.50%, 01/20/2047 | 1443 | 1355 |
|  3.50%, 04/20/2047 | 635 | 597 |
|  3.50%, 05/20/2047 | 83 | 78 |
|  3.50%, 06/20/2047 | 4970 | 4687 |
|  3.50%, 08/20/2047 | 1289 | 1214 |
|  3.50%, 09/20/2047 | 3260 | 3060 |
|  3.50%, 10/20/2047 | 258 | 240 |
|  3.50%, 11/20/2047 | 4449 | 4181 |
|  3.50%, 01/20/2048 | 2031 | 1903 |
|  3.50%, 06/20/2049 | 176 | 161 |
|  3.50%, 07/20/2049 | 1016 | 921 |
|  3.50%, 11/20/2052 | 517 | 478 |
|  3.50%, 01/20/2055 | 1200 | 1101 |
|  4.00%, 09/20/2047 | 958 | 916 |
|  4.00%, 11/20/2047 | 669 | 639 |
|  4.00%, 12/20/2047 | 649 | 620 |
|  4.00%, 01/20/2048 | 880 | 841 |
|  4.00%, 08/20/2048 | 965 | 919 |
|  4.00%, 09/20/2048 | 734 | 699 |
|  4.00%, 10/20/2048 | 286 | 272 |
|  4.00%, 10/20/2052 | 101995 | 96621 |
|  4.50%, 05/20/2047 | 1454 | 1434 |
|  4.50%, 06/20/2047 | 2017 | 1991 |
|  4.50%, 08/20/2048 | 2348 | 2311 |
|  4.50%, 09/20/2048 | 258 | 254 |
|  4.50%, 10/20/2052 | 45274 | 44109 |
|  5.00%, 12/20/2044 | 96 | 98 |
|  5.00%, 06/20/2047 | 990 | 1004 |
|  5.00%, 09/20/2047 | 551 | 559 |
|  5.00%, 10/20/2048 | 732 | 740 |
|  5.50%, 02/20/2054 | 48223 | 48799 |
|  5.50%, 05/20/2055 | 4460 | 4492 |
|  6.00%, 02/20/2055 | 362 | 367 |
|  Grifonas Finance No 1 Plc |  |  |
|  2.42% (6 Month €STR + 0.28%), 08/28/2039, Series 1, Class A(2) | 1245 | 1419 |
|  GS Mortgage Securities Corp. Trust 2012-BWTR |  |  |
|  2.95%, 11/05/2034, Series 2012-BWTR, Class A(1) | $3902 | 3411 |
|  GS Mortgage Securities Corp. Trust 2012-TMSQ |  |  |
|  3.72%, 04/10/2031, Series 2013-G1, Class B(1)(3) | 1292 | 1289 |
|  GS Mortgage Securities Corp. Trust 2013-PEMB |  |  |
|  3.55%, 03/05/2033, Series 2013-PEMB, Class D(1)(3) | 5150 | 26 |
|  3.55%, 03/05/2033, Series 2013-PEMB, Class A(1)(3) | 4610 | 3573 |
|  GS Mortgage-Backed Securities Corp. Trust 2021-NQM1 |  |  |
|  1.02%, 07/25/2061, Series 2021-NQM1, Class A1(1)(3) | 8755 | 8079 |
|  GS Mortgage-Backed Securities Trust 2024-RPL5 |  |  |
|  0.00%, 07/25/2064, Series 2024-RPL5, Class SA(1) | 31 | 30 |
|  3.64%, 07/25/2064, Series 2024-RPL5, Class PT(1)(3) | 105576 | 88821 |
|  GS Mortgage-Backed Securities Trust 2024-RPL6 |  |  |
|  0.00%, 01/25/2064, Series 2024-RPL6, Class SA(1) | 44 | 43 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.20%, 01/25/2064, Series 2024-RPL6, Class PT(1)(3) | 100660 | 84815 |
|  GS Mortgage-Backed Securities Trust 2024-RPL7 |  |  |
|  0.00%, 07/25/2064, Series 2024-RPL7, Class SA(1) | 124 | 122 |
|  4.03%, 07/25/2064, Series 2024-RPL7, Class PT(1)(3) | 102128 | 89913 |
|  HarborView Mortgage Loan Trust 2005-9 |  |  |
|  4.69% (1 Month Term SOFR + 1.01%, 0.90% Floor, 11.00% Cap), 06/20/2035, Series 2005-9, Class 2A1C(2) | 3482 | 3276 |
|  HarborView Mortgage Loan Trust 2006-10 |  |  |
|  3.99% (1 Month Term SOFR + 0.51%, 0.40% Floor), 11/19/2036, Series 2006-10, Class 1A1A(2) | 6022 | 4871 |
|  HarborView Mortgage Loan Trust 2006-12 |  |  |
|  4.20% (1 Month Term SOFR + 0.52%, 0.41% Floor), 12/19/2036, Series 2006-12, Class 1A1A(2) | 22090 | 18547 |
|  HarborView Mortgage Loan Trust 2006-7 |  |  |
|  4.19% (1 Month Term SOFR + 0.51%, 0.40% Floor), 09/19/2046, Series 2006-7, Class 2A1A(2) | 1653 | 1518 |
|  HarborView Mortgage Loan Trust 2007-6 |  |  |
|  3.99% (1 Month Term SOFR + 0.31%, 10.50% Cap), 08/19/2037, Series 2007-6, Class 1A1A(2) | 4796 | 4184 |
|  Hilton USA Trust |  |  |
|  5.42% (1 Month Term SOFR + 1.74%, 1.74% Floor), 07/15/2042, Series 2025-NVIL, Class A(1)(2) | 12300 | 12300 |
|  Homes 2024-Nqm2 Trust |  |  |
|  5.72%, 10/25/2069, Series 2024-NQM2, Class A1(1)(5) | 23025 | 23132 |
|  Homes 2025-NQM1 Trust |  |  |
|  5.55%, 01/25/2070, Series 2025-NQM1, Class A1(1)(5) | 28696 | 28783 |
|  HOMES 2026-NQM1 Trust |  |  |
|  4.80%, 09/25/2070, Series 2026-NQM1, Class A1(1)(5) | 14543 | 14428 |
|  HSI Asset Securitization Corp. Trust 2005-NC1 |  |  |
|  4.75% (1 Month Term SOFR + 1.07%, 0.96% Floor), 07/25/2035, Series 2005-NC1, Class M3(2) | 4148 | 3968 |
|  Hudson Yards 2025-SPRL Mortgage Trust |  |  |
|  5.76%, 01/13/2040, Series 2025-SPRL, Class B(1)(3) | 10439 | 10680 |
|  Hudsons Bay Simon JV Trust 2015-HBS |  |  |
|  4.15%, 08/05/2034, Series 2015-HB10, Class A10(1) | 3540 | 3392 |
|  IndyMac INDX Mortgage Loan Trust 2006-AR19 |  |  |
|  4.03%, 08/25/2036, Series 2006-AR19, Class 5A2(3) | 11959 | 8493 |
|  IndyMac INDX Mortgage Loan Trust 2007-AR15 |  |  |
|  4.18%, 08/25/2037, Series 2007-AR15, Class 1A1(3) | 2789 | 1954 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9 |  |  |
|  3.50%, 12/15/2047, Series 2012-LC9, Class D(1)(3) | 215 | 209 |
|  3.50%, 12/15/2047, Series 2012-LC9, Class C(1)(3) | 1924 | 1885 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT |  |  |
|  5.35%, 07/05/2033, Series 2018-WPT, Class DFX(1) | 10060 | 4835 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2019-OSB |  |  |
|  3.40%, 06/05/2039, Series 2019-OSB, Class A(1) | 8013 | 7514 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2021-1440 |  |  |
|  5.09% (1 Month Term SOFR + 1.41%, 1.30% Floor), 03/15/2036, Series 2021-1440, Class A(1)(2) | 5000 | 4641 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2023-CCDC |  |  |
|  7.24%, 10/05/2040, Series 2023-CCDC, Class A(1) | 5800 | 5997 |
|  JP Morgan Chase Commercial Mortgage Securities Trust 2025-BMS |  |  |
|  5.27% (1 Month Term SOFR + 1.60%, 1.60% Floor), 01/15/2042, Series 2025-BMS, Class A(1)(2) | 5700 | 5686 |
|  5.67% (1 Month Term SOFR + 2.00%, 2.00% Floor), 01/15/2042, Series 2025-BMS, Class B(1)(2) | 3500 | 3491 |
|  JP Morgan Mortgage Trust 2024-10 |  |  |
|  4.91% (30-day Average SOFR + 1.25%, 7.50% Cap), 03/25/2055, Series 2024-10, Class A11(1)(2) | 8946 | 8962 |
|  JP Morgan Mortgage Trust 2024-9 |  |  |
|  5.01% (30-day Average SOFR + 1.35%, 7.50% Cap), 02/25/2055, Series 2024-9, Class A11(1)(2) | 5707 | 5718 |
|  JP Morgan Mortgage Trust 2025-LTV3 |  |  |
|  7.45%, 04/25/2056, Series 2025-LTV3, Class PT(1)(3) | 15094 | 15180 |
|  JP Morgan Mortgage Trust Series 2024-CES2 |  |  |
|  0.00%, 02/25/2055, Series 2024-CES2, Class PT(1)(3) | 79620 | 85836 |
|  JP Morgan Mortgage Trust Series 2025-NQM2 |  |  |
|  5.92%, 09/25/2065, Series 2025-NQM2, Class A3(1)(5) | 7466 | 7489 |
|  JP Morgan Mortgage Trust Series 2026-VIS1 |  |  |
|  4.79%, 06/25/2066, Series 2026-VIS1, Class A1(1)(3) | 9831 | 9748 |
|  JP Morgan Seasoned Mortgage Trust 2010-1 |  |  |
|  0.00%, 03/25/2050, Series 2010-1, Class B(1)(3) | 3345 | 2919 |
|  Legacy Mortgage Asset Trust 2021-GS2 |  |  |
|  5.75%, 04/25/2061, Series 2021-GS2, Class A1(1)(5) | 3060 | 3066 |
|  Legacy Mortgage Asset Trust 2021-GS3 |  |  |
|  5.75%, 07/25/2061, Series 2021-GS3, Class A1(1)(5) | 6509 | 6511 |
|  Legacy Mortgage Asset Trust 2021-GS4 |  |  |
|  5.65%, 11/25/2060, Series 2021-GS4, Class A1(1)(5) | 7225 | 7229 |
|  Legacy Mortgage Asset Trust 2021-GS5 |  |  |
|  6.25%, 07/25/2067, Series 2021-GS5, Class A1(1)(5) | 5039 | 5043 |
|  Lehman XS Trust Series 2005-5N |  |  |
|  4.15% (1 Month Term SOFR + 0.47%, 0.36% Floor), 11/25/2035, Series 2005-5N, Class 3A2(2) | 8939 | 8400 |
|  LEX 2024-BBG Mortgage Trust |  |  |
|  4.87%, 10/13/2033, Series 2024-BBG, Class A(1)(3) | 3200 | 3186 |
|  Ludgate Funding Plc |  |  |
|  4.46% (Sterling Overnight Index Average + 0.72%), 01/01/2061, Series 2008-W1X, Class A1(2) | 202 | 265 |
|  Lugo Funding DAC |  |  |
|  3.04% (3 Month €STR + 1.00%), 05/26/2066, Series 2024-1A, Class A(1)(2) | 11460 | 13226 |
|  MAD Commercial Mortgage Trust 2025-11MD |  |  |
|  5.26%, 10/15/2042, Series 2025-11MD, Class C(1)(3) | $8000 | 8049 |
|  Mansard Mortgages 2007-1 Plc |  |  |
|  4.04% (Sterling Overnight Index Average + 0.30%), 04/15/2047, Series 2007-1X, Class A2(2) | 1721 | 2265 |
|  4.16% (Sterling Overnight Index Average + 0.42%), 04/15/2049, Series 2007-1X, Class M1(2) | 3222 | 4121 |
|  Merrill Lynch Alternative Note Asset Trust Series 2007-A3 |  |  |
|  4.21% (1 Month Term SOFR + 0.53%, 0.42% Floor), 04/25/2037, Series 2007-A3, Class A1(2) | $26396 | 4396 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Merrill Lynch Mortgage Investors Trust Series MLCC 2004-HB1 |  |  |
|  3.28%, 04/25/2029, Series 2004-HB1, Class A3(3) | 129.0 | 109.0 |
|  Metlife Securitization Trust 2018-1 |  |  |
|  3.75%, 03/25/2057, Series 2018-1A, Class A(1)(3) | 2987.0 | 2893.0 |
|  MFA 2021-RPL1 Trust |  |  |
|  2.85%, 07/25/2060, Series 2021-RPL1, Class M2(1)(3) | 1200.0 | 993.0 |
|  MFA 2022-RPL1 Trust |  |  |
|  3.30%, 08/25/2061, Series 2022-RPL1, Class A1(1)(3) | 19839.0 | 18497.0 |
|  Mill City Mortgage Loan Trust 2018-1 |  |  |
|  3.25%, 05/25/2062, Series 2018-1, Class A1(1)(3) | 26.0 | 25.0 |
|  Mill City Mortgage Loan Trust 2018-2 |  |  |
|  3.75%, 05/25/2058, Series 2018-2, Class M1(1)(3) | 386.0 | 380.0 |
|  Mill City Mortgage Loan Trust 2018-3 |  |  |
|  3.50%, 08/25/2058, Series 2018-3, Class A1(1)(3) | 311.0 | 308.0 |
|  Mill City Mortgage Loan Trust 2019-1 |  |  |
|  3.50%, 10/25/2069, Series 2019-1, Class M1(1)(3) | 1188.0 | 1133.0 |
|  Mill City Mortgage Loan Trust 2019-GS1 |  |  |
|  2.75%, 07/25/2059, Series 2019-GS1, Class A1(1)(3) | 781.0 | 768.0 |
|  3.25%, 07/25/2059, Series 2019-GS1, Class M2(1)(3) | 1115.0 | 1016.0 |
|  Mill City Mortgage Loan Trust 2019-GS2 |  |  |
|  2.75%, 08/25/2059, Series 2019-GS2, Class A1(1)(3) | 2697.0 | 2629.0 |
|  Mill City Mortgage Loan Trust 2021-NMR1 |  |  |
|  2.50%, 11/25/2060, Series 2021-NMR1, Class M2(1)(3) | 1000.0 | 878.0 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11 |  |  |
|  3.89%, 08/15/2046, Series 2013-C11, Class B(3) | 1563.0 | 969.0 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12 |  |  |
|  4.60%, 10/15/2046, Series 2013-C12, Class C(3) | 155.0 | 150.0 |
|  Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 |  |  |
|  2.86%, 09/15/2049, Series 2016-C30, Class A5 | 1087.0 | 1076.0 |
|  Morgan Stanley Capital I Trust 2018-H4 |  |  |
|  4.31%, 12/15/2051, Series 2018-H4, Class A4 | 1361.0 | 1340.0 |
|  Morgan Stanley Capital I Trust 2021-230P |  |  |
|  5.59% (1 Month Term SOFR + 1.91%, 1.80% Floor), 12/15/2038, Series 2021-230P, Class C(1)(2) | 9974.0 | 9101.0 |
|  Morgan Stanley Residential Mortgage Loan Trust 2026-NQM1 |  |  |
|  4.81%, 12/25/2070, Series 2026-NQM1, Class A1(1)(3) | 13563.0 | 13436.0 |
|  5.03%, 12/25/2070, Series 2026-NQM1, Class A2(1)(5) | 3875.0 | 3840.0 |
|  Morgan Stanley Residential Mortgage Loan Trust 2026-NQM2 |  |  |
|  4.99%, 01/26/2071, Series 2026-NQM2, Class A2(1)(5) | 5857.0 | 5806.0 |
|  MRCD 2019-MARK Mortgage Trust |  |  |
|  2.72%, 12/15/2036, Series 2019-PARK, Class D(1) | 3000.0 | 2198.0 |
|  MSBAM Commercial Mortgage Securities Trust 2012-CKSV |  |  |
|  3.28%, 10/15/2030, Series 2012-CKSV, Class A2(1) | 1064.0 | 1016.0 |
|  MTN Commercial Mortgage Trust 2022-LPFL |  |  |
|  5.08% (1 Month Term SOFR + 1.40%, 1.40% Floor), 03/15/2039, Series 2022-LPFL, Class A(1)(2) | 14320.0 | 14311.0 |
|  New Residential Mortgage Loan Trust 2019-RPL3 |  |  |
|  2.75%, 07/25/2059, Series 2019-RPL3, Class A1(1)(3) | 9725.0 | 9423.0 |
|  New Residential Mortgage Loan Trust 2020-NQM |  |  |
|  3.89%, 05/24/2060, Series 2020-NQM2, Class M1(1)(3) | 8812.0 | 7969.0 |
|  New Residential Mortgage Loan Trust 2023-NQM1 |  |  |
|  6.86%, 10/25/2063, Series 2023-NQM1, Class A1A(1)(5) | 22863.0 | 23032.0 |
|  New Residential Mortgage Loan Trust 2024-NQM2 |  |  |
|  5.12%, 09/25/2064, Series 2024-NQM2, Class A1(1)(3) | 18640.0 | 18576.0 |
|  New Residential Mortgage Loan Trust 2024-NQM3 |  |  |
|  5.47%, 11/25/2064, Series 2024-NQM3, Class A1(1)(5) | 24253.0 | 24435.0 |
|  New Residential Mortgage Loan Trust 2024-RPL1 |  |  |
|  3.80%, 01/25/2064, Series 2024-RPL1, Class A(1)(3) | 12971.0 | 12226.0 |
|  New Residential Mortgage Loan Trust 2024-RTL1 |  |  |
|  6.66%, 03/25/2039, Series 2024-RTL1, Class A1(1)(5) | 8965.0 | 8972.0 |
|  New Residential Mortgage Loan Trust 2026-NQM2 |  |  |
|  4.74%, 12/25/2065, Series 2026-NQM2, Class A1(1)(3) | 14050.0 | 13908.0 |
|  5.05%, 12/25/2065, Series 2026-NQM2, Class A2(1)(5) | 13406.0 | 13256.0 |
|  Newgate Funding Plc |  |  |
|  4.03% (Sterling Overnight Index Average + 0.29%), 12/01/2050, Series 2006-2, Class A3A(2) | 2111.0 | 2783.0 |
|  NLT 2021-INV3 Trust |  |  |
|  0.00%, 11/25/2056, Series 2021-INV3, Class PT(1)(3) | $15108.0 | 13888.0 |
|  NLT 2023-1 Trust |  |  |
|  3.20%, 10/25/2062, Series 2023-1, Class A1(1)(3) | 6869.0 | 6332.0 |
|  NYC Commercial Mortgage Trust 2025-1155 |  |  |
|  5.83%, 06/10/2042, Series 2025-1155, Class A(1) | 12089.0 | 12228.0 |
|  NYMT Loan Trust 2022-CP1 |  |  |
|  3.21%, 07/25/2061, Series 2022-CP1, Class M1(1) | 700.0 | 608.0 |
|  NYMT Loan Trust 2024-INV1 |  |  |
|  5.38%, 06/25/2069, Series 2024-INV1, Class A1(1)(3) | 3558.0 | 3566.0 |
|  NYMT Loan Trust Series 2024-BPL2 |  |  |
|  6.51%, 05/25/2039, Series 2024-BPL2, Class A1(1)(5) | 8405.0 | 8440.0 |
|  NYMT Loan Trust Series 2024-BPL3 |  |  |
|  5.27%, 09/25/2039, Series 2024-BPL3, Class A1(1)(5) | 4030.0 | 4029.0 |
|  NYO Commercial Mortgage Trust 2021-1290 |  |  |
|  4.88% (1 Month Term SOFR + 1.21%, 1.10% Floor), 11/15/2038, Series 2021-1290, Class A(1)(2) | 10900.0 | 10873.0 |
|  OBX 2018-EXP1 Trust |  |  |
|  4.00%, 04/25/2048, Series 2018-EXP1, Class 1A3(1)(3) | 97.0 | 92.0 |
|  OBX 2019-EXP2 Trust |  |  |
|  4.00%, 06/25/2059, Series 2019-EXP2, Class 1A3(1)(3) | 155.0 | 150.0 |
|  OBX 2019-EXP3 Trust |  |  |
|  3.50%, 10/25/2059, Series 2019-EXP3, Class 1A8(1)(3) | 99.0 | 93.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  OBX 2020-EXP1 Trust |  |  |
|  4.54% (1 Month Term SOFR + 0.86%), 02/25/2060, Series 2020-EXP1, Class 2A1(1)(2) | 106 | 104 |
|  OBX 2021-NQM3 Trust |  |  |
|  1.05%, 07/25/2061, Series 2021-NQM3, Class A1(1)(3) | 2889 | 2423 |
|  OBX 2022-NQM2 Trust |  |  |
|  4.00%, 01/25/2062, Series 2022-NQM2, Class A1(1)(3) | 31555 | 30287 |
|  OBX 2022-NQM7 Trust |  |  |
|  5.11%, 08/25/2062, Series 2022-NQM7, Class A1(1)(5) | 2934 | 2924 |
|  OBX 2023-NQM3 Trust |  |  |
|  5.95%, 02/25/2063, Series 2023-NQM3, Class A1(1)(5) | 15182 | 15132 |
|  OBX 2023-NQM5 Trust |  |  |
|  6.57%, 06/25/2063, Series 2023-NQM5, Class A1A(1)(5) | 5843 | 5845 |
|  OBX 2023-NQM8 Trust |  |  |
|  7.05%, 09/25/2063, Series 2023-NQM8, Class A1(1)(5) | 4628 | 4654 |
|  One Bryant Park Trust 2019-OBP |  |  |
|  2.52%, 09/15/2054, Series 2019-OBP, Class A(1) | 7000 | 6468 |
|  One Market Plaza Trust 2017-1MKT |  |  |
|  3.61%, 02/10/2032, Series 2017-1MKT, Class A(1) | 7017 | 6757 |
|  One New York Plaza Trust 2020-1NYP |  |  |
|  4.74% (1 Month Term SOFR + 1.06%, 0.95% Floor), 01/15/2036, Series 2020-1NYP, Class A(1)(2) | 18115 | 17436 |
|  PGA Trust 2024-RSR2 |  |  |
|  5.56% (1 Month Term SOFR + 1.89%, 1.89% Floor), 06/15/2039, Series 2024-RSR2, Class A(1)(2) | 21248 | 21175 |
|  PMT Loan Trust 2024-INV1 |  |  |
|  5.50%, 10/25/2059, Series 2024-INV1, Class A3(1)(3) | 4403 | 4393 |
|  PMT Loan Trust 2026-INV4 |  |  |
|  5.50%, 03/25/2057, Series 2026-INV4, Class A8(1)(3) | 9700 | 9693 |
|  PRET 2025-RPL5 Trust |  |  |
|  4.15%, 01/25/2070, Series 2025-RPL5, Class A1(1)(5) | 16326 | 15846 |
|  PRET 2026-RPL1 Trust |  |  |
|  4.15%, 01/25/2070, Series 2026-RPL1, Class A1(1)(5) | 9125 | 8838 |
|  PRKCM 2022-AFC1 Trust |  |  |
|  4.10%, 04/25/2057, Series 2022-AFC1, Class A1A(1)(3) | 47882 | 47670 |
|  PRKCM 2024-AFC1 Trust |  |  |
|  6.33%, 03/25/2059, Series 2024-AFC1, Class A1(1)(5) | 2871 | 2891 |
|  PRPM 2022-NQM1 Trust |  |  |
|  5.50%, 08/25/2067, Series 2022-NQM1, Class A1(1)(5) | 12854 | 12814 |
|  PRPM 2023-RCF1 LLC |  |  |
|  4.00%, 06/25/2053, Series 2023-RCF1, Class A1(1)(5) | 4344 | 4298 |
|  PRPM 2023-RCF2 LLC |  |  |
|  4.00%, 11/25/2053, Series 2023-RCF2, Class A1(1)(5) | 518 | 510 |
|  PRPM 2024-7 LLC |  |  |
|  5.87%, 11/25/2029, Series 2024-7, Class A1(1)(5) | 3122 | 3123 |
|  PRPM 2024-NQM1 Trust |  |  |
|  6.27%, 12/25/2068, Series 2024-NQM1, Class A1(1)(5) | 1363 | 1371 |
|  PRPM 2024-NQM2 Trust |  |  |
|  6.33%, 06/25/2069, Series 2024-NQM2, Class A1(1)(5) | 1393 | 1406 |
|  PRPM 2024-NQM3 |  |  |
|  5.23%, 08/25/2069, Series 2024-NQM3, Class A1(1)(5) | 4187 | 4178 |
|  PRPM 2024-RCF1 LLC |  |  |
|  4.00%, 01/25/2054, Series 2024-RCF1, Class A1(1)(5) | 1137 | 1122 |
|  PRPM 2024-RCF2 LLC |  |  |
|  3.75%, 03/25/2054, Series 2024-RCF2, Class A1(1)(5) | 4184 | 4098 |
|  PRPM 2024-RCF6 LLC |  |  |
|  4.00%, 10/25/2064, Series 2024-RCF6, Class A1(1)(5) | 1642 | 1606 |
|  PRPM 2025-2 LLC |  |  |
|  6.47%, 05/25/2030, Series 2025-2, Class A1(1)(5) | 2523 | 2517 |
|  PRPM 2025-7 LLC |  |  |
|  5.50%, 08/25/2030, Series 2025-7, Class A1(1)(5) | 10932 | 10895 |
|  PRPM 2025-8 LLC |  |  |
|  5.39%, 10/25/2030, Series 2025-8, Class A1(1)(5) | 10364 | 10318 |
|  PRPM 2025-RCF1 LLC |  |  |
|  4.50%, 02/25/2055, Series 2025-RCF1, Class A1(1)(5) | 3466 | 3420 |
|  PRPM 2025-RCF4 LLC |  |  |
|  4.50%, 08/25/2055, Series 2025-RCF4, Class A1(1)(5) | 3150 | 3098 |
|  PRPM 2025-RCF5 LLC |  |  |
|  4.84%, 10/25/2055, Series 2025-RCF5, Class A1(1)(5) | 4018 | 3974 |
|  PRPM 2025-RPL3 LLC |  |  |
|  3.25%, 04/25/2055, Series 2025-RPL3, Class A1(1)(5) | 24807 | 23982 |
|  PRPM 2025-RPL4 LLC |  |  |
|  3.00%, 05/25/2055, Series 2025-RPL4, Class A1(1)(5) | 27505 | 26095 |
|  PRPM 2026-1 LLC |  |  |
|  5.19%, 02/25/2031, Series 2026-1, Class A1(1)(5) | 6839 | 6767 |
|  PRPM 2026-2 LLC |  |  |
|  5.09%, 02/25/2031, Series 2026-2, Class A1(1)(5) | 7162 | 7149 |
|  PRPM 2026-RCF2 LLC |  |  |
|  5.50%, 03/25/2056, Series 2026-RCF2, Class A1(1)(3) | 14040 | 14091 |
|  RALI Series 2006-QS9 Trust |  |  |
|  6.00%, 07/25/2036, Series 2006-QS9, Class 1A3 | 1754 | 1409 |
|  RALI Series 2007-QH8 Trust |  |  |
|  4.79%, 10/25/2037, Series 2007-QH8, Class A(3) | 647 | 515 |
|  RALI Series 2007-QS2 Trust |  |  |
|  6.25%, 01/25/2037, Series 2007-QS2, Class A4 | 10213 | 8511 |
|  Roc Mortgage Trust 2024-RTL1 |  |  |
|  5.59%, 10/25/2039, Series 2024-RTL1, Class A1(1)(5) | 11670 | 11686 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  ROCK Trust 2024-CNTR |  |  |
|  5.93%, 11/13/2041, Series 2024-CNTR, Class B(1) | 5309 | 5429 |
|  6.47%, 11/13/2041, Series 2024-CNTR, Class C(1) | 3174 | 3271 |
|  SCOTT Trust 2023-SFS |  |  |
|  5.91%, 03/10/2040, Series 2023-SFS, Class A(1) | 9025 | 9187 |
|  Sequoia Mortgage Trust 2004-9 |  |  |
|  4.82% (6 Month Term SOFR + 1.15%, 0.72% Floor, 11.50% Cap), 10/20/2034, Series 2004-9, Class A2(2) | 541 | 486 |
|  Sequoia Mortgage Trust 2017-CH1 |  |  |
|  4.00%, 08/25/2047, Series 2017-CH1, Class A1(1)(3) | 45 | 42 |
|  Sequoia Mortgage Trust 2017-CH2 |  |  |
|  4.00%, 12/25/2047, Series 2017-CH2, Class A1(1)(3) | 89 | 84 |
|  4.00%, 12/25/2047, Series 2017-CH2, Class A19(1)(3) | 92 | 86 |
|  Sequoia Mortgage Trust 2018-CH1 |  |  |
|  3.50%, 03/25/2048, Series 2018-CH1, Class A2(1)(3) | 28 | 26 |
|  Sequoia Mortgage Trust 2018-CH2 |  |  |
|  4.00%, 06/25/2048, Series 2018-CH2, Class A21(1)(3) | 90 | 82 |
|  Sequoia Mortgage Trust 2018-CH3 |  |  |
|  4.00%, 08/25/2048, Series 2018-CH3, Class A2(1)(3) | 5 | 5 |
|  4.50%, 08/25/2048, Series 2018-CH3, Class A19(1)(3) | 7 | 7 |
|  4.50%, 08/25/2048, Series 2018-CH3, Class A13(1)(3) | 13 | 13 |
|  Sequoia Mortgage Trust 2025-2 |  |  |
|  5.50%, 03/25/2055, Series 2025-2, Class A5(1)(3) | 12252 | 12253 |
|  Sequoia Mortgage Trust 2025-4 |  |  |
|  5.50%, 04/25/2055, Series 2025-4, Class A5(1)(3) | 3069 | 3071 |
|  Sequoia Mortgage Trust 2025-6 |  |  |
|  5.50%, 07/25/2055, Series 2025-6, Class A5(1)(3) | 11753 | 11759 |
|  Sequoia Mortgage Trust 2025-HYB1 |  |  |
|  5.05%, 10/25/2055, Series 2025-HYB1, Class A1A(1)(3) | 4057 | 4055 |
|  SFO Commercial Mortgage Trust 2021-555 |  |  |
|  4.94% (1 Month Term SOFR + 1.26%, 1.15% Floor), 05/15/2038, Series 2021-555, Class A(1)(2) | 4900 | 4891 |
|  5.59% (1 Month Term SOFR + 1.91%, 1.80% Floor), 05/15/2038, Series 2021-555, Class C(1)(2) | 6550 | 6509 |
|  SMRT 2022-MINI |  |  |
|  4.67% (1 Month Term SOFR + 1.00%, 1.00% Floor), 01/15/2039, Series 2022-MINI, Class A(1)(2) | 5200 | 5197 |
|  5.62% (1 Month Term SOFR + 1.95%, 1.95% Floor), 01/15/2039, Series 2022-MINI, Class D(1)(2) | 1120 | 1117 |
|  Stratton Mortgage Funding 2024-1 Plc |  |  |
|  4.90% (Sterling Overnight Index Average + 1.15%), 06/20/2060, Series 2024-1A, Class A(1)(2) | 27268 | 36127 |
|  5.50% (Sterling Overnight Index Average + 1.75%), 06/20/2060, Series 2024-1A, Class B(1)(2) | 19600 | 25984 |
|  STWD 2021-LIH Mortgage Trust |  |  |
|  5.74% (1 Month Term SOFR + 2.07%, 1.96% Floor), 11/15/2036, Series 2021-LIH, Class C(1)(2) | $16200 | 16185 |
|  6.69% (1 Month Term SOFR + 3.02%, 2.90% Floor), 11/15/2036, Series 2021-LIH, Class E(1)(2) | 6877 | 6868 |
|  TCO Commercial Mortgage Trust 2024-DPM |  |  |
|  4.92% (1 Month Term SOFR + 1.24%, 1.24% Floor), 12/15/2039, Series 2024-DPM, Class A(1)(2) | 4100 | 4094 |
|  Towd Point Mortgage Funding 2024 - Granite 6 Plc |  |  |
|  4.67% (Sterling Overnight Index Average + 0.93%), 07/20/2053, Series 2024-GR6A, Class A1(1)(2) | 21540 | 28533 |
|  Towd Point Mortgage Trust 2015-5 |  |  |
|  3.97%, 05/25/2055, Series 2015-5, Class B2(1)(3) | $10000 | 9679 |
|  Towd Point Mortgage Trust 2017-3 |  |  |
|  3.00%, 07/25/2057, Series 2017-3, Class A2(1)(3) | 149 | 147 |
|  3.82%, 07/25/2057, Series 2017-3, Class B2(1)(3) | 2900 | 2586 |
|  Towd Point Mortgage Trust 2017-4 |  |  |
|  3.25%, 06/25/2057, Series 2017-4, Class M2(1)(3) | 3873 | 3408 |
|  Towd Point Mortgage Trust 2018-3 |  |  |
|  3.75%, 05/25/2058, Series 2018-3, Class A1(1)(3) | 481 | 472 |
|  Towd Point Mortgage Trust 2018-5 |  |  |
|  3.25%, 07/25/2058, Series 2018-5, Class M1(1)(3) | 2250 | 1923 |
|  3.25%, 07/25/2058, Series 2018-5, Class A1(1)(3) | 5485 | 5288 |
|  Towd Point Mortgage Trust 2019-1 |  |  |
|  3.75%, 03/25/2058, Series 2019-1, Class A1(1)(3) | 1109 | 1075 |
|  Towd Point Mortgage Trust 2019-2 |  |  |
|  3.75%, 12/25/2058, Series 2019-2, Class M1(1)(3) | 9810 | 8478 |
|  Towd Point Mortgage Trust 2019-4 |  |  |
|  2.90%, 10/25/2059, Series 2019-4, Class A1(1)(3) | 31022 | 29817 |
|  3.50%, 10/25/2059, Series 2019-4, Class M1(1)(3) | 1155 | 1018 |
|  Towd Point Mortgage Trust 2021-SJ2 |  |  |
|  2.25%, 12/25/2061, Series 2021-SJ2, Class A1A(1)(3) | 11053 | 10807 |
|  Towd Point Mortgage Trust 2022-SJ1 |  |  |
|  4.50%, 03/25/2062, Series 2022-SJ1, Class M1(1)(3) | 21089 | 20623 |
|  Towd Point Mortgage Trust 2024-3 |  |  |
|  5.01%, 07/25/2065, Series 2024-3, Class A1A(1)(3) | 6083 | 6054 |
|  Towd Point Mortgage Trust 2024-4 |  |  |
|  4.55%, 10/27/2064, Series 2024-4, Class A1A(1)(3) | 14222 | 14234 |
|  Tower Bridge Funding 2024-2 Plc |  |  |
|  4.63% (Sterling Overnight Index Average + 0.88%), 05/20/2066, Series 2024-2A, Class A(1)(2) | 2581 | 3418 |
|  Trinity Square 2021-1 Plc |  |  |
|  4.65% (Sterling Overnight Index Average + 0.90%), 07/15/2059, Series 2021-1A, Class AR(1)(2) | 1437 | 1903 |
|  TVC Mortgage Trust 2024-RRTL1 |  |  |
|  5.55%, 07/25/2039, Series 2024-RRTL1, Class A1(1)(5) | $12455 | 12481 |
|  TVC Mortgage Trust 2026-RRTL1 |  |  |
|  4.96%, 02/25/2041, Series 2026-RRTL1, Class A1(1)(5) | 2840 | 2826 |
|  Uropa Securities Plc |  |  |
|  2.23% (3 Month €STR + 0.20%), 10/10/2040, Series 2007-1, Class A3B(2) | 455 | 522 |
|  Valley Funding Plc |  |  |
|  0.00%, 05/16/2066, Series 1A, Class R(1) | 322 | 408 |
|  0.00%, 05/16/2066, Series 1A, Class RC(1) | 9 | 589 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  0.00%, 05/16/2066, Series 1A, Class Z(1) | 7993 | 8942 |
|  4.75% (Sterling Overnight Index Average + 1.00%), 05/16/2066, Series 1A, Class A(1)(2) | 40263 | 53265 |
|  5.25% (Sterling Overnight Index Average + 1.50%), 05/16/2066, Series 1A, Class B(1)(2) | 5135 | 6796 |
|  5.75% (Sterling Overnight Index Average + 2.00%), 05/16/2066, Series 1A, Class C(1)(2) | 5358 | 7089 |
|  6.75% (Sterling Overnight Index Average + 3.00%), 05/16/2066, Series 1A, Class D(1)(2) | 2768 | 3665 |
|  7.75% (Sterling Overnight Index Average + 4.00%), 05/16/2066, Series 1A, Class E(1)(2) | 1786 | 2365 |
|  9.25% (Sterling Overnight Index Average + 5.50%), 05/16/2066, Series 1A, Class F(1)(2) | 982 | 1301 |
|  VASA Trust 2021-VASA |  |  |
|  5.04% (1 Month Term SOFR + 1.36%, 1.25% Floor), 07/15/2039, Series 2021-VASA, Class B(1)(2) | $14000 | 13500 |
|  5.54% (1 Month Term SOFR + 1.86%, 1.75% Floor), 07/15/2039, Series 2021-VASA, Class C(1)(2) | 12000 | 11271 |
|  Verus Securitization Trust 2021-3 |  |  |
|  1.05%, 06/25/2066, Series 2021-3, Class A1(1)(3) | 5585 | 4973 |
|  Verus Securitization Trust 2021-5 |  |  |
|  1.01%, 09/25/2066, Series 2021-5, Class A1(1)(3) | 17140 | 14749 |
|  Verus Securitization Trust 2021-7 |  |  |
|  2.83%, 10/25/2066, Series 2021-7, Class A1(1)(5) | 7332 | 6719 |
|  Verus Securitization Trust 2022-2 |  |  |
|  4.26%, 02/25/2067, Series 2022-2, Class A2(1)(5) | 21812 | 20791 |
|  4.26%, 02/25/2067, Series 2022-2, Class A1(1)(5) | 40884 | 39287 |
|  Verus Securitization Trust 2022-3 |  |  |
|  5.13%, 02/25/2067, Series 2022-3, Class A1(1)(5) | 16028 | 15312 |
|  Verus Securitization Trust 2023-5 |  |  |
|  6.48%, 06/25/2068, Series 2023-5, Class A1(1)(5) | 2593 | 2592 |
|  Verus Securitization Trust 2023-7 |  |  |
|  7.07%, 10/25/2068, Series 2023-7, Class A1(1)(5) | 8500 | 8558 |
|  Verus Securitization Trust 2024-3 |  |  |
|  6.34%, 04/25/2069, Series 2024-3, Class A1(1)(5) | 3458 | 3486 |
|  Verus Securitization Trust 2024-8 |  |  |
|  5.36%, 10/25/2069, Series 2024-8, Class A1(1)(3) | 3177 | 3182 |
|  Verus Securitization Trust 2024-INV1 |  |  |
|  6.12%, 03/25/2069, Series 2024-INV1, Class A1(1)(5) | 9491 | 9547 |
|  Verus Securitization Trust 2024-R1 |  |  |
|  5.22%, 09/25/2069, Series 2024-R1, Class A1(1)(3) | 5042 | 5054 |
|  VTR Commercial Mortgage Trust 2025-STEM |  |  |
|  5.47%, 10/13/2039, Series 2025-STEM, Class C(1)(3) | 13945 | 13752 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR11 Trust |  |  |
|  4.43% (1 Month Term SOFR + 0.75%, 0.64% Floor, 10.50% Cap), 08/25/2045, Series 2005-AR11,<br>Class A1A(2) | 868 | 873 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust |  |  |
|  4.37% (1 Month Term SOFR + 0.69%, 0.58% Floor, 10.50% Cap), 10/25/2045, Series 2005-AR13,<br>Class A1A1(2) | 1157 | 1127 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust |  |  |
|  4.31% (1 Month Term SOFR + 0.63%, 0.52% Floor, 10.50% Cap), 11/25/2045, Series 2005-AR15,<br>Class A1A1(2) | 2289 | 2167 |
|  WaMu Mortgage Pass-Through Certificates Series 2005-AR2 Trust |  |  |
|  4.45% (1 Month Term SOFR + 0.77%, 0.66% Floor, 10.50% Cap), 01/25/2045, Series 2005-AR2,<br>Class 1A1A(2) | 2401 | 2458 |
|  WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust |  |  |
|  4.93% (12 Month U.S. Treasury Average + 1.07%, 1.07% Floor), 01/25/2046, Series 2006-AR1,<br>Class 2A1A(2) | 14747 | 14341 |
|  WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust |  |  |
|  4.61% (12 Month U.S. Treasury Average + 0.75%, 0.75% Floor), 06/25/2047, Series 2007-OA5,<br>Class 1A(2) | 6883 | 5940 |
|  Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-2 Trust |  |  |
|  5.50%, 04/25/2037, Series 2007-2, Class 2A1 | 3559 | 3495 |
|  Wells Fargo Commercial Mortgage Trust 2016-C36 |  |  |
|  3.42%, 11/15/2059, Series 2016-C36, Class AS | 4341 | 4267 |
|  Wells Fargo Commercial Mortgage Trust 2020-C55 |  |  |
|  2.73%, 02/15/2053, Series 2020-C55, Class A5 | 5200 | 4854 |
|  Wells Fargo Commercial Mortgage Trust 2024-SVEN |  |  |
|  6.26%, 06/10/2037, Series 2024-SVEN, Class B(1)(3) | 11010 | 11259 |
|  WFRBS Commercial Mortgage Trust 2013-C15 |  |  |
|  4.15%, 08/15/2046, Series 2013-C15, Class B(3) | 1314 | 1277 |
|  WFRBS Commercial Mortgage Trust 2014-C20 |  |  |
|  4.38%, 05/15/2047, Series 2014-C20, Class B | 1515 | 1310 |
|  **Total Mortgage-Backed Obligations (Cost: $20,674,945)** |  | **20443156** |
|  **U.K. Treasury Bonds – 0.20%** |  |  |
|  United Kingdom Gilt |  |  |
|  4.38%, 03/07/2028 | 70480 | 93215 |
|  **Total U.K. Treasury Bonds (Cost: $95,091)** |  | **93215** |
|  **Total Bonds & Notes (Cost: $50,624,143)** | **Total Bonds & Notes (Cost: $50,624,143)** | **49973909** |
|  **BANK LOANS – 0.95%** |  |  |
|  1011778 BC ULC |  |  |
|  5.42% (CME Term SOFR + 1.75%), 09/20/2030(2) | $1405 | 1401 |
|  ABG Intermediate Holdings 2 LLC |  |  |
|  5.92% (CME Term SOFR + 2.25%), 12/21/2028(2) | 1161 | 1157 |
|  Abilene DC 4 LLC |  |  |
|  4.68% (CME Term SOFR + 2.25%), 06/09/2028(2)(4) | 25973 | 25974 |
|  Abilene DC 5 LLC |  |  |
|  4.01% (CME Term SOFR + 2.25%), 06/09/2028(2)(4) | 21420 | 21421 |
|  Abilene DC 7 LLC |  |  |
|  3.28% (CME Term SOFR + 2.25%), 06/09/2028(2)(4) | 17334 | 17334 |
|  Action Environmental Group, Inc. |  |  |
|  6.70% (CME Term SOFR + 3.00%), 10/24/2030(2) | 904 | 899 |
|  ADMI Corp. |  |  |
|  7.16% (CME Term SOFR + 3.38%), 12/23/2027(2) | 697 | 651 |
|  Advantage Sales & Marketing, Inc. |  |  |
|  9.78% (CME Term SOFR + 6.00%), 04/19/2030(2) | 1346 | 1010 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  AI Mansart |  |  |
|  8.99% (CME Term SOFR + 5.25%), 09/01/2028(2)(4) | 344.0 | 337.0 |
|  Albion Financing 3 Sarl |  |  |
|  6.66% (CME Term SOFR + 3.00%), 05/21/2031(2) | 1489.0 | 1486.0 |
|  Alpha Generation LLC |  |  |
|  5.42% (CME Term SOFR + 1.75%), 09/30/2031(2) | 2598.0 | 2589.0 |
|  Altice Financing SA |  |  |
|  8.67% (CME Term SOFR + 5.00%), 10/31/2027(2) | 633.0 | 458.0 |
|  Altice France SA |  |  |
|  8.89% (€STR + 6.88%), 05/31/2031(2) | 75.0 | 87.0 |
|  10.55% (CME Term SOFR + 6.88%), 05/31/2031(2) | $20865.0 | 20879.0 |
|  AmSpec Parent LLC |  |  |
|  7.20% (CME Term SOFR + 3.50%), 12/22/2031(2) | 1888.0 | 1880.0 |
|  AmSurg LLC |  |  |
|  11.64% (CME Term SOFR + 7.88%), 07/20/2026(2)(4) | 2787.0 | 2787.0 |
|  11.64% (CME Term SOFR + 7.88%), 11/03/2028(2)(4) | 10023.0 | 10324.0 |
|  Arches Buyer, Inc. |  |  |
|  7.02% (CME Term SOFR + 3.25%), 12/06/2027(2) | 248.0 | 247.0 |
|  Arcwood Environmental, Inc. |  |  |
|  (CME Term SOFR + 3.00%), 04/01/2033(17) | 997.0 | 997.0 |
|  Asurion LLC |  |  |
|  9.03% (CME Term SOFR + 5.25%), 01/20/2029(2) | 383.0 | 380.0 |
|  Avolon TLB Borrower 1 (US) LLC |  |  |
|  5.43% (CME Term SOFR + 1.75%), 06/22/2030(2) | 5553.0 | 5558.0 |
|  Bach Finance Ltd. |  |  |
|  5.92% (CME Term SOFR + 2.25%), 01/09/2032(2) | 926.0 | 913.0 |
|  Balcan Innovations, Inc. |  |  |
|  8.42% (CME Term SOFR + 4.75%), 10/18/2031(2) | 927.0 | 602.0 |
|  Barracuda Parent LLC |  |  |
|  8.17% (CME Term SOFR + 4.50%), 08/15/2029(2) | 710.0 | 449.0 |
|  BCPE Empire Holdings, Inc. |  |  |
|  6.92% (CME Term SOFR + 3.25%), 12/11/2030(2) | 326.0 | 321.0 |
|  7.17%, 12/29/2032(2) | 4393.0 | 4319.0 |
|  BCPE North Star U.S. Holdco 2, Inc. |  |  |
|  7.78% (CME Term SOFR + 4.00%), 06/09/2028(2) | 1523.0 | 1515.0 |
|  Blackhawk Network Holdings, Inc. |  |  |
|  7.17% (CME Term SOFR + 3.50%), 03/12/2029(2) | 1390.0 | 1370.0 |
|  Boxer Parent Co. Inc. |  |  |
|  6.67% (CME Term SOFR + 3.00%), 07/30/2031(2) | 1197.0 | 1107.0 |
|  BW Gas & Convenience Holdings LLC |  |  |
|  7.28% (CME Term SOFR + 3.50%), 03/31/2028(2) | 497.0 | 496.0 |
|  C&S Wholesale Grocers LLC |  |  |
|  8.70% (CME Term SOFR + 5.00%), 09/20/2030(2) | 2384.0 | 2326.0 |
|  Cast & Crew LLC |  |  |
|  7.42% (CME Term SOFR + 3.75%), 12/29/2028(2) | 1536.0 | 587.0 |
|  Celsius, Inc. |  |  |
|  6.20% (CME Term SOFR + 2.50%), 04/01/2032(2) | 937.0 | 938.0 |
|  Charter Communications Operating LLC |  |  |
|  5.91% (CME Term SOFR + 2.25%), 12/15/2031(2) | 2580.0 | 2579.0 |
|  City Football Group Ltd. |  |  |
|  7.17% (CME Term SOFR + 3.50%), 07/18/2030(2) | 2349.0 | 2340.0 |
|  Cleanova U.S. Holdings LLC |  |  |
|  8.42% (CME Term SOFR + 4.75%), 06/14/2032(2) | 761.0 | 759.0 |
|  Cloud Software Group, Inc. |  |  |
|  6.95% (CME Term SOFR + 3.25%), 03/21/2031(2) | 1128.0 | 1030.0 |
|  Cloudera, Inc. |  |  |
|  7.52% (CME Term SOFR + 3.75%), 10/08/2028(2) | 2427.0 | 2154.0 |
|  Cornerstone Generation LLC |  |  |
|  5.92% (CME Term SOFR + 2.25%), 08/11/2032(2) | 548.0 | 548.0 |
|  CPI Buyer LLC |  |  |
|  7.66% (CME Term SOFR + 4.00%), 05/27/2032(2) | 1130.0 | 1118.0 |
|  Darktrace Finco U.S. LLC |  |  |
|  6.90% (CME Term SOFR + 3.25%), 10/09/2031(2) | 1539.0 | 1470.0 |
|  Dave & Buster's, Inc. |  |  |
|  6.94% (CME Term SOFR + 3.25%), 11/01/2031(2) | 1515.0 | 1260.0 |
|  Delivery Hero SE |  |  |
|  8.64% (CME Term SOFR + 5.00%), 12/12/2029(2) | 3501.0 | 3431.0 |
|  8.72% (CME Term SOFR + 5.00%), 06/30/2032(2) | 1315.0 | 1270.0 |
|  DraftKings, Inc. |  |  |
|  5.42% (CME Term SOFR + 1.75%), 03/04/2032(2) | 1486.0 | 1483.0 |
|  DTI Holdco, Inc. |  |  |
|  7.67% (CME Term SOFR + 4.00%), 04/26/2029(2) | 1823.0 | 1568.0 |
|  EagleView Technology Corp. |  |  |
|  10.20% (CME Term SOFR + 6.50%), 08/14/2028(2) | 2032.0 | 1845.0 |
|  Element Materials Technology Group U.S. Holdings Inc. |  |  |
|  7.20% (CME Term SOFR + 3.50%), 07/06/2029(2) | 297.0 | 298.0 |
|  Entain Plc |  |  |
|  5.95% (CME Term SOFR + 2.25%), 07/31/2032(2) | 3396.0 | 3390.0 |
|  Envalior Finance GmbH |  |  |
|  7.53% (€STR + 5.50%), 03/29/2030(2) | 4100.0 | 4203.0 |
|  9.17% (CME Term SOFR + 5.50%), 03/29/2030(2) | $7957.0 | 6868.0 |
|  EOC Borrower LLC |  |  |
|  7.42% (CME Term SOFR + 3.75%), 03/24/2028(2) | 623.0 | 621.0 |

---

------

---

| | | |
|:---|:---|:---|
|  First Brands Group LLC |  |  |
|  10.78% (CME Term SOFR + 7.00%), 03/30/2027(2)(14) | 248 | 0 |
|  10.84% (CME Term SOFR + 7.00%), 6/29/2026(2)(14) | 284 | 0 |
|  First Eagle Holdings, Inc. |  |  |
|  7.20% (CME Term SOFR + 3.50%), 08/16/2032(2) | 1858 | 1829 |
|  Flutter Entertainment Plc |  |  |
|  5.45% (CME Term SOFR + 1.75%), 11/30/2030(2) | 1756 | 1734 |
|  Genesys Cloud Services Holdings I LLC |  |  |
|  6.17% (CME Term SOFR + 2.50%), 01/30/2032(2) | 818 | 781 |
|  GIH Borrower LLC |  |  |
|  6.20% (CME Term SOFR + 2.50%), 11/26/2031(2) | 634 | 634 |
|  Gogo Intermediate Holdings LLC |  |  |
|  7.53% (CME Term SOFR + 3.75%), 04/30/2028(2) | 1176 | 1022 |
|  Great Canadian Gaming Corp. |  |  |
|  8.44% (CME Term SOFR + 4.75%), 11/01/2029(2) | 2314 | 2273 |
|  HDI Aerospace Intermediate Holding III Corp. |  |  |
|  7.40% (CME Term SOFR + 3.75%), 02/11/2032(2) | 1431 | 1431 |
|  Healthpeak OP LLC |  |  |
|  4.48% (CME Term SOFR + 0.85%), 03/01/2029(2) | 6901 | 6763 |
|  4.51% (CME Term SOFR + 0.84%), 02/22/2027(2) | 3419 | 3368 |
|  4.51% (CME Term SOFR + 0.84%), 08/20/2027(2) | 3419 | 3368 |
|  Heartland Dental LLC |  |  |
|  7.42% (CME Term SOFR + 3.75%), 08/25/2032(2) | 2158 | 2152 |
|  Hilton Domestic Operating Co. Inc. |  |  |
|  5.43% (CME Term SOFR + 1.75%), 11/08/2030(2) | 6280 | 6288 |
|  Hilton Garden Inn Waikiki |  |  |
|  6.97% (CME Term SOFR + 3.30%), 05/31/2029(2)(4) | 4549 | 4533 |
|  Hologic, Inc. |  |  |
|  (CME Term SOFR + 2.25%), 01/14/2033(17) | 1350 | 1333 |
|  Ingenovis Health, Inc. |  |  |
|  8.02% (CME Term SOFR + 4.25%), 03/06/2028(2) | 1262 | 296 |
|  8.18% (CME Term SOFR + 4.25%), 03/06/2028(2) | 613 | 168 |
|  Invitation Homes Operating Partnership LP |  |  |
|  4.53% (CME Term SOFR + 0.85%), 09/09/2028(2) | 10003 | 9878 |
|  Iqvia, Inc. |  |  |
|  5.45% (CME Term SOFR + 1.75%), 01/02/2031(2) | 2092 | 2096 |
|  Jane Street Group LLC |  |  |
|  5.67% (CME Term SOFR + 2.00%), 12/15/2031(2) | 4438 | 4352 |
|  Jazz Pharmaceuticals, Inc. |  |  |
|  5.92% (CME Term SOFR + 2.25%), 05/05/2028(2) | 1390 | 1394 |
|  Kelso Industries LLC |  |  |
|  9.42% (CME Term SOFR + 5.75%), 12/30/2029(2) | 1331 | 1315 |
|  KFC Holding Co. |  |  |
|  5.54% (CME Term SOFR + 1.75%), 03/15/2028(2) | 1111 | 1112 |
|  KUEHG Corp. |  |  |
|  6.45% (CME Term SOFR + 2.75%), 06/12/2030(2) | 729 | 649 |
|  Lavender Dutch BorrowerCo BV |  |  |
|  (CME Term SOFR + 3.25%), 12/30/2032(17) | 1851 | 1821 |
|  Lealand Finance Co. BV |  |  |
|  4.78% (CME Term SOFR + 1.00%), 12/30/2027(2) | 732 | 599 |
|  6.78% (CME Term SOFR + 3.00%), 06/30/2027(2) | 149 | 122 |
|  LSF12 Crown US Commercial Bidco LLC |  |  |
|  6.67% (CME Term SOFR + 3.00%), 12/02/2031(2) | 1022 | 1022 |
|  Magnite, Inc. |  |  |
|  6.67% (CME Term SOFR + 3.00%), 02/06/2031(2) | 1632 | 1612 |
|  Mativ Holdings, Inc. |  |  |
|  6.27% (CME Term SOFR + 2.50%), 05/06/2027(2) | 764 | 757 |
|  McAfee Corp. |  |  |
|  6.67% (CME Term SOFR + 3.00%), 03/01/2029(2) | 1258 | 1120 |
|  Mediapro |  |  |
|  7.88% (€STR + 5.75%), 08/14/2029(2) | 8100 | 9187 |
|  Mercury Aggregator L.P. |  |  |
|  (FIXED + 19.00%), 02/03/2026(4)(14)(17) | $645 |  |
|  (FIXED + 19.00%), 02/03/2026(4)(14)(17) | 1197 |  |
|  MH Sub I LLC |  |  |
|  7.92% (CME Term SOFR + 4.25%), 05/03/2028(2) | 1413 | 1211 |
|  7.92% (CME Term SOFR + 4.25%), 12/31/2031(2) | 1861 | 1232 |
|  Michaels Companies, Inc. |  |  |
|  8.67%, 03/15/2033(2) | 3900 | 3776 |
|  ModivCare Buyer LLC |  |  |
|  7.95% (CME Term SOFR + 4.25%), 12/29/2030(2) | 2339 | 2316 |
|  8.70% (CME Term SOFR + 5.00%), 12/29/2030(2) | 3297 | 3037 |
|  Naked Juice LLC |  |  |
|  7.05% (CME Term SOFR + 3.25%), 01/24/2029(2) | 1570 | 828 |
|  9.20% (CME Term SOFR + 5.50%), 01/24/2029(2) | 6704 | 6653 |
|  9.80% (CME Term SOFR + 6.00%), 01/24/2030(2) | 351 | 73 |
|  Oak-Eagle Acquireco, Inc. |  |  |
|  (CME Term SOFR + 3.50%), 03/24/2033(17) | 519 | 516 |
|  Opal U.S. LLC |  |  |
|  6.70% (CME Term SOFR + 3.00%), 04/28/2032(2) | 1090 | 1089 |
|  Oregon Tool Lux LP |  |  |
|  9.00% (CME Term SOFR + 5.35%), 10/15/2029(2) | 57 | 58 |
|  Oregon Tool, Inc. |  |  |
|  7.91% (CME Term SOFR + 4.00%), 10/15/2029(2) | 1449 | 1018 |

---

------

---

| | | |
|:---|:---|:---|
|  Peer Holding III BV |  |  |
|  5.95% (CME Term SOFR + 2.25%), 09/29/2032(2) | 2324 | 2301.0 |
|  6.20% (CME Term SOFR + 2.50%), 07/01/2031(2) | 2498 | 2490.0 |
|  Pelican Products, Inc. |  |  |
|  8.21% (CME Term SOFR + 4.25%), 12/29/2028(2) | 2461 | 2173.0 |
|  Peraton Corp. |  |  |
|  7.52% (CME Term SOFR + 3.75%), 02/01/2028(2) | 1508 | 1285.0 |
|  Plano Holdco, Inc. |  |  |
|  7.20% (CME Term SOFR + 3.50%), 10/02/2031(2) | 446 | 356.0 |
|  Planview Parent, Inc. |  |  |
|  7.20% (CME Term SOFR + 3.50%), 12/17/2027(2) | 4067 | 3002.0 |
|  Polaris Newco LLC |  |  |
|  6.03%, 06/02/2028(2) | 5789 | 5643.0 |
|  Poseidon Bidco SAS. |  |  |
|  7.50% (€STR + 5.00%), 03/13/2030(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15000 | 4855.0 |
|  Potomac Energy Center LLC |  |  |
|  6.42% (CME Term SOFR + 2.75%), 08/05/2032(2) | $674 | 674.0 |
|  Primo Brands Corp. |  |  |
|  (CME Term SOFR + 2.75%), 03/31/2031(17) | 777 | 778.0 |
|  Priority Holdings LLC |  |  |
|  7.42% (CME Term SOFR + 3.75%), 08/02/2032(2) | 2194 | 2132.0 |
|  Project Alpha Intermediate Holding, Inc. |  |  |
|  6.95% (CME Term SOFR + 3.25%), 10/26/2030(2) | 4323 | 3257.0 |
|  Quartz AcquireCo LLC |  |  |
|  5.95% (CME Term SOFR + 2.25%), 06/28/2030(2) | 1853 | 1538.0 |
|  QuidelOrtho Corp. |  |  |
|  5.92% (CME Term SOFR + 2.25%), 08/21/2030(2) | 1616 | 1539.0 |
|  7.67% (CME Term SOFR + 4.00%), 08/20/2032(2) | 1962 | 1958.0 |
|  Raising Canes Restaurants LLC |  |  |
|  5.67% (CME Term SOFR + 2.00%), 11/03/2032(2) | 1571 | 1560.0 |
|  Red Ventures LLC |  |  |
|  6.42% (CME Term SOFR + 2.75%), 03/04/2030(2) | 1436 | 1262.0 |
|  Renaissance Holding Corp. |  |  |
|  7.67% (CME Term SOFR + 4.00%), 04/05/2030(2) | 3457 | 2440.0 |
|  Republic of Panama |  |  |
|  (€STR + 1.75%), 03/05/2027(4)(17) | 28600 | 33058.0 |
|  Research Now Group LLC |  |  |
|  8.91% (CME Term SOFR + 5.00%), 07/15/2028(2) | $276 | 269.0 |
|  Sabre GLBL, Inc. |  |  |
|  9.77% (CME Term SOFR + 6.00%), 11/15/2029(2) | 597 | 467.0 |
|  Secretariat Advisors LLC |  |  |
|  (CME Term SOFR + 4.00%), 02/28/2032(17) | 103 | 101.0 |
|  (CME Term SOFR + 4.00%), 02/28/2032(17) | 843 | 826.0 |
|  Showtime Acquisition LLC |  |  |
|  8.40% (CME Term SOFR + 4.75%), 08/16/2031(2) | 1281 | 1262.0 |
|  SkyMiles IP Ltd. |  |  |
|  5.17% (CME Term SOFR + 1.50%), 10/20/2028(2) | 2358 | 2365.0 |
|  Soliant Lower Intermediate LLC |  |  |
|  7.38% (CME Term SOFR + 3.75%), 07/18/2031(2) | 2604 | 1927.0 |
|  SonarSource Financing LLC |  |  |
|  8.17% (CME Term SOFR + 4.50%), 12/19/2030(2) | 1585 | 1447.0 |
|  Sophos Holdings Sarl |  |  |
|  7.28% (CME Term SOFR + 3.50%), 03/05/2027(2) | 2100 | 1995.0 |
|  South Field Energy LLC |  |  |
|  6.70% (CME Term SOFR + 3.00%), 08/29/2031(2) | 44 | 44.0 |
|  6.70% (CME Term SOFR + 3.00%), 08/29/2031(2) | 680 | 680.0 |
|  Star Parent, Inc. |  |  |
|  7.70% (CME Term SOFR + 4.00%), 09/27/2030(2) | 506 | 499.0 |
|  Station Casinos LLC |  |  |
|  5.67% (CME Term SOFR + 2.00%), 03/14/2031(2) | 623 | 622.0 |
|  Stubhub Holdco Sub LLC |  |  |
|  8.42% (CME Term SOFR + 4.75%), 03/15/2030(2) | 1235 | 1212.0 |
|  SVF II Finco |  |  |
|  7.35% (CME Term SOFR + 3.65%), 04/25/2029(2)(4) | 2547 | 2595.0 |
|  7.35% (CME Term SOFR + 3.65%), 04/25/2029(2)(4) | 19905 | 20279.0 |
|  Syniverse Holdings LLC |  |  |
|  10.70% (CME Term SOFR + 7.00%), 05/13/2027(2) | 281 | 259.0 |
|  TCP Sunbelt Acquisition Co. |  |  |
|  7.92% (CME Term SOFR + 4.25%), 10/24/2031(2) | 1185 | 1182.0 |
|  TKO Worldwide Holdings LLC |  |  |
|  5.66% (CME Term SOFR + 2.00%), 11/21/2031(2) | 1714 | 1712.0 |
|  TransDigm, Inc. |  |  |
|  5.92% (CME Term SOFR + 2.25%), 03/22/2030(2) | 2204 | 2203.0 |
|  6.17% (CME Term SOFR + 2.50%), 02/28/2031(2) | 36523 | 36520.0 |
|  6.17% (CME Term SOFR + 2.50%), 08/19/2032(2) | 2171 | 2171.0 |
|  TripAdvisor, Inc. |  |  |
|  6.42% (CME Term SOFR + 2.75%), 07/08/2031(2) | 1107 | 1046.0 |
|  U.S. Renal Care, Inc. |  |  |
|  8.78% (CME Term SOFR + 5.00%), 06/28/2028(2) | 931 | 874.0 |
|  United Natural Foods, Inc. |  |  |
|  8.42% (CME Term SOFR + 4.75%), 05/01/2031(2) | 1279 | 1282.0 |
|  Virgin Media Bristol LLC |  |  |
|  (CME Term SOFR + 3.18%), 03/31/2031(17) | 2894 | 2632.0 |
|  Vistra Operations Co. LLC |  |  |
|  5.42% (CME Term SOFR + 1.75%), 12/20/2030(2) | 2774 | 2777.0 |

---

------

---

| | | |
|:---|:---|:---|
|  Voyager Parent LLC |  |  |
|  7.95% (CME Term SOFR + 4.25%), 07/01/2032(2) | 2323 | 2304 |
|  WEC U.S. Holdings Inc. |  |  |
|  5.67% (CME Term SOFR + 2.00%), 01/27/2031(2) | 1159 | 1157 |
|  Xerox Corp. |  |  |
|  7.67%, 11/19/2029(2) | 4090 | 2863 |
|  Zayo Group Holdings, Inc. |  |  |
|  6.78% (CME Term SOFR + 3.00%), 03/11/2030(2) | 981 | 962 |
|  Ziggo Financing Partnership |  |  |
|  7.03% (CME Term SOFR + 3.25%), 01/15/2033(2) | 1569 | 1523 |
|  **Total Bank Loans (Cost: $455,525)** | **Total Bank Loans (Cost: $455,525)** | **438208** |
|  | **Shares<br>(000s)** | **Value<br>(000s)** |
|  **COMMON STOCKS – 0.04%** |  |  |
|  **Communications – 0.01%** |  |  |
|  Clear Channel Outdoor Holdings, Inc. - Class A(9) | 2065 | 4894 |
|  iHeartMedia, Inc. - Class A(9) | 499 | 1457 |
|  iHeartMedia, Inc. - Class B(4)(9) | 365 | 960 |
|  Total Communications | Total Communications | 7311 |
|  **Consumer, Non-cyclical – 0.00%(10)** |  |  |
|  XBP Global Holdings, Inc.(9) | 2 | 7 |
|  Total Consumer, Non-cyclical | Total Consumer, Non-cyclical | 7 |
|  **Financials – 0.00%(10)** |  |  |
|  Country Garden Holdings Co. Ltd.(9) | 149 | 6 |
|  LUXCO3 Shares(9)(20) | 52 | 858 |
|  Times China Holdings Ltd.(9) | 1936 | 18 |
|  Uniti Group, Inc.(4)(9) | 11 | 96 |
|  Total Financials | Total Financials | 978 |
|  **Healthcare – 0.02%** |  |  |
|  AmSurg Corp.(4)(9)(20) | 91 | 3996 |
|  ModivCare Topco LLC(9) | 532 | 2927 |
|  Total Healthcare | Total Healthcare | 6923 |
|  **Industrials – 0.01%** |  |  |
|  Ardagh Holdings SA(9) | 397 | 2781 |
|  Total Industrials | Total Industrials | 2781 |
|  **Total Common Stocks (Cost: $43,324)** | **Total Common Stocks (Cost: $43,324)** | **18000** |
|  **PREFERRED STOCKS – 0.00%(10)** |  |  |
|  **Financials – 0.00%(10)** |  |  |
|  Uniti Group, Inc., 0.00%(4)(9)(14) | 0 | 72 |
|  Total Financials | Total Financials | 72 |
|  **Total Preferred Stocks (Cost: $72)** | **Total Preferred Stocks (Cost: $72)** | **72** |
|  **RIGHTS – 0.01%** |  |  |
|  **Technology – 0.01%** |  |  |
|  SES SA, expires 12/31/2049(9) | 159 | 2316 |
|  Total Technology | Total Technology | 2316 |
|  **Total Rights (Cost: $0)** | **Total Rights (Cost: $0)** | **2316** |
|  **WARRANTS – 0.00%(10)** |  |  |
|  **Financials – 0.00%(10)** |  |  |
|  Uniti Group, Inc., expires 08/01/2035(4)(9) | 2 | 19 |
|  Total Financials | Total Financials | 19 |
|  **Total Warrants (Cost: $13)** | **Total Warrants (Cost: $13)** | **19** |
|  **SHORT-TERM INVESTMENTS – 9.36%** |  |  |
|  **Money Market Funds – 1.17%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio - Class I, 3.57%(18) | 539035 | 539035 |
|  **Total Money Market Funds (Cost: $539,035)** |  | **539035** |
|  | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Convertible Securities – 0.00%(10)** |  |  |
|  Shimao Group Holdings Ltd., 1339.74%, 07/21/2026(1) | 16481 | 321 |
|  **Total Convertible Securities (Cost: $11,781)** |  | **321** |
|  **Government Related – 0.53%** |  |  |
|  Central Bank of Turkiye Bill, 38.69%, 04/07/2026 | 190000 | 4244 |
|  Federal Home Loan Bank Discount Notes, 3.60%, 08/07/2026 | $100000 | 98711 |
|  Nigeria OMO Bill, 20.11%, 05/26/2026 | 48794000 | 34067 |
|  South Africa Treasury Bill, 7.05%, 01/27/2027 | 317220 | 17660 |
|  South Africa Treasury Bill, 7.20%, 10/28/2026 | 47230 | 2681 |
|  South Africa Treasury Bill, 7.25%, 05/20/2026 | 136500 | 7995 |
|  South Africa Treasury Bill, 7.30%, 08/19/2026 | 156300 | 8999 |
|  South Africa Treasury Bill, 7.30%, 11/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;272100 | 15380 |
|  South Africa Treasury Bill, 7.33%, 05/06/2026 | 121700 | 7146 |
|  South Africa Treasury Bill, 7.34%, 05/13/2026 | 54600 | 3202 |
|  South Africa Treasury Bill, 7.38%, 04/22/2026 | 241100 | 14194 |
|  South Africa Treasury Bill, 7.41%, 08/05/2026 | 219700 | 12683 |
|  South Africa Treasury Bill, 7.42%, 11/04/2026 | 5100 | 289 |
|  South Africa Treasury Bill, 7.42%, 07/22/2026 | 317100 | 18356 |
|  **Total Government Related (Cost: $246,081)** |  | **245607** |

---

------

---

| | | |
|:---|:---|:---|
|  **Corporate Bonds – 0.00%(10)** |  |  |
|  **Financials – 0.00%(10)** |  |  |
|  Kona Spc Ltd |  |  |
|  5.72% (1 Year €STR + 3.55%), 09/15/2026(1)(2) | 1900 | 2211 |
|  Total Financials | Total Financials | 2211 |
|  **Total Corporate Bonds (Cost: $2,220)** |  | **2211** |
|  **Commercial Paper – 0.24%** |  |  |
|  Harley-Davidson Financial Services, Inc., 4.20%, 04/16/2026(1) | $2200 | 2196 |
|  HCA, Inc., 4.18%, 04/22/2026(1) | 1000 | 997 |
|  HCA, Inc., 4.24%, 05/11/2026(1) | 40800 | 40597 |
|  HCA, Inc., 4.30%, 05/13/2026(1) | 21100 | 20989 |
|  NextEra Energy Capital Holdings, Inc., 3.82%, 04/07/2026(1) | 3700 | 3697 |
|  Phillips 66, 4.01%, 04/02/2026(1) | 25200 | 25194 |
|  Targa Resources Corp., 3.99%, 05/01/2026(1) | 8800 | 8769 |
|  Targa Resources Corp., 3.99%, 05/04/2026(1) | 3400 | 3387 |
|  TELUS Corp., 4.09%, 05/20/2026(1) | 3300 | 3281 |
|  **Total Commercial Paper (Cost: $109,134)** |  | **109107** |
|  **Repurchase Agreements – 4.96%** |  |  |
|  Australia and New Zealand Banking Group, 3.67% dated 03/31/2026, due 04/02/2026, repurchase price $200,040,778 (collateralized by U.S. Treasury Bond, value $204,193,415, 4.75%, 05/15/2055) | 200000 | 200000 |
|  Australia and New Zealand Banking Group, 3.70% dated 03/31/2026, due 04/01/2026, repurchase price $200,020,556 (collateralized by U.S. Treasury Bond, value $204,193,415, 4.75%, 05/15/2055) | 200000 | 200000 |
|  Bank of America Securities, Inc., 3.69% dated 03/31/2026, due 04/01/2026, repurchase price $674,969,177 (collateralized by U.S. Treasury Note, value $689,791,669, 1.13-4.13%, 11/30/2029-02/15/2031) | 674900 | 674900 |
|  Citigroup Global Markets, Inc., 3.66% dated 03/31/2026, due 04/01/2026, repurchase price $490,249,837 (collateralized by U.S. Treasury Note, value $500,149,886, 4.38%, 08/15/2026) | 490200 | 490200 |
|  Citigroup Global Markets, Inc., 3.69% dated 03/31/2026, due 04/01/2026, repurchase price $377,638,704 (collateralized by U.S. Treasury Note, value $385,376,385, 4.25-4.38%, 10/31/2026-12/31/2026) | 377600 | 377600 |
|  Citigroup Global Markets, Inc., 3.72% dated 03/31/2026, due 04/01/2026, repurchase price $340,235,154 (collateralized by U.S. Treasury Bill, value $347,153,928, 0.00%, 07/28/2026) | 340200 | 340200 |
|  **Total Repurchase Agreements (Cost: $2,282,900)** |  | **2282900** |
|  **U.S. Treasury Bills – 2.25%** |  |  |
|  U.S. Treasury Bill, 0.00%, 04/07/2026 | 117015 | 116944 |
|  U.S. Treasury Bill, 0.00%, 04/09/2026(13) | 100 | 100 |
|  U.S. Treasury Bill, 0.00%, 04/21/2026 | 48380 | 48282 |
|  U.S. Treasury Bill, 0.00%, 04/23/2026 | 100 | 100 |
|  U.S. Treasury Bill, 0.00%, 04/30/2026 | 100 | 100 |
|  U.S. Treasury Bill, 0.00%, 05/07/2026 | 307530 | 306409 |
|  U.S. Treasury Bill, 0.00%, 05/19/2026(13) | 75 | 75 |
|  U.S. Treasury Bill, 0.00%, 05/21/2026 | 281395 | 279977 |
|  U.S. Treasury Bill, 0.00%, 05/26/2026(13) | 1797 | 1787 |
|  U.S. Treasury Bill, 0.00%, 06/02/2026(13) | 856 | 851 |
|  U.S. Treasury Bill, 0.00%, 06/09/2026(13) | 4754 | 4721 |
|  U.S. Treasury Bill, 0.00%, 06/30/2026(13) | 406 | 402 |
|  U.S. Treasury Bill, 0.00%, 07/09/2026 | 22944 | 22717 |
|  U.S. Treasury Bill, 0.00%, 07/16/2026 | 61469 | 60819 |
|  U.S. Treasury Bill, 0.00%, 07/30/2026 | 79266 | 78313 |
|  U.S. Treasury Bill, 0.00%, 08/06/2026 | 15330 | 15136 |
|  U.S. Treasury Bill, 0.00%, 09/03/2026 | 14356 | 14134 |
|  U.S. Treasury Bill, 0.00%, 09/17/2026 | 85413 | 83972 |
|  **Total U.S. Treasury Bills (Cost: $1,034,922)** |  | **1034839** |
|  **Time Deposits – 0.21%** |  |  |
|  ANZ, Hong Kong, 2.96% due 04/01/2026 | 6709 | 4629 |
|  Brown Brothers Harriman, 1.65% due 04/01/2026 | 205 | 118 |
|  Citibank, London, 1.10% due 04/01/2026 | 10891 | 12589 |
|  Citibank, London, 2.92% due 04/01/2026 | 17198 | 22762 |
|  HSBC, Hong Kong, 1.45% due 04/01/2026 | 444 | 57 |
|  JP Morgan, New York, 3.13% due 04/01/2026 | $22033 | 22033 |
|  Nordea Bank, Oslo, 2.90% due 04/01/2026 | 7 | 1 |
|  Royal Bank of Canada, Toronto, 1.33% due 04/01/2026 | 208 | 149 |
|  Skandinaviska Enskilda Banken AB, Stockholm, -0.57% due 04/01/2026 | 117 | 147 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 0.95% due 04/01/2026 | 6 | 1 |
|  Standard Chartered Bank, Johannesburg, 4.47% due 04/01/2026 | 5551 | 328 |
|  Sumitomo Trust Bank, London, 3.13% due 04/01/2026 | $653 | 653 |
|  Sumitomo, Tokyo, 0.20% due 04/01/2026 | 1552 | 10 |
|  Sumitomo, Tokyo, 3.13% due 04/01/2026 | $32726 | 32725 |
|  **Total Time Deposits (Cost: $96,202)** |  | **96202** |
|  **Total Short-Term Investments (Cost: $4,322,275)** | **Total Short-Term Investments (Cost: $4,322,275)** | **4310222** |
|  **TOTAL INVESTMENTS IN SECURITIES – 118.86%** |  |  |
|  **(Cost: $55,445,352)** |  | **54742746** |
|  **TBA SALE COMMITMENTS – (0.76)%** |  |  |
|  **Mortgage-Backed Obligations – (0.76)%** |  |  |
|  Fannie Mae |  |  |
|  2.50%, 04/01/2056(19) | (50000) | (42031) |
|  2.50%, 05/01/2056(19) | (49025) | (41194) |
|  3.00%, 06/01/2056(19) | (221350) | (194040) |
|  5.00%, 04/01/2056(19) | (72079) | (71079) |
|  **Total Mortgage-Backed Obligations (Proceeds Received: $(346335))** | **Total Mortgage-Backed Obligations (Proceeds Received: $(346335))** | **(348344)** |
|  **Total TBA Sale Commitments (Proceeds Received: $(346335))** | **Total TBA Sale Commitments (Proceeds Received: $(346335))** | **(348344)** |
|  **LIABILITIES IN EXCESS OF OTHER ASSETS – (18.10)%** |  | **(8335007)** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**46059395** |

---

------

Percentages are stated as a percent of net assets.

Principal amounts are denominated in the currency in which the security was purchased.

---

| |
|:---|
| AUD Australian Dollar |
| BRL Brazilian Real |
| CAD Canadian Dollar |
| CHF Swiss Franc |
| CLP Chilean Peso |
| COP Colombian Peso |
| EUR Euro |
| GBP British Pound |
| HKD Hong Kong Dollar |
| JPY Japanese Yen |
| MXN Mexican Peso |
| MYR Malaysian Ringgit |
| NGN Nigerian Naira |
| NOK Norwegian Krone |
| NZD New Zealand Dollar |
| PEN Peruvian Sol |
| SEK Swedish Krona |
| TRY Turkish Lira |
| UYU Uruguayan Peso |
| ZAR South African Rand |

---

(1) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $11,892,874, which represents 25.82% of total net assets.

(2) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
March 31, 2026.

(3) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of March 31, 2026.

(4) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $257,671, which represents 0.56% of total net assets.

(5) Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the
following periods. The rate reported is the rate in effect as of March 31, 2026.

(6) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates.
Reference interest rates are typically based on a negative multiplier or slope.

(7) Payment in-kind security for which part of the income earned may be paid as additional principal.

(8) Security in default as of March 31, 2026. The value of these securities totals $14,382, which represents
0.03% of total net assets.

(9) Non-income producing security.

(10) Amount calculated is less than 0.005%.

(11) Inflation protected security. The value of these securities totals $969,210, which represents 2.10% of total
net assets.

(12) Position, or a portion thereof, has been segregated to collateralize reverse repurchase agreements.

(13) All or a portion of the security assigned as collateral for certain futures and swap contracts. The value of
these pledged issues totals $156,957, which represents 0.34% of total net assets.

(14) A zero balance may reflect actual amounts rounding to less than one thousand.

(15) All or a portion of the security assigned as collateral for certain delayed delivery securities. The value of
these pledged issues totals $83,731, which represents 0.18% of total net assets.

(16) Delayed delivery purchase commitment security. The value of these securities totals $8,357,698, which
represents 18.15% of total net assets.

(17) All or a portion of this position represents an unsettled loan commitment as of March 31, 2026. Certain
details associated with this unsettled purchase may not be known prior to settlement date.

(18) Represents annualized seven-day yield as of the close of the reporting period.

(19) Delayed delivery sale commitment security. The value of these securities totals $(348,344), which represents
(0.76)% of total net assets.

(20) Security that is restricted at March 31, 2026. The value of these securities totals $24,775, which
represents 0.05% of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Open Futures Contracts** | **Open Futures Contracts** | **Open Futures Contracts** | | | |
| **Number of Contracts<br>Purchased** | **Reference Entity** | **Expiration<br>Date** | <br>**Notional<br>Amount** | <br>**Value** | <br>**Unrealized<br>Appreciation/<br>(Depreciation)** |
| 669 | Australian 3 Year Bond Future | Jun. 2026 | 69616 | $47845 | $(187) |
| 7406 | Australian 10 Year Bond Future | Jun. 2026 | 802733 | 550597 | (3249) |
| 5928 | Long Gilt Future | Jun. 2026 | 545608 | 688827 | (33339) |
| 8218 | U.S. 2 Year Note Future | Jun. 2026 | $1717067 | 1704786 | (12281) |
| 15807 | U.S. 5 Year Note Future | Jun. 2026 | 1733179 | 1709997 | (23182) |
| 4912 | U.S. 10 Year Note Future | Jun. 2026 | 554519 | 545463 | (9056) |
| 367 | U.S. Long Bond Future | Jun. 2026 | 43145 | 41792 | (1353) |
| 22332 | U.S. Ultra 10 Year Note Future | Jun. 2026 | 2589938 | 2535030 | (54908) |
| 12954 | U.S. Ultra Bond Future | Jun. 2026 | 1555758 | 1509950 | (45808) |
|  |  |  |  |  | (183363) |
| **Number of Contracts<br>Sold** | **Reference Entity** | **Expiration<br>Date** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| (777) | Australian 3 Year Bond Future | Jun. 2026 | (80716) | $(55568) | $122 |
| (1421) | Australian 10 Year Bond Future | Jun. 2026 | (153300) | (105644) | 125 |
| (916) | Euro-Bobl Future | Jun. 2026 | (106830) | (122213) | 1267 |
| (1586) | Euro-Bund Future | Jun. 2026 | (203667) | (229862) | 5547 |
| (150) | Euro-Buxl 30 Year Bond Future | Jun. 2026 | (16762) | (19117) | 258 |
| (587) | Euro-Schatz Future | Jun. 2026 | (62504) | (71750) | 496 |
| (219) | Long Gilt Future | Jun. 2026 | (20086) | (25448) | 1138 |
| (6287) | U.S. 10 Year Note Future | Jun. 2026 | $(692308) | (698152) | (5844) |
| (431) | U.S. Long Bond Future | Jun. 2026 | (50575) | (49080) | 1495 |
| (2003) | U.S. Ultra 10 Year Note Future | Jun. 2026 | (232272) | (227372) | 4900 |
| (136) | U.S. Ultra Bond Future | Jun. 2026 | (16365) | (15853) | 512 |
|  |  |  |  |  | 10016 |
|  |  |  |  |  | $**(173347)** |

---

------

**Over-the-Counter Forward Foreign Currency Exchange Contracts**

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Currency Purchased** | **Currency Purchased** | **Currency Sold** | **Currency Sold** | **Settlement<br>Date** | **Counterparty** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
|  AUD | 169877 | USD | 116994 | 04/01/26 | Goldman Sachs | $213 |
|  AUD | 14090 | USD | 9666 | 04/02/26 | Deutsche Bank | 56 |
|  AUD | 1712 | USD | 1173 | 05/04/26 | Deutsche Bank | 7 |
|  BRL | 24000 | USD | 4576 | 04/02/26 | Bank of America | 58 |
|  BRL | 67400 | USD | 12921 | 04/02/26 | BNP Paribas | 91 |
|  BRL | 47200 | USD | 9005 | 04/02/26 | BNP Paribas | 107 |
|  BRL | 47100 | USD | 8883 | 04/02/26 | BNP Paribas | 210 |
|  BRL | 40100 | USD | 7627 | 04/02/26 | BNP Paribas | 114 |
|  BRL | 35700 | USD | 6723 | 04/02/26 | BNP Paribas | 169 |
|  BRL | 43600 | USD | 8286 | 04/02/26 | BNP Paribas | 132 |
|  BRL | 41300 | USD | 7885 | 04/02/26 | BNP Paribas | 89 |
|  BRL | 22000 | USD | 4210 | 04/02/26 | Goldman Sachs | 37 |
|  BRL | 80700 | USD | 15350 | 04/02/26 | Goldman Sachs | 230 |
|  BRL | 229647 | USD | 43999 | 04/02/26 | Goldman Sachs | 336 |
|  BRL | 293151 | USD | 54545 | 04/02/26 | Goldman Sachs | 2050 |
|  BRL | 46928 | USD | 8831 | 04/02/26 | Goldman Sachs | 229 |
|  BRL | 115200 | USD | 21858 | 04/02/26 | Goldman Sachs | 382 |
|  BRL | 22831 | USD | 3987 | 04/02/26 | Goldman Sachs | 420 |
|  BRL | 87400 | USD | 16418 | 04/02/26 | Goldman Sachs | 455 |
|  BRL | 79100 | USD | 15029 | 04/02/26 | Goldman Sachs | 242 |
|  BRL | 87700 | USD | 16586 | 04/02/26 | J.P. Morgan | 345 |
|  BRL | 87000 | USD | 16545 | 04/02/26 | J.P. Morgan | 251 |
|  BRL | 42800 | USD | 8042 | 04/02/26 | J.P. Morgan | 221 |
|  BRL | 75471 | USD | 14247 | 05/05/26 | BNP Paribas | 227 |
|  BRL | 3917 | USD | 739 | 06/02/26 | Bank of America | 8 |
|  BRL | 215342 | USD | 40510 | 06/02/26 | Goldman Sachs | 509 |
|  BRL | 3932 | USD | 737 | 06/02/26 | Goldman Sachs | 12 |
|  BRL | 7825 | USD | 1473 | 06/02/26 | Goldman Sachs | 18 |
|  BRL | 10758 | USD | 2002 | 07/02/26 | Goldman Sachs | 33 |
|  BRL | 22279 | USD | 4176 | 07/02/26 | Goldman Sachs | 37 |
|  BRL | 18853 | USD | 3509 | 07/02/26 | Goldman Sachs | 56 |
|  CAD | 6802 | USD | 4883 | 04/02/26 | Bank of America | 6 |
|  COP | 18019414 | USD | 4861 | 04/20/26 | BNP Paribas | 19 |
|  EUR | 12250 | USD | 14107 | 04/01/26 | Citibank | 52 |
|  EUR | 272095 | USD | 313481 | 04/01/26 | Goldman Sachs | 1020 |
|  EUR | 285524 | USD | 328153 | 04/02/26 | Bank of America | 1870 |
|  EUR | 1249 | USD | 1434 | 04/02/26 | Bank of America | 10 |
|  EUR | 1941 | USD | 2230 | 04/02/26 | BNP Paribas | 13 |
|  EUR | 1354 | USD | 1563 | 04/02/26 | J.P. Morgan | 2 |
|  EUR | 2089 | USD | 2399 | 05/04/26 | Bank of America | 19 |
|  EUR | 355 | USD | 411 | 06/26/26 | Citibank | 1 |
|  GBP | 3171 | USD | 4190 | 05/05/26 | J.P. Morgan | 7 |
|  INR | 1109 | USD | 12 | 04/24/26 | Bank of America(1) | 0 |
|  INR | 5618 | USD | 59 | 04/24/26 | Deutsche Bank | 1 |
|  INR | 1754 | USD | 19 | 04/24/26 | J.P. Morgan(1) | 0 |
|  JPY | 11212533 | USD | 70488 | 05/07/26 | Bank of America | 398 |
|  JPY | 16 | USD | 0 | 05/07/26 | J.P. Morgan(1) | 0 |
|  JPY | 8396 | USD | 53 | 05/07/26 | J.P. Morgan(1) | 0 |
|  JPY | 8921844 | USD | 56071 | 05/07/26 | Wells Fargo Bank | 334 |
|  TRY | 28084 | USD | 615 | 04/17/26 | Bank of America | 5 |
|  TRY | 3197526 | USD | 69991 | 04/17/26 | J.P. Morgan | 598 |
|  TRY | 599570 | USD | 13081 | 04/20/26 | BNP Paribas | 99 |
|  USD | 234830 | EUR | 199949 | 04/01/26 | Bank of America | 3718 |
|  USD | 1668 | EUR | 1409 | 04/01/26 | Bank of America | 40 |
|  USD | 2721 | GBP | 2035 | 04/01/26 | Bank of America | 28 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  USD | 3690 | EUR | 3103 | 04/01/26 | Citibank | 104 |
|  USD | 2509 | EUR | 2123 | 04/01/26 | Citibank | 55 |
|  USD | 2485 | EUR | 2137 | 04/01/26 | Citibank | 15 |
|  USD | 2060 | EUR | 1779 | 04/01/26 | Citibank | 4 |
|  USD | 3969 | EUR | 3424 | 04/01/26 | Citibank | 11 |
|  USD | 7262 | EUR | 6251 | 04/01/26 | Citibank | 37 |
|  USD | 2765 | EUR | 2349 | 04/01/26 | Citibank | 50 |
|  USD | 4822 | EUR | 4143 | 04/01/26 | Citibank | 33 |
|  USD | 3820 | EUR | 3247 | 04/01/26 | Citibank | 66 |
|  USD | 3131 | EUR | 2693 | 04/01/26 | Citibank | 19 |
|  USD | 5959 | EUR | 5129 | 04/01/26 | Citibank | 31 |
|  USD | 4204 | EUR | 3615 | 04/01/26 | Citibank | 26 |
|  USD | 3971 | EUR | 3393 | 04/01/26 | Citibank | 50 |
|  USD | 357 | EUR | 302 | 04/01/26 | Citibank | 8 |
|  USD | 11527 | EUR | 9748 | 04/01/26 | Citibank | 260 |
|  USD | 6994 | EUR | 6020 | 04/01/26 | Citibank | 35 |
|  USD | 6073 | GBP | 4500 | 04/01/26 | Citibank | 117 |
|  USD | 2759 | GBP | 2021 | 04/01/26 | Citibank | 84 |
|  USD | 2089 | GBP | 1556 | 04/01/26 | Citibank | 30 |
|  USD | 4639 | GBP | 3446 | 04/01/26 | Citibank | 78 |
|  USD | 38335 | GBP | 28403 | 04/01/26 | Citibank | 742 |
|  USD | 7586 | EUR | 6550 | 04/01/26 | Goldman Sachs | 15 |
|  USD | 3515 | EUR | 3016 | 04/01/26 | Goldman Sachs | 28 |
|  USD | 3651 | EUR | 3070 | 04/01/26 | Goldman Sachs | 103 |
|  USD | 9601 | EUR | 8189 | 04/01/26 | Goldman Sachs | 135 |
|  USD | 94658 | GBP | 70928 | 04/01/26 | Goldman Sachs | 777 |
|  USD | 4936 | GBP | 3701 | 04/01/26 | Goldman Sachs | 38 |
|  USD | 6820 | GBP | 5101 | 04/01/26 | Goldman Sachs | 68 |
|  USD | 3761 | CAD | 5142 | 04/02/26 | Bank of America | 64 |
|  USD | 1228 | CAD | 1664 | 04/02/26 | Bank of America | 32 |
|  USD | 33564 | NZD | 56336 | 04/02/26 | Bank of America | 1191 |
|  USD | 4939 | AUD | 7005 | 04/02/26 | BNP Paribas | 106 |
|  USD | 243187 | EUR | 205691 | 04/02/26 | BNP Paribas | 5438 |
|  USD | 22763 | GBP | 17163 | 04/02/26 | BNP Paribas | 45 |
|  USD | 13415 | GBP | 10120 | 04/02/26 | BNP Paribas | 21 |
|  USD | 628 | NZD | 1088 | 04/02/26 | BNP Paribas | 2 |
|  USD | 7886 | AUD | 11082 | 04/02/26 | J.P. Morgan | 240 |
|  USD | 5851 | AUD | 8458 | 04/02/26 | J.P. Morgan | 15 |
|  USD | 5048 | AUD | 7162 | 04/02/26 | J.P. Morgan | 106 |
|  USD | 5839 | EUR | 5046 | 04/02/26 | J.P. Morgan | 7 |
|  USD | 91428 | EUR | 78490 | 04/02/26 | J.P. Morgan | 705 |
|  USD | 20301 | EUR | 17488 | 04/02/26 | J.P. Morgan | 88 |
|  USD | 16667 | GBP | 12458 | 04/02/26 | J.P. Morgan | 178 |
|  USD | 16399 | GBP | 12285 | 04/02/26 | J.P. Morgan | 139 |
|  USD | 213020 | GBP | 157479 | 04/02/26 | Wells Fargo Bank | 4580 |
|  USD | 12 | INR | 1107 | 04/07/26 | Bank of America(1) | 0 |
|  USD | 11 | INR | 1072 | 04/07/26 | Deutsche Bank(1) | 0 |
|  USD | 161 | NOK | 1532 | 04/07/26 | Goldman Sachs | 3 |
|  USD | 19 | INR | 1751 | 04/07/26 | J.P. Morgan(1) | 0 |
|  USD | 5325 | ZAR | 88922 | 04/20/26 | J.P. Morgan | 78 |
|  USD | 6146 | ZAR | 104095 | 04/20/26 | Morgan Stanley | 3 |
|  USD | 2097 | ZAR | 35156 | 04/20/26 | Morgan Stanley | 22 |
|  USD | 13663 | GBP | 10322 | 05/05/26 | J.P. Morgan | 1 |
|  USD | 198823 | GBP | 149685 | 05/05/26 | Wells Fargo Bank | 709 |
|  USD | 16343 | PEN | 56254 | 06/17/26 | Bank of America | 243 |
|  USD | 28758 | PEN | 99335 | 06/17/26 | Bank of America | 330 |
|  USD | 906 | MXN | 16282 | 06/17/26 | BNP Paribas | 3 |
|  USD | 6354 | PEN | 22050 | 06/17/26 | BNP Paribas | 44 |
|  USD | 22629 | PEN | 77370 | 06/17/26 | Deutsche Bank | 487 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  USD | 10644 | PEN | 36511 | 06/17/26 | Deutsche Bank | 195 |
|  USD | 29819 | PEN | 102997 | 06/17/26 | Deutsche Bank | 342 |
|  USD | 44184 | TWD | 1406297 | 06/17/26 | Deutsche Bank | 425 |
|  USD | 6758 | CLP | 5966270 | 06/17/26 | Goldman Sachs | 313 |
|  USD | 23344 | PEN | 79917 | 06/17/26 | Wells Fargo Bank | 473 |
|  USD | 6813 | EUR | 5866 | 06/26/26 | Citibank | 6 |
|  USD | 7508 | EUR | 6436 | 06/26/26 | Citibank | 40 |
|  USD | 161978 | GBP | 121691 | 06/26/26 | Citibank | 954 |
|  USD | 3879 | PEN | 13131 | 07/06/26 | Bank of America | 125 |
|  USD | 6733 | PEN | 22746 | 07/15/26 | Bank of America | 232 |
|  USD | 5190 | PEN | 17491 | 08/03/26 | Deutsche Bank | 196 |
|  USD | 11315 | PEN | 38945 | 09/16/26 | Deutsche Bank | 220 |
|  USD | 1543 | ZAR | 25191 | 10/28/26 | Bank of America | 79 |
|  USD | 18496 | ZAR | 304096 | 01/27/27 | Bank of America | 982 |
|  USD | 950 | KWD | 276 | 05/03/29 | BNP Paribas | 45 |
|  USD | 13930 | KWD | 4052 | 05/07/29 | BNP Paribas | 654 |
|  USD | 1980 | KWD | 576 | 07/02/29 | BNP Paribas | 92 |
|  USD | 4475 | KWD | 1299 | 05/09/30 | BNP Paribas | 194 |
|  USD | 6718 | KWD | 1951 | 05/13/30 | BNP Paribas | 292 |
|  **Total Unrealized Appreciation** | **Total Unrealized Appreciation** | **Total Unrealized Appreciation** | **Total Unrealized Appreciation** | **Total Unrealized Appreciation** | **Total Unrealized Appreciation** | 39342 |
|  AUD | 1343 | USD | 954 | 04/01/26 | Citibank | (27) |
|  AUD | 2598 | USD | 1802 | 04/01/26 | Citibank | (9) |
|  AUD | 2153 | USD | 1506 | 04/01/26 | Goldman Sachs | (20) |
|  AUD | 4663 | USD | 3232 | 04/02/26 | BNP Paribas | (14) |
|  AUD | 3741 | USD | 2668 | 04/02/26 | BNP Paribas | (87) |
|  AUD | 1957 | USD | 1386 | 04/02/26 | BNP Paribas | (36) |
|  AUD | 1892 | USD | 1355 | 04/02/26 | Goldman Sachs | (50) |
|  AUD | 22 | USD | 16 | 04/02/26 | J.P. Morgan(1) | (0) |
|  AUD | 1458 | USD | 1027 | 04/02/26 | J.P. Morgan | (21) |
|  AUD | 3829 | USD | 2701 | 04/02/26 | Morgan Stanley | (59) |
|  AUD | 2055 | USD | 1448 | 04/02/26 | Wells Fargo Bank | (30) |
|  EGP | 1206108 | USD | 24728 | 04/27/26 | Deutsche Bank | (3262) |
|  EGP | 303536 | USD | 6182 | 04/27/26 | Deutsche Bank | (780) |
|  EGP | 2283900 | USD | 46000 | 05/21/26 | Deutsche Bank | (5920) |
|  EUR | 2320 | USD | 2696 | 04/01/26 | Citibank | (15) |
|  EUR | 22 | USD | 26 | 04/01/26 | Citibank | (1) |
|  EUR | 7234 | USD | 8446 | 04/01/26 | Citibank | (84) |
|  EUR | 16647 | USD | 19560 | 04/02/26 | J.P. Morgan | (319) |
|  GBP | 121691 | USD | 162031 | 04/01/26 | Citibank | (961) |
|  GBP | 1432 | USD | 1912 | 04/02/26 | Bank of America | (17) |
|  GBP | 4049 | USD | 5406 | 04/02/26 | Bank of America | (47) |
|  GBP | 1648 | USD | 2196 | 04/02/26 | Bank of America | (15) |
|  GBP | 2365 | USD | 3188 | 04/02/26 | Bank of America | (57) |
|  GBP | 3755 | USD | 5011 | 04/02/26 | Bank of America | (41) |
|  GBP | 7296 | USD | 9742 | 04/02/26 | BNP Paribas | (85) |
|  GBP | 23706 | USD | 31775 | 04/02/26 | BNP Paribas | (398) |
|  GBP | 12927 | USD | 17376 | 04/02/26 | J.P. Morgan | (266) |
|  GBP | 2642 | USD | 3543 | 04/02/26 | J.P. Morgan | (46) |
|  GBP | 149685 | USD | 198830 | 04/02/26 | Wells Fargo Bank | (706) |
|  IDR | 2307625 | USD | 137 | 06/10/26 | BNP Paribas | (2) |
|  IDR | 1661272 | USD | 99 | 06/10/26 | BNP Paribas | (1) |
|  INR | 9528 | USD | 103 | 04/07/26 | Morgan Stanley | (2) |
|  INR | 1074 | USD | 11 | 04/24/26 | Deutsche Bank(1) | (0) |
|  JPY | 41935 | USD | 270 | 04/02/26 | Bank of America | (5) |
|  JPY | 199000 | USD | 1256 | 04/02/26 | BNP Paribas | (2) |
|  JPY | 464636 | USD | 2985 | 04/02/26 | Morgan Stanley | (58) |
|  JPY | 19498166 | USD | 124792 | 04/02/26 | Wells Fargo Bank | (1934) |
|  KRW | 88647 | USD | 60 | 04/15/26 | J.P. Morgan | (1) |
|  KWD | 153 | USD | 503 | 05/04/26 | BNP Paribas | (8) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  KWD | 229.0 | USD | 755.0 | 05/05/26 | BNP Paribas | (13) |
|  KWD | 77.0 | USD | 252.0 | 05/18/26 | BNP Paribas | (3) |
|  KWD | 158.0 | USD | 517.0 | 05/21/26 | BNP Paribas | (6) |
|  KWD | 262.0 | USD | 860.0 | 05/28/26 | BNP Paribas | (12) |
|  KWD | 77.0 | USD | 253.0 | 06/02/26 | BNP Paribas | (3) |
|  KWD | 77.0 | USD | 253.0 | 06/10/26 | BNP Paribas | (3) |
|  KWD | 93.0 | USD | 303.0 | 06/10/26 | BNP Paribas | (5) |
|  KWD | 231.0 | USD | 757.0 | 06/15/26 | BNP Paribas | (10) |
|  KWD | 79.0 | USD | 260.0 | 06/17/26 | BNP Paribas | (3) |
|  KWD | 80.0 | USD | 260.0 | 06/30/26 | BNP Paribas | (2) |
|  KWD | 159.0 | USD | 519.0 | 07/07/26 | BNP Paribas | (6) |
|  KWD | 249.0 | USD | 815.0 | 07/13/26 | BNP Paribas | (10) |
|  KWD | 153.0 | USD | 506.0 | 06/10/27 | BNP Paribas | (8) |
|  KWD | 153.0 | USD | 506.0 | 06/10/27 | BNP Paribas | (9) |
|  MXN | 1507429.0 | USD | 86298.0 | 09/17/26 | Goldman Sachs | (3428) |
|  NZD | 4315.0 | USD | 2585.0 | 04/02/26 | Morgan Stanley | (105) |
|  NZD | 51729.0 | USD | 30922.0 | 04/02/26 | Wells Fargo Bank | (1196) |
|  USD | 3856.0 | AUD | 5770.0 | 04/01/26 | Bank of America | (124) |
|  USD | 5730.0 | AUD | 8509.0 | 04/01/26 | Bank of America | (140) |
|  USD | 2587.0 | TRY | 115147.0 | 04/01/26 | Barclays Bank | (4) |
|  USD | 4443.0 | AUD | 6633.0 | 04/01/26 | Citibank | (133) |
|  USD | 1524.0 | AUD | 2268.0 | 04/01/26 | Citibank | (41) |
|  USD | 1902.0 | EUR | 1663.0 | 04/01/26 | Citibank | (20) |
|  USD | 1540.0 | EUR | 1342.0 | 04/01/26 | Citibank | (11) |
|  USD | 2557.0 | AUD | 3825.0 | 04/01/26 | Goldman Sachs | (82) |
|  USD | 99992.0 | AUD | 148968.0 | 04/01/26 | Goldman Sachs | (2789) |
|  USD | 5583.0 | EUR | 4833.0 | 04/01/26 | Goldman Sachs | (3) |
|  USD | 5135.0 | EUR | 4444.0 | 04/01/26 | Goldman Sachs | (1) |
|  USD | 739.0 | BRL | 3866.0 | 04/02/26 | Bank of America | (8) |
|  USD | 3858.0 | BRL | 20134.0 | 04/02/26 | Bank of America | (29) |
|  USD | 70488.0 | JPY | 11246403.0 | 04/02/26 | Bank of America | (375) |
|  USD | 2589.0 | TRY | 115265.0 | 04/02/26 | Barclays Bank | (5) |
|  USD | 3509.0 | BRL | 20300.0 | 04/02/26 | BNP Paribas | (410) |
|  USD | 14247.0 | BRL | 74998.0 | 04/02/26 | BNP Paribas | (231) |
|  USD | 27781.0 | BRL | 145002.0 | 04/02/26 | BNP Paribas | (212) |
|  USD | 5203.0 | BRL | 29300.0 | 04/02/26 | BNP Paribas | (453) |
|  USD | 5696.0 | BRL | 32500.0 | 04/02/26 | BNP Paribas | (580) |
|  USD | 3545.0 | BRL | 20300.0 | 04/02/26 | BNP Paribas | (374) |
|  USD | 6816.0 | BRL | 39000.0 | 04/02/26 | Goldman Sachs | (713) |
|  USD | 8579.0 | BRL | 48000.0 | 04/02/26 | Goldman Sachs | (687) |
|  USD | 30864.0 | BRL | 171500.0 | 04/02/26 | Goldman Sachs | (2246) |
|  USD | 4287.0 | BRL | 23900.0 | 04/02/26 | Goldman Sachs | (327) |
|  USD | 13880.0 | BRL | 80300.0 | 04/02/26 | Goldman Sachs | (1623) |
|  USD | 18528.0 | BRL | 103100.0 | 04/02/26 | Goldman Sachs | (1376) |
|  USD | 13943.0 | BRL | 80400.0 | 04/02/26 | Goldman Sachs | (1579) |
|  USD | 1473.0 | BRL | 7723.0 | 04/02/26 | Goldman Sachs | (18) |
|  USD | 2002.0 | BRL | 10540.0 | 04/02/26 | Goldman Sachs | (33) |
|  USD | 737.0 | BRL | 3880.0 | 04/02/26 | Goldman Sachs | (12) |
|  USD | 3509.0 | BRL | 18473.0 | 04/02/26 | Goldman Sachs | (57) |
|  USD | 40510.0 | BRL | 212514.0 | 04/02/26 | Goldman Sachs | (517) |
|  USD | 4176.0 | BRL | 21829.0 | 04/02/26 | Goldman Sachs | (38) |
|  USD | 16341.0 | BRL | 96300.0 | 04/02/26 | Goldman Sachs | (2251) |
|  USD | 10407.0 | BRL | 59500.0 | 04/02/26 | Goldman Sachs | (1080) |
|  USD | 25816.0 | BRL | 153000.0 | 04/02/26 | J.P. Morgan | (3722) |
|  USD | 12358.0 | BRL | 64500.0 | 04/02/26 | J.P. Morgan | (94) |
|  USD | 56071.0 | JPY | 8948876.0 | 04/02/26 | Wells Fargo Bank | (316) |
|  USD | 59.0 | INR | 5606.0 | 04/07/26 | Deutsche Bank | (1) |
|  USD | 22007.0 | TRY | 1006910.0 | 04/10/26 | J.P. Morgan | (448) |
|  USD | 101.0 | TWD | 3237.0 | 04/13/26 | Deutsche Bank(1) | (0) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  USD | 600.0 | CZK | 12787.0 | 04/15/26 | Morgan Stanley | (2) |
|  USD | 909.0 | ZAR | 15458.0 | 04/20/26 | Bank of America | (4) |
|  USD | 2186.0 | ZAR | 37138.0 | 04/20/26 | Bank of America | (6) |
|  USD | 674.0 | MXN | 12257.0 | 04/20/26 | BNP Paribas | (9) |
|  USD | 5223.0 | ZAR | 88992.0 | 04/20/26 | BNP Paribas | (29) |
|  USD | 4784.0 | COP | 18019414.0 | 04/20/26 | Goldman Sachs | (96) |
|  USD | 588.0 | ZAR | 10139.0 | 04/20/26 | Goldman Sachs | (10) |
|  USD | 13081.0 | TRY | 597161.0 | 04/20/26 | J.P. Morgan | (46) |
|  USD | 13163.0 | ZAR | 231031.0 | 04/22/26 | Bank of America | (469) |
|  USD | 6096.0 | AUD | 8895.0 | 05/04/26 | Bank of America | (38) |
|  USD | 4883.0 | CAD | 6792.0 | 05/04/26 | Bank of America | (6) |
|  USD | 328661.0 | EUR | 285524.0 | 05/04/26 | Bank of America | (1894) |
|  USD | 9662.0 | AUD | 14090.0 | 05/04/26 | Deutsche Bank | (55) |
|  USD | 157.0 | NOK | 1525.0 | 05/04/26 | Morgan Stanley | (1) |
|  USD | 791.0 | NZD | 1380.0 | 05/04/26 | Morgan Stanley | (3) |
|  USD | 6967.0 | ZAR | 123241.0 | 05/06/26 | BNP Paribas | (297) |
|  USD | 126582.0 | JPY | 20138200.0 | 05/07/26 | BNP Paribas | (733) |
|  USD | 3073.0 | ZAR | 53449.0 | 05/13/26 | Goldman Sachs | (75) |
|  USD | 7720.0 | ZAR | 133445.0 | 05/20/26 | Bank of America | (138) |
|  USD | 8831.0 | BRL | 47554.0 | 06/02/26 | Goldman Sachs | (227) |
|  USD | 8110.0 | COP | 30648991.0 | 06/17/26 | Bank of America | (85) |
|  USD | 5107.0 | COP | 19369084.0 | 06/17/26 | Bank of America | (72) |
|  USD | 2.0 | COP | 7297.0 | 06/17/26 | BNP Paribas(1) | (0) |
|  USD | 4798.0 | COP | 18019414.0 | 06/17/26 | BNP Paribas | (20) |
|  USD | 7612.0 | COP | 28878245.0 | 06/17/26 | Deutsche Bank | (110) |
|  USD | 4458.0 | COP | 16811411.0 | 06/17/26 | Goldman Sachs | (37) |
|  USD | 10568.0 | COP | 39967734.0 | 06/17/26 | Goldman Sachs | (119) |
|  USD | 412.0 | EUR | 355.0 | 06/26/26 | Citibank | (1) |
|  USD | 2419.0 | EUR | 2103.0 | 06/26/26 | Citibank | (20) |
|  USD | 116833.0 | AUD | 169877.0 | 06/26/26 | Goldman Sachs | (222) |
|  USD | 314728.0 | EUR | 272095.0 | 06/26/26 | Goldman Sachs | (1000) |
|  USD | 4612.0 | EUR | 3991.0 | 06/26/26 | Goldman Sachs | (19) |
|  USD | 2754.0 | EUR | 2376.0 | 06/26/26 | Goldman Sachs | (3) |
|  USD | 2834.0 | BRL | 16400.0 | 07/02/26 | Bank of America | (268) |
|  USD | 12907.0 | BRL | 73000.0 | 07/02/26 | BNP Paribas | (898) |
|  USD | 7965.0 | BRL | 42600.0 | 07/02/26 | BNP Paribas | (91) |
|  USD | 6806.0 | BRL | 36900.0 | 07/02/26 | BNP Paribas | (172) |
|  USD | 14874.0 | BRL | 86000.0 | 07/02/26 | BNP Paribas | (1391) |
|  USD | 8396.0 | BRL | 45100.0 | 07/02/26 | BNP Paribas | (133) |
|  USD | 3983.0 | BRL | 23000.0 | 07/02/26 | BNP Paribas | (366) |
|  USD | 4135.0 | BRL | 24000.0 | 07/02/26 | BNP Paribas | (404) |
|  USD | 3610.0 | BRL | 21000.0 | 07/02/26 | BNP Paribas | (361) |
|  USD | 11061.0 | BRL | 64000.0 | 07/02/26 | BNP Paribas | (1042) |
|  USD | 22074.0 | BRL | 118800.0 | 07/02/26 | Goldman Sachs | (393) |
|  USD | 25646.0 | BRL | 145000.0 | 07/02/26 | Goldman Sachs | (1775) |
|  USD | 27900.0 | BRL | 161000.0 | 07/02/26 | Goldman Sachs | (2547) |
|  USD | 15482.0 | BRL | 83100.0 | 07/02/26 | Goldman Sachs | (233) |
|  USD | 7372.0 | BRL | 43000.0 | 07/02/26 | Goldman Sachs | (760) |
|  USD | 15207.0 | BRL | 81700.0 | 07/02/26 | Goldman Sachs | (244) |
|  USD | 9932.0 | BRL | 56000.0 | 07/02/26 | Goldman Sachs | (658) |
|  USD | 4636.0 | BRL | 27000.0 | 07/02/26 | Goldman Sachs | (470) |
|  USD | 4257.0 | BRL | 22700.0 | 07/02/26 | Goldman Sachs | (36) |
|  USD | 5565.0 | BRL | 31500.0 | 07/02/26 | Goldman Sachs | (392) |
|  USD | 9983.0 | BRL | 58000.0 | 07/02/26 | Goldman Sachs | (986) |
|  USD | 4625.0 | BRL | 27000.0 | 07/02/26 | Goldman Sachs | (481) |
|  USD | 16577.0 | BRL | 90100.0 | 07/02/26 | Goldman Sachs | (462) |
|  USD | 16764.0 | BRL | 90500.0 | 07/02/26 | J.P. Morgan | (351) |
|  USD | 14121.0 | BRL | 81000.0 | 07/02/26 | J.P. Morgan | (1197) |
|  USD | 7420.0 | BRL | 42000.0 | 07/02/26 | J.P. Morgan | (523) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  USD | 1889 | BRL | 11000 | 07/02/26 | J.P. Morgan | (191) |
|  USD | 8135.0 | BRL | 44200 | 07/02/26 | J.P. Morgan | (224) |
|  USD | 6394.0 | COP | 24318289 | 07/13/26 | Goldman Sachs | (71) |
|  USD | 1557.0 | COP | 5922307 | 07/13/26 | Morgan Stanley | (17) |
|  USD | 17003.0 | ZAR | 300975 | 07/22/26 | Deutsche Bank | (630) |
|  USD | 2406.0 | ZAR | 42596 | 08/05/26 | Bank of America | (86) |
|  USD | 10001.0 | ZAR | 178272 | 08/05/26 | Goldman Sachs | (431) |
|  USD | 8685.0 | ZAR | 151275 | 08/19/26 | Bank of America | (157) |
|  USD | 17769.0 | COP | 70105951 | 09/16/26 | Bank of America | (580) |
|  USD | 4684.0 | BRL | 25600 | 10/02/26 | Bank of America | (51) |
|  USD | 13205.0 | BRL | 71900 | 10/02/26 | BNP Paribas | (93) |
|  USD | 7793.0 | BRL | 42800 | 10/02/26 | BNP Paribas | (123) |
|  USD | 9218.0 | BRL | 50400 | 10/02/26 | BNP Paribas | (104) |
|  USD | 9081.0 | BRL | 50200 | 10/02/26 | BNP Paribas | (204) |
|  USD | 16897.0 | BRL | 92800 | 10/02/26 | J.P. Morgan | (267) |
|  USD | 1131.0 | ZAR | 20304 | 10/28/26 | BNP Paribas | (49) |
|  USD | 292.0 | ZAR | 5242 | 11/04/26 | Bank of America | (12) |
|  USD | 14862.0 | ZAR | 260492 | 11/18/26 | J.P. Morgan | (239) |
|  |  |  |  |  | **Total Unrealized Depreciation** | (69380) |
|  |  |  |  |  | **Net Unrealized Depreciation** | $**(30038)** |

---

(1) A zero balance may reflect actual amounts rounding to less than one thousand.

---

| | |
|:---|:---|
| AUD | Australian Dollar |
| BRL | Brazilian Real |
| CAD | Canadian Dollar |
| CLP | Chilean Peso |
| COP | Colombian Peso |
| CZK | Czech Koruna |
| EGP | Egyptian Pound |
| EUR | Euro |
| GBP | British Pound |
| IDR | Indonesian Rupiah |
| INR | Indian Rupee |
| JPY | Japanese Yen |
| KRW | Korean Won |
| KWD | Kuwaiti Dinar |
| MXN | Mexican Peso |
| NOK | Norwegian Krone |
| NZD | New Zealand Dollar |
| PEN | Peruvian Sol |
| TRY | Turkish Lira |
| TWD | Taiwan New Dollar |
| USD | United States Dollar |
| ZAR | South African Rand |

---

------

**Centrally Cleared Credit Default Swaps – Sell Protection** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Reference Entity** | **Fixed Annual<br>Rate Received<br>by Fund** | **Payment<br>Frequency** | **Maturity<br>Date** | **Implied Credit<br>Spread at March 31,<br>2026** | **Notional<br>Amount** | **Upfront<br>Premium<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation/<br>(Depreciation)** | **Value** |
|  AT&T, Inc. | 1.00% | Quarterly | 6/20/2026 | 0.23% | $2700 | $1168 | $(1163) | $5 |
|  AT&T, Inc. | 1.00 | Quarterly | 6/20/2028 | 0.39 | 1300 | (7) | 24 | 17 |
|  Boeing Co. | 1.00 | Quarterly | 12/20/2030 | 0.71 | 4600 | 71 | (13) | 58 |
|  CDX.EM.36 | 1.00 | Quarterly | 12/20/2026 | 0.68 | 25760 | (1) | 70 | 69 |
|  CDX.EM.38 | 1.00 | Quarterly | 12/20/2027 | 0.68 | 2400 | 27 | (14) | 13 |
|  CDX.EM.39 | 1.00 | Quarterly | 6/20/2028 | 1.32 | 800 | (363) | 358 | (5) |
|  CDX.EM.40 | 1.00 | Quarterly | 12/20/2028 | 1.03 | 3200 | (138) | 137 | (1) |
|  CDX.EM.41 | 1.00 | Quarterly | 6/20/2029 | 1.13 | 600 | (23) | 21 | (2) |
|  CDX.EM.42 | 1.00 | Quarterly | 12/20/2029 | 1.22 | 600 | (17) | 13 | (4) |
|  CDX.EM.43 | 1.00 | Quarterly | 6/20/2030 | 1.36 | 100 | (3) | 2 | (1) |
|  CDX.EM.44 | 1.00 | Quarterly | 12/20/2030 | 1.48 | 300 | (7) | 1 | (6) |
|  CDX.EM.45(1) | 1.00 | Quarterly | 6/20/2031 | 1.95 | 200 | (8) | 0 | (8) |
|  CDX.NA.HY.39 | 5.00 | Quarterly | 12/20/2027 | 2.45 | 873 | (417) | 455 | 38 |
|  CDX.NA.HY.43 | 5.00 | Quarterly | 12/20/2029 | 3.20 | 19602 | 575 | 603 | 1178 |
|  CDX.NA.HY.44 | 5.00 | Quarterly | 6/20/2030 | 3.36 | 2574 | (458) | 614 | 156 |
|  CDX.NA.HY.45 | 5.00 | Quarterly | 12/20/2030 | 3.64 | 210850 | 16001 | (4475) | 11526 |
|  CDX.NA.HY.46 | 5.00 | Quarterly | 6/20/2031 | 3.85 | 56900 | 2231 | 610 | 2841 |
|  Ford Motor Credit Co. LLC | 5.00 | Quarterly | 6/20/2026 | 0.35 | 9100 | (385) | 494 | 109 |
|  |  |  |  |  |  | $**18246** | $**(2263)** | $**15983** |

---

(1) A zero balance may reflect actual amounts rounding to less than one thousand.

------

**Over-the-Counter Credit Default Swaps – Sell Protection** 

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Reference<br>Entity** | **Fixed Annual<br>Rate Received by<br>Fund** | **Payment<br>Frequency** | **Maturity <br>Date** | **Implied<br>Credit<br>Spread at<br>March 31, 2026** | **Notional<br>Amount** | **Upfront<br>Premium<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation/<br>(Depreciation)** | **Value** |
|  BNP Paribas | Colombia Government International | 1.00% | Quarterly | 12/20/2027 | 1.20% | $600 | $(54) | $52 | $(2) |
|  Goldman Sachs | Colombia Government International | 1.00 | Quarterly | 6/20/2027 | 1.03 | 1900 | 52 | (53) | (1) |
|  Goldman Sachs | Colombia Government International | 1.00 | Quarterly | 12/20/2027 | 1.20 | 800 | (71) | 69 | (2) |
|  J.P. Morgan | Colombia Government International | 1.00 | Quarterly | 12/20/2026 | 0.87 | 1400 | (66) | 67 | 1 |
|  J.P. Morgan | Colombia Government International(1) | 1.00 | Quarterly | 6/20/2027 | 1.03 | 400 | (15) | 15 | (0) |
|  Morgan Stanley | Colombia Government International(1) | 1.00 | Quarterly | 6/20/2027 | 1.03 | 900 | 29 | (29) | (0) |
|  Morgan Stanley | Colombia Government International | 1.00 | Quarterly | 12/20/2027 | 1.20 | 1000 | (88) | 86 | (2) |
|  Goldman Sachs | Mexico Government International | 1.00 | Quarterly | 12/20/2028 | 0.67 | 200 | (2) | 4 | 2 |
|  J.P. Morgan | Mexico Government International(1) | 1.00 | Quarterly | 6/20/2026 | 0.33 | 100 | (1) | 1 | 0 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 12/20/2026 | 0.37 | 500 | 498 | (495) | 3 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 6/20/2027 | 0.45 | 400 | (4) | 7 | 3 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 6/20/2028 | 0.58 | 300 | (7) | 10 | 3 |
|  Morgan Stanley | Mexico Government International | 1.00 | Quarterly | 12/20/2028 | 0.67 | 1100 | (12) | 21 | 9 |
|  Goldman Sachs | Nissan Motor Co. Ltd. | 1.00 | Quarterly | 12/20/2030 | 2.74 | 126850 | (68) | 9 | (59) |
|  J.P. Morgan | Nissan Motor Co. Ltd. | 1.00 | Quarterly | 12/20/2030 | 2.74 | 126850 | (68) | 8 | (60) |
|  Deutsche Bank | Pemex | 4.75 | Quarterly | 7/6/2026 |  | $1341 |  | 12 | 12 |
|  Deutsche Bank | Pemex | 4.85 | Quarterly | 7/6/2026 |  | 2682 |  | 25 | 25 |
|  Bank of America | iTraxx Europe Crossover Series 44 Version 1 Index | 5.00 | Quarterly | 12/20/2030 | 0.92 | 20100 | 4555 | (532) | 4023 |
|  BNP Paribas | iTraxx Europe Crossover Series 44 Version 1 Index | 5.00 | Quarterly | 12/20/2030 | 0.92 | 10400 | 2391 | (310) | 2081 |
|  J.P. Morgan | iTraxx Europe Crossover Series 44 Version 1 Index | 5.00 | Quarterly | 12/20/2030 | 0.92 | 9800 | 2251 | (290) | 1961 |
|  |  |  |  |  |  |  | $**9320** | $**(1323)** | $**7997** |

---

(1) A zero balance may reflect actual amounts rounding to less than one thousand.

------

**Centrally Cleared Interest Rate Swaps** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Fixed Annual Rate** | **Floating Rate<br>Index** | **Floating Rate<br>Paid or Received** | **Payment<br>Frequency** | **Maturity<br>Date** | **Notional<br>Amount** | **Upfront<br>Premium<br>Paid/<br>(Received)** | **Unrealized<br>Appreciation/<br>(Depreciation)** | **Value** |
|  0.50% | 6 Month EURIBOR | Received | Semi-Annual | 6/17/2050 | 9000 | $(187) | $4937 | $4750 |
| 0.83 | 6 Month EURIBOR | Received | Semi-Annual | 12/9/2052 | 158000 | 951 | 18582 | 19533 |
| 1.25 | 3 Month SOFR | Received | Quarterly | 12/16/2050 | $48900 | 4778 | 19242 | 24020 |
| 1.50 | 3 Month SOFR | Received | Quarterly | 6/17/2050 | 81200 | (14464) | 50741 | 36277 |
| 2.25 | 3 Month SOFR | Received | Quarterly | 3/12/2050 | 3200 | (10) | 1078 | 1068 |
| 2.75 | 1 Year SOFR | Received | Annual | 6/21/2053 | 91000 | 8330 | 13276 | 21606 |
| 3.00 | 6 Month EURIBOR | Paid | Semi-Annual | 9/16/2056 | 7990 | (66) | (125) | (191) |
| 3.15 | 1 Year SOFR | Received | Annual | 11/15/2053 | $172200 |  | 28230 | 28230 |
| 3.16 | 1 Year SOFR | Received | Annual | 11/15/2053 | 49800 |  | 8109 | 8109 |
| 3.17 | 1 Year SOFR | Received | Annual | 11/15/2053 | 108000 |  | 17336 | 17336 |
| 3.25 | 1 Year SOFR | Received | Annual | 12/20/2053 | 129000 | 6209 | 12765 | 18974 |
| 3.25 | 1 Year SOFR | Received | Annual | 3/19/2055 | 97500 | 14331 | 52 | 14383 |
| 3.25 | 1 Year SOFR | Received | Annual | 3/19/2055 | 109700 | 15680 | 502 | 16182 |
| 3.34 | 1 Year SOFR | Received | Annual | 8/31/2030 | 12470 |  | 117 | 117 |
| 3.41 | 1 Year SOFR | Received | Annual | 8/31/2030 | 4250 |  | 28 | 28 |
| 3.42 | 1 Year SOFR | Received | Annual | 8/31/2030 | 6430 |  | 39 | 39 |
| 3.50 | Sterling Overnight Index Average | Paid | Annual | 3/18/2031 | 180600 | (4872) | (2599) | (7471) |
| 3.50 | 1 Year SOFR | Received | Annual | 6/20/2054 | $87200 | 6830 | 2702 | 9532 |
| 3.50 | 1 Year SOFR | Received | Annual | 12/18/2054 | 133200 | (5736) | 19797 | 14061 |
| 3.50 | 1 Year SOFR | Received | Annual | 9/17/2055 | 74600 | 7421 | 595 | 8016 |
| 3.56 | 1 Year SOFR | Received | Annual | 1/31/2033 | 4750 |  | 37 | 37 |
| 3.68 | 1 Year SOFR | Received | Annual | 2/15/2036 | 8410 |  | 115 | 115 |
| 3.71 | 1 Year SOFR | Received | Annual | 11/15/2035 | 5770 |  | 55 | 55 |
| 3.75 | 1 Year SOFR | Received | Annual | 12/17/2030 | 31380 | (678) | 480 | (198) |
| 3.75 | 1 Year SOFR | Received | Annual | 9/17/2032 | 230400 | (5735) | 5082 | (653) |
| 3.75 | 1 Year SOFR | Received | Annual | 12/17/2032 | 101940 | (2007) | 1678 | (329) |
| 3.75 | 1 Year SOFR | Received | Annual | 3/18/2033 | 8020 | (150) | 130 | (20) |
| 3.75 | 1 Year SOFR | Received | Annual | 3/18/2033 | 14880 | (257) | 219 | (38) |
| 3.75 | 1 Year SOFR | Received | Annual | 9/17/2035 | 147600 | (2569) | 3597 | 1028 |
| 3.75 | 1 Year SOFR | Received | Annual | 12/17/2035 | 22630 | (381) | 541 | 160 |
| 3.75 | 1 Year SOFR | Received | Annual | 2/15/2036 | 17810 |  | 131 | 131 |
| 3.93 | Sterling Overnight Index Average | Paid | Annual | 3/20/2028 | 477253 | (2037) | (1768) | (3805) |
| 3.98 | 1 Year SOFR | Received | Annual | 11/15/2053 | $41500 | 867 | 194 | 1061 |
| 4.00 | 1 Year SOFR | Received | Annual | 11/15/2053 | 2730 |  | 61 | 61 |
| 4.00 | Sterling Overnight Index Average | Received | Annual | 3/18/2036 | 14400 | 148 | 511 | 659 |
| 4.01 | 1 Year SOFR | Received | Annual | 11/15/2053 | $2730 |  | 56 | 56 |
| 4.02 | 1 Year SOFR | Received | Annual | 11/15/2053 | 2720 |  | 53 | 53 |
| 4.05 | 1 Year SOFR | Received | Annual | 2/15/2056 | 3990 |  | 40 | 40 |
| 4.06 | 1 Year SOFR | Received | Annual | 2/15/2056 | 4280 |  | 37 | 37 |
| 4.07 | 1 Year SOFR | Received | Annual | 2/15/2046 | 3270 |  | 34 | 34 |
| 4.08 | 1 Year SOFR | Received | Annual | 2/15/2046 | 7250 |  | 66 | 66 |
| 4.08 | 1 Year SOFR | Received | Annual | 11/15/2053 | 2200 |  | 19 | 19 |
| 4.08 | 1 Year SOFR | Received | Annual | 11/15/2053 | 3230 |  | 28 | 28 |
| 4.09 | 1 Year SOFR | Received | Annual | 11/15/2053 | 118647 | 206 | 668 | 874 |
| 4.48 | 6 Month CZK PRIBOR | Paid | Semi-Annual | 3/11/2036 | 12100 |  | (2) | (2) |
| 4.50 | 6 Month Australian Bank Bill | Paid | Semi-Annual | 6/18/2035 | 31900 | 607 | (1406) | (799) |
| 4.50 | Sterling Overnight Index Average | Received | Annual | 3/18/2056 | 540 | 2 | 32 | 34 |
| 4.75 | 3 Month FRA New Zealand Bank Bill | Paid | Quarterly | 6/19/2029 | 41300 | 296 | 708 | 1004 |
| 6.77 | 3 Month ZAR SAJIBOR | Paid | Quarterly | 3/10/2028 | 51200 |  | (31) | (31) |
| 8.00 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/3/2031 | 36500 | 0 | 36 | 36 |
| 8.00 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/6/2031 | 36500 | (0) | 36 | 36 |
| 8.01 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 36 | 36 |
| 8.03 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 38 | 38 |
| 8.05 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 40 | 40 |
| 8.06 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/7/2031 | 35600 | (0) | 40 | 40 |
| 8.06 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/8/2031 | 108600 | (0) | 123 | 123 |
| 8.08 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/8/2031 | 50600 | (0) | 60 | 60 |
| 8.20 | 3 Month ZAR SAJIBOR(1) | Paid | Quarterly | 1/10/2031 | 181200 | (0) | 268 | 268 |
| 8.99 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/18/2029 | 54600 |  | 100 | 100 |
| 9.02 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/17/2029 | 73700 |  | 139 | 139 |
| 9.11 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 3/13/2030 | 285500 |  | 595 | 595 |
| 9.14 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/27/2029 | 105900 |  | 219 | 219 |
| 9.15 | Mexico Interbank TIIE 28 Day | Paid | Lunar | 12/31/2029 | 102500 |  | 223 | 223 |
| 10.33 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/4/2027 | 429570 |  | (7475) | (7475) |
| 13.25 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 8400 |  | (32) | (32) |
| 13.26 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 76200 | (18) | (268) | (286) |
| 13.29 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2029 | 144700 | (8) | (694) | (702) |
| 13.35 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 18000 |  | (53) | (53) |
| 13.35 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2029 | 288800 | 22 | (1288) | (1266) |
| 13.44 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 6030 |  | (13) | (13) |
| 13.44 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 6070 |  | (13) | (13) |
| 13.52 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 57000 | 2 | (86) | (84) |
| 13.56 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 14800 |  | (17) | (17) |
| 13.67 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/2/2031 | 7600 |  | (1) | (1) |
| 13.93 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/4/2027 | 221000 | 11 | (414) | (403) |
| 14.01 | Overnight Brazilian Interbank Deposit Rate | Paid | Daily | 1/4/2027 | 157200 |  | (244) | (244) |
|  |  |  |  |  |  | $**27516** | $**198124** | $**225640** |

---

Lunar - payment frequency equal periods of 28 days (a lunar month).

(1) A zero balance may reflect actual amounts rounding to less than one thousand.

---

| | |
|:---|:---|
| EURIBOR | Euro Interbank Offered Rate |
| PRIBOR | Prague Interbank Offered Rate |
| SAJIBOR | South African Johannesburg Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| TIIE | Interbank Equilibrium Interest Rate |

---

(1) A zero balance may reflect actual amounts rounding to less than one thousand.

------

**REVERSE REPURCHASE AGREEMENTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Broker** | **Currency** | **Principal<br>Amount<br>(000)** | **Interest<br>Rate** | **Maturity** | **Value at<br>March<br>31, 2026** |
|  Barclays Bank Plc Wholesale(1) | EUR | 305 | 1.65 | 6/17/2027 | $357 |
|  |  |  |  |  | $**357** |

---

(1) The reverse repurchase agreement matures on demand. Interest rate resets daily and the rate shown is the rate in effect on March 31, 2026.

------

The type of underlying collateral and the remaining maturity of open reverse repurchase agreements on statements of assets and liabilities is as follows:

---

| | | | |
|:---|:---|:---|:---|
|  | **Overnight and<br>Continuous** | **Up to 30 Days** | **Total** |
|  Government Bonds - Other Government related | $371 | $– $– $– $| 371 |
|  Total | $371 | $– $– $– $| 371 |

---

------

**Bridge Builder Municipal Bond Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Principal**<br>**Amount**<br>**(000s)** | $nan<br>**Value**<br>**(000s)** |
|  **MUNICIPAL BONDS – 96.33%** |  |  |
|  **Alabama – 5.67%** |  |  |
|  Alabama Highway Authority |  |  |
|  5.00%, 09/01/2037 | $6825 | $7676 |
|  5.00%, 09/01/2040 | 1675 | 1847 |
|  Alabama Housing Finance Authority |  |  |
|  4.45%, 08/01/2045 | 3500 | 3426 |
|  5.75%, 10/01/2055 | 4440 | 4811 |
|  5.75%, 04/01/2056 | 6340 | 6895 |
|  Alabama Public Health Care Authority |  |  |
|  3.00%, 09/01/2035 | 265 | 248 |
|  Alabama Public School & College Authority |  |  |
|  5.00%, 11/01/2035 | 6400 | 6871 |
|  Alabama Special Care Facilities Financing Authority-Birmingham AL |  |  |
|  5.00%, 06/01/2039 | 1000 | 1096 |
|  5.25%, 06/01/2042 | 1100 | 1210 |
|  Alabama State University |  |  |
|  5.50%, 09/01/2045 | 2000 | 2157 |
|  Baldwin County Industrial Development Authority |  |  |
|  4.30%, 03/01/2056(1)(2) | 4540 | 4402 |
|  4.63%, 06/01/2055(1)(2) | 11350 | 11352 |
|  5.00%, 06/01/2055(1)(2) | 12050 | 12222 |
|  Bessemer Governmental Utility Services Corp. |  |  |
|  5.00%, 06/01/2039 | 3000 | 3048 |
|  Birmingham Airport Authority |  |  |
|  5.00%, 07/01/2028 | 700 | 735 |
|  5.00%, 07/01/2032 | 300 | 324 |
|  5.00%, 07/01/2034 | 800 | 856 |
|  Black Belt Energy Gas District |  |  |
|  2.77% (SIFMA Municipal Swap Index Yield + 0.35%), 10/01/2052(3) | 1955 | 1952 |
|  3.07% (SIFMA Municipal Swap Index Yield + 0.65%), 04/01/2053(3) | 22705 | 22670 |
|  4.00%, 07/01/2052(1) | 3570 | 3606 |
|  4.00%, 10/01/2052(1) | 35700 | 35914 |
|  4.00%, 12/01/2052(1) | 5930 | 5962 |
|  4.00%, 04/01/2053(1) | 8000 | 8093 |
|  5.00%, 06/01/2027 | 1585 | 1619 |
|  5.00%, 06/01/2028 | 2270 | 2352 |
|  5.00%, 09/01/2028 | 3000 | 3102 |
|  5.00%, 07/01/2030 | 3200 | 3378 |
|  5.00%, 07/01/2031 | 1035 | 1097 |
|  5.00%, 12/01/2032 | 1000 | 1054 |
|  5.00%, 07/01/2033 | 22725 | 23754 |
|  5.00%, 12/01/2033 | 4000 | 4193 |
|  5.00%, 11/01/2034 | 2125 | 2242 |
|  5.00%, 12/01/2034 | 23650 | 24673 |
|  5.00%, 12/01/2034 | 28345 | 30245 |
|  5.00%, 10/01/2035 | 13635 | 14202 |
|  5.00%, 10/01/2035 | 41765 | 41802 |
|  5.00%, 12/01/2035 | 32900 | 34847 |
|  5.00%, 03/01/2055(1) | 15345 | 16244 |
|  5.00%, 12/01/2055(1) | 20000 | 21152 |
|  5.00%, 12/01/2055(1) | 36250 | 38356 |
|  5.25%, 06/01/2027 | 1300 | 1329 |
|  5.25%, 12/01/2027 | 1170 | 1208 |
|  5.25%, 06/01/2028 | 1540 | 1600 |
|  5.25%, 12/01/2028 | 1275 | 1335 |
|  5.25%, 12/01/2053(1) | 15080 | 16095 |
|  5.25%, 01/01/2054(1) | 8115 | 8607 |
|  5.25%, 05/01/2055(1) | 9485 | 9750 |
|  5.50%, 06/01/2049(1) | 6970 | 7328 |
|  5.50%, 11/01/2053(1) | 18190 | 19039 |
|  Chilton County Health Care Authority |  |  |
|  5.00%, 11/01/2035 | 1150 | 1150 |
|  City of Gadsden AL |  |  |
|  5.00%, 10/01/2038 | 1130 | 1250 |
|  City of Guntersville AL |  |  |
|  5.00%, 02/01/2038 | 260 | 284 |
|  City of Sheffield AL Water & Sewer Revenue |  |  |
|  4.00%, 10/01/2032 | 560 | 571 |
|  Clarke-Mobile Counties Gas District |  |  |
|  5.00%, 10/01/2032 | 1660 | 1842 |
|  5.00%, 10/01/2033 | 1740 | 1945 |
|  5.00%, 10/01/2034 | 1825 | 2052 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  County of Jefferson AL |  |  |
|  5.00%, 09/15/2032 | 1000 | 1018.0 |
|  County of Jefferson AL Sewer Revenue |  |  |
|  5.00%, 10/01/2028 | 2000 | 2101.0 |
|  5.00%, 10/01/2036 | 6000 | 6518.0 |
|  5.00%, 10/01/2037 | 6000 | 6486.0 |
|  5.00%, 10/01/2038 | 2980 | 3203.0 |
|  5.00%, 10/01/2039 | 4420 | 4723.0 |
|  5.25%, 10/01/2040 | 1600 | 1729.0 |
|  5.25%, 10/01/2049 | 8180 | 8464.0 |
|  5.50%, 10/01/2053 | 2725 | 2833.0 |
|  Energy Southeast A Cooperative District |  |  |
|  5.00%, 12/01/2027 | 250 | 257.0 |
|  5.00%, 06/01/2028 | 240 | 248.0 |
|  5.00%, 12/01/2029 | 1250 | 1313.0 |
|  5.00%, 03/01/2030 | 2680 | 2767.0 |
|  5.00%, 12/01/2030 | 120 | 126.0 |
|  5.00%, 09/01/2033 | 26000 | 26448.0 |
|  5.00%, 11/01/2035 | 13350 | 13888.0 |
|  5.25%, 07/01/2054(1) | 27215 | 29021.0 |
|  5.50%, 11/01/2053(1) | 10500 | 11292.0 |
|  5.75%, 04/01/2054(1) | 3700 | 4037.0 |
|  Guntersville Water Works & Sewer Board |  |  |
|  5.00%, 08/01/2034 | 200 | 219.0 |
|  5.00%, 08/01/2035 | 200 | 218.0 |
|  5.00%, 08/01/2038 | 605 | 649.0 |
|  5.00%, 08/01/2039 | 500 | 534.0 |
|  Health Care Authority of the City of Huntsville |  |  |
|  5.00%, 06/01/2037 | 5115 | 5397.0 |
|  5.00%, 06/01/2053(1) | 12255 | 13073.0 |
|  Homewood Educational Building Authority |  |  |
|  4.00%, 12/01/2038 | 1385 | 1289.0 |
|  5.25%, 10/01/2039 | 1220 | 1270.0 |
|  5.50%, 10/01/2049 | 1755 | 1775.0 |
|  5.50%, 10/01/2054 | 1420 | 1424.0 |
|  Jacksonville Public Educational Building Authority |  |  |
|  5.25%, 08/01/2049 | 4250 | 4351.0 |
|  Lower Alabama Gas District |  |  |
|  5.00%, 12/01/2033 | 33510 | 34796.0 |
|  Mobile County Board of School Commissioners |  |  |
|  5.00%, 03/01/2028 | 1030 | 1031.0 |
|  Montgomery County Public Facilities Authority |  |  |
|  4.00%, 03/01/2035 | 1000 | 963.0 |
|  Prichard Water Works & Sewer Board |  |  |
|  2.25%, 11/01/2027(4)(5) | 210 | 132.0 |
|  2.38%, 11/01/2028(4)(5) | 550 | 347.0 |
|  Southeast Alabama Gas Supply District |  |  |
|  5.00%, 06/01/2049(1) | 37735 | 39722.0 |
|  5.00%, 08/01/2054(1) | 37700 | 39947.0 |
|  Southeast Energy Authority A Cooperative District |  |  |
|  5.00%, 02/01/2029 | 885 | 918.0 |
|  5.00%, 08/01/2029 | 1125 | 1172.0 |
|  5.00%, 10/01/2030 | 118570 | 125812.0 |
|  5.00%, 09/01/2035 | 30130 | 32427.0 |
|  5.00%, 11/01/2035 | 33240 | 33951.0 |
|  5.00%, 05/01/2053(1) | 13125 | 13598.0 |
|  5.00%, 01/01/2054(1) | 16825 | 17656.0 |
|  5.00%, 05/01/2055(1) | 18840 | 19929.0 |
|  5.00%, 10/01/2055(1) | 43975 | 46788.0 |
|  5.00%, 01/01/2056(1) | 24860 | 25001.0 |
|  5.25%, 11/01/2026 | 1520 | 1537.0 |
|  5.25%, 03/01/2055(1) | 25095 | 25783.0 |
|  5.50%, 01/01/2053(1) | 16020 | 17050.0 |
|  State of Alabama Docks Department |  |  |
|  5.00%, 10/01/2028 | 2000 | 2048.0 |
|  5.00%, 10/01/2029 | 3500 | 3576.0 |
|  5.00%, 10/01/2032 | 2500 | 2546.0 |
|  Town of Pike Road AL |  |  |
|  5.00%, 03/01/2048 | 7415 | 7615.0 |
|  Tuscaloosa County Industrial Development Authority |  |  |
|  5.25%, 05/01/2044(2) | 7925 | 7944.0 |
|  University of South Alabama |  |  |
|  5.00%, 11/01/2033 | 1000 | 1009.0 |
|  Total Alabama | Total Alabama | 1147039.0 |
|  **Alaska – 0.22%** |  |  |
|  Alaska Housing Finance Corp. |  |  |
|  3.00%, 06/01/2051 | 755 | 742.0 |
|  5.00%, 12/01/2031 | 3500 | 3647.0 |
|  Alaska Municipal Bond Bank Authority |  |  |
|  5.00%, 12/01/2028 | 360 | 377.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 12/01/2036 | 930 | 1009.0 |
|  5.25%, 12/01/2037 | 975 | 1051.0 |
|  5.50%, 12/01/2050 | 1000 | 1034.0 |
|  Alaska Railroad Corp. |  |  |
|  5.50%, 10/01/2030 | 700 | 763.0 |
|  5.50%, 10/01/2032 | 200 | 223.0 |
|  5.50%, 10/01/2033 | 1500 | 1688.0 |
|  5.50%, 10/01/2035 | 1200 | 1364.0 |
|  5.50%, 10/01/2037 | 2050 | 2295.0 |
|  5.50%, 10/01/2039 | 1400 | 1547.0 |
|  5.50%, 10/01/2041 | 1775 | 1926.0 |
|  5.50%, 10/01/2042 | 2000 | 2155.0 |
|  5.50%, 10/01/2043 | 500 | 536.0 |
|  5.50%, 10/01/2044 | 3185 | 3394.0 |
|  5.50%, 10/01/2045 | 2100 | 2220.0 |
|  Borough of North Slope AK |  |  |
|  5.00%, 06/30/2026 | 500 | 503.0 |
|  Municipality of Anchorage AK |  |  |
|  4.00%, 09/01/2040 | 1500 | 1497.0 |
|  5.50%, 02/01/2035 | 2370 | 2680.0 |
|  5.50%, 02/01/2038 | 2795 | 3093.0 |
|  5.50%, 02/01/2043 | 3680 | 3986.0 |
|  5.50%, 02/01/2045 | 1405 | 1504.0 |
|  Northern Tobacco Securitization Corp. |  |  |
|  4.00%, 06/01/2050 | 765 | 722.0 |
|  4.00%, 06/01/2050 | 3145 | 2558.0 |
|  State of Alaska |  |  |
|  5.00%, 08/01/2035 | 1000 | 1142.0 |
|  Total Alaska | Total Alaska | 43656.0 |
|  **Arizona – 1.38%** |  |  |
|  Arizona Board of Regents |  |  |
|  5.00%, 07/01/2042 | 500 | 503.0 |
|  Arizona Department of Transportation State Highway Fund Revenue |  |  |
|  5.00%, 07/01/2042 | 10000 | 11004.0 |
|  Arizona Health Facilities Authority |  |  |
|  2.67% (SIFMA Municipal Swap Index Yield + 0.25%), 01/01/2046(3) | 2950 | 2933.0 |
|  Arizona Industrial Development Authority |  |  |
|  2.65%, 07/01/2026 | 85 | 85.0 |
|  3.00%, 12/15/2031(2) | 280 | 264.0 |
|  3.55%, 07/15/2029 | 695 | 680.0 |
|  4.00%, 07/15/2027(2) | 125 | 125.0 |
|  5.00%, 02/01/2034 | 2585 | 2826.0 |
|  5.00%, 11/01/2035 | 1100 | 1137.0 |
|  5.00%, 11/01/2039 | 1000 | 1023.0 |
|  5.00%, 01/01/2042(1) | 16805 | 16998.0 |
|  5.00%, 10/01/2044(1) | 6120 | 6123.0 |
|  5.25%, 11/01/2053 | 5475 | 5536.0 |
|  6.00%, 07/01/2037(2) | 3500 | 3570.0 |
|  Chandler Industrial Development Authority |  |  |
|  3.80%, 12/01/2035(1) | 13850 | 14011.0 |
|  4.00%, 06/01/2049(1) | 10245 | 10375.0 |
|  5.00%, 09/01/2042(1) | 1000 | 1016.0 |
|  5.00%, 09/01/2052(1) | 12210 | 12404.0 |
|  City of Buckeye AZ |  |  |
|  5.00%, 07/01/2039 | 1270 | 1413.0 |
|  City of Mesa AZ |  |  |
|  5.00%, 07/01/2042 | 2720 | 2976.0 |
|  City of Mesa AZ Utility System Revenue |  |  |
|  5.00%, 07/01/2036 | 3900 | 4412.0 |
|  5.00%, 07/01/2037 | 4000 | 4484.0 |
|  City of Phoenix Civic Improvement Corp. |  |  |
|  5.00%, 07/01/2026 | 1675 | 1684.0 |
|  5.00%, 07/01/2027 | 3000 | 3076.0 |
|  5.00%, 07/01/2028 | 1070 | 1122.0 |
|  5.00%, 07/01/2028 | 4440 | 4638.0 |
|  5.00%, 07/01/2029 | 725 | 769.0 |
|  5.00%, 07/01/2030 | 1000 | 1065.0 |
|  5.00%, 07/01/2031 | 725 | 770.0 |
|  5.00%, 07/01/2032 | 120 | 127.0 |
|  5.00%, 07/01/2034 | 1650 | 1864.0 |
|  5.00%, 07/01/2035 | 1885 | 2118.0 |
|  5.00%, 07/01/2035 | 3000 | 3016.0 |
|  5.00%, 07/01/2036 | 3000 | 3069.0 |
|  5.00%, 07/01/2037 | 1500 | 1533.0 |
|  Gilbert Water Resource Municipal Property Corp. |  |  |
|  5.00%, 07/15/2033 | 1920 | 2143.0 |
|  5.00%, 07/15/2034 | 1785 | 1983.0 |
|  Glendale Industrial Development Authority |  |  |
|  5.00%, 05/15/2056 | 1375 | 1162.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Industrial Development Authority of the City of Phoenix |  |  |
|  2.30%, 11/15/2052(1) | 24495 | 24495.0 |
|  Industrial Development Authority of the City of Phoenix Arizona |  |  |
|  3.35%, 12/01/2027 | 3840 | 3859.0 |
|  5.00%, 07/01/2033 | 415 | 424.0 |
|  5.00%, 07/01/2034 | 765 | 779.0 |
|  5.00%, 12/01/2035 | 1415 | 1476.0 |
|  5.00%, 07/01/2036 | 1500 | 1503.0 |
|  5.00%, 07/01/2036(2) | 5000 | 5000.0 |
|  5.00%, 07/01/2038 | 1295 | 1304.0 |
|  5.00%, 10/15/2044 | 5775 | 6024.0 |
|  5.13%, 02/01/2034 | 2505 | 2418.0 |
|  5.38%, 02/01/2041 | 3580 | 3313.0 |
|  Industrial Development Authority of the County of Yavapai |  |  |
|  4.25%, 03/01/2028 | 5000 | 5063.0 |
|  5.00%, 09/01/2034(2) | 1165 | 1165.0 |
|  Maricopa County & Phoenix Industrial Development Authorities |  |  |
|  6.25%, 03/01/2055 | 5520 | 6118.0 |
|  Maricopa County Industrial Development Authority |  |  |
|  4.25%, 12/01/2031(1) | 10580 | 10670.0 |
|  4.38%, 05/01/2033(2) | 4000 | 3908.0 |
|  5.00%, 12/01/2034 | 1630 | 1819.0 |
|  5.00%, 12/01/2035 | 2495 | 2760.0 |
|  5.00%, 12/01/2036 | 1765 | 1938.0 |
|  5.00%, 12/01/2037 | 690 | 752.0 |
|  5.00%, 01/01/2038 | 4000 | 4032.0 |
|  5.00%, 12/01/2038 | 930 | 1006.0 |
|  5.00%, 09/01/2042 | 3205 | 3269.0 |
|  5.00%, 01/01/2046(1) | 3210 | 3218.0 |
|  5.00%, 07/01/2047 | 2000 | 2010.0 |
|  5.00%, 01/01/2053(1) | 10000 | 10756.0 |
|  Maricopa County Special Health Care District |  |  |
|  4.00%, 07/01/2035 | 805 | 824.0 |
|  5.00%, 07/01/2033 | 6555 | 7168.0 |
|  5.00%, 07/01/2034 | 970 | 1009.0 |
|  Pima County Unified School District No 6 Marana |  |  |
|  5.00%, 07/01/2042 | 1100 | 1175.0 |
|  5.00%, 07/01/2043 | 860 | 913.0 |
|  Pinal County Industrial Development Authority |  |  |
|  5.50%, 10/01/2033(2) | 1000 | 1030.0 |
|  Salt River Project Agricultural Improvement & Power District |  |  |
|  4.00%, 01/01/2041 | 4680 | 4667.0 |
|  5.00%, 01/01/2033 | 1000 | 1037.0 |
|  5.00%, 01/01/2038 | 3985 | 4032.0 |
|  Tucson Industrial Development Authority/Pima County Industrial Development Auth |  |  |
|  5.50%, 01/01/2056 | 3680 | 3978.0 |
|  Western Maricopa Education Center District No 402 |  |  |
|  5.00%, 07/01/2040 | 965 | 1056.0 |
|  5.00%, 07/01/2041 | 1750 | 1906.0 |
|  5.00%, 07/01/2042 | 1275 | 1380.0 |
|  Yuma Industrial Development Authority |  |  |
|  4.00%, 08/01/2049 | 1195 | 1052.0 |
|  5.00%, 08/01/2038 | 1250 | 1348.0 |
|  5.00%, 08/01/2040 | 875 | 935.0 |
|  5.25%, 08/01/2043 | 1045 | 1130.0 |
|  5.25%, 08/01/2044 | 420 | 452.0 |
|  Total Arizona | Total Arizona | 278208.0 |
|  **Arkansas – 0.52%** |  |  |
|  Arkansas Development Finance Authority |  |  |
|  3.13%, 07/01/2036 | 180 | 127.0 |
|  3.88%, 10/15/2065(1) | 4750 | 4726.0 |
|  4.00%, 07/01/2027 | 220 | 220.0 |
|  4.00%, 09/01/2046(1)(2) | 30870 | 30711.0 |
|  5.00%, 02/01/2028 | 1000 | 1025.0 |
|  5.00%, 02/01/2030 | 530 | 550.0 |
|  5.00%, 02/01/2033 | 535 | 552.0 |
|  5.00%, 02/01/2035 | 650 | 662.0 |
|  5.00%, 02/01/2036 | 1000 | 1017.0 |
|  5.00%, 06/01/2050 | 3000 | 3121.0 |
|  5.50%, 01/01/2056 | 2425 | 2623.0 |
|  5.70%, 05/01/2053 | 3175 | 3234.0 |
|  6.88%, 07/01/2048(2) | 7500 | 8053.0 |
|  7.38%, 07/01/2048(2) | 8400 | 9088.0 |
|  Bentonville School District No 6 |  |  |
|  2.00%, 06/01/2034 | 1265 | 1080.0 |
|  2.00%, 06/01/2036 | 1320 | 1068.0 |
|  City of Blytheville AR |  |  |
|  2.78%, 06/01/2028(1) | 10500 | 10500.0 |
|  City of Centerton AR Sales & Use Tax Revenue |  |  |
|  4.00%, 11/01/2054 | 1450 | 1464.0 |
|  4.13%, 11/01/2049 | 1400 | 1330.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  City of Little Rock AR |  |  |
|  3.63%, 02/01/2045 | 3060 | 3015.0 |
|  City of Marion AR Sales & Use Tax Revenue |  |  |
|  4.75%, 11/01/2045 | 2250 | 2273.0 |
|  5.00%, 11/01/2034 | 745 | 807.0 |
|  5.00%, 11/01/2035 | 605 | 651.0 |
|  5.00%, 11/01/2036 | 855 | 912.0 |
|  City of Pine Bluff AR |  |  |
|  4.50%, 12/20/2029(2) | 2450 | 2450.0 |
|  City of West Memphis AR Public Utility System Revenue |  |  |
|  5.00%, 12/01/2035 | 495 | 527.0 |
|  5.00%, 12/01/2036 | 520 | 549.0 |
|  County of Phillips AR Sales & Use Tax Revenue |  |  |
|  3.88%, 09/01/2043 | 415 | 394.0 |
|  County of Pulaski AR |  |  |
|  5.00%, 03/01/2040 | 500 | 526.0 |
|  5.00%, 03/01/2042 | 1225 | 1276.0 |
|  Gravette School District No 20 |  |  |
|  2.00%, 06/01/2038 | 1290 | 1002.0 |
|  Jacksonville North Pulaski County School District |  |  |
|  3.00%, 06/01/2038 | 1755 | 1579.0 |
|  Little Rock School District |  |  |
|  2.00%, 02/01/2036 | 4275 | 3444.0 |
|  Springdale School District No 50 |  |  |
|  2.50%, 06/01/2038 | 3245 | 2609.0 |
|  Van Buren School District No 42 |  |  |
|  2.00%, 02/01/2037 | 1010 | 795.0 |
|  2.00%, 02/01/2038 | 1030 | 788.0 |
|  Total Arkansas | Total Arkansas | 104748.0 |
|  **California – 6.91%** |  |  |
|  Alameda Corridor Transportation Authority |  |  |
|  5.00%, 10/01/2036 | 1710 | 1725.0 |
|  Aromas-San Juan Unified School District |  |  |
|  0.00%, 08/01/2042 | 200 | 154.0 |
|  Bay Area Toll Authority |  |  |
|  2.83% (SIFMA Municipal Swap Index Yield + 0.41%), 04/01/2056(3) | 15000 | 14806.0 |
|  Burbank-Glendale-Pasadena Airport Authority Brick Campaign |  |  |
|  5.00%, 07/01/2033 | 5515 | 6067.0 |
|  5.00%, 07/01/2036 | 3100 | 3395.0 |
|  5.00%, 07/01/2037 | 1010 | 1099.0 |
|  5.25%, 07/01/2042 | 1550 | 1675.0 |
|  California Community Choice Financing Authority |  |  |
|  3.90% (SOFR + 1.45%), 04/01/2056(3) | 11720 | 11613.0 |
|  4.00%, 02/01/2052(1) | 1250 | 1248.0 |
|  5.00%, 11/01/2029 | 450 | 474.0 |
|  5.00%, 11/01/2030 | 650 | 690.0 |
|  5.00%, 02/01/2031 | 27800 | 29452.0 |
|  5.00%, 11/01/2033 | 25405 | 27178.0 |
|  5.00%, 12/01/2035 | 10900 | 11797.0 |
|  5.00%, 03/01/2036 | 25465 | 26445.0 |
|  5.00%, 07/01/2053(1) | 12010 | 12595.0 |
|  5.00%, 01/01/2055(1) | 59165 | 60409.0 |
|  5.00%, 02/01/2055(1) | 15000 | 15877.0 |
|  5.00%, 08/01/2055(1) | 28030 | 29086.0 |
|  5.00%, 10/01/2055(1) | 12500 | 12618.0 |
|  5.00%, 11/01/2055(1) | 20365 | 20774.0 |
|  5.00%, 12/01/2055(1) | 16790 | 17505.0 |
|  5.00%, 01/01/2056(1) | 3000 | 3246.0 |
|  5.00%, 01/01/2056(1) | 9930 | 10059.0 |
|  5.00%, 03/01/2056(1) | 14000 | 15069.0 |
|  5.00%, 10/01/2056(1) | 15400 | 16500.0 |
|  5.25%, 01/01/2054(1) | 23680 | 25049.0 |
|  5.50%, 10/01/2054(1) | 4930 | 5362.0 |
|  California County Tobacco Securitization Agency |  |  |
|  5.00%, 06/01/2026 | 215 | 216.0 |
|  California Enterprise Development Authority |  |  |
|  4.00%, 08/01/2040 | 4355 | 4354.0 |
|  California Health Facilities Financing Authority |  |  |
|  4.00%, 03/01/2033 | 6945 | 6945.0 |
|  4.00%, 04/01/2045 | 2000 | 1869.0 |
|  5.00%, 08/15/2034 | 125 | 126.0 |
|  5.00%, 10/01/2039(1) | 1025 | 1052.0 |
|  5.00%, 11/15/2061(1) | 5100 | 5427.0 |
|  California Housing Finance Agency |  |  |
|  3.50%, 11/20/2035 | 7482 | 7365.0 |
|  3.60%, 07/01/2056(1) | 31800 | 31799.0 |
|  4.38%, 09/20/2036 | 3092 | 3114.0 |
|  4.95%, 08/01/2044 | 3650 | 3752.0 |
|  California Infrastructure & Economic Development Bank |  |  |
|  1.20%, 12/01/2050(1) | 1250 | 1185.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.25%, 08/01/2029 | 1580.0 | 1596.0 |
|  5.00%, 07/01/2040 | 1000.0 | 1045.0 |
|  5.00%, 07/01/2041 | 4150.0 | 4308.0 |
|  5.00%, 07/01/2042 | 3800.0 | 3914.0 |
|  5.00%, 07/01/2043 | 2850.0 | 2913.0 |
|  5.00%, 07/01/2044 | 4000.0 | 4056.0 |
|  5.25%, 07/01/2049 | 9200.0 | 9259.0 |
|  12.00%, 01/01/2065(1)(2) | 37035.0 | 19629.0 |
|  California Municipal Finance Authority |  |  |
|  0.00%, 02/20/2041(1) | 18723.0 | 17109.0 |
|  3.15%, 08/01/2059(1) | 3000.0 | 3007.0 |
|  3.25%, 07/01/2051(1) | 2250.0 | 2250.0 |
|  3.75%, 12/01/2035 | 2500.0 | 2434.0 |
|  3.88%, 03/01/2054(1) | 2915.0 | 2895.0 |
|  4.00%, 11/20/2040(1) | 3986.0 | 3815.0 |
|  4.00%, 07/15/2029 | 6900.0 | 6923.0 |
|  4.05%, 07/20/2041 | 6250.0 | 5961.0 |
|  4.38%, 09/01/2053(1) | 1670.0 | 1722.0 |
|  5.00%, 08/15/2029 | 1000.0 | 1033.0 |
|  5.00%, 11/01/2033 | 765.0 | 796.0 |
|  5.00%, 08/15/2034 | 1065.0 | 1090.0 |
|  5.00%, 08/01/2039 | 2000.0 | 2009.0 |
|  5.00%, 05/15/2042 | 1180.0 | 1194.0 |
|  5.00%, 05/15/2043 | 1530.0 | 1546.0 |
|  5.00%, 12/01/2044 | 420.0 | 442.0 |
|  5.13%, 11/01/2040(2) | 445.0 | 463.0 |
|  5.13%, 12/01/2040 | 1500.0 | 1573.0 |
|  5.25%, 11/01/2034 | 1000.0 | 1049.0 |
|  California Pollution Control Financing Authority |  |  |
|  2.88%, 07/01/2043(1)(2) | 5675.0 | 5667.0 |
|  3.25%, 11/01/2042(1)(2) | 750.0 | 750.0 |
|  3.25%, 11/01/2042(1)(2) | 875.0 | 875.0 |
|  4.25%, 12/01/2027 | 4500.0 | 4553.0 |
|  California Public Finance Authority |  |  |
|  5.10%, 04/01/2066(1)(2) | 2550.0 | 2536.0 |
|  6.50%, 06/01/2054(2) | 330.0 | 308.0 |
|  California School Finance Authority |  |  |
|  4.00%, 11/01/2041(2) | 980.0 | 891.0 |
|  California State Public Works Board |  |  |
|  5.00%, 08/01/2033 | 1800.0 | 1982.0 |
|  California Statewide Communities Development Authority |  |  |
|  1.75%, 09/01/2029 | 750.0 | 704.0 |
|  4.00%, 09/02/2029 | 300.0 | 302.0 |
|  4.00%, 09/02/2031 | 300.0 | 301.0 |
|  4.25%, 09/01/2067(1) | 2500.0 | 2540.0 |
|  4.75%, 09/02/2033 | 455.0 | 460.0 |
|  5.00%, 04/01/2038(1) | 3000.0 | 3242.0 |
|  5.00%, 04/01/2046(1) | 2150.0 | 2323.0 |
|  California Statewide Financing Authority |  |  |
|  6.00%, 05/01/2043 | 1015.0 | 1017.0 |
|  Castaic Lake Water Agency |  |  |
|  0.00%, 08/01/2028 | 2205.0 | 2071.0 |
|  Central Unified School District |  |  |
|  5.25%, 08/01/2050 | 1100.0 | 1156.0 |
|  5.25%, 08/01/2054 | 2250.0 | 2346.0 |
|  Central Valley Energy Authority |  |  |
|  5.00%, 12/01/2055(1) | 20695.0 | 22269.0 |
|  City of Beaumont CA |  |  |
|  5.00%, 09/01/2049 | 1000.0 | 1005.0 |
|  City of Big Bear Lake Department of Water & Power |  |  |
|  3.05%, 02/01/2029(2) | 3125.0 | 3089.0 |
|  City of Los Angeles Department of Airports |  |  |
|  4.00%, 05/15/2035 | 685.0 | 692.0 |
|  4.00%, 05/15/2036 | 800.0 | 804.0 |
|  4.00%, 05/15/2037 | 850.0 | 849.0 |
|  4.00%, 05/15/2038 | 460.0 | 482.0 |
|  4.00%, 05/15/2038 | 750.0 | 744.0 |
|  4.00%, 05/15/2039 | 775.0 | 765.0 |
|  4.00%, 05/15/2039 | 11305.0 | 11166.0 |
|  4.00%, 05/15/2040 | 750.0 | 734.0 |
|  4.00%, 05/15/2041 | 800.0 | 776.0 |
|  4.00%, 05/15/2041 | 20190.0 | 19575.0 |
|  5.00%, 05/15/2026 | 520.0 | 521.0 |
|  5.00%, 05/15/2028 | 1150.0 | 1201.0 |
|  5.00%, 05/15/2030 | 7495.0 | 7801.0 |
|  5.00%, 05/15/2031 | 2325.0 | 2416.0 |
|  5.00%, 05/15/2033 | 1600.0 | 1751.0 |
|  5.00%, 05/15/2035 | 1510.0 | 1577.0 |
|  5.00%, 05/15/2035 | 9725.0 | 9956.0 |
|  5.00%, 05/15/2036 | 145.0 | 159.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 05/15/2036 | 1310.0 | 1312.0 |
|  5.00%, 05/15/2036 | 2515.0 | 2584.0 |
|  5.00%, 05/15/2036 | 2585.0 | 2762.0 |
|  5.00%, 05/15/2036 | 12320.0 | 13612.0 |
|  5.00%, 05/15/2037 | 2000.0 | 2116.0 |
|  5.00%, 05/15/2041 | 2255.0 | 2345.0 |
|  5.00%, 05/15/2041 | 9890.0 | 9898.0 |
|  5.00%, 05/15/2041 | 16000.0 | 18052.0 |
|  5.25%, 05/15/2042 | 4105.0 | 4478.0 |
|  5.25%, 05/15/2044 | 9350.0 | 10056.0 |
|  5.50%, 05/15/2036 | 3500.0 | 3857.0 |
|  City of Rancho Cordova CA |  |  |
|  5.00%, 09/01/2035 | 1155.0 | 1262.0 |
|  5.00%, 09/01/2036 | 1255.0 | 1363.0 |
|  5.00%, 09/01/2037 | 2700.0 | 2923.0 |
|  City of Rocklin CA |  |  |
|  4.00%, 09/01/2043 | 1500.0 | 1474.0 |
|  City of San Jose CA |  |  |
|  4.70%, 09/01/2040 | 1825.0 | 1889.0 |
|  City of San Mateo CA |  |  |
|  5.25%, 09/01/2035 | 2930.0 | 3247.0 |
|  City of West Sacramento CA Enhanced Infrastructure Financing District No 1 |  |  |
|  5.00%, 09/01/2045 | 1000.0 | 1063.0 |
|  Corona Community Facilities District |  |  |
|  5.00%, 09/01/2027 | 100.0 | 103.0 |
|  5.25%, 09/01/2034 | 185.0 | 199.0 |
|  County of Los Angeles CA Community Facilities District No 2021-01 |  |  |
|  5.00%, 09/01/2029 | 150.0 | 158.0 |
|  5.00%, 09/01/2031 | 225.0 | 241.0 |
|  5.00%, 09/01/2034 | 335.0 | 355.0 |
|  5.00%, 09/01/2036 | 560.0 | 590.0 |
|  County of Placer CA Community Facilities District |  |  |
|  4.00%, 09/01/2046 | 2450.0 | 2154.0 |
|  County of Sacramento CA Airport System Revenue |  |  |
|  5.00%, 07/01/2035 | 500.0 | 554.0 |
|  5.00%, 07/01/2038 | 1750.0 | 1906.0 |
|  5.00%, 07/01/2039 | 2375.0 | 2560.0 |
|  5.00%, 07/01/2040 | 2500.0 | 2679.0 |
|  County of Santa Barbara CA |  |  |
|  5.00%, 12/01/2037 | 2000.0 | 2057.0 |
|  CSCDA Community Improvement Authority |  |  |
|  3.00%, 09/01/2056(2) | 6565.0 | 4406.0 |
|  East Bay Municipal Utility District Water System Revenue |  |  |
|  5.00%, 06/01/2038 | 2500.0 | 2789.0 |
|  Fontana Unified School District |  |  |
|  2.38%, 08/01/2044 | 1500.0 | 1062.0 |
|  Golden State Tobacco Securitization Corp. |  |  |
|  0.00%, 06/01/2066 | 45390.0 | 4531.0 |
|  Indian Wells Redevelopment Agency Successor Agency |  |  |
|  5.00%, 09/01/2033 | 2185.0 | 2207.0 |
|  Inglewood Unified School District |  |  |
|  5.50%, 08/01/2041 | 1800.0 | 2085.0 |
|  Los Angeles Community College District |  |  |
|  5.00%, 08/01/2032 | 5000.0 | 5744.0 |
|  Los Angeles County Public Works Financing Authority |  |  |
|  5.00%, 12/01/2030 | 2520.0 | 2527.0 |
|  Los Angeles Department of Water & Power |  |  |
|  5.00%, 07/01/2027 | 1210.0 | 1244.0 |
|  5.00%, 07/01/2027 | 1455.0 | 1496.0 |
|  5.00%, 07/01/2027 | 2265.0 | 2329.0 |
|  5.00%, 07/01/2029 | 1295.0 | 1376.0 |
|  5.00%, 07/01/2029 | 1570.0 | 1668.0 |
|  5.00%, 07/01/2029 | 1895.0 | 2013.0 |
|  5.00%, 07/01/2029 | 2510.0 | 2666.0 |
|  5.00%, 07/01/2029 | 3610.0 | 3773.0 |
|  5.00%, 07/01/2030 | 5750.0 | 6146.0 |
|  5.00%, 07/01/2031 | 330.0 | 355.0 |
|  5.00%, 07/01/2032 | 200.0 | 205.0 |
|  5.00%, 07/01/2032 | 205.0 | 213.0 |
|  5.00%, 07/01/2032 | 265.0 | 273.0 |
|  5.00%, 07/01/2032 | 250.0 | 276.0 |
|  5.00%, 07/01/2032 | 1010.0 | 1066.0 |
|  5.00%, 07/01/2032 | 1840.0 | 1941.0 |
|  5.00%, 07/01/2032 | 2010.0 | 2222.0 |
|  5.00%, 07/01/2032 | 11770.0 | 13009.0 |
|  5.00%, 07/01/2033 | 365.0 | 385.0 |
|  5.00%, 07/01/2033 | 740.0 | 774.0 |
|  5.00%, 07/01/2033 | 1745.0 | 1812.0 |
|  5.00%, 07/01/2033 | 3425.0 | 3817.0 |
|  5.00%, 07/01/2033 | 5605.0 | 6247.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 07/01/2034 | 130.0 | 137.0 |
|  5.00%, 07/01/2034 | 630.0 | 657.0 |
|  5.00%, 07/01/2034 | 820.0 | 831.0 |
|  5.00%, 07/01/2034 | 1430.0 | 1604.0 |
|  5.00%, 07/01/2034 | 2000.0 | 2243.0 |
|  5.00%, 07/01/2034 | 2270.0 | 2385.0 |
|  5.00%, 07/01/2035 | 195.0 | 202.0 |
|  5.00%, 07/01/2035 | 525.0 | 565.0 |
|  5.00%, 07/01/2035 | 1815.0 | 2009.0 |
|  5.00%, 07/01/2035 | 2375.0 | 2670.0 |
|  5.00%, 07/01/2036 | 185.0 | 195.0 |
|  5.00%, 07/01/2036 | 1000.0 | 1011.0 |
|  5.00%, 07/01/2036 | 1000.0 | 1110.0 |
|  5.00%, 07/01/2036 | 3445.0 | 3755.0 |
|  5.00%, 07/01/2037 | 160.0 | 165.0 |
|  5.00%, 07/01/2037 | 1025.0 | 1117.0 |
|  5.00%, 07/01/2037 | 1105.0 | 1151.0 |
|  5.00%, 07/01/2037 | 2780.0 | 3015.0 |
|  5.00%, 07/01/2038 | 1000.0 | 1096.0 |
|  5.00%, 07/01/2039 | 775.0 | 821.0 |
|  5.00%, 07/01/2040 | 1000.0 | 1085.0 |
|  5.00%, 07/01/2040 | 1970.0 | 2073.0 |
|  5.00%, 07/01/2040 | 2465.0 | 2575.0 |
|  5.00%, 07/01/2042 | 1000.0 | 1072.0 |
|  5.00%, 07/01/2042 | 6250.0 | 6696.0 |
|  5.00%, 07/01/2043 | 595.0 | 621.0 |
|  5.00%, 07/01/2043 | 1365.0 | 1441.0 |
|  5.00%, 07/01/2043 | 1750.0 | 1864.0 |
|  5.00%, 07/01/2044 | 510.0 | 535.0 |
|  5.00%, 07/01/2045 | 605.0 | 630.0 |
|  5.00%, 07/01/2045 | 6000.0 | 6300.0 |
|  5.00%, 07/01/2047 | 4805.0 | 4837.0 |
|  5.00%, 07/01/2053 | 1000.0 | 1028.0 |
|  5.25%, 07/01/2045 | 2000.0 | 2142.0 |
|  Los Angeles Department of Water & Power Water System Revenue |  |  |
|  4.00%, 07/01/2027 | 360.0 | 366.0 |
|  5.00%, 07/01/2028 | 5510.0 | 5603.0 |
|  5.00%, 07/01/2033 | 1730.0 | 1797.0 |
|  5.00%, 07/01/2037 | 3320.0 | 3548.0 |
|  5.00%, 07/01/2038 | 230.0 | 249.0 |
|  5.00%, 07/01/2040 | 4000.0 | 4342.0 |
|  5.00%, 07/01/2042 | 2500.0 | 2688.0 |
|  5.00%, 07/01/2043 | 600.0 | 626.0 |
|  Los Angeles Unified School District |  |  |
|  4.00%, 07/01/2036 | 6190.0 | 6380.0 |
|  5.00%, 07/01/2033 | 5450.0 | 6299.0 |
|  5.25%, 07/01/2042 | 4000.0 | 4125.0 |
|  5.25%, 07/01/2042 | 9000.0 | 9290.0 |
|  Madera Unified School District |  |  |
|  4.00%, 08/01/2044 | 1250.0 | 1209.0 |
|  Norman Y Mineta San Jose International Airport SJC |  |  |
|  5.00%, 03/01/2030 | 1700.0 | 1727.0 |
|  Northern California Energy Authority |  |  |
|  5.00%, 08/01/2027 | 1000.0 | 1024.0 |
|  5.00%, 08/01/2029 | 1600.0 | 1682.0 |
|  5.00%, 08/01/2030 | 2500.0 | 2650.0 |
|  Northern California Gas Authority No 1 |  |  |
|  3.35% (3 Month Term SOFR + 0.72%), 07/01/2027(3) | 1975.0 | 1973.0 |
|  Oakland Unified School District/Alameda County |  |  |
|  4.00%, 08/01/2046 | 2815.0 | 2640.0 |
|  Paradise Unified School District |  |  |
|  5.25%, 05/01/2048 | 2720.0 | 2732.0 |
|  Port of Oakland |  |  |
|  5.00%, 05/01/2026 | 5.0 | 5.0 |
|  5.00%, 05/01/2026 | 1165.0 | 1167.0 |
|  5.00%, 05/01/2028 | 20.0 | 21.0 |
|  5.00%, 05/01/2028 | 1855.0 | 1928.0 |
|  5.00%, 05/01/2029 | 5.0 | 5.0 |
|  5.00%, 05/01/2029 | 1870.0 | 1975.0 |
|  5.00%, 11/01/2029 | 1875.0 | 1992.0 |
|  Regents of the University of California Medical Center Pooled Revenue |  |  |
|  5.00%, 05/15/2039 | 15000.0 | 16376.0 |
|  Romoland School District |  |  |
|  5.00%, 09/01/2043 | 440.0 | 453.0 |
|  Sacramento City Financing Authority |  |  |
|  0.00%, 12/01/2029 | 1300.0 | 1158.0 |
|  Sacramento City Unified School District |  |  |
|  5.50%, 08/01/2047 | 7210.0 | 7576.0 |
|  San Diego County Regional Airport Authority |  |  |
|  5.00%, 07/01/2030 | 205.0 | 220.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 07/01/2037 | 6000 | 6338.0 |
|  5.00%, 07/01/2038 | 6100 | 6417.0 |
|  5.00%, 07/01/2039 | 1315 | 1399.0 |
|  5.00%, 07/01/2040 | 1235 | 1307.0 |
|  5.25%, 07/01/2041 | 3000 | 3293.0 |
|  5.25%, 07/01/2050 | 500 | 520.0 |
|  San Francisco City & County Airport Comm-San Francisco International Airport |  |  |
|  5.00%, 05/01/2028 | 17500 | 18283.0 |
|  5.00%, 05/01/2032 | 14000 | 15304.0 |
|  5.00%, 05/01/2033 | 40000 | 44256.0 |
|  5.00%, 05/01/2037 | 945 | 978.0 |
|  5.00%, 05/01/2037 | 5000 | 5237.0 |
|  5.00%, 05/01/2039 | 10315 | 11044.0 |
|  5.00%, 05/01/2041 | 1000 | 1000.0 |
|  5.25%, 05/01/2041 | 765 | 829.0 |
|  5.25%, 05/01/2042 | 5920 | 6380.0 |
|  5.25%, 05/01/2043 | 2090 | 2234.0 |
|  5.25%, 05/01/2044 | 2490 | 2650.0 |
|  San Joaquin Hills Transportation Corridor Agency |  |  |
|  5.25%, 01/15/2044 | 320 | 320.0 |
|  5.25%, 01/15/2049 | 800 | 800.0 |
|  San Joaquin Valley Clean Energy Authority |  |  |
|  5.00%, 07/01/2032 | 1150 | 1215.0 |
|  5.00%, 07/01/2033 | 1100 | 1160.0 |
|  5.00%, 07/01/2034 | 1000 | 1052.0 |
|  5.00%, 07/01/2035 | 1000 | 1050.0 |
|  5.50%, 01/01/2056(1) | 5935 | 6463.0 |
|  Southern California Public Power Authority |  |  |
|  5.00%, 07/01/2031 | 950 | 1038.0 |
|  5.00%, 07/01/2033 | 4500 | 5015.0 |
|  5.00%, 07/01/2035 | 1210 | 1332.0 |
|  5.00%, 07/01/2036 | 800 | 881.0 |
|  5.00%, 07/01/2039 | 735 | 794.0 |
|  5.00%, 07/01/2040 | 1600 | 1726.0 |
|  5.00%, 07/01/2043 | 1870 | 1980.0 |
|  5.00%, 07/01/2053(1) | 4500 | 4722.0 |
|  5.25%, 07/01/2043 | 1700 | 1852.0 |
|  5.25%, 07/01/2044 | 1200 | 1298.0 |
|  State of California |  |  |
|  4.00%, 10/01/2033 | 2900 | 3040.0 |
|  4.00%, 11/01/2036 | 2735 | 2812.0 |
|  5.00%, 08/01/2029 | 935 | 942.0 |
|  5.00%, 09/01/2029 | 370 | 374.0 |
|  5.00%, 11/01/2029 | 3170 | 3289.0 |
|  5.00%, 04/01/2035 | 980 | 1029.0 |
|  5.00%, 09/01/2035 | 1365 | 1514.0 |
|  5.00%, 03/01/2036 | 7275 | 8306.0 |
|  5.00%, 03/01/2037 | 7830 | 8871.0 |
|  5.00%, 08/01/2037 | 15000 | 16834.0 |
|  5.00%, 10/01/2037 | 15000 | 16301.0 |
|  5.00%, 09/01/2041 | 14000 | 15357.0 |
|  5.00%, 10/01/2041 | 19860 | 21270.0 |
|  5.00%, 09/01/2042 | 15000 | 16152.0 |
|  5.00%, 10/01/2042 | 10500 | 11683.0 |
|  State of California Department of Water Resources |  |  |
|  5.00%, 12/01/2033 | 8530 | 9434.0 |
|  University of California |  |  |
|  5.00%, 05/15/2039 | 9975 | 11118.0 |
|  5.00%, 05/15/2039 | 20000 | 21850.0 |
|  5.00%, 05/15/2040 | 5000 | 5548.0 |
|  5.00%, 11/15/2041 | 2380 | 2653.0 |
|  5.25%, 11/15/2039 | 33265 | 38069.0 |
|  5.25%, 05/15/2040 | 5250 | 5936.0 |
|  5.25%, 11/15/2041 | 1600 | 1820.0 |
|  5.50%, 05/15/2040 | 4785 | 5570.0 |
|  Total California | Total California | 1397467.0 |
|  **Colorado – 2.65%** |  |  |
|  Adams & Arapahoe Counties Joint School District 28J Aurora |  |  |
|  5.25%, 12/01/2042 | 1000 | 1089.0 |
|  5.25%, 12/01/2044 | 3285 | 3531.0 |
|  Adams & Weld Counties School District No 27J Brighton |  |  |
|  5.00%, 12/01/2037 | 1100 | 1130.0 |
|  5.00%, 12/01/2038 | 1500 | 1538.0 |
|  Adams 12 Five Star Schools |  |  |
|  5.00%, 12/15/2028 | 2050 | 2087.0 |
|  Adams County School District No 14 |  |  |
|  5.50%, 12/01/2044 | 3120 | 3456.0 |
|  Arapahoe County School District No 5 Cherry Creek |  |  |
|  2.00%, 12/15/2026 | 1500 | 1489.0 |
|  2.30%, 12/15/2028 | 2500 | 2438.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Arapahoe County School District No 6 Littleton |  |  |
|  5.50%, 12/01/2043 | 4000.0 | 4173.0 |
|  Arkansas River Power Authority |  |  |
|  5.00%, 10/01/2031 | 750.0 | 775.0 |
|  5.00%, 10/01/2032 | 2645.0 | 2729.0 |
|  5.00%, 10/01/2038 | 4665.0 | 4748.0 |
|  5.00%, 10/01/2043 | 5000.0 | 5056.0 |
|  Baseline Metropolitan District No 1 |  |  |
|  4.00%, 12/01/2046 | 705.0 | 650.0 |
|  4.25%, 12/01/2054 | 460.0 | 414.0 |
|  5.00%, 12/01/2028 | 580.0 | 613.0 |
|  5.00%, 12/01/2029 | 1500.0 | 1610.0 |
|  5.00%, 12/01/2031 | 1000.0 | 1092.0 |
|  5.00%, 12/01/2034 | 2690.0 | 2906.0 |
|  5.00%, 12/01/2036 | 1500.0 | 1609.0 |
|  5.00%, 12/01/2049 | 1625.0 | 1658.0 |
|  Berthoud-Heritage Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2033 | 200.0 | 217.0 |
|  5.00%, 12/01/2034 | 230.0 | 248.0 |
|  5.00%, 12/01/2035 | 210.0 | 225.0 |
|  Brighton Crossing Metropolitan District No 4 |  |  |
|  5.00%, 12/01/2040 | 800.0 | 863.0 |
|  5.00%, 12/01/2041 | 1015.0 | 1087.0 |
|  Bromley Park Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2031 | 465.0 | 503.0 |
|  5.00%, 12/01/2032 | 520.0 | 561.0 |
|  5.00%, 12/01/2033 | 255.0 | 274.0 |
|  5.00%, 12/01/2039 | 1500.0 | 1610.0 |
|  Canyons Metropolitan District No 5 |  |  |
|  5.00%, 12/01/2049 | 3820.0 | 3854.0 |
|  5.25%, 12/01/2059 | 750.0 | 763.0 |
|  Centennial Water & Sanitation District |  |  |
|  5.25%, 12/01/2048 | 1010.0 | 1038.0 |
|  City & County of Denver CO Airport System Revenue |  |  |
|  5.00%, 11/15/2027 | 8200.0 | 8483.0 |
|  5.00%, 12/01/2029 | 1130.0 | 1185.0 |
|  5.00%, 12/01/2031 | 4000.0 | 4172.0 |
|  5.00%, 11/15/2032 | 2175.0 | 2369.0 |
|  5.00%, 12/01/2036 | 13060.0 | 13462.0 |
|  5.00%, 12/01/2037 | 7000.0 | 7198.0 |
|  5.00%, 12/01/2043 | 6000.0 | 6105.0 |
|  5.50%, 11/15/2031 | 6030.0 | 6746.0 |
|  5.50%, 11/15/2032 | 1660.0 | 1880.0 |
|  5.50%, 11/15/2033 | 1865.0 | 2102.0 |
|  5.50%, 11/15/2040 | 11750.0 | 12777.0 |
|  5.50%, 11/15/2042 | 2760.0 | 2982.0 |
|  5.75%, 11/15/2034 | 960.0 | 1095.0 |
|  5.75%, 11/15/2035 | 890.0 | 1009.0 |
|  5.75%, 11/15/2040 | 5500.0 | 6057.0 |
|  5.75%, 11/15/2041 | 1300.0 | 1429.0 |
|  City & County of Denver CO Pledged Excise Tax Revenue |  |  |
|  5.00%, 08/01/2044 | 2685.0 | 2693.0 |
|  City of Brighton CO Water Activity Revenue |  |  |
|  5.00%, 06/01/2052 | 2585.0 | 2630.0 |
|  City of Colorado Springs CO Utilities System Revenue |  |  |
|  5.00%, 11/15/2039 | 4500.0 | 5013.0 |
|  5.25%, 11/15/2054 | 5000.0 | 5217.0 |
|  Colorado Bridge & Tunnel Enterprise |  |  |
|  5.00%, 12/01/2042 | 1300.0 | 1409.0 |
|  5.00%, 12/01/2044 | 1250.0 | 1333.0 |
|  5.25%, 12/01/2040 | 1235.0 | 1372.0 |
|  5.25%, 12/01/2041 | 1600.0 | 1775.0 |
|  5.25%, 12/01/2049 | 2340.0 | 2460.0 |
|  5.25%, 12/01/2050 | 2530.0 | 2652.0 |
|  Colorado Educational & Cultural Facilities Authority |  |  |
|  4.00%, 06/01/2026 | 535.0 | 536.0 |
|  4.00%, 05/01/2036 | 75.0 | 72.0 |
|  5.00%, 06/01/2040 | 1120.0 | 1179.0 |
|  5.00%, 01/15/2044 | 1115.0 | 1151.0 |
|  5.00%, 06/01/2045 | 750.0 | 765.0 |
|  5.00%, 01/15/2049 | 2075.0 | 2100.0 |
|  Colorado Health Facilities Authority |  |  |
|  2.75%, 05/15/2064(1) | 9000.0 | 9000.0 |
|  3.50%, 05/15/2030 | 1400.0 | 1377.0 |
|  4.00%, 11/15/2043 | 8150.0 | 7705.0 |
|  4.00%, 08/01/2044 | 1520.0 | 1381.0 |
|  5.00%, 11/01/2026 | 1330.0 | 1347.0 |
|  5.00%, 08/01/2027 | 1000.0 | 1030.0 |
|  5.00%, 08/01/2028 | 1000.0 | 1053.0 |
|  5.00%, 05/15/2031 | 1000.0 | 1100.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 05/15/2032 | 1000.0 | 1112.0 |
|  5.00%, 09/01/2032 | 5785.0 | 6336.0 |
|  5.00%, 05/15/2033 | 2500.0 | 2763.0 |
|  5.00%, 08/01/2034 | 405.0 | 424.0 |
|  5.00%, 09/01/2035 | 4260.0 | 4687.0 |
|  5.00%, 05/15/2036 | 7220.0 | 7837.0 |
|  5.00%, 05/15/2037 | 405.0 | 428.0 |
|  5.00%, 05/15/2040 | 365.0 | 379.0 |
|  5.00%, 11/15/2041 | 2500.0 | 2503.0 |
|  5.00%, 08/01/2044 | 6050.0 | 6145.0 |
|  5.00%, 08/01/2049(1) | 1330.0 | 1331.0 |
|  5.00%, 11/15/2049(1) | 2350.0 | 2383.0 |
|  5.00%, 05/15/2052 | 9990.0 | 10145.0 |
|  5.00%, 11/15/2057(1) | 23865.0 | 26594.0 |
|  5.00%, 11/15/2059(1) | 4980.0 | 5329.0 |
|  5.00%, 11/15/2059(1) | 5405.0 | 5912.0 |
|  5.00%, 11/15/2060(1) | 25395.0 | 27409.0 |
|  5.00%, 05/15/2062(1) | 3295.0 | 3325.0 |
|  5.00%, 05/15/2062(1) | 4415.0 | 4642.0 |
|  5.25%, 11/01/2038 | 1100.0 | 1191.0 |
|  5.25%, 11/01/2039 | 1000.0 | 1077.0 |
|  Colorado Housing & Finance Authority |  |  |
|  3.80%, 04/01/2035 | 1412.0 | 1376.0 |
|  4.25%, 11/01/2049 | 160.0 | 162.0 |
|  4.25%, 11/01/2049 | 285.0 | 288.0 |
|  4.50%, 10/01/2045 | 2350.0 | 2316.0 |
|  5.75%, 11/01/2054 | 3870.0 | 4241.0 |
|  6.25%, 05/01/2055 | 3995.0 | 4472.0 |
|  Colorado Springs School District No 11 Facilities Corp. |  |  |
|  5.25%, 12/15/2048 | 2625.0 | 2750.0 |
|  Copperleaf Metropolitan District No 4 |  |  |
|  4.25%, 12/01/2045 | 2350.0 | 2267.0 |
|  Cottonwood Highlands Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2035 | 215.0 | 229.0 |
|  5.00%, 12/01/2036 | 240.0 | 256.0 |
|  5.00%, 12/01/2037 | 200.0 | 213.0 |
|  5.00%, 12/01/2038 | 300.0 | 318.0 |
|  5.00%, 12/01/2039 | 250.0 | 264.0 |
|  Denver City & County School District No 1 |  |  |
|  5.00%, 12/01/2042 | 1850.0 | 1931.0 |
|  5.25%, 12/01/2037 | 3850.0 | 4413.0 |
|  5.25%, 12/01/2038 | 4285.0 | 4883.0 |
|  5.25%, 12/01/2039 | 5525.0 | 6259.0 |
|  5.25%, 12/01/2040 | 4000.0 | 4508.0 |
|  5.25%, 12/01/2042 | 6600.0 | 7408.0 |
|  5.50%, 12/01/2047 | 2000.0 | 2189.0 |
|  5.50%, 12/01/2049 | 3000.0 | 3257.0 |
|  Denver Convention Center Hotel Authority |  |  |
|  5.00%, 12/01/2030 | 1000.0 | 1008.0 |
|  Denver Health & Hospital Authority |  |  |
|  5.00%, 12/01/2034(2) | 1500.0 | 1527.0 |
|  Douglas County School District No Re-1 Douglas & Elbert Counties |  |  |
|  5.00%, 12/15/2042 | 12390.0 | 13505.0 |
|  Durango School District No 9-R |  |  |
|  5.25%, 11/01/2043 | 2500.0 | 2742.0 |
|  5.25%, 11/01/2044 | 1000.0 | 1087.0 |
|  5.25%, 11/01/2049 | 2500.0 | 2634.0 |
|  E-470 Public Highway Authority |  |  |
|  3.18% (SOFR + 0.75%), 09/01/2039(3) | 10735.0 | 10723.0 |
|  Eagle County Airport Terminal Corp. |  |  |
|  5.00%, 05/01/2041 | 2000.0 | 2002.0 |
|  El Paso County School District No 20 Academy |  |  |
|  5.25%, 12/15/2049 | 1680.0 | 1775.0 |
|  El Paso County School District No 28 Hanover |  |  |
|  5.00%, 12/01/2031 | 610.0 | 648.0 |
|  Fiddlers Business Improvement District |  |  |
|  5.00%, 12/01/2032(2) | 1165.0 | 1195.0 |
|  Fossil Ridge Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2042 | 730.0 | 775.0 |
|  5.00%, 12/01/2045 | 1000.0 | 1042.0 |
|  Granary Metropolitan District No 9 Special Assessment District No 1 |  |  |
|  5.45%, 12/01/2044(2) | 1790.0 | 1802.0 |
|  Grand River Hospital District |  |  |
|  6.00%, 12/01/2043 | 895.0 | 1027.0 |
|  6.00%, 12/01/2044 | 780.0 | 889.0 |
|  Ground Water Management Subdistrict of Central Colorado Water Conservancy District |  |  |
|  4.00%, 12/01/2040 | 2735.0 | 2652.0 |
|  Gunnison County Housing Authority |  |  |
|  5.00%, 06/01/2035 | 920.0 | 1011.0 |
|  5.00%, 06/01/2038 | 2460.0 | 2668.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 06/01/2039 | 2635.0 | 2839.0 |
|  5.00%, 06/01/2040 | 510.0 | 547.0 |
|  5.00%, 06/01/2042 | 2050.0 | 2171.0 |
|  Hunters Overlook Metropolitan District No 5 |  |  |
|  4.25%, 12/01/2054 | 1250.0 | 1155.0 |
|  5.00%, 12/01/2044 | 1000.0 | 1042.0 |
|  5.00%, 12/01/2049 | 1250.0 | 1267.0 |
|  Lanterns Metropolitan District No 1 |  |  |
|  4.00%, 12/01/2039 | 1000.0 | 983.0 |
|  Metro Water Recovery |  |  |
|  5.00%, 04/01/2046 | 1350.0 | 1446.0 |
|  Middle-Income Housing Authority |  |  |
|  4.50%, 07/01/2035 | 3000.0 | 3013.0 |
|  Mirabelle Metropolitan District No 2 |  |  |
|  4.38%, 12/01/2044 | 1000.0 | 970.0 |
|  5.00%, 12/01/2037 | 225.0 | 240.0 |
|  5.00%, 12/01/2039 | 705.0 | 743.0 |
|  5.00%, 12/01/2040 | 450.0 | 473.0 |
|  Morgan Hill Metropolitan District No 3 |  |  |
|  3.00%, 12/01/2031 | 470.0 | 433.0 |
|  North Holly Metropolitan District |  |  |
|  5.00%, 12/01/2037 | 200.0 | 210.0 |
|  5.00%, 12/01/2040 | 150.0 | 154.0 |
|  5.00%, 12/01/2045 | 300.0 | 304.0 |
|  5.25%, 12/01/2055 | 1125.0 | 1132.0 |
|  Park Creek Metropolitan District |  |  |
|  5.00%, 12/01/2035 | 1250.0 | 1362.0 |
|  5.00%, 12/01/2036 | 1335.0 | 1447.0 |
|  5.00%, 12/01/2037 | 1500.0 | 1619.0 |
|  5.00%, 12/01/2038 | 1750.0 | 1881.0 |
|  5.00%, 12/01/2039 | 1750.0 | 1874.0 |
|  Parterre Metropolitan District No 5 |  |  |
|  5.88%, 12/01/2045 | 1000.0 | 1046.0 |
|  Prairie Center Metropolitan District No 3 |  |  |
|  5.00%, 12/15/2041(2) | 1000.0 | 1000.0 |
|  Reata South Metropolitan District |  |  |
|  5.38%, 12/01/2037 | 1915.0 | 1929.0 |
|  Regional Transportation District |  |  |
|  4.00%, 01/15/2033 | 850.0 | 860.0 |
|  4.00%, 07/15/2033 | 270.0 | 274.0 |
|  4.00%, 07/15/2034 | 750.0 | 754.0 |
|  5.00%, 06/01/2031 | 1315.0 | 1402.0 |
|  5.00%, 07/15/2032 | 600.0 | 638.0 |
|  5.00%, 06/01/2039 | 2500.0 | 2756.0 |
|  Reunion Metropolitan District |  |  |
|  3.63%, 12/01/2044 | 1555.0 | 1161.0 |
|  Southlands Metropolitan District No 1 |  |  |
|  3.50%, 12/01/2027 | 200.0 | 199.0 |
|  State of Colorado |  |  |
|  4.00%, 12/15/2035 | 7400.0 | 7624.0 |
|  5.00%, 03/15/2037 | 3000.0 | 3046.0 |
|  5.00%, 11/01/2053 | 1800.0 | 1843.0 |
|  5.25%, 03/15/2042 | 8000.0 | 8102.0 |
|  6.00%, 12/15/2038 | 5000.0 | 5763.0 |
|  6.00%, 12/15/2040 | 8680.0 | 9912.0 |
|  6.00%, 12/15/2041 | 3370.0 | 3843.0 |
|  STC Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2036 | 1680.0 | 1803.0 |
|  5.00%, 12/01/2037 | 1145.0 | 1224.0 |
|  5.00%, 12/01/2038 | 5290.0 | 5631.0 |
|  Town of Castle Rock CO |  |  |
|  5.25%, 12/01/2044 | 1425.0 | 1537.0 |
|  5.25%, 12/01/2045 | 1125.0 | 1203.0 |
|  Town of Gypsum CO Sewer Revenue |  |  |
|  5.00%, 12/01/2054 | 2000.0 | 2030.0 |
|  University of Colorado |  |  |
|  2.00%, 06/01/2051(1) | 1310.0 | 1303.0 |
|  5.00%, 06/01/2036 | 4820.0 | 5484.0 |
|  5.00%, 06/01/2047 | 500.0 | 502.0 |
|  Vail Home Partners Corp. |  |  |
|  5.75%, 10/01/2045(2) | 1045.0 | 1082.0 |
|  5.88%, 10/01/2055(2) | 1000.0 | 1015.0 |
|  6.00%, 10/01/2064(2) | 5290.0 | 5385.0 |
|  Vauxmont Metropolitan District |  |  |
|  5.00%, 12/01/2026 | 195.0 | 198.0 |
|  5.00%, 12/01/2027 | 205.0 | 212.0 |
|  5.00%, 12/01/2028 | 210.0 | 220.0 |
|  5.00%, 12/15/2028 | 130.0 | 133.0 |
|  5.00%, 12/01/2029 | 210.0 | 224.0 |
|  5.00%, 12/15/2029 | 5.0 | 5.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/15/2030 | 125 | 128.0 |
|  5.00%, 12/01/2031 | 230 | 245.0 |
|  5.00%, 12/01/2032 | 250 | 265.0 |
|  5.00%, 12/01/2035 | 100 | 105.0 |
|  VDW Metropolitan District No 2 |  |  |
|  4.00%, 12/01/2045 | 885 | 810.0 |
|  Waterstone Metropolitan District No 1 |  |  |
|  5.25%, 12/01/2040 | 1000 | 1073.0 |
|  5.25%, 12/01/2045 | 500 | 524.0 |
|  Weld County School District No RE-9 Ault-Highland |  |  |
|  5.25%, 12/01/2049 | 4500 | 4729.0 |
|  Total Colorado | Total Colorado | 534626.0 |
|  **Connecticut – 1.77%** |  |  |
|  City of Ansonia CT |  |  |
|  4.13%, 12/01/2034 | 1250 | 1284.0 |
|  City of Bridgeport CT |  |  |
|  5.00%, 09/15/2029 | 2600 | 2793.0 |
|  5.00%, 09/15/2030 | 2250 | 2412.0 |
|  City of New Britain CT |  |  |
|  5.00%, 03/01/2027 | 1260 | 1286.0 |
|  5.00%, 03/01/2028 | 1490 | 1521.0 |
|  5.00%, 03/01/2033 | 1900 | 1932.0 |
|  City of New Haven CT |  |  |
|  5.00%, 08/15/2029 | 2000 | 2016.0 |
|  5.00%, 08/15/2031 | 1000 | 1007.0 |
|  Connecticut Housing Finance Authority |  |  |
|  3.00%, 11/15/2050 | 2400 | 2369.0 |
|  3.00%, 05/15/2051 | 4365 | 4292.0 |
|  5.00%, 05/15/2026 | 1290 | 1294.0 |
|  5.00%, 11/15/2026 | 600 | 609.0 |
|  5.00%, 05/15/2027 | 675 | 692.0 |
|  5.00%, 11/15/2027 | 550 | 570.0 |
|  5.00%, 05/15/2028 | 700 | 732.0 |
|  5.00%, 11/15/2028 | 750 | 791.0 |
|  5.00%, 05/15/2029 | 720 | 766.0 |
|  5.00%, 11/15/2029 | 1000 | 1072.0 |
|  6.00%, 11/15/2054 | 1940 | 2132.0 |
|  Connecticut State Health & Educational Facilities Authority |  |  |
|  2.95%, 07/01/2049(1) | 2445 | 2455.0 |
|  3.20%, 07/01/2037(1) | 5365 | 5373.0 |
|  4.00%, 07/01/2032 | 250 | 258.0 |
|  4.00%, 07/01/2033 | 265 | 272.0 |
|  4.00%, 07/01/2034 | 275 | 280.0 |
|  4.00%, 07/01/2035 | 250 | 253.0 |
|  4.00%, 07/01/2036 | 200 | 201.0 |
|  4.00%, 07/01/2046 | 880 | 804.0 |
|  5.00%, 11/01/2028 | 1245 | 1315.0 |
|  5.00%, 07/01/2029 | 150 | 159.0 |
|  5.00%, 07/01/2029(2) | 440 | 432.0 |
|  5.00%, 07/01/2029 | 1000 | 1052.0 |
|  5.00%, 07/01/2030 | 175 | 188.0 |
|  5.00%, 07/01/2031 | 250 | 272.0 |
|  5.00%, 07/01/2032 | 700 | 751.0 |
|  5.00%, 07/01/2032 | 2000 | 2125.0 |
|  5.00%, 07/01/2033 | 235 | 259.0 |
|  5.00%, 07/01/2033 | 600 | 642.0 |
|  5.00%, 07/01/2033 | 2730 | 2925.0 |
|  5.00%, 07/01/2034 | 320 | 350.0 |
|  5.00%, 07/01/2034 | 700 | 746.0 |
|  5.00%, 07/01/2037 | 390 | 418.0 |
|  5.00%, 07/01/2039(2) | 1500 | 1489.0 |
|  5.00%, 07/01/2042 | 9120 | 9882.0 |
|  5.00%, 07/01/2043 | 10000 | 10766.0 |
|  5.00%, 07/01/2049(2) | 1550 | 1190.0 |
|  5.00%, 07/01/2049(1) | 14380 | 15301.0 |
|  5.00%, 07/01/2053(1) | 2625 | 2661.0 |
|  Connecticut State Higher Education Supplement Loan Authority |  |  |
|  5.00%, 11/15/2045(1) | 4500 | 4505.0 |
|  Metropolitan District |  |  |
|  4.00%, 09/01/2037 | 3980 | 4102.0 |
|  4.00%, 09/01/2038 | 3000 | 3073.0 |
|  New Canaan Housing Authority |  |  |
|  4.00%, 12/01/2034 | 1650 | 1675.0 |
|  Stamford Housing Authority |  |  |
|  4.25%, 10/01/2030 | 5000 | 5038.0 |
|  State of Connecticut |  |  |
|  3.00%, 01/15/2032 | 3030 | 3006.0 |
|  3.00%, 01/15/2039 | 1475 | 1313.0 |
|  4.00%, 01/15/2036 | 2605 | 2686.0 |
|  4.00%, 01/15/2039 | 2450 | 2469.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 01/15/2039 | 5000 | 5061.0 |
|  5.00%, 08/01/2026 | 2800 | 2823.0 |
|  5.00%, 08/01/2027 | 2315 | 2390.0 |
|  5.00%, 04/15/2030 | 565 | 604.0 |
|  5.00%, 04/15/2031 | 3000 | 3135.0 |
|  5.00%, 06/15/2032 | 500 | 562.0 |
|  5.00%, 09/15/2032 | 325 | 366.0 |
|  5.00%, 09/15/2033 | 4500 | 4722.0 |
|  5.00%, 11/15/2033 | 1830 | 2087.0 |
|  5.00%, 04/15/2034 | 645 | 682.0 |
|  5.00%, 04/15/2035 | 225 | 237.0 |
|  5.00%, 04/15/2035 | 4895 | 5079.0 |
|  5.00%, 06/15/2035 | 300 | 331.0 |
|  5.00%, 06/15/2035 | 2500 | 2600.0 |
|  5.00%, 09/15/2035 | 2000 | 2088.0 |
|  5.00%, 04/15/2036 | 2300 | 2416.0 |
|  5.00%, 11/15/2036 | 10000 | 11241.0 |
|  5.00%, 03/15/2037 | 1605 | 1806.0 |
|  5.00%, 03/15/2038 | 2000 | 2234.0 |
|  5.00%, 06/15/2038 | 560 | 580.0 |
|  5.00%, 06/15/2038 | 700 | 758.0 |
|  5.00%, 01/15/2040 | 8325 | 8709.0 |
|  5.00%, 01/15/2041 | 2050 | 2164.0 |
|  5.00%, 01/15/2042 | 8780 | 9328.0 |
|  5.00%, 03/15/2043 | 1700 | 1844.0 |
|  State of Connecticut Special Tax Revenue |  |  |
|  4.00%, 05/01/2038 | 830 | 840.0 |
|  4.00%, 05/01/2040 | 3265 | 3259.0 |
|  4.00%, 11/01/2040 | 1040 | 1033.0 |
|  5.00%, 07/01/2029 | 10000 | 10750.0 |
|  5.00%, 10/01/2031 | 6440 | 6783.0 |
|  5.00%, 05/01/2034 | 3400 | 3663.0 |
|  5.00%, 05/01/2034 | 8900 | 9719.0 |
|  5.00%, 07/01/2034 | 5000 | 5707.0 |
|  5.00%, 05/01/2035 | 2800 | 3045.0 |
|  5.00%, 07/01/2035 | 3180 | 3629.0 |
|  5.00%, 07/01/2037 | 1205 | 1350.0 |
|  5.00%, 07/01/2037 | 11000 | 12455.0 |
|  5.00%, 01/01/2038 | 1500 | 1543.0 |
|  5.00%, 07/01/2038 | 6500 | 7083.0 |
|  5.00%, 07/01/2038 | 19960 | 22421.0 |
|  5.00%, 07/01/2039 | 6000 | 6506.0 |
|  5.00%, 07/01/2039 | 6000 | 6695.0 |
|  5.00%, 07/01/2040 | 6000 | 6663.0 |
|  5.00%, 05/01/2041 | 5515 | 5843.0 |
|  5.00%, 07/01/2041 | 20250 | 22192.0 |
|  5.25%, 07/01/2040 | 3500 | 3843.0 |
|  5.25%, 07/01/2042 | 2500 | 2722.0 |
|  Town of Stratford CT |  |  |
|  4.00%, 01/01/2038 | 1920 | 1923.0 |
|  University of Connecticut |  |  |
|  5.00%, 11/01/2028 | 1290 | 1368.0 |
|  5.00%, 05/01/2042 | 5000 | 5319.0 |
|  5.25%, 11/15/2034 | 3705 | 3917.0 |
|  Waterbury Housing Authority |  |  |
|  4.50%, 02/01/2042 | 2480 | 2454.0 |
|  Total Connecticut | Total Connecticut | 356828.0 |
|  **Delaware – 0.31%** |  |  |
|  Delaware River & Bay Authority |  |  |
|  4.00%, 01/01/2042 | 185 | 184.0 |
|  5.00%, 01/01/2029 | 350 | 372.0 |
|  5.00%, 01/01/2032 | 500 | 557.0 |
|  5.00%, 01/01/2035 | 350 | 385.0 |
|  Delaware State Health Facilities Authority |  |  |
|  5.25%, 10/01/2051 | 6000 | 6244.0 |
|  Delaware State Housing Authority |  |  |
|  5.50%, 07/01/2055 | 7930 | 8532.0 |
|  5.75%, 01/01/2055 | 6865 | 7427.0 |
|  5.75%, 01/01/2056 | 5870 | 6390.0 |
|  6.00%, 01/01/2055 | 3340 | 3656.0 |
|  6.00%, 01/01/2055 | 4190 | 4576.0 |
|  6.00%, 01/01/2056 | 4500 | 4947.0 |
|  6.00%, 01/01/2056 | 14075 | 15540.0 |
|  Delaware Transportation Authority |  |  |
|  5.00%, 09/01/2035 | 1000 | 1070.0 |
|  State of Delaware |  |  |
|  3.50%, 03/01/2033 | 1150 | 1150.0 |
|  Town of Bridgeville DE |  |  |
|  5.25%, 07/01/2044(2) | 2375 | 2358.0 |
|  Total Delaware | Total Delaware | 63388.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **District of Columbia – 1.28%** |  |  |
|  District of Columbia |  |  |
|  4.00%, 02/01/2037 | 2860 | 2913.0 |
|  5.00%, 06/01/2031 | 10500 | 10758.0 |
|  5.00%, 04/01/2036 | 935 | 949.0 |
|  5.00%, 10/15/2036 | 5735 | 6009.0 |
|  5.00%, 01/01/2037 | 3000 | 3290.0 |
|  5.00%, 07/01/2037 | 2315 | 2335.0 |
|  5.00%, 07/01/2037 | 3300 | 3329.0 |
|  5.00%, 02/01/2041 | 5000 | 5276.0 |
|  5.00%, 06/01/2042 | 5485 | 5558.0 |
|  5.00%, 06/01/2043 | 1130 | 1155.0 |
|  District of Columbia Housing Finance Agency |  |  |
|  4.10%, 09/01/2039 | 2000 | 1897.0 |
|  5.00%, 03/01/2028 | 1500 | 1553.0 |
|  5.00%, 10/01/2041(1) | 5500 | 5509.0 |
|  District of Columbia Income Tax Revenue |  |  |
|  5.00%, 10/01/2029 | 5000 | 5390.0 |
|  5.00%, 12/01/2033 | 5270 | 5891.0 |
|  5.00%, 12/01/2037 | 3040 | 3314.0 |
|  5.00%, 06/01/2040 | 5285 | 5826.0 |
|  5.50%, 07/01/2047 | 12750 | 13596.0 |
|  District of Columbia Water & Sewer Authority |  |  |
|  3.00%, 10/01/2057(1) | 3715 | 3708.0 |
|  5.00%, 10/01/2039 | 4805 | 5374.0 |
|  Metropolitan Washington Airports Authority Aviation Revenue |  |  |
|  4.00%, 10/01/2037 | 570 | 563.0 |
|  4.00%, 10/01/2038 | 635 | 620.0 |
|  5.00%, 10/01/2026 | 13500 | 13657.0 |
|  5.00%, 10/01/2027 | 500 | 516.0 |
|  5.00%, 10/01/2028 | 4150 | 4354.0 |
|  5.00%, 10/01/2028 | 24875 | 26100.0 |
|  5.00%, 10/01/2029 | 4155 | 4349.0 |
|  5.00%, 10/01/2029 | 5325 | 5675.0 |
|  5.00%, 10/01/2030 | 2530 | 2728.0 |
|  5.00%, 10/01/2030 | 7500 | 8087.0 |
|  5.00%, 10/01/2031 | 3000 | 3027.0 |
|  5.00%, 10/01/2031 | 4305 | 4691.0 |
|  5.00%, 10/01/2032 | 1000 | 1096.0 |
|  5.00%, 10/01/2032 | 5000 | 5042.0 |
|  5.00%, 10/01/2032 | 11490 | 12443.0 |
|  5.00%, 10/01/2033 | 6230 | 6716.0 |
|  5.00%, 10/01/2034 | 1520 | 1632.0 |
|  5.00%, 10/01/2034 | 5100 | 5535.0 |
|  5.00%, 10/01/2034 | 9375 | 9706.0 |
|  5.00%, 10/01/2035 | 1350 | 1442.0 |
|  5.00%, 10/01/2036 | 1075 | 1142.0 |
|  5.00%, 10/01/2037 | 1000 | 1018.0 |
|  5.00%, 10/01/2038 | 1855 | 1969.0 |
|  5.00%, 10/01/2038 | 3500 | 3798.0 |
|  5.25%, 10/01/2039 | 7550 | 8339.0 |
|  5.25%, 10/01/2040 | 1500 | 1647.0 |
|  5.25%, 10/01/2041 | 3000 | 3275.0 |
|  5.50%, 10/01/2043 | 3250 | 3580.0 |
|  5.50%, 10/01/2044 | 1500 | 1639.0 |
|  Metropolitan Washington Airports Authority Dulles Toll Road Revenue |  |  |
|  0.00%, 10/01/2032 | 3145 | 2501.0 |
|  5.00%, 10/01/2034 | 1500 | 1569.0 |
|  Washington Metropolitan Area Transit Authority |  |  |
|  5.00%, 07/01/2032 | 1255 | 1284.0 |
|  5.00%, 07/01/2036 | 1690 | 1721.0 |
|  Washington Metropolitan Area Transit Authority Dedicated Revenue |  |  |
|  5.00%, 07/15/2036 | 2550 | 2795.0 |
|  5.00%, 07/15/2037 | 2300 | 2459.0 |
|  5.00%, 07/15/2039 | 1445 | 1557.0 |
|  5.00%, 07/15/2041 | 4950 | 5198.0 |
|  5.00%, 07/15/2045 | 2500 | 2558.0 |
|  Total District of Columbia | Total District of Columbia | 259658.0 |
|  **Florida – 4.38%** |  |  |
|  Alachua County School Board |  |  |
|  5.00%, 07/01/2027 | 1155 | 1187.0 |
|  Antillia Community Development District |  |  |
|  5.60%, 05/01/2044 | 610 | 621.0 |
|  Artisan Lakes East Community Development District |  |  |
|  2.75%, 05/01/2031 | 250 | 235.0 |
|  2.75%, 05/01/2031(2) | 270 | 254.0 |
|  Astonia Community Development District |  |  |
|  2.50%, 05/01/2026(2) | 65 | 65.0 |
|  3.00%, 05/01/2031(2) | 205 | 194.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Ave Maria Stewardship Community District |  |  |
|  2.88%, 05/01/2027 | 610.0 | 604.0 |
|  4.00%, 05/01/2042 | 2500.0 | 2255.0 |
|  4.50%, 05/01/2033(2) | 570.0 | 577.0 |
|  Babcock Ranch Community Independent Special District |  |  |
|  2.38%, 05/01/2026 | 30.0 | 30.0 |
|  2.88%, 05/01/2031 | 250.0 | 235.0 |
|  5.00%, 05/01/2042 | 1920.0 | 1924.0 |
|  5.00%, 05/01/2044(2) | 1370.0 | 1354.0 |
|  5.00%, 05/01/2053 | 1440.0 | 1352.0 |
|  Berry Bay Community Development District |  |  |
|  2.63%, 05/01/2026 | 50.0 | 50.0 |
|  Brevard County Health Facilities Authority |  |  |
|  5.00%, 04/01/2037 | 2285.0 | 2473.0 |
|  5.00%, 04/01/2040 | 5000.0 | 5286.0 |
|  Brevard County Housing Finance Authority |  |  |
|  3.30%, 02/01/2028(1) | 1771.0 | 1776.0 |
|  4.45%, 01/01/2040 | 1789.0 | 1792.0 |
|  Brightshore Community Development District |  |  |
|  4.20%, 05/01/2036 | 2720.0 | 2553.0 |
|  Capital Projects Finance Authority |  |  |
|  5.00%, 10/01/2027 | 1750.0 | 1789.0 |
|  Capital Trust Agency, Inc. |  |  |
|  4.50%, 07/01/2029(2) | 900.0 | 897.0 |
|  5.00%, 12/15/2039 | 1270.0 | 1252.0 |
|  5.35%, 07/01/2029 | 170.0 | 170.0 |
|  Capital Trust Authority |  |  |
|  5.00%, 06/01/2039(2) | 1010.0 | 1010.0 |
|  Celebration Community Development District |  |  |
|  2.75%, 05/01/2031 | 120.0 | 114.0 |
|  Central Florida Expressway Authority |  |  |
|  4.00%, 07/01/2039 | 1525.0 | 1525.0 |
|  5.00%, 07/01/2034 | 10000.0 | 11352.0 |
|  5.00%, 07/01/2035 | 1100.0 | 1255.0 |
|  5.00%, 07/01/2035 | 5000.0 | 5270.0 |
|  5.00%, 07/01/2036 | 1200.0 | 1358.0 |
|  5.00%, 07/01/2037 | 4800.0 | 5380.0 |
|  CFM Community Development District |  |  |
|  2.88%, 05/01/2031 | 420.0 | 390.0 |
|  Charles Cove Community Development District |  |  |
|  3.00%, 05/01/2031 | 280.0 | 267.0 |
|  Charlotte County Industrial Development Authority |  |  |
|  5.88%, 10/01/2045 | 1000.0 | 1035.0 |
|  6.13%, 10/01/2055 | 2000.0 | 2046.0 |
|  City of Cape Coral FL Water & Sewer Revenue |  |  |
|  5.65%, 03/01/2054 | 4960.0 | 5194.0 |
|  City of Daytona Beach FL |  |  |
|  5.50%, 09/01/2054 | 6530.0 | 6911.0 |
|  City of Fort Lauderdale FL Water & Sewer Revenue |  |  |
|  4.00%, 03/01/2038 | 2400.0 | 2400.0 |
|  5.00%, 09/01/2040 | 1000.0 | 1085.0 |
|  5.50%, 09/01/2048 | 6310.0 | 6832.0 |
|  City of Gainesville FL Utilities System Revenue |  |  |
|  5.00%, 10/01/2044 | 3135.0 | 3211.0 |
|  City of Jacksonville FL |  |  |
|  5.00%, 10/01/2026 | 475.0 | 481.0 |
|  5.00%, 10/01/2027 | 380.0 | 394.0 |
|  5.00%, 08/15/2028 | 3045.0 | 3199.0 |
|  5.00%, 10/01/2028 | 755.0 | 798.0 |
|  5.00%, 08/15/2029 | 2500.0 | 2673.0 |
|  5.00%, 10/01/2029 | 655.0 | 704.0 |
|  5.00%, 08/15/2030 | 1700.0 | 1812.0 |
|  5.00%, 08/15/2031 | 2250.0 | 2392.0 |
|  5.00%, 08/15/2032 | 1200.0 | 1270.0 |
|  5.00%, 10/01/2032 | 565.0 | 631.0 |
|  5.00%, 08/15/2033 | 1200.0 | 1265.0 |
|  City of Miami Beach FL |  |  |
|  5.00%, 09/01/2045 | 1650.0 | 1651.0 |
|  City of Orlando FL |  |  |
|  5.00%, 10/01/2031 | 1120.0 | 1180.0 |
|  5.00%, 10/01/2032 | 1300.0 | 1315.0 |
|  5.00%, 10/01/2032 | 1680.0 | 1767.0 |
|  5.00%, 10/01/2035 | 1200.0 | 1254.0 |
|  5.00%, 11/01/2038 | 1005.0 | 1104.0 |
|  5.00%, 11/01/2039 | 4025.0 | 4394.0 |
|  5.00%, 11/01/2040 | 5000.0 | 5424.0 |
|  5.25%, 11/01/2041 | 1545.0 | 1719.0 |
|  5.25%, 11/01/2043 | 2000.0 | 2197.0 |
|  5.25%, 11/01/2044 | 2000.0 | 2179.0 |
|  5.25%, 11/01/2045 | 2800.0 | 3021.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  City of Orlando FL Reclamation System Revenue |  |  |
|  5.00%, 10/01/2040 | 4615.0 | 5059.0 |
|  5.00%, 10/01/2041 | 2500.0 | 2723.0 |
|  5.00%, 10/01/2042 | 2600.0 | 2836.0 |
|  City of Palmetto FL |  |  |
|  4.25%, 06/01/2027 | 115.0 | 116.0 |
|  5.00%, 06/01/2032 | 400.0 | 416.0 |
|  City Of South Miami Health Facilities Authority, Inc. |  |  |
|  5.00%, 08/15/2035 | 23410.0 | 26345.0 |
|  City of Tallahassee FL |  |  |
|  5.00%, 12/01/2026 | 1380.0 | 1382.0 |
|  City of Tallahassee FL Utility System Revenue |  |  |
|  5.00%, 10/01/2048 | 3065.0 | 3160.0 |
|  City of Tampa FL |  |  |
|  5.00%, 07/01/2037 | 1785.0 | 1790.0 |
|  5.25%, 05/01/2043 | 2000.0 | 2057.0 |
|  5.25%, 05/01/2046 | 2985.0 | 3040.0 |
|  Collier County Educational Facilities Authority |  |  |
|  5.50%, 06/01/2033 | 2625.0 | 2780.0 |
|  Collier County Industrial Development Authority |  |  |
|  5.00%, 10/01/2042 | 350.0 | 364.0 |
|  5.00%, 10/01/2043 | 1155.0 | 1196.0 |
|  5.00%, 10/01/2044 | 1250.0 | 1289.0 |
|  5.00%, 10/01/2047 | 2000.0 | 2024.0 |
|  5.00%, 10/01/2054(1) | 845.0 | 902.0 |
|  5.00%, 10/01/2054(1) | 1470.0 | 1555.0 |
|  5.25%, 10/01/2052 | 2750.0 | 2797.0 |
|  Collier County Water-Sewer District |  |  |
|  4.00%, 07/01/2040 | 4095.0 | 4151.0 |
|  Cordova Palms Community Development District |  |  |
|  2.80%, 05/01/2031 | 145.0 | 136.0 |
|  4.50%, 05/01/2027 | 10.0 | 10.0 |
|  5.10%, 05/01/2032 | 165.0 | 171.0 |
|  5.30%, 05/01/2032 | 50.0 | 52.0 |
|  County of Brevard FL |  |  |
|  5.50%, 09/01/2048 | 6615.0 | 7071.0 |
|  County of Broward FL Airport System Revenue |  |  |
|  5.00%, 10/01/2026 | 1000.0 | 1010.0 |
|  5.00%, 10/01/2026 | 3665.0 | 3703.0 |
|  5.00%, 10/01/2027 | 1650.0 | 1699.0 |
|  5.00%, 10/01/2027 | 3500.0 | 3605.0 |
|  5.00%, 10/01/2028 | 1500.0 | 1574.0 |
|  5.00%, 10/01/2029 | 500.0 | 501.0 |
|  5.00%, 10/01/2029 | 1150.0 | 1224.0 |
|  5.00%, 10/01/2030 | 405.0 | 415.0 |
|  5.00%, 10/01/2031 | 1000.0 | 1001.0 |
|  5.00%, 10/01/2031 | 1525.0 | 1611.0 |
|  5.00%, 10/01/2033 | 2940.0 | 3088.0 |
|  5.00%, 10/01/2036 | 1500.0 | 1526.0 |
|  5.00%, 10/01/2038 | 2920.0 | 3017.0 |
|  5.00%, 10/01/2040 | 10425.0 | 10432.0 |
|  County of Broward FL Port Facilities Revenue |  |  |
|  5.00%, 09/01/2030 | 310.0 | 332.0 |
|  5.00%, 09/01/2032 | 265.0 | 281.0 |
|  5.00%, 09/01/2035 | 2000.0 | 2060.0 |
|  5.00%, 09/01/2044 | 2845.0 | 2913.0 |
|  County of Broward FL Tourist Development Tax Revenue |  |  |
|  4.00%, 09/01/2039 | 4500.0 | 4518.0 |
|  County of Clay FL Sales Surtax Revenue |  |  |
|  5.00%, 10/01/2026 | 1170.0 | 1184.0 |
|  5.00%, 10/01/2030 | 1680.0 | 1806.0 |
|  5.00%, 10/01/2031 | 1375.0 | 1477.0 |
|  5.00%, 10/01/2035 | 1805.0 | 1902.0 |
|  County of Lee FL Airport Revenue |  |  |
|  5.00%, 10/01/2034 | 1000.0 | 1100.0 |
|  5.00%, 10/01/2034 | 4645.0 | 4962.0 |
|  5.00%, 10/01/2034 | 5265.0 | 5792.0 |
|  5.00%, 10/01/2035 | 1250.0 | 1373.0 |
|  5.00%, 10/01/2035 | 2735.0 | 2980.0 |
|  5.00%, 10/01/2036 | 1600.0 | 1751.0 |
|  5.00%, 10/01/2039 | 7240.0 | 7532.0 |
|  5.00%, 10/01/2056(1) | 5545.0 | 5943.0 |
|  5.25%, 10/01/2038 | 4020.0 | 4395.0 |
|  5.25%, 10/01/2040 | 2750.0 | 3014.0 |
|  5.25%, 10/01/2041 | 3250.0 | 3550.0 |
|  5.25%, 10/01/2042 | 5500.0 | 5894.0 |
|  5.25%, 10/01/2043 | 4935.0 | 5286.0 |
|  County of Miami-Dade FL |  |  |
|  0.00%, 10/01/2034 | 3000.0 | 2225.0 |
|  0.00%, 10/01/2035 | 4010.0 | 2837.0 |
|  5.00%, 10/01/2035 | 230.0 | 232.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 04/01/2046 | 5845.0 | 6035.0 |
|  County of Miami-Dade FL Aviation Revenue |  |  |
|  4.00%, 10/01/2034 | 1600.0 | 1625.0 |
|  4.00%, 10/01/2038 | 1900.0 | 1880.0 |
|  5.00%, 10/01/2030 | 250.0 | 273.0 |
|  5.00%, 10/01/2032 | 50000.0 | 54821.0 |
|  5.00%, 10/01/2033 | 24150.0 | 26638.0 |
|  5.00%, 10/01/2035 | 1500.0 | 1650.0 |
|  5.00%, 10/01/2038 | 3890.0 | 3979.0 |
|  5.00%, 10/01/2040 | 1000.0 | 1009.0 |
|  County of Miami-Dade FL Transit System |  |  |
|  5.00%, 07/01/2049 | 1825.0 | 1856.0 |
|  County of Miami-Dade FL Water & Sewer System Revenue |  |  |
|  3.00%, 10/01/2036 | 1600.0 | 1480.0 |
|  County of Miami-Dade Seaport Department |  |  |
|  4.00%, 10/01/2038 | 1000.0 | 1010.0 |
|  4.00%, 10/01/2041 | 10000.0 | 9924.0 |
|  County of Palm Beach FL Airport System Revenue |  |  |
|  5.00%, 10/01/2037 | 1000.0 | 1081.0 |
|  5.25%, 10/01/2040 | 140.0 | 151.0 |
|  5.25%, 10/01/2041 | 825.0 | 888.0 |
|  5.25%, 10/01/2043 | 1000.0 | 1064.0 |
|  County of Pasco FL |  |  |
|  5.25%, 09/01/2032 | 550.0 | 615.0 |
|  5.25%, 09/01/2033 | 750.0 | 841.0 |
|  5.25%, 09/01/2034 | 675.0 | 752.0 |
|  5.25%, 09/01/2035 | 585.0 | 647.0 |
|  5.50%, 09/01/2037 | 1550.0 | 1712.0 |
|  5.50%, 09/01/2038 | 2820.0 | 3097.0 |
|  5.50%, 09/01/2039 | 500.0 | 547.0 |
|  5.50%, 09/01/2040 | 1250.0 | 1359.0 |
|  County of Pasco FL Second Local Option Fuel Tax Revenue |  |  |
|  5.00%, 10/01/2046 | 12065.0 | 12295.0 |
|  County of Pasco FL Solid Waste Disposal & Resource Recovery System Revenue |  |  |
|  5.00%, 10/01/2027 | 250.0 | 257.0 |
|  5.00%, 10/01/2027 | 320.0 | 329.0 |
|  5.00%, 10/01/2028 | 290.0 | 303.0 |
|  5.00%, 10/01/2028 | 345.0 | 361.0 |
|  5.00%, 10/01/2029 | 325.0 | 345.0 |
|  5.00%, 10/01/2029 | 385.0 | 408.0 |
|  5.00%, 10/01/2030 | 320.0 | 343.0 |
|  5.00%, 10/01/2030 | 415.0 | 445.0 |
|  5.00%, 10/01/2031 | 310.0 | 333.0 |
|  5.00%, 10/01/2031 | 400.0 | 433.0 |
|  5.00%, 10/01/2032 | 485.0 | 517.0 |
|  5.00%, 10/01/2032 | 785.0 | 855.0 |
|  5.00%, 10/01/2043 | 1345.0 | 1414.0 |
|  Creek Preserve Community Development District |  |  |
|  4.25%, 11/01/2030(2) | 580.0 | 588.0 |
|  Currents Community Development District |  |  |
|  4.25%, 05/01/2041(2) | 840.0 | 779.0 |
|  Duval County Public Schools |  |  |
|  5.00%, 07/01/2032 | 5500.0 | 5928.0 |
|  5.00%, 07/01/2033 | 5860.0 | 6283.0 |
|  5.00%, 07/01/2034 | 8350.0 | 8915.0 |
|  5.00%, 07/01/2035 | 11000.0 | 11719.0 |
|  East Nassau Stewardship District |  |  |
|  3.00%, 05/01/2031 | 235.0 | 227.0 |
|  Elevation Pointe Community Development District |  |  |
|  4.13%, 05/01/2032 | 250.0 | 250.0 |
|  4.40%, 05/01/2032 | 1100.0 | 1108.0 |
|  Entrada Community Development District |  |  |
|  2.13%, 05/01/2026(2) | 100.0 | 100.0 |
|  Epperson North Community Development District |  |  |
|  2.50%, 05/01/2026 | 25.0 | 25.0 |
|  3.00%, 05/01/2031 | 140.0 | 133.0 |
|  3.10%, 11/01/2031 | 440.0 | 416.0 |
|  Escambia County Health Facilities Authority |  |  |
|  4.00%, 08/15/2045 | 1305.0 | 1135.0 |
|  Firethorn Community Development District |  |  |
|  4.10%, 05/01/2030 | 475.0 | 473.0 |
|  5.30%, 05/01/2045 | 870.0 | 864.0 |
|  Florida Department of Management Services |  |  |
|  3.00%, 11/01/2035 | 1810.0 | 1672.0 |
|  Florida Development Finance Corp. |  |  |
|  3.00%, 07/01/2031(2) | 270.0 | 261.0 |
|  3.00%, 06/01/2032 | 795.0 | 737.0 |
|  4.00%, 06/01/2026(2) | 110.0 | 110.0 |
|  4.00%, 12/15/2029(2) | 645.0 | 644.0 |
|  4.00%, 07/01/2031 | 170.0 | 168.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.38%, 10/01/2054(1)(2) | 1835.0 | 1844.0 |
|  4.88%, 06/15/2030 | 2000.0 | 1987.0 |
|  5.00%, 05/01/2029(2) | 2915.0 | 2936.0 |
|  5.00%, 06/01/2031(2) | 140.0 | 146.0 |
|  5.00%, 06/15/2032 | 545.0 | 551.0 |
|  5.00%, 02/01/2033 | 1000.0 | 1052.0 |
|  5.00%, 06/01/2035(2) | 125.0 | 128.0 |
|  5.00%, 02/01/2037 | 1750.0 | 1810.0 |
|  5.00%, 06/15/2038 | 860.0 | 864.0 |
|  5.00%, 08/01/2056(1) | 1985.0 | 2142.0 |
|  5.00%, 08/01/2056(1) | 6185.0 | 6676.0 |
|  5.25%, 06/15/2029(2) | 700.0 | 701.0 |
|  Florida Higher Educational Facilities Financing Authority |  |  |
|  5.00%, 10/01/2029 | 1000.0 | 1046.0 |
|  5.00%, 10/01/2033 | 1000.0 | 1030.0 |
|  5.00%, 07/01/2035(2) | 4000.0 | 4035.0 |
|  Florida Housing Finance Corp. |  |  |
|  3.30%, 07/01/2058(1) | 4000.0 | 4012.0 |
|  3.50%, 11/01/2042(1) | 1000.0 | 1008.0 |
|  3.50%, 07/01/2051 | 1070.0 | 1070.0 |
|  3.76%, 05/01/2042 | 3981.0 | 3419.0 |
|  4.75%, 02/01/2043 | 3500.0 | 3540.0 |
|  6.25%, 07/01/2055 | 4690.0 | 5190.0 |
|  6.25%, 07/01/2056 | 1410.0 | 1566.0 |
|  Florida Municipal Power Agency |  |  |
|  3.00%, 10/01/2032 | 1000.0 | 958.0 |
|  Fort Pierce Utilities Authority |  |  |
|  5.00%, 10/01/2031 | 200.0 | 218.0 |
|  5.00%, 10/01/2032 | 150.0 | 165.0 |
|  5.00%, 10/01/2033 | 200.0 | 220.0 |
|  5.00%, 10/01/2035 | 250.0 | 270.0 |
|  Greater Orlando Aviation Authority |  |  |
|  5.00%, 10/01/2034 | 3500.0 | 3872.0 |
|  5.00%, 10/01/2034 | 11000.0 | 11546.0 |
|  5.00%, 10/01/2035 | 580.0 | 638.0 |
|  5.00%, 10/01/2038 | 2820.0 | 3039.0 |
|  5.00%, 10/01/2038 | 5500.0 | 5693.0 |
|  5.00%, 10/01/2039 | 2950.0 | 3158.0 |
|  5.25%, 11/01/2035 | 1370.0 | 1419.0 |
|  5.25%, 10/01/2040 | 2415.0 | 2625.0 |
|  5.25%, 10/01/2041 | 6730.0 | 7293.0 |
|  5.25%, 10/01/2045 | 5020.0 | 5295.0 |
|  5.50%, 11/01/2037 | 1900.0 | 1979.0 |
|  Harbor Reserve Community Development District |  |  |
|  5.50%, 05/01/2045 | 1880.0 | 1870.0 |
|  Highlands County Health Facilities Authority |  |  |
|  5.00%, 11/15/2059(1) | 4435.0 | 4851.0 |
|  Hillsborough County Aviation Authority |  |  |
|  5.00%, 10/01/2033 | 465.0 | 487.0 |
|  5.00%, 10/01/2034 | 4495.0 | 4973.0 |
|  5.00%, 10/01/2035 | 1620.0 | 1779.0 |
|  5.00%, 10/01/2035 | 2275.0 | 2373.0 |
|  5.00%, 10/01/2036 | 1525.0 | 1662.0 |
|  5.00%, 10/01/2037 | 700.0 | 720.0 |
|  5.00%, 10/01/2037 | 1705.0 | 1845.0 |
|  5.00%, 10/01/2038 | 1875.0 | 2016.0 |
|  Hillsborough County Housing Finance Authority |  |  |
|  4.55%, 02/01/2042 | 3970.0 | 3923.0 |
|  5.00%, 12/01/2042 | 2650.0 | 2746.0 |
|  Hillsborough County Industrial Development Authority |  |  |
|  5.00%, 11/15/2034 | 20850.0 | 23554.0 |
|  Hillsborough County Port District |  |  |
|  5.00%, 06/01/2038 | 4715.0 | 4865.0 |
|  Hillsborough County School Board |  |  |
|  5.00%, 07/01/2029 | 1795.0 | 1920.0 |
|  Hilltop Point Community Development District |  |  |
|  5.00%, 05/01/2033 | 200.0 | 204.0 |
|  Hyde Park Community Development District No 1 |  |  |
|  3.25%, 05/01/2027 | 175.0 | 174.0 |
|  3.60%, 05/01/2032 | 505.0 | 490.0 |
|  JEA Electric System Revenue |  |  |
|  4.00%, 10/01/2038 | 6995.0 | 7014.0 |
|  4.00%, 10/01/2039 | 10550.0 | 10554.0 |
|  5.00%, 10/01/2026 | 1120.0 | 1133.0 |
|  5.00%, 10/01/2033 | 2130.0 | 2284.0 |
|  5.00%, 10/01/2034 | 1215.0 | 1294.0 |
|  JEA Water & Sewer System Revenue |  |  |
|  5.25%, 10/01/2049 | 6655.0 | 7049.0 |
|  Lakes of Sarasota Community Development District |  |  |
|  3.63%, 05/01/2031 | 130.0 | 128.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.88%, 05/01/2031 | 35.0 | 35.0 |
|  4.13%, 05/01/2031 | 660.0 | 662.0 |
|  Lakewood Ranch Stewardship District |  |  |
|  2.30%, 05/01/2026 | 45.0 | 45.0 |
|  2.63%, 05/01/2031 | 300.0 | 284.0 |
|  3.13%, 05/01/2030(2) | 310.0 | 304.0 |
|  3.13%, 05/01/2041 | 645.0 | 535.0 |
|  4.60%, 05/01/2035 | 440.0 | 454.0 |
|  5.30%, 05/01/2044 | 485.0 | 497.0 |
|  Laurel Road Community Development District |  |  |
|  3.00%, 05/01/2031 | 350.0 | 329.0 |
|  3.13%, 05/01/2031 | 395.0 | 374.0 |
|  Lee County Industrial Development Authority |  |  |
|  5.00%, 04/01/2035 | 1555.0 | 1614.0 |
|  5.00%, 04/01/2037 | 2060.0 | 2121.0 |
|  5.00%, 11/15/2039 | 1850.0 | 1888.0 |
|  5.00%, 04/01/2065(1) | 3864.0 | 4266.0 |
|  5.00%, 04/01/2065(1) | 10000.0 | 10999.0 |
|  Lee County School Board |  |  |
|  5.00%, 08/01/2028 | 3275.0 | 3448.0 |
|  Live Oak Lake Community Development District |  |  |
|  3.80%, 05/01/2030 | 1745.0 | 1696.0 |
|  LT Ranch Community Development District |  |  |
|  5.50%, 05/01/2044 | 1000.0 | 1037.0 |
|  Meadow View at Twin Creeks Community Development District |  |  |
|  3.00%, 05/01/2031 | 310.0 | 294.0 |
|  Miami-Dade County Educational Facilities Authority |  |  |
|  5.00%, 04/01/2039 | 2030.0 | 2209.0 |
|  Miami-Dade County Expressway Authority |  |  |
|  5.00%, 07/01/2030 | 1225.0 | 1231.0 |
|  Miami-Dade County Health Facilities Authority |  |  |
|  5.00%, 08/01/2026 | 155.0 | 156.0 |
|  5.00%, 08/01/2027 | 345.0 | 355.0 |
|  5.00%, 08/01/2028 | 400.0 | 412.0 |
|  5.00%, 08/01/2028 | 460.0 | 482.0 |
|  5.00%, 08/01/2029 | 480.0 | 494.0 |
|  5.00%, 08/01/2030 | 680.0 | 699.0 |
|  5.00%, 08/01/2032 | 750.0 | 769.0 |
|  5.00%, 08/01/2037 | 1000.0 | 1018.0 |
|  Miami-Dade County Housing Finance Authority |  |  |
|  3.55%, 03/01/2029(1) | 3000.0 | 3031.0 |
|  4.88%, 03/01/2046 | 5500.0 | 5468.0 |
|  Mid-Bay Bridge Authority |  |  |
|  5.00%, 10/01/2031 | 6400.0 | 6981.0 |
|  Middleton Community Development District A |  |  |
|  3.70%, 05/01/2029 | 1335.0 | 1334.0 |
|  Midtown Miami Community Development District |  |  |
|  5.00%, 05/01/2037 | 965.0 | 944.0 |
|  Mirada II Community Development District |  |  |
|  2.50%, 05/01/2026 | 105.0 | 105.0 |
|  New Port Corners Community Development District |  |  |
|  5.20%, 06/15/2045(2) | 500.0 | 496.0 |
|  North AR-1 Pasco Community Development District |  |  |
|  2.63%, 05/01/2026 | 50.0 | 50.0 |
|  Orange County Convention Center/Orlando |  |  |
|  5.00%, 10/01/2028 | 1485.0 | 1570.0 |
|  Orange County School Board |  |  |
|  5.00%, 08/01/2033 | 1740.0 | 1754.0 |
|  5.00%, 08/01/2034 | 3375.0 | 3403.0 |
|  Orlando Utilities Commission |  |  |
|  1.25%, 10/01/2046(1) | 1190.0 | 1110.0 |
|  5.00%, 10/01/2041 | 1725.0 | 1879.0 |
|  Osceola County Housing Finance Authority |  |  |
|  2.65%, 09/01/2043(1) | 1850.0 | 1826.0 |
|  3.40%, 04/01/2028(1) | 5345.0 | 5368.0 |
|  Palm Beach County Health Facilities Authority |  |  |
|  4.00%, 06/01/2026 | 115.0 | 115.0 |
|  4.00%, 06/01/2031 | 625.0 | 620.0 |
|  5.00%, 05/15/2028 | 1920.0 | 1921.0 |
|  Palm Beach County School District |  |  |
|  5.00%, 08/01/2038 | 1280.0 | 1365.0 |
|  5.00%, 08/01/2039 | 2560.0 | 2721.0 |
|  5.25%, 08/01/2038 | 6500.0 | 7087.0 |
|  Palm Coast Park Community Development District |  |  |
|  4.63%, 05/01/2032 | 500.0 | 510.0 |
|  Pasco County School Board |  |  |
|  5.00%, 08/01/2033 | 1000.0 | 1075.0 |
|  Pine Isle Community Development District |  |  |
|  3.00%, 12/15/2031(2) | 100.0 | 97.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Poitras East Community Development District |  |  |
|  4.00%, 05/01/2028 | 700.0 | 703.0 |
|  Polk County Industrial Development Authority |  |  |
|  5.83%, 06/15/2045(2) | 2155.0 | 2175.0 |
|  Preston Cove Community Development District |  |  |
|  3.60%, 05/01/2032 | 340.0 | 328.0 |
|  Putnam County Development Authority |  |  |
|  5.00%, 03/15/2042 | 2500.0 | 2550.0 |
|  Reunion East Community Development District |  |  |
|  2.40%, 05/01/2026 | 35.0 | 35.0 |
|  2.85%, 05/01/2031 | 640.0 | 615.0 |
|  Reunion West Community Development District |  |  |
|  3.00%, 05/01/2036 | 450.0 | 406.0 |
|  Ridge at Apopka Community Development District |  |  |
|  4.75%, 05/01/2027 | 105.0 | 105.0 |
|  River Hall Community Development District |  |  |
|  3.00%, 05/01/2031 | 250.0 | 236.0 |
|  Rivers Edge II Community Development District |  |  |
|  2.40%, 05/01/2026 | 80.0 | 80.0 |
|  3.00%, 05/01/2031 | 285.0 | 275.0 |
|  Rolling Hills Community Development District |  |  |
|  3.13%, 05/01/2027 | 100.0 | 99.0 |
|  3.65%, 05/01/2032 | 375.0 | 355.0 |
|  3.75%, 05/01/2042 | 485.0 | 418.0 |
|  Saltleaf Community Development District |  |  |
|  4.75%, 05/01/2031 | 420.0 | 425.0 |
|  Sawyers Landing Community Development District |  |  |
|  3.25%, 05/01/2026 | 200.0 | 200.0 |
|  Scenic Terrace South Community Development District |  |  |
|  4.50%, 05/01/2042 | 1000.0 | 949.0 |
|  School Board of Miami-Dade County |  |  |
|  5.00%, 02/01/2030 | 500.0 | 501.0 |
|  School District of Broward County |  |  |
|  5.00%, 07/01/2033 | 5000.0 | 5342.0 |
|  5.00%, 07/01/2038 | 6410.0 | 6858.0 |
|  5.00%, 07/01/2045 | 12400.0 | 13007.0 |
|  Seminole Improvement District |  |  |
|  4.40%, 10/01/2027 | 150.0 | 151.0 |
|  5.00%, 10/01/2032 | 250.0 | 256.0 |
|  5.30%, 10/01/2037 | 500.0 | 515.0 |
|  Somerset Community Development District |  |  |
|  4.00%, 05/01/2032 | 570.0 | 564.0 |
|  Southeast Overtown Park West Community Redevelopment Agency |  |  |
|  5.00%, 03/01/2035 | 1720.0 | 1899.0 |
|  5.00%, 03/01/2038 | 1960.0 | 2104.0 |
|  Southern Groves Community Development District No 5 |  |  |
|  2.80%, 05/01/2031 | 200.0 | 192.0 |
|  4.55%, 05/01/2031 | 1035.0 | 1051.0 |
|  5.45%, 05/01/2044 | 1245.0 | 1288.0 |
|  St Johns County Industrial Development Authority |  |  |
|  4.00%, 12/15/2026 | 185.0 | 185.0 |
|  4.00%, 12/15/2027 | 215.0 | 215.0 |
|  St Johns County School Board |  |  |
|  5.00%, 07/01/2029 | 1250.0 | 1333.0 |
|  5.00%, 07/01/2030 | 1500.0 | 1609.0 |
|  5.00%, 07/01/2031 | 1000.0 | 1071.0 |
|  St Lucie County School Board |  |  |
|  5.00%, 07/01/2040 | 1000.0 | 1065.0 |
|  State of Florida |  |  |
|  5.00%, 06/01/2026 | 12080.0 | 12132.0 |
|  State of Florida Department of Transportation Turnpike System Revenue |  |  |
|  3.00%, 07/01/2035 | 1530.0 | 1459.0 |
|  4.00%, 07/01/2039 | 3625.0 | 3678.0 |
|  5.00%, 07/01/2036 | 7370.0 | 8412.0 |
|  Stillwater Community Development District |  |  |
|  2.38%, 06/15/2026(2) | 65.0 | 65.0 |
|  3.50%, 06/15/2041(2) | 1000.0 | 843.0 |
|  Sunbridge Stewardship District |  |  |
|  5.20%, 05/01/2042 | 500.0 | 508.0 |
|  Tampa Bay Water |  |  |
|  5.00%, 10/01/2042 | 1875.0 | 2007.0 |
|  5.00%, 10/01/2043 | 2000.0 | 2131.0 |
|  5.00%, 10/01/2044 | 3345.0 | 3542.0 |
|  5.00%, 10/01/2049 | 5000.0 | 5183.0 |
|  Tolomato Community Development District |  |  |
|  2.80%, 05/01/2027 | 750.0 | 742.0 |
|  2.88%, 05/01/2027 | 70.0 | 69.0 |
|  3.00%, 05/01/2032 | 1500.0 | 1405.0 |
|  4.10%, 05/01/2031 | 685.0 | 687.0 |
|  Tradition Community Development District No 9 |  |  |
|  2.30%, 05/01/2026 | 100.0 | 100.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  2.70%, 05/01/2031 | 270 | 252.0 |
|  Two Lakes Community Development District |  |  |
|  5.00%, 05/01/2044 | 600 | 607.0 |
|  Two Rivers North Community Development District |  |  |
|  4.63%, 05/01/2027 | 55 | 55.0 |
|  4.88%, 05/01/2032 | 250 | 255.0 |
|  V-Dana Community Development District |  |  |
|  2.60%, 05/01/2026 | 35 | 35.0 |
|  3.13%, 05/01/2031 | 125 | 122.0 |
|  Verano No 3 Community Development District |  |  |
|  2.38%, 05/01/2026 | 20 | 20.0 |
|  3.00%, 05/01/2031 | 120 | 115.0 |
|  Viera Stewardship District |  |  |
|  2.30%, 05/01/2026 | 100 | 100.0 |
|  2.80%, 05/01/2031 | 465 | 434.0 |
|  4.60%, 05/01/2033 | 1670 | 1702.0 |
|  Village Community Development District No 13 |  |  |
|  2.55%, 05/01/2031 | 1165 | 1106.0 |
|  Village Community Development District No 14 |  |  |
|  5.13%, 05/01/2037 | 2785 | 2873.0 |
|  Village Community Development District No 15 |  |  |
|  4.00%, 05/01/2034(2) | 1025 | 1024.0 |
|  4.20%, 05/01/2039(2) | 995 | 964.0 |
|  4.38%, 05/01/2033(2) | 485 | 497.0 |
|  Village Community Development District No 16 |  |  |
|  3.55%, 05/01/2030 | 1050 | 1047.0 |
|  Village Community Development District No 7 |  |  |
|  3.75%, 05/01/2030 | 4415 | 4334.0 |
|  Volusia County Educational Facility Authority |  |  |
|  5.00%, 06/01/2027 | 500 | 509.0 |
|  5.00%, 10/15/2031 | 300 | 308.0 |
|  Watergrass Community Development District II |  |  |
|  2.50%, 05/01/2031 | 310 | 286.0 |
|  West Villages Improvement District |  |  |
|  4.50%, 05/01/2031 | 435 | 438.0 |
|  5.38%, 05/01/2044 | 745 | 753.0 |
|  Westside Haines City Community Development District |  |  |
|  2.50%, 05/01/2026 | 30 | 30.0 |
|  3.00%, 05/01/2031 | 215 | 205.0 |
|  Wildwood Utility Dependent District |  |  |
|  5.50%, 10/01/2048 | 1910 | 2026.0 |
|  Windward at Lakewood Ranch Community Development District |  |  |
|  3.25%, 05/01/2027 | 100 | 99.0 |
|  3.63%, 05/01/2032 | 695 | 661.0 |
|  Wiregrass II Community Development District |  |  |
|  4.80%, 05/01/2032 | 240 | 246.0 |
|  Total Florida | Total Florida | 885470.0 |
|  **Georgia – 3.45%** |  |  |
|  Athens-Clarke County Unified Government Development Authority |  |  |
|  3.00%, 06/15/2038 | 925 | 826.0 |
|  3.00%, 06/15/2038 | 1350 | 1234.0 |
|  Atlanta Development Authority |  |  |
|  6.00%, 07/01/2045(2) | 1600 | 1674.0 |
|  Atlanta Urban Redevelopment Agency |  |  |
|  2.38%, 07/01/2026(2) | 435 | 435.0 |
|  2.88%, 07/01/2031(2) | 2080 | 1984.0 |
|  Atlanta Urban Residential Finance Authority |  |  |
|  3.40%, 02/01/2029(1) | 2500 | 2512.0 |
|  3.45%, 02/01/2029(1) | 2850 | 2862.0 |
|  5.00%, 05/01/2028(1) | 6860 | 7005.0 |
|  Bartow County Development Authority |  |  |
|  3.95%, 12/01/2032(1) | 8030 | 8166.0 |
|  Brunswick Housing Authority |  |  |
|  2.85%, 08/01/2036 | 1836 | 1536.0 |
|  City of Atlanta GA Airport Passenger Facility Charge |  |  |
|  5.00%, 07/01/2033 | 2750 | 3025.0 |
|  City of Atlanta GA Department of Aviation |  |  |
|  4.00%, 07/01/2038 | 255 | 247.0 |
|  5.00%, 07/01/2026 | 580 | 583.0 |
|  5.00%, 07/01/2032 | 250 | 272.0 |
|  5.00%, 07/01/2033 | 350 | 378.0 |
|  5.00%, 07/01/2033 | 2000 | 2187.0 |
|  5.00%, 07/01/2034 | 250 | 269.0 |
|  5.00%, 07/01/2034 | 1300 | 1415.0 |
|  5.00%, 07/01/2035 | 350 | 375.0 |
|  5.00%, 07/01/2035 | 3660 | 4052.0 |
|  5.00%, 07/01/2036 | 350 | 372.0 |
|  5.00%, 07/01/2036 | 3325 | 3642.0 |
|  5.00%, 07/01/2037 | 385 | 408.0 |
|  5.00%, 07/01/2037 | 2100 | 2284.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 07/01/2038 | 4250.0 | 4594.0 |
|  5.00%, 07/01/2040 | 4600.0 | 4916.0 |
|  5.25%, 07/01/2041 | 2385.0 | 2597.0 |
|  City of Atlanta GA Water & Wastewater Revenue |  |  |
|  5.00%, 11/01/2036 | 5500.0 | 6183.0 |
|  5.00%, 11/01/2040 | 9830.0 | 9858.0 |
|  Columbus Medical Center Hospital Authority |  |  |
|  5.00%, 07/01/2054(1) | 1630.0 | 1633.0 |
|  5.00%, 07/01/2054(1) | 2700.0 | 2842.0 |
|  Commerce School District |  |  |
|  6.00%, 08/01/2045 | 500.0 | 572.0 |
|  6.00%, 08/01/2050 | 500.0 | 559.0 |
|  County of DeKalb GA Water & Sewerage Revenue |  |  |
|  5.00%, 10/01/2041 | 7500.0 | 8256.0 |
|  5.25%, 10/01/2032 | 3330.0 | 3370.0 |
|  Decatur Housing Authority |  |  |
|  3.60%, 08/01/2028(1) | 1150.0 | 1158.0 |
|  DeKalb County Housing Authority |  |  |
|  4.00%, 03/01/2034 | 1280.0 | 1265.0 |
|  4.13%, 12/01/2034 | 3500.0 | 3458.0 |
|  DeKalb Private Hospital Authority |  |  |
|  5.00%, 07/01/2027 | 1235.0 | 1270.0 |
|  Development Authority for Fulton County |  |  |
|  5.00%, 06/15/2044 | 580.0 | 596.0 |
|  Development Authority of Burke County |  |  |
|  3.30%, 12/01/2049(1) | 4050.0 | 4074.0 |
|  3.38%, 11/01/2053(1) | 2050.0 | 2056.0 |
|  3.60%, 01/01/2040(1) | 14000.0 | 14175.0 |
|  3.60%, 11/01/2045(1) | 6960.0 | 7050.0 |
|  3.80%, 10/01/2032(1) | 5555.0 | 5561.0 |
|  Development Authority of Monroe County |  |  |
|  2.80%, 12/01/2041(1) | 5500.0 | 5405.0 |
|  2.80%, 10/01/2048(1) | 2560.0 | 2518.0 |
|  Douglas County Housing Authority |  |  |
|  5.10%, 02/01/2044 | 1000.0 | 1044.0 |
|  Gainesville & Hall County Hospital Authority |  |  |
|  5.00%, 02/15/2035 | 1910.0 | 1938.0 |
|  George L Smith II Congress Center Authority |  |  |
|  2.38%, 01/01/2031 | 1250.0 | 1166.0 |
|  4.00%, 01/01/2036 | 2000.0 | 1969.0 |
|  Georgia Housing & Finance Authority |  |  |
|  2.50%, 06/01/2050 | 3800.0 | 2585.0 |
|  2.95%, 12/01/2039 | 1000.0 | 861.0 |
|  4.80%, 12/01/2040 | 3500.0 | 3588.0 |
|  5.00%, 12/01/2042 | 3275.0 | 3464.0 |
|  5.00%, 12/01/2045 | 4000.0 | 4248.0 |
|  6.25%, 12/01/2055 | 6000.0 | 6689.0 |
|  Glynn-Brunswick Memorial Hospital Authority |  |  |
|  4.00%, 08/01/2036 | 2000.0 | 1909.0 |
|  4.00%, 08/01/2037 | 750.0 | 707.0 |
|  Gwinnett County School District |  |  |
|  5.00%, 02/01/2040 | 3210.0 | 3345.0 |
|  Homerville Housing Authority |  |  |
|  3.45%, 01/01/2028(1) | 1105.0 | 1109.0 |
|  Jackson County School District |  |  |
|  5.00%, 03/01/2036 | 2965.0 | 3363.0 |
|  Main Street Energy, Inc. |  |  |
|  5.00%, 12/01/2033 | 42750.0 | 44788.0 |
|  Main Street Natural Gas, Inc. |  |  |
|  4.00%, 12/01/2029 | 1370.0 | 1382.0 |
|  4.00%, 03/01/2050(1) | 10805.0 | 10835.0 |
|  4.00%, 05/01/2052(1) | 26945.0 | 27216.0 |
|  4.00%, 07/01/2052(1) | 32165.0 | 32540.0 |
|  4.00%, 09/01/2052(1) | 11210.0 | 11320.0 |
|  4.13% (SOFR + 1.70%), 12/01/2053(3) | 42000.0 | 43093.0 |
|  5.00%, 12/01/2026 | 1000.0 | 1010.0 |
|  5.00%, 05/15/2027 | 1500.0 | 1527.0 |
|  5.00%, 12/01/2027 | 1500.0 | 1536.0 |
|  5.00%, 12/01/2028 | 1000.0 | 1035.0 |
|  5.00%, 12/01/2031 | 2100.0 | 2212.0 |
|  5.00%, 12/01/2032 | 4850.0 | 5079.0 |
|  5.00%, 12/01/2052(1) | 17390.0 | 18144.0 |
|  5.00%, 06/01/2053(1) | 17160.0 | 17955.0 |
|  5.00%, 07/01/2053(1) | 25980.0 | 27241.0 |
|  5.00%, 09/01/2053(1) | 37735.0 | 39672.0 |
|  5.00%, 12/01/2053(1) | 19735.0 | 20889.0 |
|  5.00%, 04/01/2054(1) | 18945.0 | 20115.0 |
|  5.00%, 05/01/2054(1) | 15030.0 | 15785.0 |
|  5.00%, 05/01/2054(1) | 34400.0 | 36453.0 |
|  5.00%, 12/01/2054(1) | 4790.0 | 5055.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/01/2054(1) | 22720 | 24251.0 |
|  5.00%, 05/01/2055(1) | 34490 | 36182.0 |
|  5.00%, 06/01/2055(1) | 17365 | 18571.0 |
|  Metropolitan Atlanta Rapid Transit Authority |  |  |
|  5.00%, 07/01/2034 | 1000 | 1127.0 |
|  5.00%, 07/01/2035 | 525 | 588.0 |
|  5.00%, 07/01/2039 | 900 | 985.0 |
|  Municipal Electric Authority of Georgia |  |  |
|  4.00%, 01/01/2035 | 435 | 437.0 |
|  4.00%, 01/01/2035 | 1500 | 1511.0 |
|  4.00%, 01/01/2036 | 435 | 435.0 |
|  4.00%, 01/01/2037 | 860 | 852.0 |
|  4.00%, 01/01/2038 | 850 | 834.0 |
|  4.00%, 01/01/2046 | 400 | 368.0 |
|  4.00%, 01/01/2051 | 1100 | 947.0 |
|  5.00%, 01/01/2027 | 300 | 306.0 |
|  5.00%, 01/01/2027 | 1500 | 1528.0 |
|  5.00%, 11/01/2027 | 200 | 208.0 |
|  5.00%, 01/01/2028 | 25 | 26.0 |
|  5.00%, 01/01/2028 | 500 | 514.0 |
|  5.00%, 01/01/2028 | 750 | 782.0 |
|  5.00%, 11/01/2028 | 275 | 291.0 |
|  5.00%, 11/01/2029 | 300 | 322.0 |
|  5.00%, 01/01/2031 | 685 | 721.0 |
|  5.00%, 01/01/2032 | 1025 | 1066.0 |
|  5.00%, 01/01/2034 | 1080 | 1163.0 |
|  5.00%, 01/01/2036 | 1645 | 1821.0 |
|  5.00%, 01/01/2039 | 1600 | 1729.0 |
|  5.00%, 01/01/2039 | 3980 | 4083.0 |
|  5.00%, 01/01/2048 | 1455 | 1445.0 |
|  5.00%, 07/01/2048 | 1000 | 1023.0 |
|  5.25%, 01/01/2038 | 920 | 1019.0 |
|  5.25%, 01/01/2049 | 890 | 916.0 |
|  Paulding County Hospital Authority |  |  |
|  4.00%, 04/01/2041 | 1250 | 1200.0 |
|  4.00%, 04/01/2041 | 1975 | 1924.0 |
|  5.00%, 04/01/2033 | 250 | 275.0 |
|  5.00%, 04/01/2034 | 350 | 382.0 |
|  5.00%, 04/01/2035 | 200 | 217.0 |
|  5.00%, 04/01/2036 | 330 | 357.0 |
|  5.00%, 04/01/2037 | 300 | 322.0 |
|  5.00%, 04/01/2039 | 725 | 770.0 |
|  5.00%, 04/01/2042 | 1875 | 1964.0 |
|  5.00%, 04/01/2043 | 8750 | 9121.0 |
|  Private Colleges & Universities Authority |  |  |
|  5.00%, 04/01/2028 | 400 | 417.0 |
|  5.00%, 04/01/2034 | 780 | 844.0 |
|  State of Georgia |  |  |
|  4.00%, 08/01/2034 | 6455 | 6667.0 |
|  Treutlen County School District |  |  |
|  5.00%, 10/01/2034 | 200 | 229.0 |
|  5.00%, 10/01/2035 | 355 | 408.0 |
|  5.00%, 10/01/2040 | 380 | 420.0 |
|  5.00%, 10/01/2045 | 870 | 930.0 |
|  5.00%, 10/01/2047 | 650 | 684.0 |
|  Total Georgia | Total Georgia | 697758.0 |
|  **Guam – 0.13%** |  |  |
|  Antonio B Won Pat International Airport Authority |  |  |
|  5.00%, 10/01/2032 | 500 | 530.0 |
|  5.25%, 10/01/2031 | 325 | 347.0 |
|  Guam Power Authority |  |  |
|  5.00%, 10/01/2037 | 1050 | 1122.0 |
|  Territory of Guam |  |  |
|  4.00%, 01/01/2036 | 6405 | 6321.0 |
|  4.00%, 01/01/2042 | 5445 | 5181.0 |
|  5.00%, 12/01/2028 | 2500 | 2522.0 |
|  5.00%, 12/01/2030 | 1750 | 1764.0 |
|  5.00%, 11/15/2031 | 1040 | 1086.0 |
|  5.00%, 12/01/2034 | 2500 | 2515.0 |
|  5.00%, 01/01/2036 | 1500 | 1622.0 |
|  5.25%, 01/01/2038 | 2000 | 2168.0 |
|  5.25%, 01/01/2040 | 1000 | 1071.0 |
|  Total Guam | Total Guam | 26249.0 |
|  **Hawaii – 0.22%** |  |  |
|  City & County Honolulu HI Wastewater System Revenue |  |  |
|  5.00%, 07/01/2036 | 1090 | 1238.0 |
|  5.00%, 07/01/2036 | 1930 | 1939.0 |
|  5.00%, 07/01/2037 | 1435 | 1617.0 |
|  City & County of Honolulu HI |  |  |
|  5.00%, 06/01/2027(1) | 3075 | 3086.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 11/01/2028 | 540 | 573.0 |
|  5.00%, 11/01/2029 | 1800 | 1946.0 |
|  5.00%, 07/01/2034 | 810 | 873.0 |
|  5.00%, 07/01/2035 | 1345 | 1445.0 |
|  County of Maui HI |  |  |
|  5.00%, 09/01/2037 | 8775 | 9901.0 |
|  Kauai County Community Facilities District |  |  |
|  4.00%, 05/15/2028 | 485 | 491.0 |
|  5.00%, 05/15/2031 | 375 | 399.0 |
|  State of Hawaii |  |  |
|  5.00%, 01/01/2030 | 2330 | 2476.0 |
|  5.00%, 01/01/2036 | 2000 | 2095.0 |
|  State of Hawaii Airports System Revenue |  |  |
|  5.00%, 07/01/2032 | 1235 | 1319.0 |
|  5.00%, 07/01/2033 | 1425 | 1475.0 |
|  5.00%, 07/01/2038 | 3525 | 3610.0 |
|  5.00%, 07/01/2042 | 4500 | 4749.0 |
|  5.00%, 07/01/2043 | 3150 | 3303.0 |
|  State of Hawaii Harbor System Revenue |  |  |
|  4.00%, 07/01/2035 | 525 | 527.0 |
|  4.00%, 07/01/2036 | 545 | 553.0 |
|  University of Hawaii |  |  |
|  5.00%, 10/01/2029 | 1225 | 1319.0 |
|  Total Hawaii | Total Hawaii | 44934.0 |
|  **Idaho – 0.13%** |  |  |
|  Idaho Health Facilities Authority |  |  |
|  2.63%, 12/01/2048(1) | 2840 | 2839.0 |
|  4.00%, 03/01/2039 | 700 | 694.0 |
|  4.00%, 03/01/2040 | 835 | 819.0 |
|  4.00%, 03/01/2041 | 850 | 821.0 |
|  Idaho Housing & Finance Association |  |  |
|  4.00%, 07/15/2039 | 6025 | 5997.0 |
|  4.00%, 01/01/2050 | 70 | 70.0 |
|  5.00%, 06/01/2035 | 955 | 931.0 |
|  Idaho State Building Authority |  |  |
|  5.00%, 06/01/2034 | 5920 | 6763.0 |
|  5.00%, 09/01/2043 | 1500 | 1539.0 |
|  Southern Idaho Regional Solid Waste District |  |  |
|  4.00%, 03/01/2028 | 4500 | 4547.0 |
|  Spring Valley Community Infrastructure District No 1 |  |  |
|  3.75%, 09/01/2051(2) | 1713 | 1632.0 |
|  Total Idaho | Total Idaho | 26652.0 |
|  **Illinois – 6.56%** |  |  |
|  Aurora Public Library District |  |  |
|  4.00%, 12/01/2041 | 790 | 777.0 |
|  Board of Trustees of the University of Illinois |  |  |
|  5.00%, 10/01/2036 | 1350 | 1462.0 |
|  Boone Mchenry & Dekalb Counties Community Unit School District 100 |  |  |
|  5.00%, 01/01/2038 | 860 | 927.0 |
|  5.00%, 01/01/2039 | 1000 | 1072.0 |
|  5.00%, 01/01/2040 | 425 | 451.0 |
|  Champaign County Community Unit School District No 4 Champaign |  |  |
|  5.00%, 01/01/2034 | 1115 | 1148.0 |
|  Chicago Board of Education |  |  |
|  4.00%, 12/01/2037 | 3785 | 3473.0 |
|  4.00%, 12/01/2041 | 9980 | 8724.0 |
|  4.00%, 12/01/2047 | 6000 | 4793.0 |
|  5.00%, 12/01/2026 | 1295 | 1304.0 |
|  5.00%, 12/01/2028 | 1270 | 1299.0 |
|  5.00%, 12/01/2029 | 540 | 554.0 |
|  5.00%, 12/01/2030 | 1140 | 1163.0 |
|  5.00%, 12/01/2030 | 2000 | 2040.0 |
|  5.00%, 12/01/2031 | 2185 | 2224.0 |
|  5.00%, 12/01/2033 | 300 | 301.0 |
|  5.00%, 12/01/2033 | 3525 | 3439.0 |
|  5.00%, 12/01/2033 | 5845 | 5920.0 |
|  5.00%, 12/01/2035 | 2085 | 2135.0 |
|  5.00%, 12/01/2036 | 1165 | 1124.0 |
|  5.00%, 12/01/2037 | 7950 | 7889.0 |
|  5.00%, 12/01/2038 | 1250 | 1230.0 |
|  5.00%, 12/01/2039 | 5000 | 4874.0 |
|  5.00%, 12/01/2042 | 6025 | 5692.0 |
|  5.00%, 12/01/2046 | 1000 | 978.0 |
|  5.00%, 12/01/2046 | 1200 | 1096.0 |
|  5.00%, 12/01/2046 | 8845 | 8077.0 |
|  5.00%, 12/01/2047 | 5295 | 4800.0 |
|  5.25%, 12/01/2035 | 875 | 847.0 |
|  5.25%, 12/01/2039 | 2000 | 1923.0 |
|  5.50%, 12/01/2030 | 1770 | 1867.0 |
|  5.50%, 12/01/2034 | 1265 | 1352.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 12/01/2034 | 6000.0 | 6413.0 |
|  5.50%, 12/01/2036 | 3680.0 | 3895.0 |
|  6.75%, 12/01/2030(2) | 1500.0 | 1562.0 |
|  Chicago Board of Education Dedicated Capital Improvement Tax |  |  |
|  5.00%, 04/01/2034 | 1535.0 | 1561.0 |
|  6.00%, 04/01/2046 | 53015.0 | 53594.0 |
|  Chicago Midway International Airport |  |  |
|  5.00%, 01/01/2029 | 4195.0 | 4408.0 |
|  5.00%, 01/01/2032 | 4835.0 | 5256.0 |
|  5.00%, 01/01/2035 | 12500.0 | 13813.0 |
|  5.00%, 01/01/2039 | 3110.0 | 3265.0 |
|  5.50%, 01/01/2036 | 1000.0 | 1116.0 |
|  5.50%, 01/01/2037 | 500.0 | 555.0 |
|  5.50%, 01/01/2038 | 500.0 | 552.0 |
|  5.50%, 01/01/2039 | 1000.0 | 1098.0 |
|  5.50%, 01/01/2040 | 1000.0 | 1093.0 |
|  5.75%, 01/01/2041 | 1000.0 | 1095.0 |
|  5.75%, 01/01/2043 | 1250.0 | 1356.0 |
|  Chicago O'Hare International Airport |  |  |
|  4.00%, 01/01/2035 | 4060.0 | 4109.0 |
|  4.00%, 01/01/2036 | 2500.0 | 2540.0 |
|  4.00%, 01/01/2036 | 3285.0 | 3311.0 |
|  4.00%, 01/01/2037 | 2500.0 | 2531.0 |
|  5.00%, 01/01/2027 | 520.0 | 528.0 |
|  5.00%, 01/01/2028 | 1000.0 | 1016.0 |
|  5.00%, 01/01/2029 | 3000.0 | 3157.0 |
|  5.00%, 01/01/2030 | 5280.0 | 5628.0 |
|  5.00%, 01/01/2031 | 660.0 | 668.0 |
|  5.00%, 01/01/2032 | 600.0 | 652.0 |
|  5.00%, 01/01/2033 | 400.0 | 431.0 |
|  5.00%, 07/01/2033 | 550.0 | 565.0 |
|  5.00%, 01/01/2034 | 325.0 | 348.0 |
|  5.00%, 01/01/2034 | 2000.0 | 2190.0 |
|  5.00%, 01/01/2035 | 715.0 | 763.0 |
|  5.00%, 01/01/2035 | 3835.0 | 4201.0 |
|  5.00%, 01/01/2036 | 750.0 | 794.0 |
|  5.00%, 01/01/2037 | 1675.0 | 1790.0 |
|  5.00%, 01/01/2037 | 2000.0 | 2015.0 |
|  5.00%, 01/01/2037 | 23525.0 | 26346.0 |
|  5.00%, 01/01/2038 | 995.0 | 1019.0 |
|  5.00%, 01/01/2038 | 1785.0 | 1917.0 |
|  5.00%, 01/01/2038 | 9980.0 | 10664.0 |
|  5.00%, 01/01/2039 | 1805.0 | 1917.0 |
|  5.00%, 01/01/2043 | 3000.0 | 3181.0 |
|  5.00%, 07/01/2048 | 7450.0 | 7290.0 |
|  5.25%, 01/01/2040 | 2305.0 | 2460.0 |
|  5.25%, 01/01/2040 | 7170.0 | 7704.0 |
|  5.25%, 01/01/2041 | 4415.0 | 4709.0 |
|  5.25%, 01/01/2042 | 500.0 | 505.0 |
|  5.25%, 01/01/2042 | 2000.0 | 2116.0 |
|  5.25%, 01/01/2043 | 1415.0 | 1481.0 |
|  5.50%, 07/01/2036 | 3000.0 | 3372.0 |
|  5.50%, 07/01/2040 | 430.0 | 470.0 |
|  Chicago Park District |  |  |
|  5.00%, 01/01/2044 | 5700.0 | 5850.0 |
|  5.25%, 01/01/2046 | 1610.0 | 1676.0 |
|  Chicago Transit Authority Capital Grant Receipts Revenue |  |  |
|  5.00%, 06/01/2026 | 8275.0 | 8301.0 |
|  5.00%, 06/01/2029 | 1500.0 | 1593.0 |
|  Chicago Transit Authority Sales Tax Receipts Fund |  |  |
|  5.00%, 12/01/2036 | 1500.0 | 1650.0 |
|  5.00%, 12/01/2042 | 5000.0 | 5327.0 |
|  5.00%, 12/01/2049 | 1475.0 | 1495.0 |
|  City of Calumet City IL |  |  |
|  4.50%, 03/01/2043 | 1945.0 | 1948.0 |
|  5.50%, 03/01/2030 | 755.0 | 821.0 |
|  5.50%, 03/01/2036 | 400.0 | 427.0 |
|  5.50%, 03/01/2038 | 555.0 | 588.0 |
|  City of Chicago Heights IL |  |  |
|  5.25%, 12/01/2034 | 2115.0 | 2198.0 |
|  City of Chicago IL |  |  |
|  5.00%, 01/01/2027 | 2000.0 | 2019.0 |
|  5.00%, 01/01/2032 | 13095.0 | 13566.0 |
|  5.00%, 01/01/2034 | 1445.0 | 1482.0 |
|  5.00%, 01/01/2035 | 7540.0 | 7733.0 |
|  5.00%, 01/01/2044 | 6000.0 | 5794.0 |
|  5.50%, 01/01/2039 | 4400.0 | 4558.0 |
|  5.50%, 01/01/2040 | 9725.0 | 10159.0 |
|  5.75%, 01/01/2034 | 2000.0 | 2019.0 |
|  6.00%, 01/01/2038 | 1910.0 | 1928.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.00%, 01/01/2046 | 3165.0 | 3421.0 |
|  City of Chicago IL Wastewater Transmission Revenue |  |  |
|  5.00%, 01/01/2032 | 2500.0 | 2748.0 |
|  5.00%, 01/01/2039 | 2500.0 | 2659.0 |
|  City of Chicago IL Waterworks Revenue |  |  |
|  5.00%, 11/01/2039 | 2000.0 | 2125.0 |
|  City of Joliet IL |  |  |
|  5.00%, 12/15/2037 | 2000.0 | 2143.0 |
|  5.00%, 12/15/2038 | 1090.0 | 1160.0 |
|  5.25%, 12/15/2039 | 730.0 | 785.0 |
|  5.50%, 12/15/2042 | 1305.0 | 1406.0 |
|  5.50%, 12/15/2044 | 3625.0 | 3863.0 |
|  City of Springfield IL Electric Revenue |  |  |
|  3.00%, 03/01/2038 | 14900.0 | 13520.0 |
|  5.00%, 03/01/2035 | 15000.0 | 16636.0 |
|  Community Unit School District Number 427 DeKalb and Kane Counties Illinois |  |  |
|  4.00%, 02/01/2037 | 535.0 | 538.0 |
|  Cook County Community College District No 508 |  |  |
|  5.00%, 12/01/2040 | 4215.0 | 4486.0 |
|  5.00%, 12/01/2043 | 1085.0 | 1140.0 |
|  5.50%, 12/01/2051 | 3000.0 | 3168.0 |
|  5.50%, 12/01/2055 | 8000.0 | 8390.0 |
|  Cook County Community Consolidated School District No 34 Glenview |  |  |
|  3.00%, 12/01/2036 | 925.0 | 840.0 |
|  Cook County Community Consolidated School District No 64 Park Ridge-Niles |  |  |
|  5.00%, 12/01/2049 | 3500.0 | 3568.0 |
|  Cook County Community School District No 152 1/2 Hazel Crest |  |  |
|  5.00%, 12/01/2041 | 695.0 | 744.0 |
|  5.00%, 12/01/2045 | 1285.0 | 1340.0 |
|  Cook County High School District No 203 New Trier Township |  |  |
|  2.00%, 12/15/2033 | 425.0 | 361.0 |
|  2.00%, 12/15/2034 | 440.0 | 362.0 |
|  Cook County High School District No 220 Reavis |  |  |
|  5.00%, 12/01/2032 | 1160.0 | 1207.0 |
|  5.00%, 12/01/2044 | 2085.0 | 2161.0 |
|  5.00%, 12/01/2045 | 2190.0 | 2254.0 |
|  County of Cook IL |  |  |
|  4.00%, 11/15/2026 | 555.0 | 559.0 |
|  4.00%, 11/15/2027 | 560.0 | 571.0 |
|  4.00%, 11/15/2028 | 280.0 | 288.0 |
|  5.00%, 11/15/2026 | 750.0 | 761.0 |
|  5.00%, 11/15/2026 | 1450.0 | 1471.0 |
|  5.00%, 11/15/2029 | 1630.0 | 1758.0 |
|  County of Cook IL Sales Tax Revenue |  |  |
|  5.00%, 11/15/2032 | 175.0 | 195.0 |
|  5.00%, 11/15/2033 | 150.0 | 166.0 |
|  5.00%, 11/15/2035 | 315.0 | 344.0 |
|  5.00%, 11/15/2036 | 645.0 | 699.0 |
|  5.00%, 11/15/2036 | 1000.0 | 1083.0 |
|  5.00%, 11/15/2036 | 4500.0 | 4612.0 |
|  5.00%, 11/15/2038 | 890.0 | 954.0 |
|  5.00%, 11/15/2038 | 2370.0 | 2421.0 |
|  5.00%, 11/15/2040 | 1820.0 | 1927.0 |
|  5.25%, 11/15/2035 | 3000.0 | 3091.0 |
|  DeKalb Park District |  |  |
|  5.00%, 03/01/2036 | 455.0 | 499.0 |
|  5.00%, 03/01/2037 | 485.0 | 529.0 |
|  5.00%, 03/01/2038 | 410.0 | 446.0 |
|  5.00%, 03/01/2039 | 540.0 | 582.0 |
|  Elmhurst Park District |  |  |
|  5.00%, 12/15/2040 | 750.0 | 813.0 |
|  5.00%, 12/15/2042 | 755.0 | 806.0 |
|  5.00%, 12/15/2043 | 1000.0 | 1061.0 |
|  Fayette & Montgomery Counties Community Unit School District No 203 Vandalia |  |  |
|  5.00%, 12/01/2034 | 1030.0 | 1135.0 |
|  5.00%, 12/01/2035 | 1000.0 | 1101.0 |
|  Grand Prairie Water Commission |  |  |
|  5.00%, 01/01/2044 | 525.0 | 554.0 |
|  5.00%, 01/01/2045 | 1100.0 | 1155.0 |
|  5.25%, 01/01/2050 | 1800.0 | 1873.0 |
|  Henry & Whiteside Counties Community Unit School District No 228 Geneseo |  |  |
|  5.00%, 02/15/2029 | 75.0 | 79.0 |
|  5.00%, 02/15/2030 | 860.0 | 916.0 |
|  5.00%, 02/15/2031 | 230.0 | 248.0 |
|  Huntley Park District |  |  |
|  5.00%, 12/30/2037 | 525.0 | 561.0 |
|  5.00%, 12/30/2037 | 620.0 | 664.0 |
|  5.00%, 12/30/2038 | 660.0 | 703.0 |
|  5.00%, 12/30/2039 | 395.0 | 420.0 |
|  5.00%, 12/30/2039 | 595.0 | 633.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/30/2040 | 580.0 | 615.0 |
|  5.00%, 12/30/2042 | 1570.0 | 1650.0 |
|  5.00%, 12/30/2044 | 865.0 | 897.0 |
|  Illinois Finance Authority |  |  |
|  3.00%, 07/01/2035 | 930.0 | 823.0 |
|  3.63%, 02/15/2032 | 355.0 | 358.0 |
|  3.69% (SOFR + 1.15%), 11/01/2034(3) | 1930.0 | 1932.0 |
|  4.00%, 10/15/2028 | 670.0 | 669.0 |
|  4.00%, 10/15/2029 | 1045.0 | 1041.0 |
|  4.00%, 01/01/2031 | 1665.0 | 1689.0 |
|  4.00%, 10/15/2031 | 1135.0 | 1120.0 |
|  4.00%, 12/01/2033 | 1210.0 | 1239.0 |
|  4.00%, 08/01/2034 | 2050.0 | 1945.0 |
|  4.00%, 08/01/2035 | 1625.0 | 1522.0 |
|  4.00%, 05/15/2036 | 535.0 | 528.0 |
|  4.00%, 08/01/2037 | 1160.0 | 1060.0 |
|  4.00%, 07/15/2038 | 5570.0 | 5468.0 |
|  4.00%, 08/01/2038 | 1165.0 | 1054.0 |
|  4.00%, 07/15/2039 | 6280.0 | 6067.0 |
|  4.00%, 08/15/2039 | 9280.0 | 8894.0 |
|  4.00%, 02/15/2041 | 5.0 | 5.0 |
|  4.00%, 02/15/2041 | 5.0 | 5.0 |
|  4.00%, 08/15/2041 | 1880.0 | 1771.0 |
|  4.13%, 12/01/2050(1)(2) | 23605.0 | 23031.0 |
|  4.25%, 07/01/2041 | 3225.0 | 3195.0 |
|  4.80%, 12/01/2043(1)(2) | 4400.0 | 4430.0 |
|  4.80%, 12/01/2043(1)(2) | 10650.0 | 10722.0 |
|  5.00%, 03/01/2028 | 15.0 | 15.0 |
|  5.00%, 05/15/2028 | 13620.0 | 14126.0 |
|  5.00%, 09/01/2028 | 500.0 | 500.0 |
|  5.00%, 10/01/2028 | 500.0 | 518.0 |
|  5.00%, 01/01/2029 | 1650.0 | 1679.0 |
|  5.00%, 02/15/2029 | 1445.0 | 1468.0 |
|  5.00%, 12/01/2029 | 340.0 | 341.0 |
|  5.00%, 02/15/2030 | 1240.0 | 1259.0 |
|  5.00%, 05/15/2030 | 1180.0 | 1181.0 |
|  5.00%, 07/15/2030 | 710.0 | 735.0 |
|  5.00%, 08/15/2030 | 630.0 | 681.0 |
|  5.00%, 09/01/2030 | 430.0 | 428.0 |
|  5.00%, 11/01/2030 | 715.0 | 743.0 |
|  5.00%, 01/01/2031 | 725.0 | 796.0 |
|  5.00%, 01/01/2031 | 3545.0 | 3608.0 |
|  5.00%, 05/15/2031 | 5000.0 | 5211.0 |
|  5.00%, 08/15/2031 | 1525.0 | 1646.0 |
|  5.00%, 03/01/2032 | 845.0 | 854.0 |
|  5.00%, 05/15/2032 | 5745.0 | 5978.0 |
|  5.00%, 07/01/2032 | 300.0 | 316.0 |
|  5.00%, 07/01/2033 | 250.0 | 264.0 |
|  5.00%, 07/01/2033 | 10000.0 | 10624.0 |
|  5.00%, 09/01/2033 | 445.0 | 464.0 |
|  5.00%, 12/01/2033 | 700.0 | 703.0 |
|  5.00%, 01/01/2034 | 605.0 | 616.0 |
|  5.00%, 02/15/2034 | 300.0 | 306.0 |
|  5.00%, 02/15/2034 | 1470.0 | 1489.0 |
|  5.00%, 08/15/2034 | 1725.0 | 1863.0 |
|  5.00%, 08/15/2034 | 2500.0 | 2538.0 |
|  5.00%, 07/01/2035 | 1130.0 | 1292.0 |
|  5.00%, 11/15/2035 | 3775.0 | 4204.0 |
|  5.00%, 02/15/2036 | 1735.0 | 1754.0 |
|  5.00%, 09/01/2036 | 715.0 | 735.0 |
|  5.00%, 01/01/2037 | 2785.0 | 2898.0 |
|  5.00%, 05/15/2037 | 500.0 | 542.0 |
|  5.00%, 09/01/2037 | 780.0 | 799.0 |
|  5.00%, 08/15/2038 | 1000.0 | 1053.0 |
|  5.00%, 09/01/2038 | 305.0 | 311.0 |
|  5.00%, 05/15/2039 | 1100.0 | 1180.0 |
|  5.00%, 08/15/2039 | 1200.0 | 1256.0 |
|  5.00%, 08/15/2040 | 5000.0 | 5212.0 |
|  5.00%, 02/15/2041 | 780.0 | 785.0 |
|  5.00%, 07/01/2042 | 5200.0 | 5671.0 |
|  5.00%, 08/01/2042 | 120.0 | 119.0 |
|  5.00%, 01/01/2044 | 4145.0 | 4313.0 |
|  5.00%, 10/01/2044 | 800.0 | 820.0 |
|  5.00%, 08/01/2049 | 140.0 | 131.0 |
|  5.00%, 05/15/2050(1) | 2170.0 | 2175.0 |
|  5.00%, 08/15/2053(1) | 1120.0 | 1207.0 |
|  5.00%, 08/15/2054(1) | 4645.0 | 5001.0 |
|  5.00%, 08/15/2064(1) | 3220.0 | 3566.0 |
|  5.25%, 04/01/2040 | 550.0 | 602.0 |
|  5.50%, 10/01/2047 | 635.0 | 639.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Illinois Housing Development Authority |  |  |
|  0.80%, 07/01/2026 | 1000 | 992 |
|  2.70%, 10/01/2034 | 700 | 626 |
|  2.90%, 08/01/2031 | 1210 | 1169 |
|  3.00%, 04/01/2051 | 1985 | 1954 |
|  3.15%, 02/01/2029(1) | 1500 | 1503 |
|  3.50%, 04/01/2052 | 3520 | 3502 |
|  3.75%, 04/01/2050 | 285 | 285 |
|  4.00%, 10/01/2049 | 1100 | 1106 |
|  4.25%, 04/01/2028 | 1000 | 1019 |
|  4.38%, 10/01/2041 | 3500 | 3511 |
|  4.50%, 10/01/2048 | 1375 | 1387 |
|  5.00%, 11/01/2027(1) | 6173 | 6249 |
|  5.00%, 10/01/2046 | 2000 | 2068 |
|  6.00%, 10/01/2055 | 15390 | 16995 |
|  6.25%, 10/01/2052 | 4170 | 4454 |
|  6.25%, 10/01/2055 | 5010 | 5642 |
|  6.25%, 10/01/2056 | 5835 | 6597 |
|  6.50%, 10/01/2045 | 5100 | 5731 |
|  Illinois Municipal Electric Agency |  |  |
|  5.00%, 02/01/2035 | 4750 | 5380 |
|  Illinois Sports Facilities Authority |  |  |
|  5.00%, 06/15/2030 | 950 | 988 |
|  5.25%, 06/15/2032 | 1735 | 1764 |
|  Illinois State Toll Highway Authority |  |  |
|  5.00%, 12/01/2031 | 235 | 235 |
|  5.00%, 12/01/2032 | 425 | 426 |
|  5.00%, 01/01/2034 | 1000 | 1005 |
|  5.00%, 01/01/2037 | 1260 | 1262 |
|  5.00%, 01/01/2038 | 25715 | 25745 |
|  5.00%, 01/01/2039 | 9125 | 9135 |
|  5.00%, 01/01/2040 | 7050 | 7049 |
|  5.00%, 01/01/2040 | 9900 | 9899 |
|  5.00%, 01/01/2041 | 2190 | 2309 |
|  5.00%, 01/01/2041 | 13710 | 13750 |
|  5.00%, 01/01/2042 | 6840 | 6987 |
|  5.00%, 01/01/2044 | 5000 | 5132 |
|  5.00%, 01/01/2045 | 2405 | 2488 |
|  Illinois State University |  |  |
|  3.00%, 04/01/2043 | 2430 | 2010 |
|  5.00%, 04/01/2032 | 1745 | 1806 |
|  Jackson Perry Etc Counties Community Unit School District No 176 Trico |  |  |
|  5.00%, 12/01/2028 | 420 | 439 |
|  5.00%, 12/01/2029 | 415 | 439 |
|  5.00%, 12/01/2030 | 360 | 385 |
|  5.00%, 12/01/2031 | 495 | 534 |
|  5.00%, 12/01/2032 | 865 | 933 |
|  Jefferson County School District No 82 Bethel |  |  |
|  4.10%, 12/01/2043 | 765 | 739 |
|  5.00%, 12/01/2036 | 255 | 274 |
|  5.00%, 12/01/2038 | 295 | 316 |
|  Jersey & Greene County Community Unit School District No 100 Jerseyville |  |  |
|  5.00%, 12/01/2027 | 1105 | 1113 |
|  Joliet Regional Port District |  |  |
|  5.00%, 12/30/2048 | 1500 | 1509 |
|  5.25%, 12/30/2037 | 1030 | 1131 |
|  Kane Cook & DuPage Counties School District No U-46 Elgin |  |  |
|  5.00%, 01/01/2029 | 400 | 424 |
|  5.00%, 01/01/2032 | 550 | 606 |
|  5.00%, 01/01/2033 | 550 | 610 |
|  5.00%, 01/01/2034 | 650 | 713 |
|  La Grange Park Community Park District |  |  |
|  6.50%, 12/01/2042 | 925 | 1073 |
|  La Salle & Bureau Counties Township High School District No 120 LaSalle-Peru |  |  |
|  5.00%, 12/01/2033 | 2415 | 2662 |
|  5.00%, 12/01/2034 | 1685 | 1862 |
|  La Salle County Community Unit School District No 2 Serena |  |  |
|  5.25%, 12/01/2036 | 1440 | 1560 |
|  5.50%, 12/01/2040 | 2145 | 2322 |
|  Lake County Community Unit School District No 187 North Chicago |  |  |
|  5.00%, 01/01/2032 | 355 | 382 |
|  5.00%, 01/01/2033 | 325 | 351 |
|  5.00%, 01/01/2034 | 370 | 401 |
|  5.00%, 01/01/2035 | 300 | 322 |
|  5.00%, 01/01/2039 | 920 | 963 |
|  Lake County Community Unit School District No 60 Waukegan |  |  |
|  5.00%, 01/01/2027 | 2100 | 2104 |
|  Lake County Consolidated High School District No 120 Mundelein |  |  |
|  5.50%, 12/01/2039 | 1000 | 1094 |
|  Lake County School District No 112 North Shore |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 12/01/2042 | 2590.0 | 2576.0 |
|  Madison County Community Unit School District No 7 Edwardsville |  |  |
|  5.00%, 12/01/2032 | 595.0 | 650.0 |
|  5.00%, 12/01/2033 | 645.0 | 708.0 |
|  5.00%, 12/01/2034 | 690.0 | 758.0 |
|  Marshall Putnam & Bureau Counties Community Unit School District No 5 Henry |  |  |
|  5.00%, 12/01/2042 | 1270.0 | 1343.0 |
|  5.00%, 12/01/2044 | 440.0 | 459.0 |
|  5.00%, 12/01/2045 | 1080.0 | 1121.0 |
|  5.00%, 12/01/2046 | 250.0 | 258.0 |
|  McHenry & Lake Counties Community Consolidated School District No 26 |  |  |
|  4.00%, 02/01/2041 | 750.0 | 739.0 |
|  4.00%, 02/01/2042 | 645.0 | 629.0 |
|  McLean County Community Unit School District No 19 Ridgeview |  |  |
|  5.25%, 12/01/2041 | 760.0 | 826.0 |
|  5.25%, 12/01/2042 | 1265.0 | 1368.0 |
|  5.25%, 12/01/2043 | 1390.0 | 1490.0 |
|  Metropolitan Pier & Exposition Authority |  |  |
|  0.00%, 06/15/2028 | 15615.0 | 14550.0 |
|  0.00%, 06/15/2029 | 3470.0 | 3123.0 |
|  0.00%, 12/15/2029 | 3745.0 | 3324.0 |
|  0.00%, 12/15/2029 | 5665.0 | 5009.0 |
|  0.00%, 12/15/2030 | 11000.0 | 9362.0 |
|  0.00%, 12/15/2031 | 1015.0 | 830.0 |
|  0.00%, 06/15/2038 | 5305.0 | 3160.0 |
|  4.00%, 12/15/2042 | 1645.0 | 1550.0 |
|  5.00%, 12/15/2028 | 1000.0 | 1030.0 |
|  5.00%, 12/15/2028 | 2000.0 | 2061.0 |
|  5.00%, 12/15/2032 | 550.0 | 562.0 |
|  Metropolitan Water Reclamation District of Greater Chicago |  |  |
|  5.00%, 12/01/2031 | 1735.0 | 1759.0 |
|  5.25%, 12/01/2032 | 1800.0 | 2050.0 |
|  Morgan County School District No 117 Jacksonville |  |  |
|  5.00%, 01/01/2040 | 750.0 | 810.0 |
|  5.00%, 01/01/2047 | 1200.0 | 1242.0 |
|  Northeastern Illinois University |  |  |
|  5.75%, 07/01/2045 | 1000.0 | 1060.0 |
|  Northern Illinois University |  |  |
|  4.25%, 04/01/2044 | 3250.0 | 3044.0 |
|  5.00%, 04/01/2038 | 670.0 | 708.0 |
|  5.00%, 04/01/2039 | 750.0 | 789.0 |
|  5.50%, 04/01/2049 | 1500.0 | 1550.0 |
|  Peoria Metropolitan Airport Authority |  |  |
|  5.00%, 12/01/2026 | 1375.0 | 1397.0 |
|  Piatt Champaign & DeWitt Counties Community Unit School District No 25 |  |  |
|  5.00%, 11/01/2033 | 1000.0 | 1010.0 |
|  Regional Transportation Authority |  |  |
|  5.00%, 06/01/2034 | 1000.0 | 1003.0 |
|  5.75%, 06/01/2033 | 1000.0 | 1101.0 |
|  5.75%, 06/01/2034 | 3400.0 | 3813.0 |
|  Richland County Community Unit School District No 1 |  |  |
|  5.00%, 12/01/2035 | 2510.0 | 2771.0 |
|  Rock Island & Mercer Counties Community Unit School District No 300 |  |  |
|  5.00%, 12/01/2044 | 425.0 | 451.0 |
|  5.00%, 12/01/2045 | 500.0 | 527.0 |
|  Sales Tax Securitization Corp. |  |  |
|  5.00%, 01/01/2029 | 1000.0 | 1054.0 |
|  5.00%, 01/01/2037 | 1140.0 | 1194.0 |
|  5.00%, 01/01/2040 | 4445.0 | 4799.0 |
|  5.00%, 01/01/2041 | 8290.0 | 8859.0 |
|  5.00%, 01/01/2042 | 3000.0 | 3166.0 |
|  5.25%, 01/01/2043 | 1100.0 | 1126.0 |
|  5.50%, 01/01/2036 | 2000.0 | 2093.0 |
|  Sangamon & Christian Counties Community Unit School District No 3A Rochester |  |  |
|  5.50%, 02/01/2040 | 805.0 | 861.0 |
|  5.50%, 02/01/2043 | 530.0 | 562.0 |
|  5.50%, 02/01/2047 | 920.0 | 960.0 |
|  Sangamon & Morgan Counties Community Unit School District No 16 New Berlin |  |  |
|  5.00%, 12/01/2040 | 2625.0 | 2749.0 |
|  Sangamon Menard Etc Counties Community School District No 8 Pleasant Plains |  |  |
|  4.00%, 01/01/2041 | 1075.0 | 1009.0 |
|  Scott & Morgan Counties Community Unit School District No 1 Winchester |  |  |
|  5.00%, 12/01/2027 | 115.0 | 118.0 |
|  5.00%, 12/01/2029 | 100.0 | 106.0 |
|  5.00%, 12/01/2034 | 860.0 | 925.0 |
|  6.00%, 12/01/2038 | 360.0 | 409.0 |
|  6.00%, 12/01/2040 | 410.0 | 464.0 |
|  6.00%, 12/01/2042 | 925.0 | 1035.0 |
|  Southern Illinois University |  |  |
|  4.00%, 04/01/2040 | 500.0 | 484.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 02/15/2050 | 4000.0 | 4116.0 |
|  Southwestern Illinois Development Authority |  |  |
|  5.50%, 12/01/2038 | 6250.0 | 6752.0 |
|  5.50%, 12/01/2039 | 6350.0 | 6836.0 |
|  5.50%, 04/01/2044 | 5615.0 | 6095.0 |
|  5.50%, 04/01/2050 | 9000.0 | 9606.0 |
|  St Clair & Washington Counties Community Unit School District No 40 Marissa |  |  |
|  5.50%, 12/01/2045 | 1610.0 | 1730.0 |
|  St Clair County Community Unit School District No 187 Cahokia |  |  |
|  5.00%, 01/01/2028 | 200.0 | 207.0 |
|  5.00%, 01/01/2041 | 425.0 | 445.0 |
|  5.00%, 01/01/2042 | 230.0 | 240.0 |
|  5.00%, 01/01/2044 | 250.0 | 258.0 |
|  5.00%, 01/01/2044 | 650.0 | 670.0 |
|  5.00%, 01/01/2049 | 600.0 | 601.0 |
|  St Clair County Community Unit School District No 19 Mascoutah |  |  |
|  4.00%, 02/01/2033 | 695.0 | 695.0 |
|  St Clair County Public Building Commission |  |  |
|  5.25%, 12/01/2054 | 1020.0 | 1028.0 |
|  State of Illinois |  |  |
|  4.00%, 02/01/2030 | 3125.0 | 3148.0 |
|  4.00%, 03/01/2031 | 1500.0 | 1546.0 |
|  4.00%, 10/01/2032 | 1390.0 | 1412.0 |
|  4.00%, 03/01/2038 | 1125.0 | 1085.0 |
|  5.00%, 10/01/2026 | 2270.0 | 2295.0 |
|  5.00%, 11/01/2026 | 2120.0 | 2147.0 |
|  5.00%, 03/01/2027 | 980.0 | 999.0 |
|  5.00%, 11/01/2027 | 1675.0 | 1730.0 |
|  5.00%, 07/01/2028 | 2235.0 | 2336.0 |
|  5.00%, 11/01/2028 | 12940.0 | 13323.0 |
|  5.00%, 03/01/2029 | 2620.0 | 2768.0 |
|  5.00%, 05/01/2029 | 2820.0 | 2987.0 |
|  5.00%, 03/01/2030 | 1875.0 | 2008.0 |
|  5.00%, 03/01/2030 | 11310.0 | 12115.0 |
|  5.00%, 10/01/2030 | 5325.0 | 5742.0 |
|  5.00%, 03/01/2031 | 11350.0 | 12289.0 |
|  5.00%, 10/01/2031 | 1750.0 | 1878.0 |
|  5.00%, 10/01/2031 | 6500.0 | 6769.0 |
|  5.00%, 02/01/2032 | 4170.0 | 4546.0 |
|  5.00%, 01/01/2033 | 415.0 | 415.0 |
|  5.00%, 03/01/2033 | 1000.0 | 1071.0 |
|  5.00%, 03/01/2034 | 1000.0 | 1078.0 |
|  5.00%, 03/01/2034 | 9715.0 | 10353.0 |
|  5.00%, 03/01/2035 | 3670.0 | 3930.0 |
|  5.00%, 03/01/2035 | 23005.0 | 24637.0 |
|  5.00%, 05/01/2035 | 3860.0 | 4220.0 |
|  5.00%, 07/01/2035 | 2340.0 | 2509.0 |
|  5.00%, 03/01/2036 | 1000.0 | 1064.0 |
|  5.00%, 07/01/2036 | 11055.0 | 11772.0 |
|  5.00%, 05/01/2038 | 2915.0 | 3110.0 |
|  5.00%, 09/01/2038 | 30000.0 | 31995.0 |
|  5.25%, 12/01/2030 | 11685.0 | 12062.0 |
|  5.25%, 05/01/2043 | 625.0 | 658.0 |
|  5.25%, 05/01/2043 | 4680.0 | 4874.0 |
|  5.25%, 05/01/2045 | 1950.0 | 2023.0 |
|  State of Illinois Sales Tax Revenue |  |  |
|  3.00%, 06/15/2034 | 1070.0 | 985.0 |
|  5.00%, 06/15/2026 | 500.0 | 502.0 |
|  5.00%, 06/15/2026 | 7890.0 | 7928.0 |
|  5.00%, 06/15/2027 | 1000.0 | 1028.0 |
|  5.00%, 06/15/2027 | 7930.0 | 8151.0 |
|  5.00%, 06/15/2028 | 7930.0 | 8318.0 |
|  5.00%, 06/15/2031 | 5935.0 | 6500.0 |
|  5.00%, 06/15/2032 | 4980.0 | 5498.0 |
|  5.00%, 06/15/2034 | 7190.0 | 8010.0 |
|  Staunton Community Unit School District No 6 |  |  |
|  5.00%, 12/01/2035 | 1260.0 | 1373.0 |
|  5.00%, 12/01/2036 | 1080.0 | 1168.0 |
|  5.00%, 12/01/2039 | 1680.0 | 1793.0 |
|  Taylorville Community Pleasure Driveway & Park District |  |  |
|  5.00%, 12/01/2041 | 440.0 | 469.0 |
|  5.00%, 12/01/2042 | 460.0 | 489.0 |
|  5.00%, 12/01/2043 | 385.0 | 406.0 |
|  5.00%, 12/01/2044 | 510.0 | 533.0 |
|  Tazewell County Community High School District No 308 Washington |  |  |
|  5.25%, 12/01/2033 | 1250.0 | 1344.0 |
|  University of Illinois Auxiliary Facilities System |  |  |
|  5.00%, 04/01/2034 | 3000.0 | 3400.0 |
|  5.25%, 04/01/2040 | 5000.0 | 5508.0 |
|  5.25%, 04/01/2044 | 1155.0 | 1241.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Village of Bellwood IL |  |  |
|  5.00%, 12/01/2032 | 2085 | 2276.0 |
|  Village of Bolingbrook IL |  |  |
|  4.00%, 03/01/2027 | 1000 | 1010.0 |
|  Village of Bourbonnais IL |  |  |
|  5.25%, 12/01/2042 | 2840 | 2987.0 |
|  Village of Bradley IL |  |  |
|  5.00%, 12/15/2041 | 1250 | 1320.0 |
|  5.00%, 12/15/2041 | 1445 | 1521.0 |
|  5.00%, 12/15/2043 | 1210 | 1272.0 |
|  5.00%, 12/15/2044 | 820 | 855.0 |
|  5.00%, 12/15/2045 | 2495 | 2584.0 |
|  Village of Elk Grove Village IL |  |  |
|  5.00%, 01/01/2034 | 1000 | 1013.0 |
|  Village of New Lenox IL |  |  |
|  4.00%, 12/15/2043 | 740 | 716.0 |
|  Village of Westchester IL |  |  |
|  5.00%, 12/15/2043 | 1000 | 1061.0 |
|  West Chicago Park District |  |  |
|  6.00%, 12/01/2045 | 1260 | 1396.0 |
|  Will County Community High School District No 210 Lincoln-Way |  |  |
|  0.00%, 01/01/2029 | 400 | 364.0 |
|  0.00%, 01/01/2029 | 500 | 455.0 |
|  0.00%, 01/01/2031 | 300 | 253.0 |
|  Will County Community Unit School District No 201-U Crete-Monee |  |  |
|  4.00%, 01/15/2044 | 1000 | 960.0 |
|  4.00%, 01/15/2045 | 810 | 764.0 |
|  5.00%, 01/15/2033 | 425 | 468.0 |
|  5.00%, 01/15/2034 | 1060 | 1175.0 |
|  5.00%, 01/15/2035 | 675 | 747.0 |
|  Will County Community Unit School District No 365-U Valley View |  |  |
|  0.00%, 11/01/2026 | 775 | 763.0 |
|  5.00%, 11/01/2026 | 1800 | 1825.0 |
|  Will County School District No 114 Manhattan |  |  |
|  5.00%, 01/01/2037 | 370 | 402.0 |
|  5.00%, 01/01/2038 | 355 | 384.0 |
|  5.25%, 01/01/2039 | 280 | 305.0 |
|  5.25%, 01/01/2041 | 1160 | 1253.0 |
|  5.50%, 01/01/2047 | 4880 | 5150.0 |
|  5.50%, 01/01/2049 | 1250 | 1309.0 |
|  5.50%, 09/01/2052 | 2215 | 2298.0 |
|  Will County School District No 86 Joliet |  |  |
|  5.00%, 01/01/2049 | 375 | 378.0 |
|  Yorkville-Bristol Sanitation District |  |  |
|  5.00%, 12/15/2047 | 1000 | 1026.0 |
|  5.00%, 12/15/2050 | 1500 | 1522.0 |
|  Total Illinois | Total Illinois | 1327349.0 |
|  **Indiana – 1.64%** |  |  |
|  Avon Community School Building Corp. |  |  |
|  3.00%, 01/15/2044 | 3650 | 2976.0 |
|  5.25%, 07/15/2038 | 1000 | 1098.0 |
|  5.25%, 07/15/2039 | 1250 | 1367.0 |
|  5.50%, 07/15/2041 | 2000 | 2201.0 |
|  Bloomington Redevelopment District |  |  |
|  5.25%, 08/01/2036 | 1750 | 1838.0 |
|  Borden-Henryville Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2043 | 700 | 737.0 |
|  Brownsburg 1999 School Building Corp. |  |  |
|  5.00%, 07/15/2041 | 2035 | 2183.0 |
|  5.50%, 07/15/2040 | 1960 | 2104.0 |
|  5.50%, 07/15/2042 | 6125 | 6531.0 |
|  Carmel Local Public Improvement Bond Bank |  |  |
|  3.00%, 07/15/2028 | 13655 | 13659.0 |
|  5.00%, 07/15/2032 | 2680 | 2694.0 |
|  Carmel Redevelopment Authority |  |  |
|  1.13%, 01/15/2044 | 2000 | 1112.0 |
|  City of Fort Wayne IN Waterworks Utility Revenue |  |  |
|  3.25%, 12/01/2028 | 400 | 400.0 |
|  City of La Porte IN Sewage Works Revenue |  |  |
|  3.75%, 09/01/2029 | 2500 | 2493.0 |
|  City of La Porte IN Waterworks Revenue |  |  |
|  3.50%, 07/01/2029 | 2500 | 2495.0 |
|  City of Mishawaka IN |  |  |
|  2.00%, 07/01/2038 | 1175 | 878.0 |
|  City of Valparaiso IN |  |  |
|  4.50%, 01/01/2034(2) | 1540 | 1564.0 |
|  4.88%, 01/01/2044(2) | 2750 | 2764.0 |
|  City of West Lafayette IN Sewer Revenue |  |  |
|  5.00%, 07/01/2044 | 1000 | 1038.0 |
|  City of Whiting IN |  |  |

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---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.40%, 03/01/2046(1) | 5245.0 | 5459.0 |
|  5.00%, 12/01/2044(1) | 3900.0 | 3914.0 |
|  Clark-Pleasant Community School Building Corp. |  |  |
|  5.00%, 07/15/2043 | 1250.0 | 1326.0 |
|  5.00%, 01/15/2044 | 1250.0 | 1317.0 |
|  Cowan Community Schools Building Corp. |  |  |
|  4.00%, 07/15/2040 | 545.0 | 543.0 |
|  4.00%, 07/15/2041 | 565.0 | 560.0 |
|  4.00%, 07/15/2042 | 585.0 | 575.0 |
|  Crothersville 2000 School Building Corp. |  |  |
|  5.00%, 01/15/2041 | 280.0 | 298.0 |
|  5.00%, 01/15/2042 | 785.0 | 831.0 |
|  5.00%, 01/15/2043 | 590.0 | 621.0 |
|  5.00%, 01/15/2044 | 425.0 | 444.0 |
|  5.00%, 01/15/2045 | 150.0 | 155.0 |
|  Duneland School Building Corp. |  |  |
|  3.00%, 01/15/2038 | 1255.0 | 1095.0 |
|  Freddie Mac Pool |  |  |
|  4.25%, 06/01/2041 | 2978.0 | 2930.0 |
|  Gary Chicago International Airport Authority |  |  |
|  5.00%, 02/01/2037 | 430.0 | 467.0 |
|  5.00%, 02/01/2038 | 350.0 | 378.0 |
|  5.00%, 02/01/2039 | 295.0 | 316.0 |
|  5.25%, 02/01/2042 | 750.0 | 812.0 |
|  Greater Clark Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1065.0 | 1134.0 |
|  5.00%, 07/15/2043 | 1075.0 | 1137.0 |
|  5.00%, 01/15/2044 | 1600.0 | 1673.0 |
|  5.00%, 01/15/2045 | 700.0 | 728.0 |
|  6.00%, 07/15/2038 | 3025.0 | 3445.0 |
|  Griffith Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1000.0 | 1064.0 |
|  5.00%, 07/15/2043 | 1045.0 | 1105.0 |
|  Hamilton Southeastern Consolidated School Building Corp. |  |  |
|  5.00%, 07/15/2040 | 505.0 | 549.0 |
|  5.00%, 07/15/2041 | 715.0 | 773.0 |
|  5.00%, 07/15/2042 | 630.0 | 677.0 |
|  5.00%, 07/15/2043 | 1000.0 | 1067.0 |
|  5.00%, 01/15/2045 | 1590.0 | 1664.0 |
|  Indiana Finance Authority |  |  |
|  0.75%, 12/01/2038(1) | 500.0 | 500.0 |
|  0.95%, 12/01/2038(1) | 900.0 | 900.0 |
|  3.75%, 03/01/2031(1) | 1450.0 | 1459.0 |
|  4.13%, 12/01/2026 | 2815.0 | 2825.0 |
|  4.25%, 03/01/2049 | 755.0 | 682.0 |
|  4.50%, 05/01/2035(1) | 1200.0 | 1208.0 |
|  5.00%, 05/01/2026 | 1100.0 | 1102.0 |
|  5.00%, 11/01/2026 | 1200.0 | 1215.0 |
|  5.00%, 05/01/2027 | 700.0 | 716.0 |
|  5.00%, 05/01/2029 | 685.0 | 729.0 |
|  5.00%, 07/01/2029 | 1195.0 | 1243.0 |
|  5.00%, 11/01/2029 | 2350.0 | 2426.0 |
|  5.00%, 09/01/2031 | 440.0 | 443.0 |
|  5.00%, 09/01/2036 | 1000.0 | 1006.0 |
|  5.00%, 02/01/2037 | 2000.0 | 2254.0 |
|  5.00%, 02/01/2038 | 16785.0 | 18770.0 |
|  5.00%, 06/01/2040 | 2725.0 | 2776.0 |
|  5.00%, 11/15/2041 | 7000.0 | 7580.0 |
|  5.00%, 03/01/2044 | 1200.0 | 1232.0 |
|  5.00%, 10/01/2054(1) | 4590.0 | 4932.0 |
|  5.00%, 10/01/2057(1) | 20565.0 | 22781.0 |
|  5.00%, 10/01/2059(1) | 15320.0 | 16941.0 |
|  5.00%, 10/01/2063(1) | 3500.0 | 3815.0 |
|  Indiana Housing & Community Development Authority |  |  |
|  3.00%, 07/01/2050 | 430.0 | 424.0 |
|  3.00%, 07/01/2051 | 450.0 | 444.0 |
|  3.50%, 01/01/2049 | 340.0 | 339.0 |
|  4.80%, 09/01/2041 | 4630.0 | 4643.0 |
|  5.00%, 07/01/2026 | 320.0 | 322.0 |
|  5.00%, 07/01/2026 | 400.0 | 402.0 |
|  5.00%, 01/01/2027 | 300.0 | 305.0 |
|  5.00%, 01/01/2027 | 575.0 | 585.0 |
|  5.00%, 07/01/2027 | 300.0 | 308.0 |
|  5.00%, 07/01/2027 | 400.0 | 411.0 |
|  5.00%, 01/01/2028 | 600.0 | 622.0 |
|  5.00%, 07/01/2028 | 500.0 | 524.0 |
|  Indiana Municipal Power Agency |  |  |
|  5.00%, 01/01/2037 | 4500.0 | 4515.0 |
|  5.00%, 01/01/2043 | 8334.0 | 8904.0 |
|  Indiana Secondary Market for Education Loans, Inc. |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 06/01/2046 | 2000 | 1902.0 |
|  Indianapolis Local Public Improvement Bond Bank |  |  |
|  4.00%, 01/01/2035 | 1725 | 1712.0 |
|  5.00%, 01/15/2028 | 500 | 521.0 |
|  5.00%, 01/01/2029 | 1000 | 1005.0 |
|  5.00%, 01/01/2031 | 1000 | 1004.0 |
|  5.00%, 01/01/2031 | 10735 | 11548.0 |
|  5.00%, 01/01/2032 | 2000 | 2173.0 |
|  5.00%, 01/01/2036 | 615 | 667.0 |
|  5.00%, 01/01/2038 | 1125 | 1208.0 |
|  5.00%, 01/01/2039 | 1250 | 1334.0 |
|  5.00%, 02/01/2053 | 3000 | 3079.0 |
|  6.00%, 02/01/2048 | 8150 | 8931.0 |
|  IPS Multi-School Building Corp. |  |  |
|  5.25%, 07/15/2041 | 3450 | 3659.0 |
|  Lawrence Township School Building Corp. |  |  |
|  5.00%, 07/15/2038 | 2715 | 2968.0 |
|  Merrillville Redevelopment Authority |  |  |
|  5.00%, 07/15/2043 | 990 | 1025.0 |
|  5.00%, 07/15/2043 | 1000 | 1035.0 |
|  5.00%, 07/15/2045 | 750 | 767.0 |
|  5.00%, 07/15/2045 | 1000 | 1023.0 |
|  Monroe County Community School Corp. |  |  |
|  0.05%, 07/15/2034 | 995 | 729.0 |
|  0.05%, 01/15/2035 | 1000 | 716.0 |
|  Mount Vernon of Hancock County Multi-School Building Corp. |  |  |
|  5.50%, 07/15/2036 | 1000 | 1088.0 |
|  5.50%, 07/15/2038 | 1000 | 1081.0 |
|  New Albany-Floyd County School Building Corp. |  |  |
|  5.00%, 07/15/2043 | 2000 | 2119.0 |
|  5.00%, 07/15/2044 | 1300 | 1371.0 |
|  Newburgh Chandler Public Library |  |  |
|  0.05%, 01/15/2036 | 280 | 188.0 |
|  Noblesville Redevelopment Authority |  |  |
|  5.50%, 01/15/2046 | 2020 | 2125.0 |
|  North Putnam Middle School Building Corp. |  |  |
|  5.00%, 01/15/2044 | 370 | 387.0 |
|  Southwest Dubois County Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1260 | 1326.0 |
|  5.00%, 01/15/2044 | 365 | 381.0 |
|  Speedway Multi-School Building Corp. |  |  |
|  5.00%, 07/15/2042 | 1000 | 1059.0 |
|  Terre Haute Sanitary District |  |  |
|  5.00%, 07/01/2038 | 4445 | 4779.0 |
|  5.00%, 07/01/2039 | 2000 | 2138.0 |
|  5.00%, 07/01/2040 | 3000 | 3189.0 |
|  5.00%, 07/01/2041 | 1500 | 1588.0 |
|  Tri-Creek 2002 High School Building Corp. |  |  |
|  5.50%, 07/15/2041 | 3875 | 4279.0 |
|  5.50%, 07/15/2043 | 10130 | 11073.0 |
|  Vanderburgh County Redevelopment District |  |  |
|  5.00%, 02/01/2027 | 250 | 254.0 |
|  5.00%, 02/01/2028 | 250 | 258.0 |
|  5.00%, 02/01/2029 | 250 | 261.0 |
|  5.00%, 02/01/2030 | 275 | 291.0 |
|  5.00%, 02/01/2031 | 250 | 267.0 |
|  Warsaw Multi-School Building Corp. |  |  |
|  2.50%, 01/15/2036 | 1270 | 1100.0 |
|  Western Wayne School Building Corp. |  |  |
|  4.00%, 07/15/2041 | 600 | 587.0 |
|  Westfield-Washington Multi-School Building Corp. |  |  |
|  5.00%, 01/15/2034 | 1000 | 1116.0 |
|  5.00%, 07/15/2035 | 1230 | 1361.0 |
|  5.00%, 07/15/2040 | 2700 | 2902.0 |
|  5.00%, 07/15/2041 | 1000 | 1067.0 |
|  5.00%, 07/15/2041 | 2835 | 3024.0 |
|  5.00%, 07/15/2042 | 500 | 531.0 |
|  5.00%, 07/15/2042 | 2100 | 2229.0 |
|  5.00%, 07/15/2043 | 1350 | 1429.0 |
|  5.00%, 07/15/2043 | 2300 | 2435.0 |
|  5.25%, 07/15/2038 | 2200 | 2437.0 |
|  5.25%, 07/15/2041 | 3450 | 3763.0 |
|  5.25%, 07/15/2043 | 8950 | 9691.0 |
|  5.25%, 01/15/2044 | 1000 | 1076.0 |
|  5.25%, 01/15/2044 | 1000 | 1076.0 |
|  Zionsville Community Schools Building Corp. |  |  |
|  5.00%, 07/15/2036 | 1185 | 1311.0 |
|  5.00%, 07/15/2037 | 720 | 790.0 |
|  Total Indiana | Total Indiana | 331905.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Iowa – 0.70%** |  |  |
|  Ames Community School District |  |  |
|  1.75%, 06/01/2034 | 3000 | 2478.0 |
|  City of Bondurant IA |  |  |
|  5.25%, 06/01/2039 | 2075 | 2233.0 |
|  5.25%, 06/01/2040 | 2265 | 2426.0 |
|  5.25%, 06/01/2041 | 2000 | 2129.0 |
|  City of Coralville IA |  |  |
|  4.00%, 06/01/2028 | 300 | 296.0 |
|  4.00%, 05/01/2030 | 605 | 600.0 |
|  5.00%, 05/01/2036 | 735 | 775.0 |
|  5.00%, 05/01/2038 | 1400 | 1466.0 |
|  5.00%, 05/01/2039 | 350 | 355.0 |
|  5.00%, 05/01/2040 | 2260 | 2345.0 |
|  5.00%, 05/01/2041 | 1650 | 1705.0 |
|  City of Davenport IA |  |  |
|  2.00%, 06/01/2036 | 1590 | 1281.0 |
|  City of Des Moines IA |  |  |
|  1.75%, 06/01/2038 | 1410 | 1016.0 |
|  City of Le Mars IA Water Revenue |  |  |
|  5.00%, 06/01/2045 | 1005 | 1039.0 |
|  City of Pella IA Local Option Sales & Services Tax Revenue |  |  |
|  5.00%, 06/01/2038 | 850 | 905.0 |
|  5.00%, 06/01/2039 | 1000 | 1062.0 |
|  5.00%, 06/01/2041 | 1970 | 2062.0 |
|  5.00%, 12/01/2043 | 3000 | 3100.0 |
|  College Community School District Infrastructure Sales Services & Use Tax |  |  |
|  4.13%, 06/01/2042 | 3170 | 3171.0 |
|  County of Polk IA |  |  |
|  5.00%, 06/01/2039 | 4000 | 4196.0 |
|  5.25%, 06/01/2042 | 4210 | 4467.0 |
|  Guthrie County Hospital |  |  |
|  4.50%, 02/01/2029 | 1000 | 1000.0 |
|  Iowa City Community School District |  |  |
|  2.25%, 06/01/2035 | 1000 | 818.0 |
|  2.50%, 06/01/2038 | 2000 | 1553.0 |
|  Iowa Finance Authority |  |  |
|  3.50%, 01/01/2049 | 3670 | 3655.0 |
|  4.00%, 05/15/2046 | 800 | 676.0 |
|  5.00%, 08/01/2034 | 5450 | 6220.0 |
|  5.00%, 08/01/2036 | 4545 | 5062.0 |
|  6.00%, 11/01/2042(2) | 3500 | 3499.0 |
|  6.25%, 07/01/2054 | 7130 | 7810.0 |
|  7.25%, 05/15/2038 | 3400 | 3856.0 |
|  Iowa Student Loan Liquidity Corp. |  |  |
|  4.50%, 12/01/2045 | 2492 | 2497.0 |
|  5.00%, 12/01/2026 | 600 | 607.0 |
|  5.00%, 12/01/2026 | 600 | 607.0 |
|  5.00%, 12/01/2026 | 1100 | 1113.0 |
|  5.00%, 12/01/2027 | 900 | 924.0 |
|  5.00%, 12/01/2027 | 1120 | 1150.0 |
|  5.00%, 12/01/2028 | 1125 | 1172.0 |
|  5.00%, 12/01/2028 | 1440 | 1500.0 |
|  5.00%, 12/01/2028 | 1640 | 1708.0 |
|  5.00%, 12/01/2029 | 530 | 559.0 |
|  5.00%, 12/01/2029 | 1275 | 1344.0 |
|  5.00%, 12/01/2030 | 625 | 653.0 |
|  5.00%, 12/01/2030 | 1000 | 1049.0 |
|  5.00%, 12/01/2031 | 1330 | 1400.0 |
|  5.00%, 12/01/2032 | 1270 | 1343.0 |
|  5.00%, 12/01/2033 | 1000 | 1057.0 |
|  5.00%, 12/01/2033 | 1950 | 2061.0 |
|  5.00%, 12/01/2034 | 1100 | 1160.0 |
|  5.00%, 12/01/2034 | 1640 | 1727.0 |
|  PEFA, Inc. |  |  |
|  5.00%, 09/01/2049(1) | 19160 | 19305.0 |
|  State of Iowa Board of Regents |  |  |
|  4.25%, 09/01/2043 | 4495 | 4507.0 |
|  4.38%, 09/01/2045 | 5795 | 5756.0 |
|  Waterloo Community School District Infrastructure Sales Services & Use Tax |  |  |
|  5.00%, 07/01/2047 | 5030 | 5104.0 |
|  Waukee Community School District |  |  |
|  2.00%, 06/01/2036 | 4000 | 3190.0 |
|  2.13%, 06/01/2039 | 4440 | 3293.0 |
|  2.13%, 06/01/2040 | 4000 | 2890.0 |
|  Total Iowa | Total Iowa | 140932.0 |
|  **Kansas – 0.47%** |  |  |
|  Butler County Unified School District No 375 Circle |  |  |
|  3.00%, 09/01/2033 | 1400 | 1352.0 |
|  Butler County Unified School District No 394 Rose Hill |  |  |
|  5.00%, 09/01/2040 | 1310 | 1391.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  City of Abilene KS |  |  |
|  3.38%, 03/01/2029 | 3000 | 3004.0 |
|  City of Garden City KS |  |  |
|  4.25%, 06/01/2033(2) | 600 | 595.0 |
|  City of Girard KS |  |  |
|  3.63%, 02/01/2027 | 1300 | 1302.0 |
|  City of Manhattan KS |  |  |
|  3.75%, 06/01/2031 | 750 | 748.0 |
|  City of Prairie Village KS |  |  |
|  3.13%, 04/01/2036 | 980 | 929.0 |
|  City of Wamego KS Electric Utility System Revenue |  |  |
|  5.25%, 09/01/2038 | 525 | 577.0 |
|  5.25%, 09/01/2039 | 1180 | 1288.0 |
|  5.25%, 09/01/2041 | 1000 | 1069.0 |
|  City of Wichita KS Water & Sewer Utility Revenue |  |  |
|  2.00%, 10/01/2036 | 2110 | 1668.0 |
|  County of Sumner KS |  |  |
|  3.00%, 10/01/2038 | 1040 | 894.0 |
|  Geary County Unified School District No 475 |  |  |
|  3.00%, 09/01/2039 | 1000 | 850.0 |
|  Johnson & Miami Counties Unified School District No 230 Spring Hills |  |  |
|  6.00%, 09/01/2041 | 1840 | 2124.0 |
|  6.00%, 09/01/2044 | 1000 | 1135.0 |
|  Kansas Development Finance Authority |  |  |
|  5.00%, 06/01/2043(1) | 9900 | 10032.0 |
|  5.00%, 09/01/2044 | 6460 | 6740.0 |
|  5.00%, 09/01/2045 | 7315 | 7592.0 |
|  State of Kansas Department of Transportation |  |  |
|  5.00%, 09/01/2035 | 7140 | 8215.0 |
|  5.00%, 09/01/2036 | 4605 | 5231.0 |
|  5.00%, 09/01/2037 | 6645 | 7479.0 |
|  5.00%, 09/01/2038 | 7700 | 8607.0 |
|  University of Kansas Hospital Authority |  |  |
|  5.00%, 03/01/2055(1) | 2280 | 2433.0 |
|  Wyandotte County Unified School District No 500 Kansas City |  |  |
|  5.00%, 09/01/2042 | 2240 | 2374.0 |
|  5.25%, 09/01/2055 | 6855 | 7052.0 |
|  Wyandotte County-Kansas City Unified Government |  |  |
|  4.00%, 03/01/2036(2) | 1000 | 970.0 |
|  4.75%, 03/01/2041(2) | 1000 | 966.0 |
|  5.50%, 03/01/2046(2) | 2200 | 2161.0 |
|  Wyandotte County-Kansas City Unified Government Utility System Revenue |  |  |
|  3.00%, 09/01/2045 | 1240 | 940.0 |
|  5.00%, 09/01/2035 | 4315 | 4320.0 |
|  Total Kansas | Total Kansas | 94038.0 |
|  **Kentucky – 2.30%** |  |  |
|  City of Ashland KY |  |  |
|  5.00%, 02/01/2028 | 255 | 263.0 |
|  5.00%, 02/01/2032 | 395 | 417.0 |
|  5.00%, 02/01/2040 | 2665 | 2667.0 |
|  City of Henderson KY |  |  |
|  3.70%, 01/01/2032(2) | 6945 | 6906.0 |
|  4.45%, 01/01/2042(2) | 6920 | 6726.0 |
|  County of Carroll KY |  |  |
|  1.55%, 09/01/2042(1) | 10750 | 10627.0 |
|  1.75%, 10/01/2034(1) | 1045 | 1034.0 |
|  County of Meade KY |  |  |
|  3.35%, 07/01/2060(1) | 2040 | 2040.0 |
|  County of Trimble KY |  |  |
|  1.30%, 09/01/2044(1) | 4250 | 4120.0 |
|  Erlanger-Elsmere Board of Education |  |  |
|  5.00%, 06/01/2042 | 1105 | 1162.0 |
|  5.00%, 06/01/2043 | 1000 | 1046.0 |
|  Kenton County Airport Board |  |  |
|  5.25%, 01/01/2037 | 5600 | 6143.0 |
|  5.25%, 01/01/2040 | 1500 | 1615.0 |
|  Kentucky Bond Development Corp. |  |  |
|  2.78%, 08/15/2055(1) | 20000 | 20000.0 |
|  5.00%, 09/01/2049 | 2700 | 2736.0 |
|  5.00%, 08/15/2055(1) | 11250 | 12389.0 |
|  Kentucky Economic Development Finance Authority |  |  |
|  2.55%, 05/01/2028(1) | 1820 | 1820.0 |
|  5.00%, 08/01/2030 | 2160 | 2294.0 |
|  5.00%, 07/01/2033 | 1000 | 1001.0 |
|  5.00%, 01/01/2045 | 3680 | 3681.0 |
|  Kentucky Housing Corp. |  |  |
|  3.15%, 05/01/2030(1) | 3000 | 3006.0 |
|  3.50%, 07/01/2028(1) | 4300 | 4320.0 |
|  6.00%, 07/01/2056 | 3855 | 4253.0 |
|  6.25%, 07/01/2055 | 2955 | 3247.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Kentucky Municipal Energy Agency |  |  |
|  5.00%, 01/01/2036 | 1000 | 1103.0 |
|  5.00%, 01/01/2037 | 2075 | 2271.0 |
|  5.00%, 01/01/2038 | 2105 | 2287.0 |
|  5.00%, 01/01/2040 | 1500 | 1609.0 |
|  5.00%, 01/01/2041 | 1000 | 1064.0 |
|  5.00%, 01/01/2045 | 1850 | 1934.0 |
|  Kentucky Public Energy Authority |  |  |
|  4.00%, 02/01/2050(1) | 27000 | 27247.0 |
|  5.00%, 12/01/2033 | 21500 | 21698.0 |
|  5.00%, 05/01/2036 | 1750 | 1842.0 |
|  5.00%, 01/01/2055(1) | 73440 | 77740.0 |
|  5.00%, 05/01/2055(1) | 9805 | 10279.0 |
|  5.25%, 04/01/2054(1) | 20260 | 21694.0 |
|  5.25%, 06/01/2055(1) | 30575 | 32357.0 |
|  Kentucky State Property & Building Commission |  |  |
|  5.00%, 11/01/2026 | 1830 | 1855.0 |
|  5.00%, 11/01/2026 | 36500 | 37006.0 |
|  5.00%, 11/01/2027 | 2435 | 2467.0 |
|  5.00%, 11/01/2027 | 16000 | 16590.0 |
|  5.00%, 11/01/2028 | 16000 | 16942.0 |
|  5.00%, 05/01/2029 | 1000 | 1025.0 |
|  5.00%, 05/01/2029 | 1025 | 1073.0 |
|  5.00%, 11/01/2031 | 1685 | 1772.0 |
|  5.00%, 05/01/2032 | 270 | 282.0 |
|  5.00%, 04/01/2035 | 4000 | 4534.0 |
|  5.00%, 10/01/2037 | 2125 | 2368.0 |
|  5.00%, 04/01/2038 | 15140 | 16865.0 |
|  5.00%, 10/01/2038 | 3070 | 3397.0 |
|  5.00%, 11/01/2038 | 1000 | 1099.0 |
|  5.00%, 11/01/2039 | 1100 | 1205.0 |
|  5.00%, 10/01/2040 | 5120 | 5605.0 |
|  5.00%, 10/01/2041 | 4035 | 4398.0 |
|  5.00%, 04/01/2042 | 12515 | 13573.0 |
|  Kentucky Turnpike Authority |  |  |
|  5.00%, 07/01/2033 | 340 | 372.0 |
|  5.00%, 07/01/2035 | 500 | 541.0 |
|  Louisville & Jefferson County Metropolitan Sewer District |  |  |
|  5.00%, 05/15/2038 | 9835 | 10914.0 |
|  Louisville/Jefferson County Metropolitan Government |  |  |
|  5.00%, 10/01/2029 | 1000 | 1010.0 |
|  5.00%, 10/01/2030 | 2500 | 2522.0 |
|  5.00%, 10/01/2031 | 1000 | 1008.0 |
|  5.00%, 10/01/2047(1) | 740 | 747.0 |
|  5.00%, 10/01/2047(1) | 2135 | 2256.0 |
|  Paducah Electric Plant Board |  |  |
|  5.00%, 10/01/2034 | 5700 | 5745.0 |
|  Total Kentucky | Total Kentucky | 463809.0 |
|  **Louisiana – 0.71%** |  |  |
|  Capital Area Finance Authority |  |  |
|  5.50%, 04/01/2057 | 6000 | 6482.0 |
|  City of Shreveport LA |  |  |
|  5.00%, 03/01/2035 | 340 | 370.0 |
|  5.00%, 03/01/2039 | 1015 | 1104.0 |
|  5.00%, 03/01/2049 | 3870 | 3930.0 |
|  5.00%, 03/01/2054 | 1250 | 1256.0 |
|  5.25%, 03/01/2036 | 335 | 379.0 |
|  5.25%, 03/01/2037 | 225 | 253.0 |
|  5.25%, 03/01/2038 | 400 | 446.0 |
|  5.25%, 03/01/2039 | 250 | 277.0 |
|  5.25%, 03/01/2040 | 690 | 759.0 |
|  5.25%, 03/01/2042 | 1250 | 1356.0 |
|  5.50%, 03/01/2045 | 860 | 928.0 |
|  City of Shreveport LA Water & Sewer Revenue |  |  |
|  5.00%, 12/01/2029 | 2280 | 2438.0 |
|  Jefferson Parish Consolidated Sewerage District No 1 |  |  |
|  4.00%, 02/01/2035 | 1330 | 1358.0 |
|  4.00%, 02/01/2036 | 750 | 761.0 |
|  4.00%, 02/01/2038 | 555 | 555.0 |
|  4.00%, 02/01/2039 | 1110 | 1096.0 |
|  4.00%, 02/01/2042 | 370 | 349.0 |
|  Jefferson Parish Consolidated Waterworks District No 2 |  |  |
|  4.00%, 02/01/2037 | 2975 | 3046.0 |
|  Juban Crossing Economic Development District |  |  |
|  5.00%, 09/15/2039 | 1100 | 1163.0 |
|  5.00%, 09/15/2040 | 1155 | 1206.0 |
|  5.00%, 09/15/2041 | 1210 | 1249.0 |
|  5.00%, 09/15/2042 | 1120 | 1149.0 |
|  5.00%, 09/15/2043 | 1335 | 1365.0 |
|  5.00%, 09/15/2044 | 1400 | 1425.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Lake Charles Harbor & Terminal District |  |  |
|  5.00%, 01/01/2027 | 440 | 445.0 |
|  5.00%, 01/01/2028 | 525 | 538.0 |
|  Louisiana Housing Corp. |  |  |
|  5.00%, 07/01/2026 | 5130 | 5155.0 |
|  6.25%, 06/01/2055 | 2000 | 2214.0 |
|  Louisiana Local Government Environmental Facilities & Community Development Auth |  |  |
|  4.25%, 11/15/2030(2) | 425 | 426.0 |
|  5.00%, 10/01/2028 | 1045 | 1100.0 |
|  5.00%, 12/01/2034 | 780 | 844.0 |
|  5.00%, 08/15/2037 | 20000 | 20264.0 |
|  5.00%, 02/01/2040 | 2405 | 2579.0 |
|  Louisiana Public Facilities Authority |  |  |
|  3.00%, 05/15/2047 | 2060 | 1486.0 |
|  5.00%, 12/15/2026 | 300 | 305.0 |
|  5.00%, 10/01/2027 | 1860 | 1899.0 |
|  5.00%, 05/15/2030 | 10675 | 11448.0 |
|  5.00%, 12/15/2030 | 150 | 155.0 |
|  5.00%, 05/15/2031 | 1250 | 1274.0 |
|  5.00%, 12/15/2031 | 390 | 402.0 |
|  5.00%, 05/15/2032 | 1000 | 1018.0 |
|  5.00%, 05/15/2034 | 200 | 203.0 |
|  New Orleans Aviation Board |  |  |
|  5.00%, 01/01/2028 | 155 | 157.0 |
|  5.00%, 01/01/2030 | 275 | 278.0 |
|  5.00%, 01/01/2033 | 740 | 748.0 |
|  5.00%, 01/01/2034 | 170 | 172.0 |
|  5.00%, 01/01/2038 | 3775 | 4022.0 |
|  5.00%, 01/01/2039 | 3785 | 4009.0 |
|  5.25%, 01/01/2040 | 3265 | 3496.0 |
|  5.25%, 01/01/2043 | 8500 | 9030.0 |
|  Parish of East Baton Rouge Capital Improvements District |  |  |
|  5.00%, 08/01/2041 | 8115 | 8707.0 |
|  5.00%, 08/01/2046 | 4000 | 4206.0 |
|  Parish of St James LA |  |  |
|  6.10%, 12/01/2040(1)(2) | 1000 | 1094.0 |
|  Parish of St John the Baptist LA |  |  |
|  2.20%, 06/01/2037(1) | 2475 | 2471.0 |
|  4.05%, 06/01/2037(1) | 5090 | 5105.0 |
|  Port New Orleans Board of Commissioners |  |  |
|  5.00%, 04/01/2035 | 1000 | 1021.0 |
|  Rapides Parish School District No 52 Pineville |  |  |
|  5.25%, 03/01/2039 | 280 | 311.0 |
|  5.25%, 03/01/2040 | 245 | 271.0 |
|  5.25%, 03/01/2045 | 1500 | 1605.0 |
|  St John Baptist Parish Law Enforcement District |  |  |
|  5.00%, 03/01/2040 | 425 | 451.0 |
|  5.25%, 03/01/2045 | 1000 | 1053.0 |
|  State of Louisiana |  |  |
|  5.00%, 03/01/2038 | 5000 | 5204.0 |
|  5.00%, 03/01/2040 | 500 | 525.0 |
|  Terrebonne Parish Hospital Service District No 1 |  |  |
|  5.00%, 04/01/2029 | 720 | 758.0 |
|  West Baton Rouge Parish School Board |  |  |
|  5.25%, 03/01/2045 | 2000 | 2138.0 |
|  Total Louisiana | Total Louisiana | 143287.0 |
|  **Maine – 0.09%** |  |  |
|  Finance Authority of Maine |  |  |
|  4.63%, 12/01/2047(1)(2) | 1100 | 1136.0 |
|  Maine Health & Higher Educational Facilities Authority |  |  |
|  4.00%, 07/01/2041 | 1480 | 1218.0 |
|  5.00%, 07/01/2041 | 250 | 266.0 |
|  5.00%, 07/01/2043 | 300 | 316.0 |
|  5.00%, 07/01/2043 | 1190 | 1211.0 |
|  5.25%, 07/01/2042 | 5235 | 5678.0 |
|  Maine State Housing Authority |  |  |
|  6.00%, 11/15/2056 | 1000 | 1107.0 |
|  Maine Turnpike Authority |  |  |
|  5.00%, 07/01/2030 | 600 | 652.0 |
|  5.00%, 07/01/2032 | 1035 | 1149.0 |
|  5.00%, 07/01/2033 | 1290 | 1442.0 |
|  5.00%, 07/01/2034 | 1745 | 1959.0 |
|  Town of York ME |  |  |
|  0.05%, 10/01/2026 | 760 | 748.0 |
|  0.05%, 10/01/2027 | 755 | 721.0 |
|  0.05%, 10/01/2028 | 755 | 697.0 |
|  Total Maine | Total Maine | 18300.0 |
|  **Maryland – 1.23%** |  |  |
|  City of Baltimore MD |  |  |
|  4.00%, 07/01/2036 | 1460 | 1484.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.50%, 06/01/2033 | 150.0 | 152.0 |
|  5.00%, 07/01/2029 | 4770.0 | 4850.0 |
|  5.00%, 09/01/2030 | 3000.0 | 3034.0 |
|  5.00%, 09/01/2032 | 1000.0 | 1009.0 |
|  5.00%, 07/01/2039 | 17520.0 | 17670.0 |
|  5.00%, 07/01/2041 | 6090.0 | 6135.0 |
|  County of Anne Arundel MD |  |  |
|  5.00%, 07/01/2039 | 1850.0 | 1981.0 |
|  County of Baltimore MD |  |  |
|  3.00%, 03/01/2037 | 1210.0 | 1129.0 |
|  County of Cecil MD |  |  |
|  2.50%, 08/01/2038 | 1335.0 | 1085.0 |
|  County of Frederick MD |  |  |
|  1.75%, 10/01/2036 | 1890.0 | 1481.0 |
|  3.75%, 07/01/2039 | 500.0 | 465.0 |
|  County of Prince George's MD |  |  |
|  4.70%, 07/01/2026 | 355.0 | 356.0 |
|  5.00%, 07/01/2034 | 2000.0 | 2224.0 |
|  Maryland Community Development Administration |  |  |
|  3.20%, 09/01/2028 | 1680.0 | 1680.0 |
|  3.25%, 03/01/2027 | 595.0 | 597.0 |
|  3.30%, 01/01/2029 | 1500.0 | 1516.0 |
|  3.50%, 03/01/2050 | 455.0 | 454.0 |
|  4.00%, 09/01/2049 | 380.0 | 381.0 |
|  5.00%, 09/01/2042 | 2000.0 | 2077.0 |
|  5.75%, 09/01/2054 | 4245.0 | 4509.0 |
|  6.00%, 03/01/2053 | 3520.0 | 3756.0 |
|  Maryland Department of Housing & Community Development |  |  |
|  6.25%, 03/01/2056 | 1735.0 | 1940.0 |
|  Maryland Economic Development Corp. |  |  |
|  3.25%, 09/01/2030 | 965.0 | 932.0 |
|  4.00%, 09/01/2040 | 410.0 | 372.0 |
|  4.00%, 09/01/2050 | 1295.0 | 1055.0 |
|  5.00%, 06/01/2028 | 2000.0 | 2078.0 |
|  5.00%, 11/12/2028 | 7185.0 | 7213.0 |
|  5.00%, 06/30/2038 | 2800.0 | 2892.0 |
|  5.00%, 07/01/2039 | 1965.0 | 2071.0 |
|  5.00%, 12/31/2039 | 2350.0 | 2411.0 |
|  5.00%, 06/30/2040 | 2795.0 | 2861.0 |
|  5.00%, 12/31/2040 | 3575.0 | 3651.0 |
|  5.00%, 06/30/2041 | 4860.0 | 4958.0 |
|  5.00%, 12/31/2041 | 3155.0 | 3218.0 |
|  5.00%, 06/30/2042 | 5000.0 | 5078.0 |
|  5.00%, 07/01/2044 | 2175.0 | 2235.0 |
|  5.00%, 10/01/2045 | 1000.0 | 1021.0 |
|  5.38%, 07/01/2038 | 1215.0 | 1290.0 |
|  Maryland Health & Higher Educational Facilities Authority |  |  |
|  2.80%, 05/15/2053(1) | 19300.0 | 19300.0 |
|  4.00%, 07/01/2042 | 120.0 | 114.0 |
|  4.25%, 07/01/2039 | 6075.0 | 6226.0 |
|  4.25%, 07/01/2040 | 3310.0 | 3366.0 |
|  5.00%, 07/01/2032 | 750.0 | 753.0 |
|  5.00%, 07/01/2036 | 2200.0 | 2453.0 |
|  5.00%, 07/01/2037 | 3010.0 | 3331.0 |
|  5.00%, 07/01/2038 | 2125.0 | 2131.0 |
|  5.00%, 07/01/2041 | 2100.0 | 2273.0 |
|  5.00%, 07/01/2042 | 6375.0 | 6859.0 |
|  5.00%, 07/01/2044 | 4000.0 | 4240.0 |
|  5.00%, 07/01/2045(1) | 2075.0 | 2107.0 |
|  5.00%, 07/01/2046 | 2000.0 | 2088.0 |
|  5.00%, 08/15/2056(1) | 5170.0 | 5639.0 |
|  5.00%, 08/15/2056(1) | 5170.0 | 5694.0 |
|  5.50%, 01/01/2029 | 1500.0 | 1525.0 |
|  5.50%, 01/01/2030 | 1750.0 | 1779.0 |
|  Maryland Stadium Authority |  |  |
|  5.00%, 05/01/2032 | 765.0 | 766.0 |
|  5.00%, 06/01/2038 | 1760.0 | 1895.0 |
|  Maryland State Transportation Authority |  |  |
|  5.00%, 07/01/2034 | 1550.0 | 1669.0 |
|  Maryland State Transportation Authority Passenger Facility Charge Revenue |  |  |
|  3.00%, 06/01/2036 | 4500.0 | 4043.0 |
|  4.00%, 06/01/2029 | 1590.0 | 1590.0 |
|  Montgomery County Housing Opportunities Commission |  |  |
|  3.85%, 07/01/2034 | 4500.0 | 4562.0 |
|  State of Maryland |  |  |
|  3.00%, 08/01/2027 | 6490.0 | 6526.0 |
|  4.00%, 08/01/2035 | 1000.0 | 1034.0 |
|  5.00%, 06/01/2034 | 2115.0 | 2352.0 |
|  5.00%, 06/01/2037 | 6535.0 | 7149.0 |
|  5.00%, 06/01/2038 | 21500.0 | 24178.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 06/01/2039 | 6705 | 7402.0 |
|  State of Maryland Department of Transportation |  |  |
|  2.00%, 10/01/2034 | 1000 | 856.0 |
|  3.00%, 09/01/2032 | 5300 | 5230.0 |
|  4.00%, 10/01/2032 | 1400 | 1421.0 |
|  5.00%, 12/01/2028 | 1335 | 1420.0 |
|  5.00%, 08/01/2029 | 700 | 744.0 |
|  5.00%, 08/01/2035 | 1800 | 1972.0 |
|  Total Maryland | Total Maryland | 247988.0 |
|  **Massachusetts – 1.24%** |  |  |
|  City of Somerville MA |  |  |
|  2.00%, 10/15/2038 | 1680 | 1314.0 |
|  City of Waltham MA |  |  |
|  2.13%, 10/15/2039 | 660 | 510.0 |
|  Commonwealth of Massachusetts |  |  |
|  2.00%, 03/01/2037 | 4260 | 3474.0 |
|  2.00%, 03/01/2038 | 1240 | 985.0 |
|  5.00%, 12/01/2030 | 1500 | 1524.0 |
|  5.00%, 07/01/2033 | 5500 | 5530.0 |
|  5.00%, 10/01/2033 | 4075 | 4584.0 |
|  5.00%, 07/01/2035 | 1500 | 1577.0 |
|  5.00%, 10/01/2035 | 10000 | 11074.0 |
|  5.00%, 07/01/2036 | 7565 | 8622.0 |
|  5.00%, 07/01/2037 | 4670 | 4692.0 |
|  5.00%, 01/01/2042 | 5710 | 6180.0 |
|  5.00%, 01/01/2054 | 2310 | 2370.0 |
|  5.25%, 09/01/2043 | 7500 | 7759.0 |
|  5.25%, 10/01/2047 | 2650 | 2790.0 |
|  5.25%, 10/01/2052 | 5185 | 5388.0 |
|  5.50%, 08/01/2030 | 1140 | 1262.0 |
|  Commonwealth of Massachusetts Transportation Fund Revenue |  |  |
|  5.00%, 06/01/2040 | 7435 | 7692.0 |
|  Massachusetts Bay Transportation Authority Sales Tax Revenue |  |  |
|  0.00%, 07/01/2031 | 4000 | 3379.0 |
|  0.00%, 07/01/2032 | 3950 | 3211.0 |
|  5.00%, 07/01/2037 | 12500 | 14030.0 |
|  5.00%, 07/01/2040 | 1400 | 1428.0 |
|  5.00%, 07/01/2041 | 4000 | 4351.0 |
|  5.25%, 07/01/2048 | 7500 | 7920.0 |
|  Massachusetts Clean Water Trust |  |  |
|  5.00%, 08/01/2031 | 1790 | 1889.0 |
|  5.00%, 02/01/2033 | 5000 | 5707.0 |
|  5.00%, 02/01/2034 | 2335 | 2692.0 |
|  Massachusetts Development Finance Agency |  |  |
|  2.35%, 07/01/2061(1) | 22600 | 22600.0 |
|  5.00%, 07/01/2026 | 1140 | 1145.0 |
|  5.00%, 10/01/2026 | 955 | 962.0 |
|  5.00%, 01/01/2028 | 1105 | 1134.0 |
|  5.00%, 01/01/2030 | 520 | 549.0 |
|  5.00%, 01/01/2031 | 475 | 480.0 |
|  5.00%, 10/01/2031 | 3000 | 3006.0 |
|  5.00%, 01/01/2032 | 635 | 641.0 |
|  5.00%, 07/01/2032 | 1270 | 1291.0 |
|  5.00%, 01/01/2033 | 540 | 545.0 |
|  5.00%, 10/01/2033 | 750 | 752.0 |
|  5.00%, 01/01/2034 | 710 | 715.0 |
|  5.00%, 07/01/2034 | 500 | 506.0 |
|  5.00%, 07/01/2034 | 1650 | 1657.0 |
|  5.00%, 10/01/2034 | 835 | 837.0 |
|  5.00%, 10/01/2034 | 1900 | 1878.0 |
|  5.00%, 01/01/2035 | 745 | 750.0 |
|  5.00%, 07/01/2037 | 2235 | 2237.0 |
|  5.00%, 10/01/2041 | 1450 | 1451.0 |
|  5.00%, 07/01/2043 | 1000 | 1031.0 |
|  5.00%, 07/01/2044 | 1250 | 1282.0 |
|  5.00%, 10/01/2048 | 1770 | 1841.0 |
|  5.25%, 09/01/2032 | 1405 | 1547.0 |
|  5.25%, 09/01/2034 | 1210 | 1346.0 |
|  5.25%, 09/01/2035 | 1280 | 1429.0 |
|  5.25%, 09/01/2037 | 610 | 670.0 |
|  5.25%, 09/01/2039 | 675 | 734.0 |
|  5.25%, 01/01/2041 | 605 | 630.0 |
|  5.25%, 01/01/2042 | 425 | 439.0 |
|  5.25%, 06/01/2043 | 1500 | 1614.0 |
|  5.25%, 01/01/2044 | 1020 | 1043.0 |
|  5.25%, 06/01/2045 | 1000 | 1058.0 |
|  5.50%, 07/15/2035(2) | 830 | 837.0 |
|  6.38%, 07/15/2045(2) | 2080 | 2101.0 |
|  Massachusetts Educational Financing Authority |  |  |
|  2.00%, 07/01/2037 | 3755 | 3061.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 07/01/2026 | 5000 | 5022.0 |
|  5.00%, 07/01/2027 | 1000 | 1020.0 |
|  5.00%, 07/01/2027 | 1500 | 1530.0 |
|  5.00%, 07/01/2027 | 2350 | 2397.0 |
|  5.00%, 07/01/2028 | 1775 | 1837.0 |
|  5.00%, 07/01/2028 | 2500 | 2587.0 |
|  5.00%, 07/01/2029 | 1600 | 1699.0 |
|  5.00%, 07/01/2030 | 1425 | 1528.0 |
|  Massachusetts Health & Educational Facilities Authority |  |  |
|  1.90%, 07/01/2031(1) | 20000 | 20000.0 |
|  Massachusetts Housing Finance Agency |  |  |
|  4.00%, 12/01/2027 | 3000 | 3012.0 |
|  4.35%, 12/01/2037 | 2405 | 2401.0 |
|  Massachusetts Port Authority |  |  |
|  5.00%, 07/01/2032 | 4220 | 4438.0 |
|  Massachusetts School Building Authority |  |  |
|  5.00%, 02/15/2037 | 5250 | 5994.0 |
|  5.00%, 02/15/2038 | 7500 | 8498.0 |
|  5.25%, 02/15/2048 | 2000 | 2047.0 |
|  Massachusetts State College Building Authority |  |  |
|  2.13%, 05/01/2046 | 2100 | 1328.0 |
|  Total Massachusetts | Total Massachusetts | 251071.0 |
|  **Michigan – 2.13%** |  |  |
|  Advanced Technology Academy |  |  |
|  3.88%, 11/01/2029 | 985 | 973.0 |
|  Allen Park Public School District |  |  |
|  5.00%, 11/01/2037 | 920 | 1024.0 |
|  Ann Arbor School District |  |  |
|  5.00%, 05/01/2035 | 6610 | 7539.0 |
|  5.00%, 05/01/2036 | 1065 | 1208.0 |
|  Avondale School District |  |  |
|  5.00%, 11/01/2026 | 765 | 775.0 |
|  Cadillac Area Public Schools |  |  |
|  5.00%, 05/01/2043 | 960 | 990.0 |
|  Calhoun County Hospital Finance Authority |  |  |
|  5.00%, 02/15/2028 | 750 | 756.0 |
|  Carman-Ainsworth Community Schools |  |  |
|  5.00%, 05/01/2046 | 2605 | 2727.0 |
|  5.00%, 05/01/2049 | 1500 | 1545.0 |
|  5.00%, 05/01/2052 | 1000 | 1021.0 |
|  Center Line Public Schools |  |  |
|  5.25%, 05/01/2048 | 3000 | 3136.0 |
|  Chelsea School District |  |  |
|  5.00%, 05/01/2042 | 1520 | 1640.0 |
|  5.00%, 05/01/2043 | 2400 | 2573.0 |
|  5.00%, 05/01/2044 | 2520 | 2680.0 |
|  5.00%, 05/01/2045 | 1040 | 1097.0 |
|  City of Detroit MI |  |  |
|  5.00%, 04/01/2034 | 750 | 797.0 |
|  5.00%, 04/01/2035 | 1400 | 1482.0 |
|  5.00%, 04/01/2038 | 1235 | 1260.0 |
|  City of Grand Rapids MI |  |  |
|  5.00%, 04/01/2042 | 760 | 817.0 |
|  City of Lansing MI |  |  |
|  5.00%, 06/01/2041 | 4950 | 5282.0 |
|  City of Pontiac MI |  |  |
|  5.00%, 04/01/2039 | 345 | 372.0 |
|  5.00%, 04/01/2040 | 545 | 583.0 |
|  5.00%, 04/01/2043 | 490 | 515.0 |
|  City of Royal Oak MI |  |  |
|  5.00%, 04/01/2031 | 1045 | 1091.0 |
|  City of Wyoming MI Water Revenue |  |  |
|  5.00%, 12/01/2049 | 1045 | 1082.0 |
|  5.00%, 12/01/2050 | 350 | 361.0 |
|  County of Genesee MI |  |  |
|  5.00%, 02/01/2043 | 1815 | 1953.0 |
|  County of Genesee MI Water Supply System Revenue |  |  |
|  5.00%, 11/01/2039 | 1000 | 1095.0 |
|  Detroit Downtown Development Authority |  |  |
|  5.00%, 07/01/2035 | 1810 | 2010.0 |
|  5.00%, 07/01/2040 | 1430 | 1533.0 |
|  Four Lakes Special Assessment District |  |  |
|  5.00%, 06/01/2036 | 1575 | 1684.0 |
|  5.00%, 06/01/2038 | 2155 | 2279.0 |
|  5.00%, 06/01/2041 | 2115 | 2226.0 |
|  5.00%, 06/01/2043 | 2090 | 2182.0 |
|  Fraser Public School District |  |  |
|  5.00%, 05/01/2047 | 1350 | 1402.0 |
|  5.00%, 05/01/2050 | 4000 | 4106.0 |
|  Gerald R Ford International Airport Authority |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 01/01/2040 | 1800.0 | 1908.0 |
|  Grand Rapids Economic Development Corp. |  |  |
|  4.13%, 11/01/2030 | 3770.0 | 3770.0 |
|  Grand Rapids Public Schools |  |  |
|  5.00%, 11/01/2037 | 1750.0 | 1813.0 |
|  5.00%, 11/01/2038 | 1000.0 | 1034.0 |
|  Great Lakes Water Authority Sewage Disposal System Revenue |  |  |
|  5.00%, 07/01/2030 | 3000.0 | 3016.0 |
|  5.00%, 07/01/2034 | 355.0 | 391.0 |
|  5.50%, 07/01/2055 | 4500.0 | 4719.0 |
|  Great Lakes Water Authority Water Supply System Revenue |  |  |
|  5.00%, 07/01/2032 | 215.0 | 241.0 |
|  5.00%, 07/01/2034 | 395.0 | 435.0 |
|  5.00%, 07/01/2036 | 4300.0 | 4318.0 |
|  5.00%, 07/01/2046 | 2625.0 | 2629.0 |
|  5.00%, 07/01/2046 | 3120.0 | 3125.0 |
|  5.25%, 07/01/2047 | 1285.0 | 1339.0 |
|  5.25%, 07/01/2053 | 1145.0 | 1181.0 |
|  Holly Area School District |  |  |
|  5.00%, 05/01/2044 | 485.0 | 516.0 |
|  5.00%, 05/01/2048 | 640.0 | 661.0 |
|  5.00%, 05/01/2052 | 1000.0 | 1021.0 |
|  Ida Public Schools |  |  |
|  5.00%, 05/01/2031 | 4900.0 | 5181.0 |
|  Ingham County Building Authority |  |  |
|  5.00%, 08/01/2041 | 1005.0 | 1082.0 |
|  5.00%, 08/01/2042 | 790.0 | 844.0 |
|  5.00%, 08/01/2043 | 850.0 | 901.0 |
|  5.00%, 08/01/2044 | 585.0 | 618.0 |
|  Karegnondi Water Authority |  |  |
|  5.00%, 11/01/2034 | 1430.0 | 1467.0 |
|  5.00%, 11/01/2041 | 2225.0 | 2261.0 |
|  L'Anse Creuse Public Schools |  |  |
|  5.00%, 05/01/2042 | 1000.0 | 1079.0 |
|  5.00%, 05/01/2045 | 1000.0 | 1055.0 |
|  Lansing Board of Water & Light |  |  |
|  2.00%, 07/01/2051(1) | 8585.0 | 8578.0 |
|  5.00%, 07/01/2051(1) | 5000.0 | 5463.0 |
|  Lansing School District |  |  |
|  5.00%, 05/01/2044 | 850.0 | 904.0 |
|  5.00%, 05/01/2045 | 675.0 | 712.0 |
|  Lapeer Community Schools |  |  |
|  5.00%, 05/01/2039 | 2730.0 | 2897.0 |
|  Lincoln Park School District |  |  |
|  5.00%, 05/01/2042 | 425.0 | 454.0 |
|  5.00%, 05/01/2044 | 535.0 | 564.0 |
|  5.00%, 05/01/2047 | 910.0 | 940.0 |
|  5.00%, 05/01/2050 | 780.0 | 798.0 |
|  Michigan Finance Authority |  |  |
|  1.20%, 10/15/2030(1) | 1900.0 | 1810.0 |
|  1.20%, 10/15/2038(1) | 590.0 | 563.0 |
|  3.17% (SIFMA Municipal Swap Index Yield + 0.75%), 04/15/2047(3) | 1750.0 | 1746.0 |
|  3.27% (SIFMA Municipal Swap Index Yield + 0.85%), 12/01/2039(3) | 4750.0 | 4751.0 |
|  3.75%, 12/01/2038 | 6600.0 | 6764.0 |
|  3.88%, 12/01/2044(1)(2) | 9560.0 | 9565.0 |
|  4.00%, 01/01/2028 | 4590.0 | 4596.0 |
|  4.00%, 12/01/2036 | 6060.0 | 6048.0 |
|  4.00%, 12/01/2036 | 17185.0 | 16946.0 |
|  5.00%, 11/01/2026 | 500.0 | 507.0 |
|  5.00%, 12/01/2026 | 1190.0 | 1209.0 |
|  5.00%, 06/01/2027 | 3190.0 | 3264.0 |
|  5.00%, 11/01/2027 | 500.0 | 518.0 |
|  5.00%, 04/15/2030 | 4155.0 | 4489.0 |
|  5.00%, 06/01/2030 | 1725.0 | 1853.0 |
|  5.00%, 06/01/2031 | 2895.0 | 3122.0 |
|  5.00%, 04/15/2032 | 3165.0 | 3501.0 |
|  5.00%, 06/01/2032 | 280.0 | 301.0 |
|  5.00%, 04/15/2033 | 1935.0 | 2126.0 |
|  5.00%, 06/01/2033 | 510.0 | 546.0 |
|  5.00%, 04/15/2034 | 970.0 | 1060.0 |
|  5.00%, 11/15/2034 | 1495.0 | 1508.0 |
|  5.00%, 04/15/2035 | 555.0 | 602.0 |
|  5.00%, 04/15/2036 | 5000.0 | 5385.0 |
|  5.00%, 02/01/2037 | 1080.0 | 1053.0 |
|  5.00%, 12/01/2037 | 6000.0 | 6141.0 |
|  5.00%, 12/01/2039 | 3000.0 | 3126.0 |
|  5.00%, 06/01/2040 | 2250.0 | 2314.0 |
|  5.00%, 12/01/2042 | 65.0 | 68.0 |
|  5.00%, 12/01/2042 | 1710.0 | 1739.0 |
|  5.00%, 11/01/2043 | 4280.0 | 4372.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/01/2043(1) | 13000.0 | 13568.0 |
|  5.00%, 11/01/2044 | 4710.0 | 4710.0 |
|  5.00%, 11/15/2044(1) | 2035.0 | 2041.0 |
|  5.00%, 06/01/2049 | 455.0 | 445.0 |
|  Michigan State Building Authority |  |  |
|  3.00%, 10/15/2045 | 1950.0 | 1516.0 |
|  5.00%, 10/15/2033 | 1000.0 | 1011.0 |
|  5.00%, 04/15/2036 | 1950.0 | 2063.0 |
|  5.00%, 04/15/2041 | 1530.0 | 1541.0 |
|  Michigan State Hospital Finance Authority |  |  |
|  5.00%, 12/01/2027 | 415.0 | 430.0 |
|  5.00%, 05/15/2033 | 2590.0 | 2856.0 |
|  5.00%, 05/15/2035 | 2690.0 | 3003.0 |
|  5.00%, 08/15/2055(1) | 5400.0 | 5891.0 |
|  Michigan State Housing Development Authority |  |  |
|  3.00%, 06/01/2052 | 1210.0 | 1192.0 |
|  3.50%, 12/01/2050 | 430.0 | 429.0 |
|  3.63%, 04/01/2042(1) | 7950.0 | 7976.0 |
|  4.65%, 06/01/2041 | 10000.0 | 10111.0 |
|  5.00%, 06/01/2053 | 2550.0 | 2652.0 |
|  5.50%, 06/01/2053 | 12405.0 | 13072.0 |
|  6.25%, 06/01/2055 | 6795.0 | 7428.0 |
|  6.25%, 12/01/2055 | 1985.0 | 2190.0 |
|  Michigan State University |  |  |
|  5.00%, 08/15/2034 | 1000.0 | 1143.0 |
|  5.00%, 08/15/2036 | 2210.0 | 2479.0 |
|  Michigan Strategic Fund |  |  |
|  4.25%, 12/31/2038 | 6500.0 | 6412.0 |
|  5.00%, 06/30/2026 | 2800.0 | 2810.0 |
|  5.00%, 12/31/2026 | 355.0 | 359.0 |
|  5.00%, 06/30/2030 | 3830.0 | 3958.0 |
|  5.00%, 06/30/2032 | 150.0 | 154.0 |
|  5.00%, 12/31/2043 | 2000.0 | 2009.0 |
|  Michigan Technological University |  |  |
|  5.00%, 10/01/2026 | 270.0 | 273.0 |
|  5.00%, 10/01/2027 | 595.0 | 613.0 |
|  5.00%, 10/01/2028 | 890.0 | 935.0 |
|  5.00%, 10/01/2029 | 2000.0 | 2137.0 |
|  5.00%, 10/01/2030 | 355.0 | 385.0 |
|  Oakland University |  |  |
|  5.00%, 03/01/2041 | 2500.0 | 2503.0 |
|  Portage Public Schools |  |  |
|  5.00%, 11/01/2028 | 1000.0 | 1002.0 |
|  Saginaw Hospital Finance Authority |  |  |
|  5.00%, 07/01/2027 | 825.0 | 843.0 |
|  5.00%, 07/01/2028 | 435.0 | 453.0 |
|  Saline Area Schools |  |  |
|  5.00%, 05/01/2042 | 1115.0 | 1203.0 |
|  5.00%, 05/01/2044 | 1365.0 | 1452.0 |
|  State of Michigan Trunk Line Revenue |  |  |
|  4.00%, 11/15/2044 | 6000.0 | 5829.0 |
|  5.00%, 11/15/2035 | 6325.0 | 6908.0 |
|  5.00%, 11/15/2040 | 10000.0 | 10881.0 |
|  5.50%, 11/15/2044 | 13000.0 | 14223.0 |
|  Summit Academy North |  |  |
|  4.00%, 11/01/2031 | 785.0 | 758.0 |
|  Township of Grosse Ile MI |  |  |
|  5.00%, 04/01/2040 | 640.0 | 697.0 |
|  Trenton Public Schools School District |  |  |
|  5.00%, 05/01/2048 | 700.0 | 707.0 |
|  Troy School District |  |  |
|  5.00%, 05/01/2047 | 2000.0 | 2077.0 |
|  University of Michigan |  |  |
|  5.00%, 04/01/2033 | 560.0 | 624.0 |
|  Van Dyke Public Schools |  |  |
|  5.25%, 05/01/2045 | 3000.0 | 3220.0 |
|  5.50%, 05/01/2050 | 6365.0 | 6767.0 |
|  Walled Lake Consolidated School District |  |  |
|  5.00%, 05/01/2053 | 2250.0 | 2287.0 |
|  5.00%, 05/01/2055 | 1600.0 | 1624.0 |
|  Warren Consolidated Schools |  |  |
|  5.00%, 05/01/2036 | 750.0 | 852.0 |
|  5.00%, 05/01/2041 | 2000.0 | 2122.0 |
|  Warren Woods Public Schools |  |  |
|  5.00%, 05/01/2031 | 1060.0 | 1083.0 |
|  Wayne County Airport Authority |  |  |
|  5.00%, 12/01/2042 | 1250.0 | 1273.0 |
|  5.25%, 12/01/2036 | 350.0 | 390.0 |
|  5.25%, 12/01/2037 | 350.0 | 387.0 |
|  5.25%, 12/01/2038 | 450.0 | 496.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 12/01/2039 | 700 | 767.0 |
|  5.25%, 12/01/2040 | 1000 | 1089.0 |
|  5.25%, 12/01/2040 | 2990 | 3293.0 |
|  5.25%, 12/01/2040 | 3205 | 3530.0 |
|  5.50%, 12/01/2042 | 1000 | 1109.0 |
|  5.50%, 12/01/2042 | 1600 | 1741.0 |
|  5.50%, 12/01/2043 | 500 | 551.0 |
|  5.50%, 12/01/2044 | 500 | 546.0 |
|  5.50%, 12/01/2045 | 1015 | 1100.0 |
|  5.50%, 12/01/2048 | 3500 | 3668.0 |
|  Wayne-Westland Community Schools |  |  |
|  5.00%, 11/01/2026 | 1000 | 1013.0 |
|  5.00%, 11/01/2027 | 600 | 621.0 |
|  5.00%, 11/01/2029 | 585 | 620.0 |
|  Total Michigan | Total Michigan | 431405.0 |
|  **Minnesota – 0.70%** |  |  |
|  City of Independence MN |  |  |
|  4.00%, 07/01/2041 | 1500 | 1304.0 |
|  City of Maple Grove MN |  |  |
|  5.00%, 09/01/2027 | 570 | 570.0 |
|  5.00%, 05/01/2031 | 500 | 505.0 |
|  5.00%, 05/01/2032 | 500 | 504.0 |
|  City of Minneapolis MN |  |  |
|  2.46%, 01/01/2038 | 2212 | 1771.0 |
|  5.00%, 11/15/2034 | 500 | 513.0 |
|  5.00%, 11/15/2035 | 1645 | 1707.0 |
|  5.00%, 11/15/2052(1) | 1490 | 1561.0 |
|  City of Minneapolis MN/St Paul Housing & Redevelopment Authority |  |  |
|  5.00%, 08/15/2028 | 1500 | 1580.0 |
|  5.00%, 08/15/2029 | 1250 | 1340.0 |
|  5.00%, 08/15/2031 | 1650 | 1818.0 |
|  5.00%, 08/15/2032 | 1850 | 2059.0 |
|  City of St Cloud MN |  |  |
|  5.00%, 05/01/2036 | 1650 | 1812.0 |
|  5.00%, 05/01/2037 | 2000 | 2176.0 |
|  County of Washington MN |  |  |
|  2.50%, 02/01/2030 | 1220 | 1186.0 |
|  Duluth Economic Development Authority |  |  |
|  5.00%, 02/15/2033 | 500 | 515.0 |
|  5.00%, 02/15/2034 | 750 | 770.0 |
|  Edina Independent School District No 273 |  |  |
|  3.25%, 02/01/2037 | 7065 | 6808.0 |
|  Elk River Independent School District No 728 |  |  |
|  2.25%, 02/01/2037 | 6555 | 5479.0 |
|  Minneapolis-St Paul Metropolitan Airports Commission |  |  |
|  5.00%, 01/01/2032 | 295 | 321.0 |
|  5.00%, 01/01/2033 | 2000 | 2190.0 |
|  5.00%, 01/01/2036 | 1335 | 1423.0 |
|  5.25%, 01/01/2042 | 5190 | 5530.0 |
|  Minnesota Health & Education Facilities Authority |  |  |
|  5.00%, 10/01/2053(1) | 1150 | 1212.0 |
|  Minnesota Housing Finance Agency |  |  |
|  2.35%, 01/01/2033 | 450 | 390.0 |
|  3.00%, 07/01/2051 | 390 | 384.0 |
|  3.00%, 01/01/2052 | 1810 | 1780.0 |
|  5.00%, 08/01/2032 | 1400 | 1554.0 |
|  5.00%, 08/01/2033 | 770 | 851.0 |
|  5.00%, 08/01/2035 | 920 | 1004.0 |
|  6.00%, 07/01/2053 | 3550 | 3804.0 |
|  6.00%, 07/01/2056 | 8240 | 9248.0 |
|  6.25%, 07/01/2054 | 715 | 774.0 |
|  6.25%, 01/01/2055 | 2545 | 2830.0 |
|  6.25%, 07/01/2055 | 7590 | 8502.0 |
|  6.25%, 07/01/2055 | 7700 | 8598.0 |
|  6.25%, 01/01/2056 | 1980 | 2187.0 |
|  Minnesota Municipal Gas Agency |  |  |
|  5.00%, 09/01/2033 | 2000 | 2070.0 |
|  5.00%, 09/01/2035 | 20810 | 21440.0 |
|  Minnesota Office of Higher Education |  |  |
|  4.00%, 11/01/2037 | 990 | 988.0 |
|  St Peter Independent School District No 508 |  |  |
|  5.00%, 02/01/2040 | 1000 | 1058.0 |
|  State of Minnesota |  |  |
|  5.00%, 08/01/2037 | 10350 | 11585.0 |
|  State of Minnesota Department of Iron Range Resources & Rehabilitation |  |  |
|  5.00%, 10/01/2037 | 2355 | 2584.0 |
|  5.00%, 10/01/2038 | 2740 | 2989.0 |
|  White Bear Lake Independent School District No 624 |  |  |
|  2.50%, 02/01/2039 | 5000 | 4060.0 |
|  2.50%, 02/01/2040 | 4500 | 3580.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Willmar Independent School District No 347 |  |  |
|  3.00%, 02/01/2035 | 2700 | 2605.0 |
|  Woodbury Housing & Redevelopment Authority |  |  |
|  3.20%, 02/01/2046(1) | 1600 | 1605.0 |
|  Total Minnesota | Total Minnesota | 141124.0 |
|  **Mississippi – 0.22%** |  |  |
|  County of Hinds MS |  |  |
|  4.63%, 09/01/2054(2) | 4000 | 3662.0 |
|  Jackson State University Educational Building Corp. |  |  |
|  1.40%, 03/01/2034 | 2305 | 1958.0 |
|  Mississippi Development Bank |  |  |
|  4.00%, 10/01/2034(2) | 1825 | 1675.0 |
|  4.00%, 10/01/2041(2) | 1640 | 1336.0 |
|  5.00%, 09/01/2030 | 1000 | 1003.0 |
|  5.00%, 03/01/2035 | 400 | 437.0 |
|  5.00%, 03/01/2035 | 1250 | 1289.0 |
|  5.00%, 06/01/2039 | 1700 | 1862.0 |
|  5.00%, 12/01/2039(2) | 2260 | 2214.0 |
|  5.00%, 03/01/2045 | 2500 | 2563.0 |
|  5.25%, 06/01/2045 | 1075 | 1151.0 |
|  5.25%, 03/01/2050 | 1000 | 1023.0 |
|  5.25%, 03/01/2055 | 3000 | 3047.0 |
|  Mississippi Home Corp. |  |  |
|  2.10%, 12/01/2040 | 2110 | 1586.0 |
|  3.00%, 06/01/2050 | 2245 | 2204.0 |
|  4.55%, 04/01/2042 | 1295 | 1280.0 |
|  4.80%, 12/01/2049 | 2000 | 1999.0 |
|  5.00%, 12/01/2039 | 2770 | 2949.0 |
|  7.50%, 06/01/2044 | 715 | 861.0 |
|  7.50%, 06/01/2049 | 1305 | 1547.0 |
|  Mississippi Hospital Equipment & Facilities Authority |  |  |
|  5.00%, 01/01/2029 | 910 | 950.0 |
|  5.00%, 01/01/2033 | 1750 | 1840.0 |
|  5.00%, 10/01/2036 | 1300 | 1346.0 |
|  5.00%, 10/01/2040(1) | 1215 | 1231.0 |
|  State of Mississippi |  |  |
|  5.00%, 10/01/2049 | 2600 | 2653.0 |
|  Total Mississippi | Total Mississippi | 43666.0 |
|  **Missouri – 1.40%** |  |  |
|  Cape Girardeau County Industrial Development Authority |  |  |
|  5.00%, 03/01/2032 | 1000 | 1016.0 |
|  City of Kansas City MO Sanitary Sewer System Revenue |  |  |
|  5.00%, 01/01/2031 | 135 | 140.0 |
|  City of Nixa MO |  |  |
|  5.00%, 08/01/2036 | 635 | 688.0 |
|  5.00%, 08/01/2037 | 720 | 776.0 |
|  City of St Louis MO Airport Revenue |  |  |
|  5.00%, 07/01/2032 | 1570 | 1600.0 |
|  5.25%, 07/01/2049 | 4850 | 5069.0 |
|  County of Phelps MO |  |  |
|  5.00%, 12/01/2036 | 1655 | 1778.0 |
|  5.00%, 12/01/2037 | 1735 | 1850.0 |
|  5.75%, 12/01/2045 | 1420 | 1515.0 |
|  de Soto School District No 73 |  |  |
|  5.00%, 03/01/2043 | 850 | 887.0 |
|  5.00%, 03/01/2044 | 300 | 312.0 |
|  Dexter School District No R-11 Stoddard |  |  |
|  5.00%, 03/01/2043 | 2600 | 2650.0 |
|  5.00%, 03/01/2045 | 2875 | 2892.0 |
|  East Buchanan County School District No C-1 |  |  |
|  5.00%, 04/15/2039 | 600 | 619.0 |
|  5.00%, 04/15/2040 | 1050 | 1082.0 |
|  5.00%, 04/15/2041 | 1600 | 1645.0 |
|  5.00%, 04/15/2042 | 1700 | 1747.0 |
|  Health & Educational Facilities Authority of the State of Missouri |  |  |
|  3.00%, 07/01/2041 | 1710 | 1453.0 |
|  4.00%, 08/01/2029 | 480 | 479.0 |
|  4.00%, 05/01/2036 | 845 | 800.0 |
|  4.00%, 02/01/2042 | 9400 | 8515.0 |
|  4.00%, 07/01/2046 | 1790 | 1627.0 |
|  4.50%, 10/01/2030(2) | 500 | 497.0 |
|  5.00%, 02/15/2032 | 500 | 526.0 |
|  5.00%, 05/01/2032 | 530 | 557.0 |
|  5.00%, 09/01/2032 | 1145 | 1151.0 |
|  5.00%, 02/15/2033 | 500 | 522.0 |
|  5.00%, 05/01/2033 | 1115 | 1172.0 |
|  5.00%, 06/01/2033 | 1550 | 1696.0 |
|  5.00%, 11/15/2038 | 1160 | 1262.0 |
|  5.00%, 11/15/2039 | 1750 | 1893.0 |
|  5.00%, 11/15/2044 | 1250 | 1312.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 05/01/2052(1) | 12645.0 | 13211.0 |
|  5.00%, 06/01/2052 | 11600.0 | 11919.0 |
|  Industrial Development Authority of the City of St Louis Missouri |  |  |
|  3.15%, 04/01/2046(1) | 1000.0 | 1001.0 |
|  Jackson County Reorganized School District No 7 |  |  |
|  6.00%, 03/01/2043 | 1000.0 | 1140.0 |
|  6.00%, 03/01/2044 | 1500.0 | 1701.0 |
|  6.00%, 03/01/2045 | 1685.0 | 1896.0 |
|  Jackson County School District No R-IV Blue Springs |  |  |
|  5.50%, 03/01/2043 | 865.0 | 957.0 |
|  Jasper County Reorganized School District No R-IX Carthage |  |  |
|  5.00%, 03/01/2043 | 825.0 | 865.0 |
|  5.00%, 03/01/2044 | 980.0 | 1021.0 |
|  5.00%, 03/01/2045 | 900.0 | 930.0 |
|  Jefferson City School District |  |  |
|  5.50%, 03/01/2043 | 9450.0 | 10197.0 |
|  Jefferson County School District No R-1 Northwest |  |  |
|  5.25%, 03/01/2040 | 2945.0 | 3130.0 |
|  5.25%, 03/01/2041 | 1505.0 | 1599.0 |
|  Jefferson County School District No R-VI Festus |  |  |
|  5.00%, 04/01/2051 | 2250.0 | 2272.0 |
|  Kansas City Industrial Development Authority |  |  |
|  5.00%, 03/01/2028 | 3350.0 | 3470.0 |
|  5.00%, 03/01/2031 | 1045.0 | 1091.0 |
|  5.00%, 03/01/2033 | 1725.0 | 1794.0 |
|  Kansas City Land Clearance Redevelopment Authority |  |  |
|  5.00%, 02/01/2040(2) | 1240.0 | 1244.0 |
|  Kansas City School District |  |  |
|  5.00%, 04/01/2038 | 5100.0 | 5602.0 |
|  Kearney Fire & Rescue Protection District |  |  |
|  6.00%, 03/01/2032 | 340.0 | 393.0 |
|  6.00%, 03/01/2033 | 435.0 | 510.0 |
|  6.00%, 03/01/2035 | 565.0 | 669.0 |
|  6.00%, 03/01/2036 | 515.0 | 607.0 |
|  6.00%, 03/01/2037 | 715.0 | 839.0 |
|  6.00%, 03/01/2038 | 810.0 | 948.0 |
|  Liberty Public School District No 53 |  |  |
|  5.00%, 03/01/2040 | 2290.0 | 2421.0 |
|  Lindbergh School District |  |  |
|  5.50%, 03/01/2038 | 2310.0 | 2552.0 |
|  Missouri Development Finance Board |  |  |
|  5.00%, 12/01/2036 | 570.0 | 619.0 |
|  5.00%, 12/01/2037 | 670.0 | 723.0 |
|  5.00%, 12/01/2038 | 600.0 | 645.0 |
|  Missouri Housing Development Commission |  |  |
|  3.25%, 05/01/2051 | 1910.0 | 1895.0 |
|  3.25%, 11/01/2052 | 650.0 | 644.0 |
|  4.00%, 05/01/2050 | 125.0 | 126.0 |
|  4.50%, 11/01/2046 | 2000.0 | 1968.0 |
|  4.70%, 11/01/2056 | 2000.0 | 1949.0 |
|  5.00%, 11/01/2050 | 3735.0 | 3755.0 |
|  5.75%, 05/01/2056 | 12210.0 | 13220.0 |
|  5.75%, 05/01/2057 | 12090.0 | 13381.0 |
|  6.00%, 05/01/2055 | 7490.0 | 8262.0 |
|  6.00%, 05/01/2055 | 8620.0 | 9488.0 |
|  6.00%, 05/01/2056 | 11000.0 | 12105.0 |
|  6.50%, 05/01/2054 | 1775.0 | 1979.0 |
|  Missouri State Environmental Improvement & Energy Resources Authority |  |  |
|  2.90%, 09/01/2033 | 2000.0 | 1867.0 |
|  4.05%, 05/01/2038(1) | 2225.0 | 2251.0 |
|  Nodaway County School District No R-II Maryville |  |  |
|  5.00%, 03/01/2043 | 2350.0 | 2443.0 |
|  5.00%, 03/01/2044 | 1750.0 | 1814.0 |
|  North Kansas City School District No 74 |  |  |
|  2.00%, 03/01/2038 | 1950.0 | 1478.0 |
|  5.25%, 03/01/2039 | 6000.0 | 6512.0 |
|  Orchard Farm R-V School District |  |  |
|  2.50%, 03/01/2029 | 1455.0 | 1417.0 |
|  5.25%, 04/01/2039 | 2330.0 | 2426.0 |
|  5.50%, 03/01/2043 | 2795.0 | 3097.0 |
|  5.50%, 03/01/2044 | 3000.0 | 3289.0 |
|  Osage County School District No R-III |  |  |
|  5.00%, 04/15/2044 | 600.0 | 618.0 |
|  Pattonville R-3 School District |  |  |
|  5.25%, 03/01/2042 | 1125.0 | 1202.0 |
|  5.50%, 03/01/2039 | 1120.0 | 1217.0 |
|  5.50%, 03/01/2040 | 1150.0 | 1247.0 |
|  Pettis County School District No 200 Sedalia |  |  |
|  5.00%, 04/15/2043 | 2300.0 | 2372.0 |
|  5.00%, 04/15/2044 | 2350.0 | 2417.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 04/15/2045 | 1000 | 1025.0 |
|  Platte County R-III School District |  |  |
|  6.25%, 03/01/2039 | 1645 | 1950.0 |
|  6.25%, 03/01/2041 | 1580 | 1837.0 |
|  Pleasant Hill R-III School District |  |  |
|  5.00%, 03/01/2044 | 2585 | 2628.0 |
|  5.00%, 03/01/2045 | 2700 | 2735.0 |
|  Springfield School District No R-12 |  |  |
|  5.00%, 03/01/2040 | 5780 | 6168.0 |
|  St Charles County School District No R-IV Wentzville |  |  |
|  1.88%, 03/01/2039 | 12110 | 9061.0 |
|  St Louis County Industrial Development Authority |  |  |
|  5.50%, 09/01/2033 | 835 | 836.0 |
|  St Louis Municipal Finance Corp. |  |  |
|  0.00%, 07/15/2034 | 2000 | 1458.0 |
|  0.00%, 07/15/2035 | 220 | 153.0 |
|  Troy Reorganized School District No 3 Lincoln County |  |  |
|  5.00%, 03/01/2038 | 2865 | 3062.0 |
|  5.00%, 03/01/2042 | 3000 | 3185.0 |
|  Union R-XI School District |  |  |
|  5.00%, 03/01/2043 | 1500 | 1572.0 |
|  Warren County School District No R-III |  |  |
|  5.00%, 03/01/2037 | 3000 | 3132.0 |
|  5.00%, 03/01/2043 | 1100 | 1123.0 |
|  Warrensburg School District No R-VI |  |  |
|  5.75%, 03/01/2044 | 1000 | 1126.0 |
|  5.75%, 03/01/2045 | 550 | 614.0 |
|  Warrenton Fire Protection District |  |  |
|  5.00%, 03/01/2035 | 220 | 238.0 |
|  5.00%, 03/01/2036 | 200 | 214.0 |
|  5.00%, 03/01/2037 | 240 | 254.0 |
|  5.00%, 03/01/2038 | 255 | 269.0 |
|  5.00%, 03/01/2039 | 255 | 268.0 |
|  5.50%, 03/01/2041 | 400 | 430.0 |
|  Waynesville R-VI School District |  |  |
|  5.00%, 04/15/2039 | 450 | 484.0 |
|  5.00%, 04/15/2040 | 1035 | 1110.0 |
|  5.00%, 04/15/2041 | 1135 | 1210.0 |
|  5.00%, 04/15/2042 | 825 | 875.0 |
|  5.00%, 04/15/2043 | 880 | 928.0 |
|  5.00%, 04/15/2045 | 1300 | 1348.0 |
|  Wright City Fire Protection District |  |  |
|  5.00%, 03/01/2038 | 300 | 329.0 |
|  5.00%, 03/01/2039 | 325 | 354.0 |
|  5.00%, 03/01/2041 | 350 | 378.0 |
|  5.00%, 03/01/2042 | 330 | 355.0 |
|  5.00%, 03/01/2043 | 240 | 257.0 |
|  5.00%, 03/01/2044 | 430 | 456.0 |
|  5.00%, 03/01/2045 | 375 | 396.0 |
|  Total Missouri | Total Missouri | 281951.0 |
|  **Montana – 0.12%** |  |  |
|  City of Forsyth MT |  |  |
|  3.88%, 07/01/2028 | 4500 | 4569.0 |
|  County of Gallatin MT |  |  |
|  4.00%, 10/15/2032(2) | 3350 | 2845.0 |
|  4.00%, 10/15/2036(2) | 1665 | 1214.0 |
|  4.00%, 10/15/2041(2) | 2595 | 1770.0 |
|  4.00%, 10/15/2046(2) | 1160 | 762.0 |
|  4.00%, 10/15/2051(2) | 950 | 597.0 |
|  Flathead County School District No 44 Whitefish |  |  |
|  5.25%, 07/01/2042 | 635 | 707.0 |
|  5.25%, 07/01/2043 | 545 | 603.0 |
|  5.25%, 07/01/2044 | 500 | 548.0 |
|  5.25%, 07/01/2045 | 520 | 566.0 |
|  Montana Board of Housing |  |  |
|  3.32%, 07/01/2046(1) | 1500 | 1506.0 |
|  4.00%, 06/01/2050 | 90 | 91.0 |
|  5.75%, 06/01/2055 | 4750 | 5118.0 |
|  Montana Facility Finance Authority |  |  |
|  4.00%, 01/01/2036 | 2230 | 2244.0 |
|  5.00%, 06/01/2036 | 700 | 720.0 |
|  5.00%, 02/15/2065(1) | 1060 | 1124.0 |
|  Total Montana | Total Montana | 24984.0 |
|  **Nebraska – 0.61%** |  |  |
|  Beatrice Area Solid Waste Agency |  |  |
|  4.00%, 03/15/2036 | 230 | 232.0 |
|  4.00%, 03/15/2038 | 265 | 266.0 |
|  4.00%, 03/15/2039 | 200 | 199.0 |
|  5.00%, 03/15/2033 | 135 | 148.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Central Plains Energy Project |  |  |
|  5.00%, 05/01/2054(1) | 2795 | 2956.0 |
|  5.00%, 08/01/2055(1) | 32990 | 34923.0 |
|  City of Lincoln NE |  |  |
|  3.37%, 01/10/2048(1) | 2500 | 2516.0 |
|  City of Lincoln NE Electric System Revenue |  |  |
|  5.00%, 09/01/2027 | 1710 | 1747.0 |
|  City of Omaha NE |  |  |
|  3.00%, 04/15/2041 | 1100 | 944.0 |
|  County of Sarpy NE |  |  |
|  2.00%, 06/01/2038 | 2435 | 1842.0 |
|  County of Stanton NE |  |  |
|  2.78%, 11/01/2026(1) | 6800 | 6800.0 |
|  2.78%, 06/01/2028(1) | 2500 | 2500.0 |
|  Douglas County Hospital Authority No 3 |  |  |
|  5.00%, 11/01/2038 | 350 | 382.0 |
|  5.25%, 11/01/2043 | 340 | 366.0 |
|  5.25%, 11/01/2044 | 875 | 933.0 |
|  Nebraska Educational Health Cultural & Social Services Finance Authority |  |  |
|  4.00%, 01/01/2036 | 2495 | 2490.0 |
|  Nebraska Investment Finance Authority |  |  |
|  3.00%, 09/01/2045 | 890 | 876.0 |
|  3.50%, 09/01/2050 | 335 | 335.0 |
|  3.75%, 09/01/2049 | 145 | 145.0 |
|  4.00%, 09/01/2049 | 215 | 215.0 |
|  5.50%, 03/01/2041 | 1270 | 1398.0 |
|  6.00%, 09/01/2054 | 8690 | 9602.0 |
|  6.25%, 03/01/2055 | 15160 | 16946.0 |
|  Nebraska Public Power District |  |  |
|  5.00%, 01/01/2041 | 5000 | 5003.0 |
|  Nebraska State Colleges |  |  |
|  5.00%, 07/01/2043 | 1250 | 1315.0 |
|  North Platte Airport Authority |  |  |
|  4.25%, 12/15/2034 | 290 | 290.0 |
|  4.25%, 12/15/2036 | 595 | 586.0 |
|  4.38%, 12/15/2038 | 295 | 291.0 |
|  4.50%, 12/15/2040 | 265 | 259.0 |
|  4.63%, 12/15/2042 | 310 | 302.0 |
|  4.75%, 12/15/2044 | 295 | 282.0 |
|  5.00%, 12/15/2026 | 220 | 222.0 |
|  5.00%, 12/15/2027 | 230 | 235.0 |
|  5.00%, 12/15/2029 | 255 | 267.0 |
|  5.00%, 12/15/2030 | 130 | 136.0 |
|  Omaha Airport Authority |  |  |
|  5.00%, 12/15/2031 | 285 | 288.0 |
|  5.00%, 12/15/2032 | 900 | 987.0 |
|  5.00%, 12/15/2033 | 1500 | 1654.0 |
|  5.00%, 12/15/2034 | 1415 | 1566.0 |
|  5.00%, 12/15/2036 | 2100 | 2284.0 |
|  5.25%, 12/15/2039 | 1140 | 1242.0 |
|  5.25%, 12/15/2040 | 1225 | 1327.0 |
|  Omaha Public Power District |  |  |
|  5.00%, 02/01/2033 | 1075 | 1195.0 |
|  5.50%, 02/01/2054 | 10000 | 10602.0 |
|  Omaha School District |  |  |
|  1.75%, 12/15/2035 | 2170 | 1719.0 |
|  Sarpy County Hospital Authority No 1 |  |  |
|  3.00%, 05/15/2046 | 1000 | 803.0 |
|  Wayne County School District No 17 |  |  |
|  5.00%, 12/15/2043 | 1000 | 1026.0 |
|  Total Nebraska | Total Nebraska | 122642.0 |
|  **Nevada – 0.79%** |  |  |
|  Carson City NV |  |  |
|  5.00%, 09/01/2026 | 550 | 554.0 |
|  City of Las Vegas NV Special Improvement District No 816 |  |  |
|  2.75%, 06/01/2036 | 405 | 339.0 |
|  City of Las Vegas NV Special Improvement District No 818 |  |  |
|  5.00%, 12/01/2039 | 1000 | 1035.0 |
|  City of North Las Vegas NV |  |  |
|  6.00%, 06/01/2052(2) | 1265 | 1289.0 |
|  Clark County School District |  |  |
|  3.00%, 06/15/2043 | 19590 | 15865.0 |
|  5.00%, 06/15/2029 | 4080 | 4276.0 |
|  5.00%, 06/15/2033 | 410 | 441.0 |
|  5.00%, 06/15/2034 | 1555 | 1625.0 |
|  5.00%, 06/15/2034 | 2350 | 2440.0 |
|  5.00%, 06/15/2036 | 4000 | 4158.0 |
|  5.00%, 06/15/2038 | 15000 | 16495.0 |
|  County of Clark Department of Aviation |  |  |
|  5.00%, 07/01/2035 | 7000 | 7617.0 |
|  5.00%, 07/01/2036 | 2250 | 2436.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  County of Clark NV |  |  |
|  3.00%, 11/01/2035 | 1405 | 1327.0 |
|  4.00%, 07/01/2039 | 4500 | 4504.0 |
|  5.00%, 11/01/2028 | 3000 | 3045.0 |
|  5.00%, 06/01/2035 | 2070 | 2157.0 |
|  County of Humboldt NV |  |  |
|  3.55%, 10/01/2029 | 1055 | 1065.0 |
|  County of Washoe NV |  |  |
|  2.00%, 08/01/2034 | 745 | 638.0 |
|  3.63%, 03/01/2036(1) | 195 | 196.0 |
|  3.63%, 03/01/2036(1) | 3650 | 3673.0 |
|  4.13%, 03/01/2036(1) | 1160 | 1175.0 |
|  Henderson Local Improvement Districts |  |  |
|  3.00%, 09/01/2036 | 160 | 140.0 |
|  Las Vegas Convention & Visitors Authority |  |  |
|  5.00%, 07/01/2043 | 14035 | 14342.0 |
|  Las Vegas Valley Water District |  |  |
|  3.00%, 06/01/2033 | 2155 | 2110.0 |
|  5.00%, 06/01/2038 | 2495 | 2802.0 |
|  5.00%, 06/01/2039 | 40800 | 42477.0 |
|  5.00%, 06/01/2041 | 5000 | 5020.0 |
|  Nevada Housing Division |  |  |
|  4.00%, 10/01/2049 | 165 | 166.0 |
|  5.00%, 07/01/2028(1) | 2060 | 2111.0 |
|  Reno-Tahoe Airport Authority |  |  |
|  5.25%, 07/01/2042 | 1700 | 1810.0 |
|  State of Nevada |  |  |
|  3.00%, 05/01/2039 | 2655 | 2393.0 |
|  3.00%, 05/01/2043 | 3325 | 2809.0 |
|  State of Nevada Department of Business & Industry |  |  |
|  5.00%, 07/15/2037 | 500 | 498.0 |
|  State of Nevada Highway Improvement Revenue |  |  |
|  3.00%, 12/01/2039 | 2590 | 2310.0 |
|  3.00%, 12/01/2041 | 1675 | 1472.0 |
|  Tahoe-Douglas Visitors Authority |  |  |
|  4.00%, 07/01/2026 | 1540 | 1543.0 |
|  5.00%, 07/01/2033 | 845 | 889.0 |
|  Washoe County School District |  |  |
|  3.00%, 06/01/2038 | 1000 | 891.0 |
|  Total Nevada | Total Nevada | 160133.0 |
|  **New Hampshire – 1.14%** |  |  |
|  New Hampshire Business Finance Authority |  |  |
|  0.00%, 12/15/2034(2) | 4750 | 2682.0 |
|  0.00%, 02/20/2041(1) | 21441 | 21944.0 |
|  0.00%, 10/01/2051(1) | 12366 | 11842.0 |
|  3.63%, 08/20/2039 | 8207 | 7713.0 |
|  3.81%, 11/20/2039(1) | 13323 | 13030.0 |
|  3.82%, 11/20/2042(1) | 39753 | 38158.0 |
|  3.88%, 01/20/2038 | 9760 | 9343.0 |
|  3.92%, 01/20/2041(1) | 16356 | 15830.0 |
|  4.00%, 10/20/2036 | 3837 | 3780.0 |
|  4.00%, 08/15/2039 | 1100 | 1048.0 |
|  4.13%, 01/20/2034 | 2429 | 2435.0 |
|  4.13%, 04/20/2043(1) | 3000 | 2915.0 |
|  4.25%, 07/01/2027 | 15000 | 15113.0 |
|  4.25%, 07/20/2041 | 5367 | 5277.0 |
|  4.38%, 09/20/2036 | 2612 | 2627.0 |
|  4.88%, 12/01/2033(2) | 2500 | 2494.0 |
|  5.00%, 08/15/2029 | 750 | 793.0 |
|  5.00%, 12/01/2035 | 2965 | 3248.0 |
|  5.25%, 07/01/2041 | 1000 | 1042.0 |
|  5.25%, 06/01/2045 | 2230 | 2323.0 |
|  5.25%, 07/01/2049 | 4085 | 4035.0 |
|  5.30%, 12/01/2032(2) | 4253 | 4229.0 |
|  5.88%, 12/15/2033(2) | 4197 | 4140.0 |
|  New Hampshire Health & Education Facilities Authority Act |  |  |
|  3.30%, 06/01/2038(1) | 4680 | 4692.0 |
|  4.00%, 11/01/2044 | 3330 | 3101.0 |
|  5.00%, 08/01/2027 | 1575 | 1618.0 |
|  5.00%, 10/01/2028 | 1580 | 1594.0 |
|  5.00%, 07/01/2030 | 5325 | 5782.0 |
|  5.00%, 08/01/2030 | 305 | 316.0 |
|  5.00%, 11/01/2031 | 550 | 581.0 |
|  5.00%, 10/01/2032 | 2825 | 2844.0 |
|  5.00%, 11/01/2032 | 550 | 584.0 |
|  5.00%, 10/01/2033 | 4095 | 4121.0 |
|  5.00%, 11/01/2033 | 275 | 292.0 |
|  5.00%, 07/01/2035 | 5000 | 5002.0 |
|  5.50%, 11/01/2027 | 755 | 778.0 |
|  5.50%, 11/01/2030 | 1160 | 1240.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  New Hampshire Housing Finance Authority |  |  |
|  6.25%, 01/01/2055 | 2165 | 2353.0 |
|  6.50%, 01/01/2056 | 8860 | 9994.0 |
|  6.50%, 07/01/2056 | 7985 | 9051.0 |
|  Total New Hampshire | Total New Hampshire | 229984.0 |
|  **New Jersey – 2.92%** |  |  |
|  Camden County Improvement Authority |  |  |
|  6.00%, 06/15/2042 | 790 | 827.0 |
|  City of Hackensack NJ |  |  |
|  2.00%, 09/01/2038 | 500 | 380.0 |
|  County of Essex NJ |  |  |
|  2.00%, 08/15/2031 | 3265 | 2983.0 |
|  County of Mercer NJ |  |  |
|  2.00%, 02/15/2032 | 1180 | 1055.0 |
|  2.38%, 02/15/2030 | 2020 | 1930.0 |
|  Garden State Preservation Trust |  |  |
|  5.75%, 11/01/2028 | 2220 | 2329.0 |
|  Hillsdale School District |  |  |
|  2.25%, 08/15/2033 | 2175 | 1950.0 |
|  Kinnelon School District |  |  |
|  2.00%, 02/01/2027 | 1165 | 1154.0 |
|  2.00%, 02/01/2028 | 1235 | 1212.0 |
|  New Jersey Economic Development Authority |  |  |
|  2.20%, 10/01/2039(1) | 3900 | 3673.0 |
|  3.13%, 07/01/2029 | 445 | 442.0 |
|  3.75%, 11/01/2034(1) | 2480 | 2489.0 |
|  4.00%, 06/15/2035 | 500 | 508.0 |
|  4.00%, 06/15/2037 | 600 | 603.0 |
|  4.00%, 06/15/2038 | 600 | 597.0 |
|  4.00%, 06/15/2040 | 1000 | 981.0 |
|  5.00%, 06/01/2026 | 900 | 903.0 |
|  5.00%, 06/15/2029 | 1000 | 1070.0 |
|  5.00%, 06/15/2030 | 4000 | 4238.0 |
|  5.00%, 06/15/2033 | 1300 | 1463.0 |
|  5.00%, 06/15/2033 | 5000 | 5339.0 |
|  5.00%, 07/01/2033 | 2000 | 2027.0 |
|  5.00%, 11/01/2033 | 1500 | 1669.0 |
|  5.00%, 06/15/2034 | 1000 | 1064.0 |
|  5.00%, 06/15/2035 | 1595 | 1670.0 |
|  5.00%, 11/01/2035 | 1415 | 1554.0 |
|  5.00%, 06/01/2037 | 4000 | 4057.0 |
|  5.00%, 10/01/2037 | 3500 | 3542.0 |
|  5.00%, 10/01/2039(2) | 355 | 274.0 |
|  5.00%, 01/01/2040(2) | 526 | 368.0 |
|  5.25%, 09/01/2026(2) | 30000 | 30336.0 |
|  5.25%, 06/15/2036 | 1945 | 2206.0 |
|  5.50%, 06/15/2030 | 2000 | 2043.0 |
|  5.63%, 11/15/2030 | 750 | 751.0 |
|  New Jersey Educational Facilities Authority |  |  |
|  5.00%, 07/01/2064(1) | 15000 | 17281.0 |
|  New Jersey Health Care Facilities Financing Authority |  |  |
|  4.00%, 07/01/2038 | 1640 | 1575.0 |
|  4.00%, 07/01/2039 | 1705 | 1616.0 |
|  5.00%, 07/01/2028 | 155 | 156.0 |
|  5.00%, 09/15/2028 | 2030 | 2142.0 |
|  5.00%, 07/01/2029 | 26500 | 28421.0 |
|  5.00%, 09/15/2029 | 1645 | 1770.0 |
|  5.00%, 09/15/2031 | 985 | 1090.0 |
|  5.00%, 09/15/2033 | 1660 | 1867.0 |
|  5.00%, 09/15/2033 | 2785 | 3133.0 |
|  5.00%, 07/01/2034 | 23285 | 26487.0 |
|  5.00%, 07/01/2035 | 1415 | 1487.0 |
|  5.00%, 07/01/2036 | 1490 | 1558.0 |
|  5.00%, 07/01/2036 | 8000 | 8924.0 |
|  5.00%, 07/01/2037 | 1565 | 1630.0 |
|  5.00%, 07/01/2045(1) | 3705 | 3727.0 |
|  New Jersey Higher Education Student Assistance Authority |  |  |
|  4.25%, 12/01/2045 | 4500 | 4445.0 |
|  4.50%, 12/01/2045 | 16500 | 16521.0 |
|  5.00%, 12/01/2026 | 1330 | 1348.0 |
|  5.00%, 12/01/2026 | 1550 | 1571.0 |
|  5.00%, 12/01/2026 | 5150 | 5219.0 |
|  5.00%, 12/01/2027 | 1455 | 1500.0 |
|  5.00%, 12/01/2027 | 1470 | 1516.0 |
|  5.00%, 12/01/2027 | 2965 | 3057.0 |
|  5.00%, 12/01/2029 | 1565 | 1660.0 |
|  5.00%, 12/01/2029 | 6570 | 6961.0 |
|  5.00%, 12/01/2030 | 4805 | 5146.0 |
|  5.00%, 12/01/2033 | 965 | 1029.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  New Jersey Housing & Mortgage Finance Agency |  |  |
|  3.38%, 11/01/2027 | 1750.0 | 1757.0 |
|  3.38%, 11/01/2027 | 3250.0 | 3255.0 |
|  3.55%, 04/01/2027 | 1690.0 | 1696.0 |
|  3.65%, 04/01/2028 | 1215.0 | 1218.0 |
|  3.80%, 10/01/2032 | 1785.0 | 1771.0 |
|  6.00%, 10/01/2055 | 3815.0 | 4111.0 |
|  6.50%, 04/01/2056 | 1000.0 | 1116.0 |
|  New Jersey Transportation Trust Fund Authority |  |  |
|  0.00%, 12/15/2026 | 2600.0 | 2549.0 |
|  0.00%, 12/15/2027 | 3260.0 | 3102.0 |
|  0.00%, 12/15/2028 | 1020.0 | 940.0 |
|  0.00%, 12/15/2029 | 2115.0 | 1889.0 |
|  0.00%, 12/15/2030 | 3850.0 | 3304.0 |
|  0.00%, 12/15/2030 | 4070.0 | 3493.0 |
|  0.00%, 12/15/2031 | 1985.0 | 1642.0 |
|  0.00%, 12/15/2031 | 6275.0 | 5192.0 |
|  0.00%, 12/15/2033 | 5150.0 | 3925.0 |
|  4.00%, 06/15/2034 | 1920.0 | 1977.0 |
|  4.00%, 06/15/2037 | 2000.0 | 2013.0 |
|  4.00%, 06/15/2039 | 2800.0 | 2793.0 |
|  5.00%, 12/15/2026 | 2000.0 | 2034.0 |
|  5.00%, 12/15/2028 | 5510.0 | 5848.0 |
|  5.00%, 06/15/2029 | 1200.0 | 1205.0 |
|  5.00%, 12/15/2029 | 820.0 | 886.0 |
|  5.00%, 06/15/2031 | 10000.0 | 10039.0 |
|  5.00%, 06/15/2032 | 1910.0 | 2131.0 |
|  5.00%, 06/15/2032 | 2725.0 | 2870.0 |
|  5.00%, 06/15/2032 | 7440.0 | 8174.0 |
|  5.00%, 12/15/2032 | 1940.0 | 2040.0 |
|  5.00%, 06/15/2033 | 6385.0 | 7083.0 |
|  5.00%, 12/15/2033 | 595.0 | 634.0 |
|  5.00%, 12/15/2033 | 2200.0 | 2310.0 |
|  5.00%, 06/15/2034 | 1500.0 | 1665.0 |
|  5.00%, 06/15/2034 | 4040.0 | 4455.0 |
|  5.00%, 06/15/2034 | 4000.0 | 4528.0 |
|  5.00%, 06/15/2034 | 9000.0 | 10187.0 |
|  5.00%, 12/15/2034 | 650.0 | 681.0 |
|  5.00%, 06/15/2035 | 1280.0 | 1405.0 |
|  5.00%, 06/15/2036 | 1720.0 | 1925.0 |
|  5.00%, 06/15/2037 | 1470.0 | 1598.0 |
|  5.00%, 06/15/2037 | 2980.0 | 3223.0 |
|  5.00%, 06/15/2037 | 5000.0 | 5548.0 |
|  5.00%, 06/15/2038 | 4100.0 | 4552.0 |
|  5.00%, 06/15/2038 | 4350.0 | 4745.0 |
|  5.00%, 06/15/2038 | 5000.0 | 5180.0 |
|  5.00%, 06/15/2038 | 5000.0 | 5429.0 |
|  5.00%, 06/15/2038 | 5500.0 | 6060.0 |
|  5.00%, 06/15/2038 | 12395.0 | 13656.0 |
|  5.00%, 06/15/2039 | 3805.0 | 4196.0 |
|  5.00%, 06/15/2040 | 2040.0 | 2144.0 |
|  5.00%, 06/15/2040 | 3090.0 | 3387.0 |
|  5.00%, 06/15/2041 | 4000.0 | 4297.0 |
|  5.00%, 06/15/2042 | 14135.0 | 15236.0 |
|  5.25%, 06/15/2036 | 2000.0 | 2221.0 |
|  5.25%, 06/15/2039 | 5000.0 | 5451.0 |
|  5.25%, 06/15/2041 | 5000.0 | 5405.0 |
|  5.25%, 06/15/2041 | 8255.0 | 9099.0 |
|  New Jersey Turnpike Authority |  |  |
|  4.00%, 01/01/2035 | 2035.0 | 2163.0 |
|  5.00%, 01/01/2028 | 740.0 | 760.0 |
|  5.00%, 01/01/2028 | 4895.0 | 5107.0 |
|  5.00%, 01/01/2030 | 3100.0 | 3273.0 |
|  5.00%, 01/01/2030 | 4045.0 | 4376.0 |
|  5.00%, 01/01/2030 | 4945.0 | 5349.0 |
|  5.00%, 01/01/2032 | 3870.0 | 4306.0 |
|  5.00%, 01/01/2033 | 4070.0 | 4572.0 |
|  5.00%, 01/01/2033 | 14085.0 | 15821.0 |
|  5.00%, 01/01/2034 | 1825.0 | 2067.0 |
|  5.00%, 01/01/2034 | 2445.0 | 2770.0 |
|  5.00%, 01/01/2034 | 10040.0 | 11373.0 |
|  5.00%, 01/01/2035 | 1010.0 | 1152.0 |
|  5.00%, 01/01/2042 | 3995.0 | 4306.0 |
|  5.00%, 01/01/2042 | 10950.0 | 11705.0 |
|  5.00%, 01/01/2043 | 4195.0 | 4503.0 |
|  5.00%, 01/01/2045 | 12585.0 | 13350.0 |
|  Passaic County Improvement Authority |  |  |
|  4.13%, 07/01/2033 | 1000.0 | 1010.0 |
|  Sayreville School District |  |  |
|  4.00%, 01/15/2036 | 5530.0 | 5740.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  South Jersey Transportation Authority |  |  |
|  5.00%, 11/01/2027 | 500 | 518.0 |
|  5.00%, 11/01/2030 | 1000 | 1099.0 |
|  5.00%, 11/01/2031 | 1000 | 1114.0 |
|  State of New Jersey |  |  |
|  2.00%, 06/01/2034 | 1160 | 992.0 |
|  2.00%, 06/01/2036 | 1770 | 1435.0 |
|  4.00%, 06/01/2031 | 3145 | 3332.0 |
|  4.00%, 06/01/2032 | 470 | 501.0 |
|  5.00%, 06/01/2026 | 10305 | 10348.0 |
|  Tobacco Settlement Financing Corp. |  |  |
|  5.00%, 06/01/2046 | 1900 | 1818.0 |
|  Toms River Board of Education |  |  |
|  3.00%, 07/15/2029 | 965 | 938.0 |
|  Township of Freehold NJ |  |  |
|  2.00%, 10/15/2032 | 1320 | 1177.0 |
|  2.00%, 10/15/2037 | 1290 | 1066.0 |
|  Township of Stafford NJ |  |  |
|  2.00%, 10/01/2037 | 2195 | 1771.0 |
|  Total New Jersey | Total New Jersey | 589606.0 |
|  **New Mexico – 0.22%** |  |  |
|  Albuquerque Bernalillo County Water Utility Authority |  |  |
|  5.00%, 07/01/2027 | 2400 | 2413.0 |
|  5.00%, 07/01/2028 | 1700 | 1711.0 |
|  City of Farmington NM |  |  |
|  2.15%, 04/01/2033 | 3000 | 2595.0 |
|  3.88%, 06/01/2040(1) | 7000 | 7158.0 |
|  New Mexico Educational Assistance Foundation |  |  |
|  5.00%, 09/01/2026 | 1530 | 1541.0 |
|  5.00%, 09/01/2027 | 2130 | 2169.0 |
|  New Mexico Mortgage Finance Authority |  |  |
|  3.00%, 07/01/2052 | 5205 | 5111.0 |
|  3.75%, 01/01/2050 | 270 | 270.0 |
|  4.25%, 07/01/2049 | 820 | 827.0 |
|  New Mexico Municipal Energy Acquisition Authority |  |  |
|  5.00%, 06/01/2054(1) | 15750 | 16603.0 |
|  Silver City Consolidated School District No 1 |  |  |
|  4.00%, 08/01/2040 | 740 | 714.0 |
|  5.00%, 08/01/2026 | 2500 | 2516.0 |
|  Total New Mexico | Total New Mexico | 43628.0 |
|  **New York – 8.44%** |  |  |
|  Albany County Airport Authority |  |  |
|  5.00%, 12/15/2043 | 1500 | 1540.0 |
|  Berne-Knox-Westerlo Central School District |  |  |
|  2.00%, 07/01/2031 | 1160 | 1046.0 |
|  Build NYC Resource Corp. |  |  |
|  5.50%, 07/01/2043 | 1230 | 1323.0 |
|  5.50%, 12/01/2051 | 1450 | 1513.0 |
|  Byron-Bergen Central School District |  |  |
|  2.00%, 06/15/2033 | 1140 | 983.0 |
|  City of Amsterdam NY |  |  |
|  4.38%, 03/03/2027 | 4250 | 4266.0 |
|  City of New York NY |  |  |
|  2.85%, 10/01/2046(1) | 7600 | 7600.0 |
|  3.00%, 08/01/2036 | 2500 | 2357.0 |
|  4.00%, 10/01/2035 | 905 | 916.0 |
|  4.00%, 08/01/2037 | 2500 | 2519.0 |
|  5.00%, 09/01/2026 | 5000 | 5056.0 |
|  5.00%, 08/01/2027 | 5510 | 5688.0 |
|  5.00%, 09/01/2027 | 5000 | 5171.0 |
|  5.00%, 08/01/2028 | 400 | 401.0 |
|  5.00%, 08/01/2028 | 700 | 705.0 |
|  5.00%, 01/01/2034 | 1575 | 1656.0 |
|  5.00%, 08/01/2034 | 1690 | 1813.0 |
|  5.00%, 12/01/2034 | 5000 | 5062.0 |
|  5.00%, 05/01/2035 | 585 | 639.0 |
|  5.00%, 06/01/2035 | 10 | 10.0 |
|  5.00%, 02/01/2036 | 2505 | 2805.0 |
|  5.00%, 02/01/2036 | 4620 | 5226.0 |
|  5.00%, 02/01/2037 | 1335 | 1496.0 |
|  5.00%, 03/01/2038 | 2250 | 2359.0 |
|  5.00%, 04/01/2039 | 2655 | 2731.0 |
|  5.00%, 09/01/2039 | 2200 | 2350.0 |
|  5.00%, 02/01/2040 | 2000 | 2193.0 |
|  5.00%, 09/01/2044 | 3245 | 3430.0 |
|  5.00%, 08/01/2047 | 770 | 792.0 |
|  5.00%, 09/01/2047 | 4200 | 4337.0 |
|  5.25%, 09/01/2040 | 6500 | 7015.0 |
|  5.25%, 10/01/2040 | 2275 | 2456.0 |
|  5.25%, 09/01/2041 | 5355 | 5761.0 |
|  5.25%, 02/01/2045 | 3300 | 3532.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 03/01/2047 | 2165.0 | 2266.0 |
|  5.25%, 03/01/2049 | 1620.0 | 1687.0 |
|  Clinton County Capital Resource Corp. |  |  |
|  4.50%, 07/01/2040(2) | 1145.0 | 1160.0 |
|  5.00%, 07/01/2046(2) | 1000.0 | 1023.0 |
|  County of Nassau NY |  |  |
|  5.00%, 04/01/2038 | 4265.0 | 4402.0 |
|  County of Suffolk NY |  |  |
|  4.00%, 02/01/2028 | 1865.0 | 1919.0 |
|  5.00%, 10/01/2026 | 415.0 | 420.0 |
|  5.00%, 06/15/2029 | 985.0 | 1060.0 |
|  Empire State Development Corp. |  |  |
|  3.00%, 03/15/2048 | 1000.0 | 738.0 |
|  4.00%, 03/15/2038 | 11575.0 | 11622.0 |
|  4.00%, 03/15/2045 | 790.0 | 737.0 |
|  5.00%, 03/15/2036 | 2090.0 | 2239.0 |
|  5.00%, 03/15/2037 | 8135.0 | 8576.0 |
|  5.00%, 03/15/2038 | 1275.0 | 1323.0 |
|  Genesee County Funding Corp. |  |  |
|  5.00%, 12/01/2031 | 375.0 | 402.0 |
|  5.00%, 12/01/2032 | 460.0 | 495.0 |
|  5.00%, 12/01/2033 | 750.0 | 802.0 |
|  5.00%, 12/01/2034 | 700.0 | 745.0 |
|  5.00%, 12/01/2035 | 540.0 | 571.0 |
|  Hempstead Town Local Development Corp. |  |  |
|  5.53%, 02/01/2040 | 3500.0 | 3436.0 |
|  5.89%, 02/01/2032 | 1250.0 | 1260.0 |
|  6.24%, 02/01/2047 | 1000.0 | 993.0 |
|  6.47%, 02/01/2033 | 1000.0 | 1026.0 |
|  Hudson Yards Infrastructure Corp. |  |  |
|  4.00%, 02/15/2038 | 8720.0 | 8789.0 |
|  4.00%, 02/15/2044 | 18870.0 | 17680.0 |
|  4.00%, 02/15/2047 | 2230.0 | 2033.0 |
|  5.00%, 02/15/2032 | 2325.0 | 2370.0 |
|  5.00%, 02/15/2035 | 1700.0 | 1728.0 |
|  5.00%, 02/15/2042 | 1630.0 | 1648.0 |
|  5.00%, 02/15/2042 | 2000.0 | 2024.0 |
|  5.00%, 02/15/2045 | 4000.0 | 4038.0 |
|  Long Island Power Authority |  |  |
|  1.50%, 09/01/2051(1) | 17225.0 | 17106.0 |
|  3.00%, 09/01/2049(1) | 9480.0 | 9307.0 |
|  5.00%, 09/01/2031 | 2185.0 | 2206.0 |
|  5.00%, 09/01/2033 | 600.0 | 674.0 |
|  5.00%, 09/01/2034 | 650.0 | 725.0 |
|  5.00%, 09/01/2052(1) | 16450.0 | 16769.0 |
|  Metropolitan Transportation Authority |  |  |
|  0.00%, 11/15/2033 | 1600.0 | 1221.0 |
|  4.00%, 11/15/2045 | 5560.0 | 5058.0 |
|  4.00%, 11/15/2046 | 2545.0 | 2280.0 |
|  5.00%, 11/15/2026 | 1600.0 | 1624.0 |
|  5.00%, 11/15/2026 | 2350.0 | 2386.0 |
|  5.00%, 11/15/2028 | 2970.0 | 3105.0 |
|  5.00%, 11/15/2028 | 4000.0 | 4244.0 |
|  5.00%, 11/15/2030 | 730.0 | 761.0 |
|  5.00%, 11/15/2031 | 1055.0 | 1066.0 |
|  5.00%, 11/15/2033 | 1715.0 | 1777.0 |
|  5.00%, 11/15/2033 | 3645.0 | 3777.0 |
|  5.00%, 11/15/2034 | 7500.0 | 7759.0 |
|  5.00%, 11/15/2034 | 11735.0 | 12164.0 |
|  5.00%, 11/15/2037 | 1500.0 | 1519.0 |
|  5.00%, 11/15/2047 | 2715.0 | 2768.0 |
|  5.25%, 11/15/2049 | 4470.0 | 4618.0 |
|  Metropolitan Transportation Authority Dedicated Tax Fund |  |  |
|  5.00%, 11/15/2034 | 275.0 | 305.0 |
|  5.00%, 11/15/2036 | 820.0 | 828.0 |
|  MTA Hudson Rail Yards Trust Obligations |  |  |
|  5.00%, 11/15/2051 | 1500.0 | 1490.0 |
|  5.00%, 11/15/2056 | 4380.0 | 4311.0 |
|  New York City Health & Hospitals Corp. |  |  |
|  5.00%, 02/15/2037 | 3000.0 | 3343.0 |
|  New York City Housing Development Corp. |  |  |
|  1.50%, 11/01/2041 | 4065.0 | 2964.0 |
|  2.25%, 11/01/2036 | 835.0 | 688.0 |
|  2.40%, 08/01/2040 | 2430.0 | 1847.0 |
|  3.05%, 11/01/2032 | 2000.0 | 1978.0 |
|  3.25%, 11/01/2065(1) | 27420.0 | 27470.0 |
|  3.40%, 11/01/2062(1) | 4380.0 | 4382.0 |
|  3.40%, 11/01/2064(1) | 3500.0 | 3517.0 |
|  3.63%, 11/01/2063(1) | 8310.0 | 8364.0 |
|  3.70%, 05/01/2064(1) | 14330.0 | 14461.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.75%, 05/01/2065(1) | 10225.0 | 10355.0 |
|  3.80%, 11/01/2063(1) | 1575.0 | 1588.0 |
|  4.30%, 11/01/2063(1) | 5675.0 | 5758.0 |
|  5.00%, 05/01/2026 | 110.0 | 110.0 |
|  5.00%, 05/01/2027 | 600.0 | 613.0 |
|  5.00%, 11/01/2027 | 855.0 | 882.0 |
|  5.00%, 05/01/2028 | 875.0 | 909.0 |
|  5.00%, 11/01/2028 | 600.0 | 628.0 |
|  5.00%, 05/01/2029 | 300.0 | 317.0 |
|  5.00%, 11/01/2029 | 875.0 | 929.0 |
|  5.00%, 11/01/2030 | 500.0 | 541.0 |
|  New York City Municipal Water Finance Authority |  |  |
|  4.00%, 06/15/2039 | 2500.0 | 2530.0 |
|  4.50%, 06/15/2032 | 19680.0 | 19759.0 |
|  5.00%, 06/15/2029 | 1100.0 | 1145.0 |
|  5.00%, 06/15/2037 | 2185.0 | 2464.0 |
|  5.00%, 06/15/2037 | 5000.0 | 5608.0 |
|  5.00%, 06/15/2037 | 13000.0 | 13300.0 |
|  5.00%, 06/15/2038 | 3000.0 | 3068.0 |
|  5.00%, 06/15/2039 | 4000.0 | 4465.0 |
|  5.00%, 06/15/2040 | 1130.0 | 1188.0 |
|  5.00%, 06/15/2040 | 2115.0 | 2209.0 |
|  5.00%, 06/15/2040 | 2200.0 | 2266.0 |
|  5.00%, 06/15/2040 | 5000.0 | 5150.0 |
|  5.00%, 06/15/2046 | 13000.0 | 13653.0 |
|  5.50%, 06/15/2038 | 1795.0 | 2085.0 |
|  5.50%, 06/15/2039 | 6325.0 | 7288.0 |
|  New York City Transitional Finance Authority Building Aid Revenue |  |  |
|  5.00%, 07/15/2034 | 2500.0 | 2563.0 |
|  5.00%, 07/15/2034 | 5000.0 | 5228.0 |
|  5.00%, 07/15/2036 | 3005.0 | 3124.0 |
|  5.00%, 07/15/2037 | 5000.0 | 5712.0 |
|  5.00%, 07/15/2037 | 10135.0 | 11578.0 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue |  |  |
|  3.00%, 11/01/2037 | 9000.0 | 7957.0 |
|  3.00%, 11/01/2039 | 1975.0 | 1689.0 |
|  3.25%, 02/01/2042 | 6965.0 | 5941.0 |
|  4.00%, 05/01/2036 | 2000.0 | 2019.0 |
|  4.00%, 02/01/2038 | 6480.0 | 6522.0 |
|  4.00%, 05/01/2038 | 24385.0 | 24457.0 |
|  4.00%, 05/01/2039 | 5000.0 | 4987.0 |
|  4.00%, 05/01/2043 | 785.0 | 756.0 |
|  5.00%, 05/01/2033 | 2535.0 | 2639.0 |
|  5.00%, 08/01/2034 | 700.0 | 730.0 |
|  5.00%, 11/01/2034 | 2300.0 | 2522.0 |
|  5.00%, 11/01/2034 | 6205.0 | 7030.0 |
|  5.00%, 08/01/2035 | 1600.0 | 1665.0 |
|  5.00%, 11/01/2035 | 5090.0 | 5770.0 |
|  5.00%, 05/01/2036 | 1750.0 | 1811.0 |
|  5.00%, 11/01/2036 | 350.0 | 381.0 |
|  5.00%, 11/01/2037 | 4165.0 | 4548.0 |
|  5.00%, 11/01/2038 | 4000.0 | 4410.0 |
|  5.00%, 02/01/2039 | 7240.0 | 7717.0 |
|  5.00%, 05/01/2039 | 1290.0 | 1343.0 |
|  5.00%, 05/01/2039 | 3370.0 | 3711.0 |
|  5.00%, 05/01/2039 | 4430.0 | 4570.0 |
|  5.00%, 08/01/2039 | 7030.0 | 7507.0 |
|  5.00%, 11/01/2039 | 8995.0 | 9912.0 |
|  5.00%, 02/01/2040 | 5240.0 | 5758.0 |
|  5.00%, 05/01/2040 | 2840.0 | 3110.0 |
|  5.00%, 02/01/2041 | 3375.0 | 3686.0 |
|  5.00%, 02/01/2041 | 4465.0 | 4806.0 |
|  5.00%, 02/01/2041 | 5000.0 | 5279.0 |
|  5.00%, 05/01/2041 | 930.0 | 1003.0 |
|  5.00%, 05/01/2041 | 2000.0 | 2165.0 |
|  5.00%, 05/01/2041 | 6500.0 | 7037.0 |
|  5.00%, 02/01/2042 | 6010.0 | 6512.0 |
|  5.00%, 05/01/2042 | 4445.0 | 4777.0 |
|  5.00%, 05/01/2042 | 6000.0 | 6449.0 |
|  5.00%, 05/01/2042 | 14345.0 | 14532.0 |
|  5.00%, 08/01/2042 | 2750.0 | 2836.0 |
|  5.00%, 11/01/2042 | 10250.0 | 11052.0 |
|  5.00%, 02/01/2043 | 3000.0 | 3229.0 |
|  5.00%, 05/01/2043 | 5000.0 | 5307.0 |
|  5.00%, 05/01/2044 | 7315.0 | 7755.0 |
|  5.00%, 05/01/2046 | 7500.0 | 7789.0 |
|  5.00%, 11/01/2046 | 3000.0 | 3134.0 |
|  5.00%, 05/01/2048 | 1915.0 | 1971.0 |
|  5.25%, 11/01/2037 | 4345.0 | 4773.0 |
|  5.25%, 11/01/2037 | 7000.0 | 7690.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 11/01/2045 | 7590.0 | 8171.0 |
|  5.25%, 05/01/2048 | 2660.0 | 2796.0 |
|  5.25%, 05/01/2048 | 4000.0 | 4185.0 |
|  5.25%, 05/01/2055 | 3000.0 | 3129.0 |
|  5.50%, 05/01/2041 | 8000.0 | 8894.0 |
|  5.50%, 11/01/2045 | 6000.0 | 6428.0 |
|  5.50%, 05/01/2047 | 1750.0 | 1874.0 |
|  5.50%, 11/01/2049 | 3000.0 | 3207.0 |
|  New York Convention Center Development Corp. |  |  |
|  5.00%, 11/15/2033 | 3000.0 | 3003.0 |
|  5.00%, 11/15/2040 | 1085.0 | 1086.0 |
|  New York Energy Finance Development Corp. |  |  |
|  5.00%, 07/01/2056(1) | 11125.0 | 11357.0 |
|  New York Liberty Development Corp. |  |  |
|  2.50%, 11/15/2036 | 2600.0 | 2194.0 |
|  2.75%, 11/15/2041 | 14370.0 | 11103.0 |
|  4.00%, 02/15/2043 | 3550.0 | 3371.0 |
|  4.00%, 02/15/2043 | 4250.0 | 4036.0 |
|  5.00%, 11/15/2044(2) | 5690.0 | 5690.0 |
|  New York Power Authority |  |  |
|  5.00%, 11/15/2028 | 3000.0 | 3203.0 |
|  5.00%, 11/15/2037 | 1000.0 | 1123.0 |
|  5.25%, 11/15/2040 | 1000.0 | 1128.0 |
|  New York State Bridge Authority |  |  |
|  5.00%, 01/01/2035 | 565.0 | 607.0 |
|  5.00%, 01/01/2036 | 475.0 | 507.0 |
|  5.00%, 01/01/2037 | 535.0 | 566.0 |
|  New York State Dormitory Authority |  |  |
|  3.00%, 03/15/2041 | 3860.0 | 3288.0 |
|  4.00%, 03/15/2037 | 3030.0 | 3058.0 |
|  4.00%, 03/15/2038 | 5.0 | 5.0 |
|  4.00%, 03/15/2039 | 1200.0 | 1200.0 |
|  4.00%, 03/15/2040 | 4365.0 | 4321.0 |
|  4.00%, 03/15/2042 | 20445.0 | 19849.0 |
|  4.00%, 03/15/2043 | 5.0 | 5.0 |
|  4.00%, 03/15/2043 | 5.0 | 5.0 |
|  4.00%, 03/15/2043 | 3990.0 | 3843.0 |
|  4.00%, 03/15/2045 | 1150.0 | 1066.0 |
|  5.00%, 07/01/2027 | 200.0 | 201.0 |
|  5.00%, 10/01/2029 | 1750.0 | 1840.0 |
|  5.00%, 10/01/2030 | 1910.0 | 1972.0 |
|  5.00%, 03/15/2032 | 3000.0 | 3186.0 |
|  5.00%, 03/15/2033 | 2335.0 | 2590.0 |
|  5.00%, 03/15/2033 | 4000.0 | 4039.0 |
|  5.00%, 07/01/2034 | 410.0 | 390.0 |
|  5.00%, 10/01/2034 | 1375.0 | 1487.0 |
|  5.00%, 10/01/2034 | 3745.0 | 3902.0 |
|  5.00%, 03/15/2035 | 8525.0 | 8603.0 |
|  5.00%, 03/15/2036 | 3500.0 | 3798.0 |
|  5.00%, 03/15/2036 | 3600.0 | 4085.0 |
|  5.00%, 03/15/2036 | 4575.0 | 4922.0 |
|  5.00%, 07/01/2036 | 735.0 | 683.0 |
|  5.00%, 10/01/2036 | 2000.0 | 2204.0 |
|  5.00%, 07/15/2037 | 700.0 | 721.0 |
|  5.00%, 10/01/2037 | 1700.0 | 1800.0 |
|  5.00%, 10/01/2037 | 5000.0 | 5323.0 |
|  5.00%, 03/15/2038 | 3400.0 | 3791.0 |
|  5.00%, 07/01/2038 | 1225.0 | 1354.0 |
|  5.00%, 10/01/2038 | 1500.0 | 1620.0 |
|  5.00%, 10/01/2038 | 7200.0 | 7999.0 |
|  5.00%, 03/15/2039 | 7500.0 | 8329.0 |
|  5.00%, 07/01/2039 | 1445.0 | 1590.0 |
|  5.00%, 10/01/2039 | 1170.0 | 1287.0 |
|  5.00%, 03/15/2040 | 5.0 | 6.0 |
|  5.00%, 03/15/2040 | 10000.0 | 11026.0 |
|  5.00%, 03/15/2040 | 12995.0 | 14035.0 |
|  5.00%, 07/01/2040 | 3060.0 | 3333.0 |
|  5.00%, 03/15/2041 | 1065.0 | 1129.0 |
|  5.00%, 03/15/2041 | 1335.0 | 1385.0 |
|  5.00%, 03/15/2041 | 6720.0 | 6916.0 |
|  5.00%, 03/15/2041 | 7000.0 | 7653.0 |
|  5.00%, 03/15/2041 | 8615.0 | 9305.0 |
|  5.00%, 03/15/2042 | 11700.0 | 12724.0 |
|  5.00%, 03/15/2042 | 12085.0 | 12990.0 |
|  5.00%, 03/15/2042 | 15000.0 | 16242.0 |
|  5.00%, 03/15/2042 | 15275.0 | 16656.0 |
|  5.00%, 03/15/2043 | 5000.0 | 5402.0 |
|  5.00%, 03/15/2044 | 6070.0 | 6446.0 |
|  5.00%, 03/15/2045 | 4350.0 | 4439.0 |
|  5.00%, 03/15/2048 | 10000.0 | 10350.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 05/01/2048(1) | 1040.0 | 1042.0 |
|  5.25%, 07/01/2041 | 805.0 | 878.0 |
|  5.25%, 10/01/2041 | 1500.0 | 1620.0 |
|  5.25%, 07/01/2042 | 1000.0 | 1082.0 |
|  5.25%, 10/01/2042 | 1230.0 | 1321.0 |
|  5.25%, 10/01/2043 | 1625.0 | 1735.0 |
|  5.25%, 07/01/2044 | 500.0 | 541.0 |
|  5.25%, 07/01/2045 | 550.0 | 590.0 |
|  5.25%, 03/15/2052 | 2180.0 | 2271.0 |
|  5.50%, 07/01/2043 | 845.0 | 924.0 |
|  5.50%, 07/01/2044 | 1750.0 | 1907.0 |
|  5.50%, 07/01/2045 | 750.0 | 810.0 |
|  New York State Environmental Facilities Corp. |  |  |
|  5.00%, 06/15/2033 | 6000.0 | 6030.0 |
|  5.00%, 06/15/2036 | 5410.0 | 5542.0 |
|  New York State Housing Finance Agency |  |  |
|  1.10%, 11/01/2061(1) | 6415.0 | 6241.0 |
|  2.50%, 11/01/2060(1) | 3595.0 | 3568.0 |
|  3.35%, 06/15/2054(1) | 3425.0 | 3434.0 |
|  3.45%, 06/15/2054(1) | 3000.0 | 3018.0 |
|  3.60%, 11/01/2044(1) | 2100.0 | 2108.0 |
|  3.60%, 11/01/2063(1) | 20000.0 | 20072.0 |
|  3.60%, 11/01/2064(1) | 7200.0 | 7237.0 |
|  3.80%, 11/01/2062(1) | 7985.0 | 7988.0 |
|  3.88%, 11/01/2063(1) | 1150.0 | 1151.0 |
|  New York State Thruway Authority |  |  |
|  4.00%, 03/15/2043 | 9000.0 | 8602.0 |
|  5.00%, 03/15/2034 | 2750.0 | 3062.0 |
|  5.00%, 03/15/2038 | 10260.0 | 11120.0 |
|  5.00%, 01/01/2040 | 1350.0 | 1507.0 |
|  5.00%, 03/15/2042 | 5615.0 | 5973.0 |
|  New York Transportation Development Corp. |  |  |
|  4.00%, 10/01/2030 | 3860.0 | 3921.0 |
|  4.00%, 01/01/2036 | 2785.0 | 2741.0 |
|  4.00%, 12/01/2039 | 450.0 | 431.0 |
|  4.00%, 12/01/2040 | 500.0 | 474.0 |
|  4.38%, 10/01/2045 | 10525.0 | 9800.0 |
|  5.00%, 12/01/2028 | 400.0 | 417.0 |
|  5.00%, 12/01/2028 | 1300.0 | 1370.0 |
|  5.00%, 01/01/2029 | 2080.0 | 2138.0 |
|  5.00%, 12/01/2029 | 300.0 | 321.0 |
|  5.00%, 12/01/2029 | 7000.0 | 7394.0 |
|  5.00%, 12/01/2030 | 250.0 | 271.0 |
|  5.00%, 12/01/2031 | 300.0 | 325.0 |
|  5.00%, 01/01/2032 | 1300.0 | 1329.0 |
|  5.00%, 12/01/2032 | 375.0 | 404.0 |
|  5.00%, 12/01/2032 | 2355.0 | 2546.0 |
|  5.00%, 01/01/2033 | 5500.0 | 5616.0 |
|  5.00%, 12/01/2033 | 985.0 | 1058.0 |
|  5.00%, 12/01/2033 | 3650.0 | 3920.0 |
|  5.00%, 12/01/2034 | 500.0 | 535.0 |
|  5.00%, 12/01/2034 | 3250.0 | 3410.0 |
|  5.00%, 12/01/2034 | 6490.0 | 6931.0 |
|  5.00%, 12/01/2035 | 500.0 | 532.0 |
|  5.00%, 12/01/2035 | 2335.0 | 2479.0 |
|  5.00%, 01/01/2036 | 4000.0 | 4062.0 |
|  5.00%, 12/01/2036 | 550.0 | 582.0 |
|  5.00%, 12/01/2036 | 1360.0 | 1435.0 |
|  5.00%, 12/01/2037 | 600.0 | 631.0 |
|  5.00%, 12/01/2037 | 3625.0 | 3804.0 |
|  5.00%, 12/01/2038 | 500.0 | 523.0 |
|  5.00%, 12/01/2039 | 2420.0 | 2515.0 |
|  5.00%, 10/01/2040 | 4500.0 | 4563.0 |
|  5.00%, 07/01/2041 | 2300.0 | 2301.0 |
|  5.00%, 07/01/2046 | 42280.0 | 42279.0 |
|  5.25%, 06/30/2037 | 1500.0 | 1618.0 |
|  5.25%, 06/30/2038 | 3200.0 | 3432.0 |
|  5.25%, 06/30/2039 | 1400.0 | 1493.0 |
|  5.25%, 06/30/2040 | 1375.0 | 1442.0 |
|  5.25%, 06/30/2040 | 1710.0 | 1813.0 |
|  5.50%, 06/30/2039 | 2000.0 | 2109.0 |
|  6.00%, 04/01/2035 | 15335.0 | 16815.0 |
|  6.00%, 06/30/2043 | 3475.0 | 3883.0 |
|  6.00%, 06/30/2050 | 10000.0 | 10711.0 |
|  Niagara Area Development Corp. |  |  |
|  5.00%, 07/01/2052 | 1000.0 | 892.0 |
|  Niagara Frontier Transportation Authority Airport System Revenues |  |  |
|  5.00%, 04/01/2031 | 2350.0 | 2444.0 |
|  Oneida County Local Development Corp. |  |  |
|  5.00%, 12/01/2027 | 1425.0 | 1437.0 |
|  5.00%, 12/01/2028 | 1000.0 | 1001.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Onondaga Civic Development Corp. |  |  |
|  5.00%, 12/01/2033 | 1000.0 | 1078.0 |
|  5.00%, 12/01/2040 | 305.0 | 338.0 |
|  5.00%, 12/01/2041 | 700.0 | 773.0 |
|  5.25%, 12/01/2042 | 1000.0 | 1117.0 |
|  Port Authority of New York & New Jersey |  |  |
|  2.00%, 10/01/2033 | 7070.0 | 5976.0 |
|  3.00%, 12/01/2032 | 5000.0 | 4982.0 |
|  4.00%, 07/15/2036 | 2180.0 | 2174.0 |
|  5.00%, 07/15/2031 | 8525.0 | 9101.0 |
|  5.00%, 09/15/2032 | 2925.0 | 3017.0 |
|  5.00%, 10/15/2033 | 6000.0 | 6089.0 |
|  5.00%, 11/15/2033 | 5660.0 | 5720.0 |
|  5.00%, 08/01/2034 | 7415.0 | 8048.0 |
|  5.00%, 10/15/2034 | 2475.0 | 2510.0 |
|  5.00%, 10/15/2034 | 6000.0 | 6673.0 |
|  5.00%, 01/15/2035 | 150.0 | 169.0 |
|  5.00%, 08/01/2035 | 4205.0 | 4537.0 |
|  5.00%, 09/15/2035 | 2580.0 | 2645.0 |
|  5.00%, 01/15/2036 | 200.0 | 224.0 |
|  5.00%, 04/01/2036 | 4135.0 | 4167.0 |
|  5.00%, 11/15/2037 | 3125.0 | 3216.0 |
|  5.00%, 01/15/2039 | 360.0 | 382.0 |
|  5.00%, 01/15/2039 | 450.0 | 493.0 |
|  5.00%, 01/15/2040 | 500.0 | 545.0 |
|  5.00%, 01/15/2041 | 475.0 | 515.0 |
|  5.00%, 11/15/2041 | 1550.0 | 1560.0 |
|  5.00%, 01/15/2043 | 2850.0 | 3107.0 |
|  5.25%, 08/01/2040 | 2000.0 | 2133.0 |
|  5.50%, 08/01/2041 | 11255.0 | 12134.0 |
|  Riverhead Industrial Development Agency |  |  |
|  4.00%, 08/01/2030 | 1170.0 | 1179.0 |
|  4.50%, 08/01/2035 | 970.0 | 993.0 |
|  Saratoga County Capital Resource Corp. |  |  |
|  4.88%, 07/01/2044 | 4905.0 | 5028.0 |
|  St Lawrence County Industrial Development Agency |  |  |
|  4.60%, 09/01/2042(1) | 3000.0 | 2946.0 |
|  State of New York Mortgage Agency Homeowner Mortgage Revenue |  |  |
|  2.35%, 04/01/2031 | 1835.0 | 1705.0 |
|  3.25%, 10/01/2051 | 4230.0 | 4178.0 |
|  4.25%, 10/01/2047 | 700.0 | 703.0 |
|  Suffolk County Economic Development Corp. |  |  |
|  5.38%, 11/01/2054(2) | 1210.0 | 962.0 |
|  Town of Oyster Bay NY |  |  |
|  2.00%, 03/01/2033 | 1415.0 | 1238.0 |
|  Town of Watertown NY |  |  |
|  5.25%, 04/09/2026 | 2000.0 | 2001.0 |
|  Triborough Bridge & Tunnel Authority |  |  |
|  2.00%, 05/15/2045(1) | 2425.0 | 2342.0 |
|  2.00%, 05/15/2045(1) | 6375.0 | 6162.0 |
|  4.00%, 11/15/2033 | 570.0 | 605.0 |
|  4.00%, 11/15/2034 | 115.0 | 121.0 |
|  4.00%, 05/15/2040 | 1250.0 | 1245.0 |
|  5.00%, 03/15/2027 | 22510.0 | 23021.0 |
|  5.00%, 02/01/2028 | 20000.0 | 20853.0 |
|  5.00%, 03/01/2028 | 9740.0 | 10188.0 |
|  5.00%, 11/15/2032 | 5920.0 | 6648.0 |
|  5.00%, 11/15/2033 | 6000.0 | 6529.0 |
|  5.00%, 11/15/2034 | 430.0 | 483.0 |
|  5.00%, 11/15/2034 | 4165.0 | 4375.0 |
|  5.00%, 11/15/2034 | 6250.0 | 7076.0 |
|  5.00%, 11/15/2035 | 5000.0 | 5607.0 |
|  5.00%, 11/15/2036 | 5000.0 | 5574.0 |
|  5.00%, 11/15/2036 | 7500.0 | 7646.0 |
|  5.00%, 11/15/2036 | 20000.0 | 22585.0 |
|  5.00%, 11/15/2037 | 4500.0 | 5072.0 |
|  5.00%, 11/15/2037 | 8920.0 | 9893.0 |
|  5.00%, 11/15/2038 | 3905.0 | 4316.0 |
|  5.00%, 05/15/2039 | 5000.0 | 5346.0 |
|  5.00%, 11/15/2039 | 3000.0 | 3238.0 |
|  5.00%, 11/15/2040 | 1000.0 | 1081.0 |
|  5.00%, 05/15/2041 | 5075.0 | 5390.0 |
|  5.00%, 11/15/2042 | 1910.0 | 1969.0 |
|  5.00%, 11/15/2042 | 2900.0 | 3067.0 |
|  5.00%, 11/15/2042 | 4000.0 | 4345.0 |
|  5.00%, 11/15/2042 | 20000.0 | 21956.0 |
|  5.00%, 11/15/2049 | 340.0 | 348.0 |
|  5.00%, 05/15/2051(1) | 1900.0 | 1906.0 |
|  5.25%, 05/15/2041 | 1895.0 | 2052.0 |
|  5.25%, 05/15/2052 | 4870.0 | 5034.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Triborough Bridge & Tunnel Authority Sales Tax Revenue |  |  |
|  5.00%, 05/15/2040 | 340 | 367.0 |
|  Ulster County Capital Resource Corp. |  |  |
|  5.88%, 09/15/2059(2) | 1905 | 1881.0 |
|  Utility Debt Securitization Authority |  |  |
|  5.00%, 12/15/2040 | 5000 | 5115.0 |
|  5.00%, 12/15/2041 | 7800 | 8633.0 |
|  Village of Attica NY |  |  |
|  3.75%, 03/26/2027 | 3000 | 3002.0 |
|  Webster Central School District |  |  |
|  2.00%, 06/15/2031 | 1105 | 1002.0 |
|  Westchester County Local Development Corp. |  |  |
|  6.00%, 12/01/2045(2) | 700 | 712.0 |
|  Total New York | Total New York | 1707792.0 |
|  **North Carolina – 0.89%** |  |  |
|  Charlotte-Mecklenburg Hospital Authority |  |  |
|  5.00%, 01/15/2050(1) | 1500 | 1584.0 |
|  City of Asheville NC |  |  |
|  5.00%, 04/01/2039 | 625 | 695.0 |
|  5.00%, 04/01/2040 | 1660 | 1832.0 |
|  5.00%, 04/01/2042 | 1465 | 1597.0 |
|  5.00%, 04/01/2043 | 1525 | 1652.0 |
|  City of Greensboro NC |  |  |
|  2.00%, 04/01/2036 | 280 | 232.0 |
|  County of Alamance NC |  |  |
|  2.00%, 05/01/2034 | 1445 | 1243.0 |
|  2.00%, 05/01/2035 | 2000 | 1678.0 |
|  County of Forsyth NC |  |  |
|  1.63%, 03/01/2034 | 1010 | 846.0 |
|  County of Gaston NC |  |  |
|  5.00%, 03/01/2039 | 3625 | 4067.0 |
|  County of Johnston NC |  |  |
|  2.00%, 02/01/2034 | 1060 | 926.0 |
|  County of Moore NC |  |  |
|  2.00%, 06/01/2036 | 1385 | 1127.0 |
|  Cumberland County Industrial Facilities & Pollution Control Financing Authority |  |  |
|  3.13%, 12/01/2027(1) | 23440 | 23443.0 |
|  Gastonia Housing Authority |  |  |
|  4.55%, 12/01/2041 | 2250 | 2286.0 |
|  Greater Asheville Regional Airport Authority |  |  |
|  5.00%, 07/01/2035 | 1750 | 1866.0 |
|  5.00%, 07/01/2036 | 1505 | 1596.0 |
|  5.00%, 07/01/2037 | 1520 | 1614.0 |
|  5.00%, 07/01/2037 | 1780 | 1877.0 |
|  5.25%, 07/01/2038 | 1200 | 1289.0 |
|  5.25%, 07/01/2042 | 1100 | 1162.0 |
|  5.25%, 07/01/2043 | 2975 | 3150.0 |
|  Inlivian |  |  |
|  5.05%, 02/01/2043 | 2000 | 2086.0 |
|  Nash Health Care Systems |  |  |
|  5.00%, 02/01/2045 | 1000 | 1031.0 |
|  North Carolina Capital Facilities Finance Agency |  |  |
|  5.00%, 05/01/2031 | 1000 | 1085.0 |
|  North Carolina Housing Finance Agency |  |  |
|  3.15%, 02/01/2030(1) | 7000 | 7006.0 |
|  3.75%, 07/01/2052 | 2325 | 2336.0 |
|  4.00%, 01/01/2050 | 1790 | 1801.0 |
|  5.00%, 04/01/2029(1) | 3841 | 3991.0 |
|  5.50%, 01/01/2054 | 7030 | 7512.0 |
|  5.75%, 01/01/2054 | 8375 | 8910.0 |
|  6.00%, 07/01/2053 | 3485 | 3698.0 |
|  6.25%, 01/01/2055 | 3375 | 3742.0 |
|  6.25%, 01/01/2055 | 4970 | 5363.0 |
|  6.25%, 01/01/2055 | 7495 | 8102.0 |
|  6.25%, 01/01/2056 | 8505 | 9511.0 |
|  6.25%, 01/01/2057 | 1265 | 1431.0 |
|  6.50%, 01/01/2056 | 4695 | 5332.0 |
|  North Carolina Medical Care Commission |  |  |
|  2.55%, 06/01/2048(1) | 3955 | 3953.0 |
|  3.00%, 02/01/2033 | 845 | 817.0 |
|  3.40%, 10/01/2029 | 1000 | 1001.0 |
|  4.00%, 09/01/2034 | 2205 | 2222.0 |
|  4.05%, 01/01/2030 | 810 | 810.0 |
|  5.00%, 03/01/2028 | 155 | 159.0 |
|  5.00%, 10/01/2033 | 1000 | 1060.0 |
|  5.00%, 10/01/2036 | 245 | 254.0 |
|  5.00%, 06/01/2038 | 6400 | 7074.0 |
|  5.00%, 06/01/2055(1) | 4290 | 4595.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  North Carolina State Education Assistance Authority |  |  |
|  5.50%, 06/01/2029 | 1000 | 1054.0 |
|  5.50%, 06/01/2030 | 2390 | 2545.0 |
|  5.50%, 06/01/2033 | 3000 | 3253.0 |
|  North Carolina Turnpike Authority |  |  |
|  5.00%, 01/01/2028 | 1700 | 1756.0 |
|  5.00%, 01/01/2049 | 4030 | 4065.0 |
|  Raleigh Housing Authority |  |  |
|  5.00%, 08/01/2028(1) | 350 | 359.0 |
|  5.00%, 08/01/2028(1) | 375 | 385.0 |
|  5.00%, 09/01/2041(1) | 1780 | 1783.0 |
|  State of North Carolina |  |  |
|  2.00%, 06/01/2030 | 2005 | 1899.0 |
|  2.00%, 03/01/2036 | 2230 | 1834.0 |
|  5.00%, 03/01/2036 | 3350 | 3805.0 |
|  5.00%, 03/01/2037 | 4515 | 5085.0 |
|  Winston-Salem State University |  |  |
|  5.00%, 06/01/2034 | 900 | 902.0 |
|  Total North Carolina | Total North Carolina | 179369.0 |
|  **North Dakota – 0.31%** |  |  |
|  City of Grand Forks ND |  |  |
|  4.00%, 12/01/2037 | 675 | 654.0 |
|  4.00%, 12/01/2041 | 1830 | 1690.0 |
|  4.00%, 12/01/2046 | 1425 | 1237.0 |
|  5.00%, 12/01/2027 | 1110 | 1135.0 |
|  5.00%, 12/01/2028 | 1500 | 1551.0 |
|  5.00%, 12/01/2031 | 2650 | 2788.0 |
|  5.00%, 12/01/2034 | 725 | 792.0 |
|  5.00%, 12/01/2036 | 545 | 588.0 |
|  5.00%, 12/01/2038 | 500 | 533.0 |
|  5.00%, 12/01/2040 | 500 | 527.0 |
|  5.00%, 12/01/2042 | 500 | 523.0 |
|  City of Horace ND |  |  |
|  4.50%, 05/01/2039 | 2600 | 2619.0 |
|  4.75%, 05/01/2052 | 1600 | 1539.0 |
|  City of Mayville ND |  |  |
|  5.00%, 05/01/2033 | 1445 | 1494.0 |
|  5.25%, 05/01/2038 | 1000 | 1016.0 |
|  North Dakota Building Authority |  |  |
|  5.00%, 12/01/2038 | 2000 | 2108.0 |
|  North Dakota Housing Finance Agency |  |  |
|  3.00%, 07/01/2051 | 3045 | 3008.0 |
|  3.00%, 01/01/2052 | 870 | 857.0 |
|  3.25%, 01/01/2027 | 415 | 416.0 |
|  3.25%, 07/01/2027 | 1465 | 1470.0 |
|  3.30%, 07/01/2028 | 1580 | 1588.0 |
|  5.00%, 07/01/2042 | 2375 | 2534.0 |
|  5.75%, 01/01/2054 | 5555 | 5909.0 |
|  6.00%, 07/01/2055 | 3215 | 3553.0 |
|  6.25%, 01/01/2054 | 590 | 638.0 |
|  6.25%, 01/01/2055 | 1185 | 1315.0 |
|  North Dakota Public Finance Authority |  |  |
|  5.00%, 10/01/2032 | 4605 | 5193.0 |
|  5.00%, 10/01/2033 | 8765 | 9967.0 |
|  Williston Basin School District No 7 |  |  |
|  4.13%, 08/01/2042 | 2340 | 2327.0 |
|  4.25%, 08/01/2044 | 2535 | 2495.0 |
|  Total North Dakota | Total North Dakota | 62064.0 |
|  **Ohio – 1.96%** |  |  |
|  Akron Bath Copley Joint Township Hospital District |  |  |
|  4.00%, 11/15/2037 | 700 | 736.0 |
|  4.00%, 11/15/2038 | 450 | 473.0 |
|  5.25%, 11/15/2031 | 530 | 539.0 |
|  5.25%, 11/15/2032 | 645 | 656.0 |
|  5.25%, 11/15/2033 | 1770 | 1799.0 |
|  5.25%, 11/15/2046 | 1255 | 1275.0 |
|  American Municipal Power, Inc. |  |  |
|  4.00%, 02/15/2036 | 1975 | 1999.0 |
|  4.00%, 02/15/2038 | 1985 | 1989.0 |
|  5.00%, 02/15/2035 | 3285 | 3523.0 |
|  Bedford City School District |  |  |
|  5.50%, 12/01/2050 | 6000 | 6276.0 |
|  5.50%, 12/01/2055 | 7750 | 8049.0 |
|  Buckeye Tobacco Settlement Financing Authority |  |  |
|  3.00%, 06/01/2048 | 6305 | 4407.0 |
|  5.00%, 06/01/2055 | 11865 | 9567.0 |
|  Chippewa Local School District |  |  |
|  5.00%, 12/01/2041 | 1170 | 1227.0 |
|  City of Cleveland OH Income Tax Revenue |  |  |
|  3.00%, 10/01/2036 | 500 | 458.0 |
|  3.00%, 10/01/2037 | 1000 | 897.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  City of Dayton OH Airport Revenue |  |  |
|  5.00%, 12/01/2029 | 1245.0 | 1259.0 |
|  City of Norwood OH |  |  |
|  5.00%, 12/01/2035 | 750.0 | 783.0 |
|  5.00%, 12/01/2041 | 500.0 | 510.0 |
|  Clear Fork Valley Local School District |  |  |
|  3.00%, 12/01/2036 | 1855.0 | 1656.0 |
|  Clermont County Port Authority |  |  |
|  5.00%, 12/01/2029 | 750.0 | 751.0 |
|  5.00%, 12/01/2030 | 850.0 | 851.0 |
|  Cleveland Municipal School District |  |  |
|  5.00%, 12/01/2040 | 450.0 | 486.0 |
|  5.00%, 12/01/2041 | 700.0 | 747.0 |
|  5.00%, 12/01/2044 | 800.0 | 839.0 |
|  5.00%, 12/01/2045 | 575.0 | 598.0 |
|  5.00%, 12/01/2046 | 550.0 | 569.0 |
|  Columbus Regional Airport Authority |  |  |
|  5.00%, 01/01/2030 | 3000.0 | 3190.0 |
|  5.00%, 01/01/2031 | 4860.0 | 5226.0 |
|  5.00%, 01/01/2032 | 4485.0 | 4871.0 |
|  5.00%, 01/01/2033 | 4300.0 | 4703.0 |
|  5.00%, 01/01/2034 | 3120.0 | 3423.0 |
|  5.00%, 01/01/2036 | 6985.0 | 7600.0 |
|  5.25%, 01/01/2041 | 1510.0 | 1615.0 |
|  5.25%, 01/01/2042 | 7750.0 | 8242.0 |
|  5.25%, 01/01/2043 | 15750.0 | 16650.0 |
|  Columbus-Franklin County Finance Authority |  |  |
|  2.70%, 11/15/2033 | 550.0 | 550.0 |
|  4.82%, 11/01/2043 | 1000.0 | 1026.0 |
|  5.00%, 12/01/2028(1) | 2100.0 | 2167.0 |
|  5.13%, 01/01/2044 | 2800.0 | 2931.0 |
|  County of Allen OH Hospital Facilities Revenue |  |  |
|  4.00%, 12/01/2040 | 2000.0 | 1909.0 |
|  5.00%, 12/01/2029 | 585.0 | 628.0 |
|  5.00%, 11/01/2041 | 7250.0 | 7675.0 |
|  County of Fayette OH |  |  |
|  5.25%, 12/01/2045 | 1980.0 | 2125.0 |
|  5.25%, 12/01/2049 | 1500.0 | 1566.0 |
|  5.25%, 12/01/2054 | 4000.0 | 4136.0 |
|  County of Franklin OH |  |  |
|  2.63%, 12/01/2046(1) | 4180.0 | 4179.0 |
|  5.00%, 11/01/2048 | 4350.0 | 4584.0 |
|  5.80%, 05/20/2044 | 1150.0 | 1155.0 |
|  County of Hamilton OH |  |  |
|  5.00%, 11/15/2049 | 2540.0 | 2665.0 |
|  County of Lake OH |  |  |
|  5.00%, 12/01/2046 | 1890.0 | 1923.0 |
|  County of Montgomery OH |  |  |
|  5.25%, 09/01/2044 | 500.0 | 518.0 |
|  5.25%, 09/01/2049 | 3500.0 | 3506.0 |
|  County of Muskingum OH |  |  |
|  5.00%, 02/15/2044 | 2480.0 | 2451.0 |
|  5.00%, 02/15/2048 | 1700.0 | 1593.0 |
|  County of Ross OH |  |  |
|  5.00%, 12/01/2039 | 1900.0 | 1933.0 |
|  County of Scioto OH |  |  |
|  5.00%, 02/15/2029 | 700.0 | 719.0 |
|  EHOVE Joint Vocational School District |  |  |
|  5.50%, 12/01/2055 | 2000.0 | 2064.0 |
|  Forest Hills Local School District |  |  |
|  5.00%, 12/01/2044 | 4725.0 | 4726.0 |
|  Franklin County Convention Facilities Authority |  |  |
|  5.00%, 12/01/2035 | 8000.0 | 8914.0 |
|  5.00%, 12/01/2036 | 8850.0 | 9764.0 |
|  5.00%, 12/01/2037 | 9000.0 | 9858.0 |
|  5.00%, 12/01/2038 | 2795.0 | 3044.0 |
|  Gahanna-Jefferson City School District |  |  |
|  5.50%, 12/01/2050 | 775.0 | 792.0 |
|  Huber Heights City School District |  |  |
|  3.00%, 12/01/2036 | 2045.0 | 1829.0 |
|  JobsOhio Beverage System |  |  |
|  5.00%, 01/01/2038 | 8765.0 | 9866.0 |
|  Lancaster Port Authority |  |  |
|  5.00%, 02/01/2055(1) | 3500.0 | 3683.0 |
|  Miami University/Oxford OH |  |  |
|  4.00%, 09/01/2036 | 1000.0 | 1015.0 |
|  5.00%, 09/01/2030 | 475.0 | 518.0 |
|  5.00%, 09/01/2034 | 700.0 | 705.0 |
|  Oberlin City School District |  |  |
|  5.00%, 11/01/2032 | 200.0 | 222.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 11/01/2033 | 405.0 | 453.0 |
|  5.00%, 11/01/2034 | 300.0 | 337.0 |
|  5.00%, 11/01/2037 | 300.0 | 329.0 |
|  5.00%, 11/01/2038 | 300.0 | 327.0 |
|  5.00%, 11/01/2039 | 300.0 | 326.0 |
|  Ohio Air Quality Development Authority |  |  |
|  3.50%, 08/01/2034(1) | 4000.0 | 4004.0 |
|  3.70%, 04/01/2028 | 5045.0 | 5077.0 |
|  3.75%, 01/15/2028(2) | 4775.0 | 4784.0 |
|  3.75%, 01/01/2029 | 11000.0 | 11099.0 |
|  3.88%, 01/01/2036 | 2600.0 | 2567.0 |
|  4.00%, 09/01/2030(1) | 1500.0 | 1515.0 |
|  4.25%, 01/15/2038(2) | 1500.0 | 1472.0 |
|  4.25%, 11/01/2039(1) | 9985.0 | 10071.0 |
|  4.35%, 06/30/2040 | 4400.0 | 4326.0 |
|  4.50%, 01/15/2048(2) | 2790.0 | 2558.0 |
|  Ohio Higher Educational Facility Commission |  |  |
|  5.00%, 01/01/2032 | 235.0 | 250.0 |
|  5.00%, 05/01/2032 | 635.0 | 636.0 |
|  5.00%, 01/01/2033 | 285.0 | 302.0 |
|  5.00%, 05/01/2033 | 430.0 | 447.0 |
|  5.00%, 01/01/2034 | 515.0 | 544.0 |
|  5.25%, 01/01/2035 | 685.0 | 734.0 |
|  5.25%, 01/01/2036 | 500.0 | 533.0 |
|  5.25%, 01/01/2037 | 420.0 | 445.0 |
|  Ohio Housing Finance Agency |  |  |
|  3.15%, 01/01/2044(1) | 5000.0 | 4981.0 |
|  3.37%, 03/01/2028(1) | 2700.0 | 2709.0 |
|  4.50%, 03/01/2050 | 80.0 | 81.0 |
|  5.00%, 09/01/2028 | 50.0 | 53.0 |
|  5.00%, 03/01/2029 | 50.0 | 53.0 |
|  5.00%, 09/01/2029 | 100.0 | 107.0 |
|  5.00%, 03/01/2030 | 100.0 | 107.0 |
|  5.00%, 09/01/2030 | 100.0 | 108.0 |
|  5.00%, 03/01/2031 | 100.0 | 108.0 |
|  5.00%, 09/01/2031 | 100.0 | 109.0 |
|  5.00%, 03/01/2032 | 75.0 | 82.0 |
|  5.00%, 09/01/2032 | 100.0 | 109.0 |
|  5.00%, 03/01/2033 | 150.0 | 164.0 |
|  5.00%, 09/01/2033 | 75.0 | 82.0 |
|  5.00%, 04/01/2045 | 1470.0 | 1486.0 |
|  5.00%, 03/01/2052 | 680.0 | 706.0 |
|  6.25%, 03/01/2056 | 6045.0 | 6658.0 |
|  6.50%, 03/01/2056 | 1995.0 | 2271.0 |
|  7.50%, 03/01/2049 | 2000.0 | 2372.0 |
|  Ohio State University |  |  |
|  4.00%, 12/01/2040 | 8135.0 | 8144.0 |
|  Ohio Turnpike & Infrastructure Commission |  |  |
|  5.00%, 02/15/2039 | 1100.0 | 1192.0 |
|  Ohio Water Development Authority |  |  |
|  5.00%, 12/01/2031 | 600.0 | 670.0 |
|  5.00%, 06/01/2032 | 350.0 | 393.0 |
|  5.00%, 06/01/2033 | 350.0 | 394.0 |
|  5.00%, 12/01/2033 | 400.0 | 449.0 |
|  5.00%, 06/01/2034 | 300.0 | 336.0 |
|  5.00%, 12/01/2034 | 425.0 | 475.0 |
|  5.00%, 06/01/2035 | 500.0 | 557.0 |
|  5.00%, 12/01/2035 | 600.0 | 666.0 |
|  Ohio Water Development Authority Water Pollution Control Loan Fund |  |  |
|  5.00%, 12/01/2036 | 3000.0 | 3179.0 |
|  Port of Greater Cincinnati Development Authority |  |  |
|  3.75%, 12/01/2031(2) | 720.0 | 730.0 |
|  5.00%, 12/01/2055 | 1000.0 | 1004.0 |
|  5.00%, 12/01/2060 | 1000.0 | 1002.0 |
|  State of Ohio |  |  |
|  2.75%, 01/01/2052(1) | 2215.0 | 2203.0 |
|  3.90%, 01/15/2050(1) | 10500.0 | 10583.0 |
|  4.00%, 01/01/2034 | 5000.0 | 5047.0 |
|  5.00%, 02/01/2028 | 1295.0 | 1353.0 |
|  5.00%, 03/01/2028 | 690.0 | 723.0 |
|  5.00%, 03/01/2028 | 860.0 | 901.0 |
|  5.00%, 03/15/2028 | 1725.0 | 1808.0 |
|  5.00%, 01/01/2029 | 5685.0 | 6023.0 |
|  5.00%, 01/01/2030 | 1170.0 | 1212.0 |
|  5.00%, 01/01/2032 | 7645.0 | 8467.0 |
|  5.00%, 12/15/2032 | 1000.0 | 1094.0 |
|  5.00%, 12/15/2033 | 1000.0 | 1090.0 |
|  5.00%, 12/15/2034 | 1000.0 | 1085.0 |
|  5.00%, 12/31/2035 | 1010.0 | 1011.0 |
|  5.00%, 10/01/2036 | 2895.0 | 3010.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/31/2039 | 4110 | 4111.0 |
|  5.00%, 03/01/2040 | 3200 | 3441.0 |
|  Summit County Development Finance Authority |  |  |
|  5.00%, 07/01/2045 | 1000 | 1023.0 |
|  5.25%, 07/01/2055 | 5500 | 5568.0 |
|  5.50%, 07/01/2060 | 5000 | 5134.0 |
|  University of Akron |  |  |
|  4.00%, 01/01/2027 | 2780 | 2804.0 |
|  5.00%, 01/01/2034 | 2000 | 2008.0 |
|  5.00%, 01/01/2035 | 2500 | 2509.0 |
|  5.00%, 01/01/2037 | 6675 | 6695.0 |
|  5.00%, 01/01/2038 | 5225 | 5239.0 |
|  Warren County Port Authority |  |  |
|  4.00%, 12/01/2041 | 570 | 527.0 |
|  6.00%, 12/01/2042 | 1000 | 1067.0 |
|  Youngstown State University |  |  |
|  3.00%, 12/15/2033 | 730 | 696.0 |
|  Total Ohio | Total Ohio | 396483.0 |
|  **Oklahoma – 0.75%** |  |  |
|  Cache Educational Facilities Authority |  |  |
|  5.00%, 09/01/2034 | 1500 | 1619.0 |
|  Canadian County Educational Facilities Authority |  |  |
|  5.00%, 09/01/2026 | 330 | 333.0 |
|  Cleveland County Home Loan Authority |  |  |
|  6.00%, 07/01/2056 | 2735 | 3037.0 |
|  Edmond Public Works Authority |  |  |
|  5.00%, 07/01/2037 | 400 | 426.0 |
|  5.00%, 07/01/2038 | 425 | 452.0 |
|  5.00%, 01/01/2039 | 450 | 477.0 |
|  Grady County School Finance Authority |  |  |
|  5.00%, 09/01/2028 | 375 | 390.0 |
|  5.00%, 09/01/2030 | 1235 | 1286.0 |
|  5.13%, 12/01/2038 | 955 | 1018.0 |
|  5.13%, 12/01/2039 | 510 | 540.0 |
|  5.13%, 12/01/2040 | 560 | 589.0 |
|  Grand River Dam Authority |  |  |
|  5.00%, 06/01/2038 | 2000 | 2164.0 |
|  Kingston Economic Development Authority |  |  |
|  5.00%, 08/20/2029 | 410 | 434.0 |
|  5.00%, 08/20/2030 | 305 | 327.0 |
|  5.00%, 08/20/2031 | 560 | 606.0 |
|  Lawton Industrial Development Authority |  |  |
|  5.00%, 07/01/2051 | 2000 | 2031.0 |
|  Lincoln County Educational Facilities Authority |  |  |
|  3.25%, 10/15/2034 | 4945 | 4724.0 |
|  McClain County Economic Development Authority |  |  |
|  5.00%, 09/01/2027 | 200 | 205.0 |
|  5.00%, 09/01/2029 | 315 | 332.0 |
|  5.00%, 09/01/2030 | 200 | 213.0 |
|  5.00%, 09/01/2031 | 200 | 215.0 |
|  5.00%, 09/01/2032 | 400 | 432.0 |
|  5.25%, 09/01/2037 | 1000 | 1091.0 |
|  5.25%, 09/01/2038 | 1000 | 1086.0 |
|  5.25%, 09/01/2039 | 1000 | 1080.0 |
|  Mcintosh County Educational Facilities Authority |  |  |
|  5.00%, 09/01/2038 | 1320 | 1371.0 |
|  Muskogee Industrial Trust |  |  |
|  4.00%, 09/01/2029 | 3010 | 3024.0 |
|  Oklahoma Capitol Improvement Authority |  |  |
|  5.00%, 07/01/2035 | 750 | 857.0 |
|  5.00%, 07/01/2036 | 775 | 880.0 |
|  5.00%, 07/01/2037 | 1550 | 1745.0 |
|  5.00%, 07/01/2038 | 1000 | 1116.0 |
|  5.25%, 07/01/2050 | 1750 | 1846.0 |
|  Oklahoma City Airport Trust |  |  |
|  5.00%, 07/01/2026 | 2195 | 2206.0 |
|  5.00%, 07/01/2031 | 2820 | 2925.0 |
|  Oklahoma County Finance Authority |  |  |
|  5.00%, 10/01/2030 | 800 | 869.0 |
|  5.00%, 10/01/2031 | 1600 | 1760.0 |
|  5.00%, 09/01/2032 | 2870 | 2996.0 |
|  Oklahoma Development Finance Authority |  |  |
|  5.00%, 08/01/2026 | 75 | 75.0 |
|  5.00%, 08/01/2030 | 1010 | 1037.0 |
|  Oklahoma Housing Finance Agency |  |  |
|  4.75%, 09/01/2055 | 2860 | 2796.0 |
|  4.95%, 09/01/2045 | 560 | 570.0 |
|  6.00%, 09/01/2057 | 1350 | 1514.0 |
|  6.25%, 09/01/2056 | 4455 | 4984.0 |
|  6.50%, 09/01/2054 | 425 | 475.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.50%, 03/01/2056 | 6305 | 7099.0 |
|  Oklahoma Industries Authority |  |  |
|  5.00%, 04/01/2028 | 5945 | 6211.0 |
|  5.00%, 04/01/2032 | 8900 | 9866.0 |
|  Oklahoma Municipal Power Authority |  |  |
|  5.25%, 01/01/2051 | 2750 | 2895.0 |
|  Oklahoma Turnpike Authority |  |  |
|  5.00%, 01/01/2027 | 3000 | 3056.0 |
|  5.00%, 01/01/2028 | 2905 | 3024.0 |
|  5.00%, 01/01/2039 | 4400 | 4888.0 |
|  5.00%, 01/01/2041 | 5450 | 5965.0 |
|  5.00%, 01/01/2042 | 4850 | 5265.0 |
|  5.00%, 01/01/2043 | 4300 | 4630.0 |
|  5.50%, 01/01/2053 | 7000 | 7359.0 |
|  5.50%, 01/01/2054 | 2500 | 2661.0 |
|  Oklahoma Water Resources Board |  |  |
|  3.00%, 10/01/2041 | 1545 | 1313.0 |
|  5.00%, 10/01/2038 | 565 | 616.0 |
|  5.00%, 10/01/2039 | 530 | 575.0 |
|  5.00%, 10/01/2051 | 3000 | 3087.0 |
|  Ottawa County Educational Facilities Authority |  |  |
|  4.00%, 09/01/2031 | 1240 | 1241.0 |
|  4.00%, 09/01/2032 | 1195 | 1191.0 |
|  Stillwater Utilities Authority |  |  |
|  5.00%, 10/01/2037 | 1000 | 1084.0 |
|  5.00%, 10/01/2038 | 675 | 731.0 |
|  5.00%, 10/01/2039 | 725 | 782.0 |
|  Tulsa County Home Finance Authority |  |  |
|  5.75%, 01/01/2056 | 3875 | 4222.0 |
|  Tulsa County Independent School District No 9 Union |  |  |
|  2.00%, 04/01/2027 | 2675 | 2655.0 |
|  Tulsa Industrial Authority |  |  |
|  5.00%, 10/01/2031 | 2000 | 2003.0 |
|  Tulsa Municipal Airport Trust Trustees |  |  |
|  6.25%, 12/01/2035 | 9975 | 11304.0 |
|  Total Oklahoma | Total Oklahoma | 151876.0 |
|  **Oregon – 1.15%** |  |  |
|  Astoria Hospital Facilities Authority |  |  |
|  5.00%, 08/01/2034 | 3130 | 3397.0 |
|  5.25%, 08/01/2037 | 1955 | 2111.0 |
|  5.25%, 08/01/2039 | 1100 | 1170.0 |
|  5.25%, 08/01/2040 | 1000 | 1053.0 |
|  City of Forest Grove OR |  |  |
|  5.00%, 05/01/2027 | 1195 | 1209.0 |
|  5.00%, 05/01/2029 | 1315 | 1360.0 |
|  City of Portland OR Sewer System Revenue |  |  |
|  5.00%, 12/01/2047 | 2000 | 2085.0 |
|  City of Redmond OR |  |  |
|  5.00%, 06/01/2035 | 795 | 876.0 |
|  5.00%, 06/01/2039 | 1000 | 1070.0 |
|  5.00%, 06/01/2040 | 1785 | 1894.0 |
|  5.25%, 06/01/2041 | 1250 | 1349.0 |
|  5.25%, 06/01/2044 | 2185 | 2309.0 |
|  5.50%, 06/01/2052 | 1000 | 1039.0 |
|  Clackamas County School District No 7J Lake Oswego |  |  |
|  5.00%, 06/01/2043 | 1000 | 1086.0 |
|  Coos County School District No 9 Coos Bay |  |  |
|  5.00%, 06/15/2043 | 1010 | 1034.0 |
|  County of Clackamas OR |  |  |
|  1.75%, 06/01/2038 | 1215 | 908.0 |
|  Deschutes & Jefferson Counties School District No 2J Redmond |  |  |
|  5.00%, 06/15/2040 | 700 | 766.0 |
|  5.00%, 06/15/2041 | 700 | 763.0 |
|  5.00%, 06/15/2042 | 1245 | 1346.0 |
|  5.00%, 06/15/2043 | 2300 | 2475.0 |
|  5.00%, 06/15/2044 | 2000 | 2134.0 |
|  Deschutes County Administrative School District No 1 Bend-La Pine |  |  |
|  3.00%, 06/15/2029 | 3000 | 2999.0 |
|  Hillsboro School District No 1J |  |  |
|  5.00%, 06/15/2028 | 1525 | 1569.0 |
|  Metro |  |  |
|  5.00%, 06/15/2042 | 5450 | 5531.0 |
|  Multnomah & Clackamas Counties School District No 10JT Gresham-Barlow |  |  |
|  0.00%, 06/15/2034 | 7150 | 5087.0 |
|  Multnomah-Clackamas Counties Centennial School District No 28JT |  |  |
|  5.00%, 06/15/2045 | 950 | 980.0 |
|  Oregon City School District No 62 |  |  |
|  0.00%, 06/15/2030 | 800 | 704.0 |
|  Oregon Health & Science University |  |  |
|  5.00%, 07/01/2038 | 1000 | 1003.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 07/01/2046(1) | 555 | 589.0 |
|  Oregon State Facilities Authority |  |  |
|  5.00%, 06/01/2030 | 5000 | 5368.0 |
|  5.00%, 10/01/2031 | 1085 | 1086.0 |
|  Oregon State Lottery |  |  |
|  5.00%, 04/01/2037 | 1000 | 1129.0 |
|  5.00%, 04/01/2039 | 1500 | 1668.0 |
|  5.25%, 04/01/2045 | 2000 | 2183.0 |
|  Pacific Communities Health District |  |  |
|  5.00%, 06/01/2032 | 1150 | 1154.0 |
|  Port of Morrow OR |  |  |
|  5.15%, 10/01/2026(2) | 25790 | 25788.0 |
|  Port of Portland OR Airport Revenue |  |  |
|  5.00%, 07/01/2028 | 1000 | 1045.0 |
|  5.00%, 07/01/2029 | 750 | 785.0 |
|  5.00%, 07/01/2031 | 1000 | 1013.0 |
|  5.00%, 07/01/2032 | 12930 | 14136.0 |
|  5.00%, 07/01/2033 | 1375 | 1444.0 |
|  5.00%, 07/01/2035 | 3240 | 3274.0 |
|  5.00%, 07/01/2036 | 2200 | 2380.0 |
|  5.00%, 07/01/2038 | 3250 | 3475.0 |
|  5.00%, 07/01/2038 | 4440 | 4783.0 |
|  5.00%, 07/01/2038 | 7075 | 7621.0 |
|  5.00%, 07/01/2039 | 4660 | 4991.0 |
|  5.00%, 07/01/2039 | 8790 | 9414.0 |
|  5.00%, 07/01/2045 | 2420 | 2459.0 |
|  5.25%, 07/01/2039 | 7000 | 7577.0 |
|  5.25%, 07/01/2042 | 2450 | 2635.0 |
|  5.25%, 07/01/2043 | 18730 | 19893.0 |
|  5.25%, 07/01/2044 | 7710 | 8185.0 |
|  5.50%, 07/01/2048 | 2835 | 2970.0 |
|  Salem Hospital Facility Authority |  |  |
|  4.00%, 05/15/2030 | 190 | 192.0 |
|  4.00%, 05/15/2041 | 1590 | 1501.0 |
|  State of Oregon |  |  |
|  5.00%, 05/01/2026 | 1780 | 1784.0 |
|  5.00%, 08/01/2036 | 890 | 1013.0 |
|  5.00%, 08/01/2037 | 710 | 802.0 |
|  5.00%, 08/01/2038 | 1290 | 1447.0 |
|  5.00%, 06/01/2039 | 3875 | 4311.0 |
|  5.00%, 06/01/2040 | 2500 | 2764.0 |
|  5.00%, 05/01/2041 | 3750 | 4122.0 |
|  5.25%, 05/01/2043 | 2385 | 2650.0 |
|  5.25%, 05/01/2044 | 2000 | 2203.0 |
|  5.25%, 06/01/2045 | 2500 | 2731.0 |
|  6.25%, 06/01/2055 | 3740 | 4130.0 |
|  State of Oregon Department of Transportation |  |  |
|  5.00%, 11/15/2037 | 4500 | 4749.0 |
|  State of Oregon Housing & Community Services Department |  |  |
|  2.65%, 07/01/2039 | 980 | 826.0 |
|  6.50%, 07/01/2054 | 3295 | 3650.0 |
|  Tri-County Metropolitan Transportation District of Oregon |  |  |
|  3.00%, 09/01/2044 | 3000 | 2459.0 |
|  Washington & Clackamas Counties School District No 23J Tigard-Tualatin |  |  |
|  5.00%, 06/15/2039 | 1000 | 1113.0 |
|  Washington & Multnomah Counties School District No 48J Beaverton |  |  |
|  0.00%, 06/15/2037 | 2000 | 1269.0 |
|  0.00%, 06/15/2040 | 2750 | 1459.0 |
|  Total Oregon | Total Oregon | 231527.0 |
|  **Other Territory – 0.17%** |  |  |
|  FHLMC Multifamily VRD Certificates |  |  |
|  0.00%, 08/25/2041(1) | 21515 | 22315.0 |
|  4.77%, 12/25/2042(1) | 7800 | 8099.0 |
|  Freddie Mac Multifamily ML Certificates |  |  |
|  0.00%, 07/25/2038(1) | 537 | 546.0 |
|  0.00%, 12/25/2038(1) | 1974 | 1724.0 |
|  FRETE 2026-ML33 Trust |  |  |
|  4.64%, 10/25/2040(6) | 2500 | 2582.0 |
|  Total Other Territory | Total Other Territory | 35266.0 |
|  **Pennsylvania – 3.25%** |  |  |
|  Adams County General Authority |  |  |
|  3.60%, 06/01/2029 | 700 | 700.0 |
|  Allegheny County Airport Authority |  |  |
|  4.00%, 01/01/2046 | 1000 | 900.0 |
|  5.00%, 01/01/2033 | 2200 | 2402.0 |
|  5.00%, 01/01/2033 | 6365 | 6762.0 |
|  5.00%, 01/01/2034 | 3415 | 3747.0 |
|  5.25%, 01/01/2038 | 1000 | 1082.0 |
|  Allegheny County Higher Education Building Authority |  |  |
|  4.00%, 03/01/2032 | 300 | 309.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 03/01/2033 | 300.0 | 306.0 |
|  Allegheny County Hospital Development Authority |  |  |
|  5.00%, 07/15/2033 | 3275.0 | 3447.0 |
|  Allegheny County Industrial Development Authority |  |  |
|  3.50%, 12/01/2031 | 810.0 | 389.0 |
|  4.00%, 12/01/2041 | 1720.0 | 826.0 |
|  4.25%, 12/01/2050 | 1915.0 | 919.0 |
|  Allegheny County Sanitary Authority |  |  |
|  5.00%, 12/01/2035 | 750.0 | 829.0 |
|  5.00%, 12/01/2036 | 625.0 | 684.0 |
|  5.00%, 12/01/2037 | 850.0 | 926.0 |
|  5.00%, 12/01/2038 | 1000.0 | 1084.0 |
|  5.00%, 12/01/2039 | 700.0 | 755.0 |
|  Allentown City School District |  |  |
|  5.00%, 02/01/2032 | 470.0 | 495.0 |
|  5.00%, 06/01/2037 | 1300.0 | 1303.0 |
|  Allentown Commercial & Industrial Development Authority |  |  |
|  5.00%, 07/01/2032(2) | 1115.0 | 1150.0 |
|  Allentown Neighborhood Improvement Zone Development Authority |  |  |
|  5.00%, 05/01/2027(2) | 555.0 | 565.0 |
|  5.00%, 05/01/2028(2) | 750.0 | 776.0 |
|  5.00%, 05/01/2032(2) | 1055.0 | 1062.0 |
|  5.00%, 05/01/2042(2) | 5260.0 | 5397.0 |
|  6.00%, 05/01/2042(2) | 450.0 | 471.0 |
|  Bucks County Industrial Development Authority |  |  |
|  5.00%, 07/01/2034 | 565.0 | 594.0 |
|  5.00%, 07/01/2035 | 435.0 | 456.0 |
|  5.00%, 07/01/2036 | 665.0 | 693.0 |
|  5.00%, 07/01/2037 | 895.0 | 928.0 |
|  5.00%, 07/01/2038 | 1460.0 | 1508.0 |
|  5.00%, 07/01/2039 | 1510.0 | 1546.0 |
|  Capital Region Water Sewer Revenue |  |  |
|  5.00%, 07/15/2042 | 1250.0 | 1264.0 |
|  Catasauqua Area School District |  |  |
|  5.00%, 05/15/2045 | 1835.0 | 1884.0 |
|  Chester County Health & Education Facilities Authority |  |  |
|  5.00%, 10/01/2032 | 2540.0 | 2602.0 |
|  5.00%, 10/01/2033 | 1315.0 | 1345.0 |
|  Chester County Industrial Development Authority |  |  |
|  4.00%, 10/01/2039(2) | 1325.0 | 1217.0 |
|  5.00%, 10/15/2032(2) | 1115.0 | 1118.0 |
|  5.13%, 10/15/2037 | 635.0 | 616.0 |
|  5.25%, 10/15/2047 | 375.0 | 336.0 |
|  Chester County School Authority |  |  |
|  5.00%, 04/01/2041 | 600.0 | 634.0 |
|  5.00%, 04/01/2042 | 500.0 | 525.0 |
|  5.00%, 04/01/2043 | 425.0 | 444.0 |
|  5.00%, 04/01/2044 | 600.0 | 623.0 |
|  5.00%, 04/01/2045 | 900.0 | 932.0 |
|  City of Erie Higher Education Building Authority |  |  |
|  5.00%, 05/01/2026 | 255.0 | 255.0 |
|  5.00%, 05/01/2027 | 285.0 | 289.0 |
|  City of Philadelphia PA |  |  |
|  5.00%, 08/01/2027 | 1500.0 | 1546.0 |
|  5.00%, 02/01/2029 | 3175.0 | 3376.0 |
|  City of Philadelphia PA Airport Revenue |  |  |
|  4.00%, 07/01/2037 | 2085.0 | 2056.0 |
|  5.00%, 07/01/2027 | 1520.0 | 1565.0 |
|  5.00%, 07/01/2029 | 230.0 | 244.0 |
|  5.00%, 07/01/2030 | 1000.0 | 1022.0 |
|  5.00%, 07/01/2031 | 2000.0 | 2042.0 |
|  5.00%, 07/01/2032 | 3100.0 | 3162.0 |
|  5.00%, 07/01/2033 | 4315.0 | 4397.0 |
|  5.00%, 07/01/2040 | 2500.0 | 2665.0 |
|  5.00%, 07/01/2042 | 6325.0 | 6373.0 |
|  5.25%, 07/01/2041 | 895.0 | 967.0 |
|  City of Philadelphia PA Water & Wastewater Revenue |  |  |
|  5.00%, 11/01/2026 | 1165.0 | 1181.0 |
|  5.00%, 10/01/2043 | 2500.0 | 2571.0 |
|  City of Reading PA |  |  |
|  5.00%, 11/01/2027 | 2330.0 | 2409.0 |
|  Coatesville School District |  |  |
|  5.25%, 11/15/2037 | 13465.0 | 14204.0 |
|  Commonwealth Financing Authority |  |  |
|  5.00%, 06/01/2027 | 1500.0 | 1540.0 |
|  5.00%, 06/01/2028 | 2555.0 | 2677.0 |
|  5.00%, 06/01/2031 | 1000.0 | 1039.0 |
|  Commonwealth of Pennsylvania |  |  |
|  3.00%, 05/15/2036 | 1045.0 | 985.0 |
|  3.20%, 03/01/2029 | 6335.0 | 6357.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.35%, 03/01/2030 | 9430.0 | 9479.0 |
|  3.50%, 03/01/2031 | 6220.0 | 6256.0 |
|  5.00%, 08/15/2035 | 10000.0 | 11279.0 |
|  5.00%, 08/15/2036 | 10000.0 | 11190.0 |
|  5.00%, 04/01/2039 | 20000.0 | 22369.0 |
|  5.00%, 08/15/2039 | 4120.0 | 4535.0 |
|  5.00%, 04/01/2043 | 9955.0 | 10860.0 |
|  5.00%, 07/01/2043 | 4000.0 | 4074.0 |
|  County of Allegheny PA |  |  |
|  5.00%, 11/01/2041 | 2295.0 | 2308.0 |
|  County of Lehigh PA |  |  |
|  5.00%, 07/01/2044 | 1000.0 | 1008.0 |
|  Cumberland County Municipal Authority |  |  |
|  4.00%, 01/01/2033 | 370.0 | 370.0 |
|  Cumberland Valley School District |  |  |
|  5.00%, 12/01/2040 | 250.0 | 266.0 |
|  5.00%, 12/01/2041 | 365.0 | 390.0 |
|  5.00%, 12/01/2042 | 340.0 | 361.0 |
|  5.00%, 12/01/2043 | 310.0 | 328.0 |
|  5.00%, 12/01/2046 | 635.0 | 657.0 |
|  5.00%, 12/01/2049 | 350.0 | 357.0 |
|  5.00%, 12/01/2053 | 1000.0 | 1014.0 |
|  Dauphin County General Authority |  |  |
|  5.00%, 10/15/2030(2) | 2000.0 | 1600.0 |
|  5.00%, 06/01/2034 | 2745.0 | 2752.0 |
|  5.00%, 06/01/2035 | 1145.0 | 1148.0 |
|  Delaware County Vocational & Technical School Authority |  |  |
|  4.00%, 11/01/2054 | 10000.0 | 8849.0 |
|  Delaware River Joint Toll Bridge Commission |  |  |
|  5.00%, 07/01/2044 | 760.0 | 784.0 |
|  Doylestown Hospital Authority |  |  |
|  5.00%, 07/01/2031(2) | 500.0 | 524.0 |
|  5.00%, 07/01/2049 | 130.0 | 138.0 |
|  Geisinger Authority |  |  |
|  5.00%, 02/15/2034 | 4155.0 | 4220.0 |
|  General Authority of Southcentral Pennsylvania |  |  |
|  5.00%, 06/01/2038 | 1970.0 | 2040.0 |
|  Hamburg Area School District |  |  |
|  3.00%, 04/01/2035 | 1400.0 | 1340.0 |
|  Haverford Township School District |  |  |
|  5.00%, 03/15/2044 | 500.0 | 523.0 |
|  Indiana County Industrial Development Authority |  |  |
|  5.00%, 05/01/2029 | 740.0 | 774.0 |
|  Jefferson County Hospital Authority PA |  |  |
|  4.50%, 01/15/2027(2) | 2000.0 | 2001.0 |
|  Lancaster School District |  |  |
|  5.00%, 06/01/2041 | 3500.0 | 3760.0 |
|  Monroe County Industrial Development Authority |  |  |
|  5.00%, 07/01/2033 | 810.0 | 820.0 |
|  Monroeville Finance Authority |  |  |
|  5.00%, 05/15/2034 | 640.0 | 703.0 |
|  Montgomery County Higher Education & Health Authority |  |  |
|  5.00%, 10/01/2028 | 1000.0 | 986.0 |
|  5.00%, 09/01/2031 | 1050.0 | 1090.0 |
|  5.00%, 09/01/2032 | 1000.0 | 1048.0 |
|  5.00%, 09/01/2033 | 305.0 | 318.0 |
|  5.00%, 10/01/2036 | 1320.0 | 1205.0 |
|  5.00%, 10/01/2040 | 1595.0 | 1374.0 |
|  Municipality of Penn Hills PA |  |  |
|  0.00%, 12/01/2030 | 365.0 | 306.0 |
|  Northampton County General Purpose Authority |  |  |
|  4.00%, 08/15/2042 | 17080.0 | 16260.0 |
|  5.00%, 08/15/2034 | 6100.0 | 6667.0 |
|  5.00%, 08/15/2036 | 455.0 | 457.0 |
|  Oxford Area School District |  |  |
|  5.25%, 09/01/2043 | 250.0 | 267.0 |
|  5.25%, 09/01/2044 | 250.0 | 265.0 |
|  Pennsylvania Economic Development Financing Authority |  |  |
|  2.88%, 06/01/2049(1) | 2600.0 | 2599.0 |
|  3.00%, 08/01/2045(1) | 10000.0 | 9998.0 |
|  3.25%, 04/01/2034(1) | 4700.0 | 4700.0 |
|  3.25%, 04/01/2049(1) | 1200.0 | 1200.0 |
|  3.25%, 04/01/2049(1) | 2500.0 | 2500.0 |
|  3.88%, 08/01/2038(1) | 10500.0 | 10514.0 |
|  4.00%, 06/01/2041(1) | 13065.0 | 13071.0 |
|  5.00%, 12/31/2030 | 6695.0 | 6715.0 |
|  5.00%, 05/15/2032 | 700.0 | 757.0 |
|  5.00%, 05/15/2032 | 850.0 | 920.0 |
|  5.00%, 05/15/2033 | 525.0 | 571.0 |
|  5.00%, 05/15/2033 | 550.0 | 598.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 05/15/2034 | 700.0 | 769.0 |
|  5.00%, 05/15/2034 | 750.0 | 824.0 |
|  5.00%, 12/15/2039 | 3800.0 | 3953.0 |
|  5.00%, 12/15/2040 | 2000.0 | 2204.0 |
|  5.00%, 12/15/2042 | 4500.0 | 4773.0 |
|  5.00%, 08/01/2049 | 5900.0 | 6083.0 |
|  5.25%, 06/30/2036 | 4250.0 | 4571.0 |
|  5.25%, 07/01/2046 | 1535.0 | 1555.0 |
|  5.50%, 06/30/2037 | 5450.0 | 5911.0 |
|  5.50%, 06/30/2038 | 5450.0 | 5857.0 |
|  Pennsylvania Higher Education Assistance Agency |  |  |
|  4.75%, 06/01/2046 | 3220.0 | 3133.0 |
|  5.00%, 06/01/2029 | 1550.0 | 1613.0 |
|  5.00%, 06/01/2030 | 800.0 | 837.0 |
|  5.00%, 06/01/2030 | 4730.0 | 4946.0 |
|  5.00%, 06/01/2031 | 2600.0 | 2735.0 |
|  5.00%, 06/01/2031 | 4630.0 | 4870.0 |
|  5.00%, 06/01/2032 | 4000.0 | 4227.0 |
|  5.00%, 06/01/2033 | 2419.0 | 2559.0 |
|  5.00%, 06/01/2033 | 3910.0 | 4137.0 |
|  5.00%, 06/01/2034 | 3375.0 | 3560.0 |
|  Pennsylvania Higher Educational Facilities Authority |  |  |
|  5.00%, 08/15/2029 | 1600.0 | 1646.0 |
|  5.00%, 10/01/2034 | 1250.0 | 1252.0 |
|  5.00%, 08/15/2036 | 2320.0 | 2593.0 |
|  5.00%, 08/15/2037 | 1440.0 | 1465.0 |
|  5.00%, 08/15/2042 | 2750.0 | 2783.0 |
|  5.25%, 11/01/2048 | 1000.0 | 1044.0 |
|  Pennsylvania Housing Finance Agency |  |  |
|  2.60%, 04/01/2046 | 1500.0 | 1109.0 |
|  3.00%, 10/01/2049 | 2985.0 | 2963.0 |
|  3.00%, 10/01/2051 | 4685.0 | 4527.0 |
|  3.50%, 04/01/2051 | 165.0 | 165.0 |
|  4.25%, 10/01/2052 | 3545.0 | 3598.0 |
|  4.90%, 06/01/2041 | 1250.0 | 1256.0 |
|  5.75%, 10/01/2053 | 3420.0 | 3615.0 |
|  6.00%, 10/01/2054 | 1935.0 | 2090.0 |
|  6.25%, 10/01/2053 | 10965.0 | 11829.0 |
|  6.25%, 10/01/2055 | 10000.0 | 11285.0 |
|  6.25%, 10/01/2056 | 1680.0 | 1881.0 |
|  6.50%, 10/01/2055 | 15370.0 | 17473.0 |
|  Pennsylvania Turnpike Commission |  |  |
|  4.00%, 12/01/2038 | 360.0 | 365.0 |
|  5.00%, 06/01/2027 | 14000.0 | 14049.0 |
|  5.00%, 06/01/2028 | 2085.0 | 2093.0 |
|  5.00%, 12/01/2031 | 350.0 | 388.0 |
|  5.00%, 06/01/2032 | 2000.0 | 2048.0 |
|  5.00%, 12/01/2032 | 1295.0 | 1445.0 |
|  5.00%, 12/01/2033 | 375.0 | 419.0 |
|  5.00%, 12/01/2033 | 5250.0 | 5931.0 |
|  5.00%, 12/01/2034 | 300.0 | 333.0 |
|  5.00%, 12/01/2034 | 2155.0 | 2417.0 |
|  5.00%, 12/01/2035 | 500.0 | 551.0 |
|  5.00%, 12/01/2035 | 575.0 | 638.0 |
|  5.00%, 12/01/2035 | 1800.0 | 2042.0 |
|  5.00%, 12/01/2035 | 2000.0 | 2058.0 |
|  5.00%, 12/01/2035 | 2000.0 | 2269.0 |
|  5.00%, 12/01/2036 | 2835.0 | 3191.0 |
|  5.00%, 12/01/2037 | 450.0 | 486.0 |
|  5.00%, 12/01/2037 | 550.0 | 600.0 |
|  5.00%, 12/01/2037 | 2100.0 | 2354.0 |
|  5.00%, 12/01/2037 | 2825.0 | 3166.0 |
|  5.00%, 06/01/2039 | 3000.0 | 3006.0 |
|  5.00%, 12/01/2039 | 1000.0 | 1081.0 |
|  5.00%, 12/01/2039 | 6520.0 | 7265.0 |
|  5.00%, 12/01/2042 | 1080.0 | 1185.0 |
|  5.00%, 12/01/2042 | 1265.0 | 1290.0 |
|  5.00%, 12/01/2045(1) | 6000.0 | 6654.0 |
|  5.25%, 12/01/2047 | 4000.0 | 4202.0 |
|  Pennsylvania Turnpike Commission Oil Franchise Tax Revenue |  |  |
|  5.00%, 12/01/2038 | 1035.0 | 1072.0 |
|  5.25%, 12/01/2044 | 5300.0 | 5473.0 |
|  Philadelphia Authority for Industrial Development |  |  |
|  2.65%, 07/01/2054(1) | 2000.0 | 2000.0 |
|  4.50%, 06/15/2034(2) | 1385.0 | 1386.0 |
|  5.00%, 05/01/2030 | 760.0 | 765.0 |
|  5.00%, 07/01/2033 | 2000.0 | 2046.0 |
|  5.00%, 06/01/2040 | 2500.0 | 2494.0 |
|  Philadelphia Gas Works Co. |  |  |
|  4.00%, 08/01/2036 | 1000.0 | 1011.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 08/01/2028 | 625 | 658.0 |
|  5.00%, 08/01/2029 | 1000 | 1073.0 |
|  5.00%, 08/01/2032 | 1000 | 1081.0 |
|  5.00%, 08/01/2033 | 1250 | 1345.0 |
|  5.00%, 08/01/2034 | 1410 | 1513.0 |
|  5.00%, 08/01/2035 | 1000 | 1069.0 |
|  5.00%, 08/01/2036 | 1690 | 1796.0 |
|  Philadelphia Housing Authority |  |  |
|  5.00%, 03/01/2043 | 6000 | 6231.0 |
|  5.25%, 03/01/2038 | 3000 | 3280.0 |
|  5.25%, 03/01/2039 | 4830 | 5248.0 |
|  5.25%, 03/01/2040 | 4895 | 5251.0 |
|  5.25%, 03/01/2041 | 4000 | 4251.0 |
|  5.25%, 03/01/2043 | 2000 | 2113.0 |
|  Pittsburgh School District |  |  |
|  3.00%, 09/01/2039 | 3290 | 2853.0 |
|  Pittsburgh Water & Sewer Authority |  |  |
|  5.00%, 09/01/2036 | 400 | 421.0 |
|  5.00%, 09/01/2038 | 1000 | 1045.0 |
|  5.00%, 09/01/2039 | 750 | 833.0 |
|  5.00%, 09/01/2040 | 1000 | 1103.0 |
|  5.00%, 09/01/2041 | 700 | 768.0 |
|  5.00%, 09/01/2042 | 750 | 817.0 |
|  5.00%, 09/01/2043 | 750 | 811.0 |
|  5.00%, 09/01/2046 | 2360 | 2443.0 |
|  Plum Boro School District |  |  |
|  5.00%, 05/15/2034 | 430 | 457.0 |
|  5.00%, 05/15/2040 | 995 | 1033.0 |
|  5.00%, 05/15/2044 | 1415 | 1455.0 |
|  5.00%, 05/15/2045 | 1475 | 1514.0 |
|  Reading School District |  |  |
|  5.00%, 03/01/2036 | 1250 | 1265.0 |
|  5.00%, 03/01/2038 | 1500 | 1516.0 |
|  Ridley School District |  |  |
|  5.00%, 11/15/2043 | 3055 | 3190.0 |
|  School District of Philadelphia |  |  |
|  5.00%, 09/01/2029 | 1500 | 1603.0 |
|  5.00%, 09/01/2030 | 3985 | 4022.0 |
|  5.00%, 09/01/2031 | 1000 | 1009.0 |
|  5.00%, 09/01/2031 | 1200 | 1257.0 |
|  5.00%, 09/01/2032 | 1200 | 1256.0 |
|  5.00%, 09/01/2032 | 2200 | 2329.0 |
|  5.00%, 09/01/2033 | 960 | 1017.0 |
|  5.00%, 09/01/2036 | 2200 | 2278.0 |
|  5.00%, 09/01/2036 | 5090 | 5115.0 |
|  5.00%, 09/01/2043 | 1690 | 1732.0 |
|  Scranton School District |  |  |
|  5.00%, 06/01/2033 | 530 | 549.0 |
|  5.00%, 06/01/2035 | 515 | 532.0 |
|  State Public School Building Authority |  |  |
|  5.00%, 06/01/2026 | 180 | 180.0 |
|  5.00%, 03/01/2031 | 810 | 859.0 |
|  5.00%, 06/01/2031 | 2500 | 2534.0 |
|  5.00%, 12/01/2032 | 725 | 736.0 |
|  5.00%, 12/01/2032 | 2335 | 2365.0 |
|  5.25%, 09/15/2030 | 990 | 1024.0 |
|  Steel Valley School District |  |  |
|  5.00%, 11/01/2041 | 885 | 925.0 |
|  Steelton-Highspire School District |  |  |
|  5.13%, 06/30/2026 | 3500 | 3504.0 |
|  Susquehanna Township School District |  |  |
|  5.00%, 05/15/2039 | 850 | 906.0 |
|  5.00%, 05/15/2040 | 700 | 742.0 |
|  Tulpehocken Area School District |  |  |
|  5.25%, 10/01/2041 | 4340 | 4582.0 |
|  Westmoreland County Municipal Authority |  |  |
|  5.00%, 08/15/2047 | 4000 | 4166.0 |
|  5.00%, 08/15/2049 | 1000 | 1029.0 |
|  Wilkes-Barre Area School District |  |  |
|  5.00%, 08/01/2036 | 2125 | 2150.0 |
|  York County School of Technology Authority |  |  |
|  5.00%, 02/15/2028 | 400 | 401.0 |
|  Total Pennsylvania | Total Pennsylvania | 657635.0 |
|  **Puerto Rico – 1.29%** |  |  |
|  Commonwealth of Puerto Rico |  |  |
|  0.00%, 11/01/2043(1) | 35749 | 23952.0 |
|  0.00%, 11/01/2051(1) | 39950 | 27665.0 |
|  4.00%, 07/01/2033 | 13272 | 13247.0 |
|  4.00%, 07/01/2035 | 4835 | 4764.0 |
|  4.00%, 07/01/2046 | 2560 | 2197.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.63%, 07/01/2027 | 17133 | 17463.0 |
|  5.75%, 07/01/2031 | 11771 | 12851.0 |
|  GDB Debt Recovery Authority of Puerto Rico |  |  |
|  7.50%, 08/20/2040 | 11901 | 11663.0 |
|  Puerto Rico Commonwealth Aqueduct & Sewer Authority |  |  |
|  4.00%, 07/01/2042(2) | 2900 | 2740.0 |
|  4.00%, 07/01/2042(2) | 6000 | 5669.0 |
|  5.00%, 07/01/2028(2) | 2075 | 2142.0 |
|  5.00%, 07/01/2033(2) | 4540 | 4766.0 |
|  5.00%, 07/01/2035(2) | 5555 | 5738.0 |
|  5.00%, 07/01/2037(2) | 2425 | 2499.0 |
|  5.00%, 07/01/2037(2) | 3060 | 3168.0 |
|  5.00%, 07/01/2047(2) | 13525 | 13270.0 |
|  Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth |  |  |
|  4.00%, 07/01/2037 | 240 | 226.0 |
|  5.00%, 07/01/2032 | 250 | 264.0 |
|  Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue |  |  |
|  0.00%, 07/01/2027 | 1474 | 1417.0 |
|  0.00%, 07/01/2033 | 8101 | 6225.0 |
|  4.33%, 07/01/2040 | 57246 | 56415.0 |
|  4.55%, 07/01/2040 | 21604 | 21520.0 |
|  4.75%, 07/01/2053 | 3974 | 3701.0 |
|  5.00%, 07/01/2058 | 17365 | 16508.0 |
|  Total Puerto Rico | Total Puerto Rico | 260070.0 |
|  **Rhode Island – 0.63%** |  |  |
|  Providence Redevelopment Agency |  |  |
|  5.00%, 04/01/2028 | 1200 | 1201.0 |
|  Rhode Island Commerce Corp. |  |  |
|  5.00%, 05/15/2036 | 10530 | 11568.0 |
|  Rhode Island Health & Educational Building Corp. |  |  |
|  5.00%, 05/15/2031 | 2300 | 2477.0 |
|  5.00%, 09/01/2031 | 2215 | 2217.0 |
|  5.00%, 06/01/2033 | 650 | 720.0 |
|  5.00%, 05/15/2034 | 13705 | 14731.0 |
|  5.00%, 05/15/2035 | 480 | 513.0 |
|  5.00%, 05/15/2037 | 265 | 279.0 |
|  5.00%, 05/15/2038 | 320 | 335.0 |
|  5.00%, 05/15/2038 | 1710 | 1858.0 |
|  5.00%, 05/15/2040 | 265 | 276.0 |
|  5.00%, 05/15/2041 | 290 | 300.0 |
|  5.00%, 06/01/2041 | 1485 | 1578.0 |
|  5.00%, 05/15/2043 | 285 | 291.0 |
|  5.00%, 05/15/2044 | 200 | 202.0 |
|  5.00%, 07/01/2065 | 4750 | 4477.0 |
|  5.25%, 05/15/2043 | 1520 | 1631.0 |
|  5.50%, 05/15/2039 | 1320 | 1442.0 |
|  5.50%, 05/15/2040 | 1205 | 1312.0 |
|  5.50%, 05/15/2041 | 1570 | 1704.0 |
|  5.50%, 05/15/2047 | 4130 | 4349.0 |
|  5.50%, 05/15/2049 | 1500 | 1598.0 |
|  Rhode Island Housing & Mortgage Finance Corp. |  |  |
|  2.13%, 10/01/2036 | 3350 | 2686.0 |
|  3.15%, 10/01/2031 | 765 | 749.0 |
|  3.30%, 04/01/2028 | 2000 | 2007.0 |
|  3.35%, 10/01/2055(1) | 1550 | 1553.0 |
|  3.50%, 10/01/2050 | 470 | 469.0 |
|  4.00%, 10/01/2049 | 165 | 166.0 |
|  5.00%, 10/01/2026 | 395 | 400.0 |
|  5.00%, 04/01/2027 | 215 | 220.0 |
|  5.00%, 10/01/2027 | 250 | 258.0 |
|  5.00%, 10/01/2027 | 520 | 536.0 |
|  5.00%, 04/01/2028 | 480 | 498.0 |
|  5.00%, 10/01/2028 | 275 | 289.0 |
|  5.00%, 10/01/2029 | 285 | 305.0 |
|  5.00%, 10/01/2041 | 4285 | 4526.0 |
|  5.25%, 10/01/2049 | 1700 | 1749.0 |
|  Rhode Island Student Loan Authority |  |  |
|  3.50%, 12/01/2034 | 240 | 236.0 |
|  4.13%, 12/01/2043 | 4845 | 4442.0 |
|  4.13%, 12/01/2043 | 5970 | 5658.0 |
|  5.00%, 12/01/2026 | 750 | 760.0 |
|  5.00%, 12/01/2027 | 675 | 695.0 |
|  5.00%, 12/01/2027 | 1000 | 1030.0 |
|  5.00%, 12/01/2027 | 2000 | 2054.0 |
|  5.00%, 12/01/2028 | 910 | 950.0 |
|  5.00%, 12/01/2028 | 1150 | 1196.0 |
|  5.00%, 12/01/2028 | 1200 | 1248.0 |
|  5.00%, 12/01/2029 | 675 | 708.0 |
|  5.00%, 12/01/2029 | 1830 | 1921.0 |
|  5.00%, 12/01/2030 | 345 | 364.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/01/2030 | 1645 | 1736.0 |
|  5.00%, 12/01/2032 | 1900 | 2010.0 |
|  5.00%, 12/01/2033 | 1775 | 1874.0 |
|  5.00%, 12/01/2044 | 9375 | 9196.0 |
|  State of Rhode Island |  |  |
|  4.13%, 08/01/2042 | 4150 | 4117.0 |
|  5.00%, 05/01/2036 | 4240 | 4815.0 |
|  5.00%, 05/01/2037 | 3865 | 4349.0 |
|  5.00%, 05/01/2038 | 5000 | 5587.0 |
|  Total Rhode Island | Total Rhode Island | 126416.0 |
|  **South Carolina – 1.59%** |  |  |
|  Anderson County Detention Facilities Corp. |  |  |
|  5.00%, 10/01/2040 | 1985 | 2173.0 |
|  Beaufort County School District |  |  |
|  2.00%, 03/01/2034 | 1400 | 1209.0 |
|  Charleston Housing Authority |  |  |
|  4.50%, 09/01/2035 | 2000 | 2011.0 |
|  5.00%, 12/01/2041 | 3000 | 3094.0 |
|  City of Charleston SC Waterworks & Sewer System Revenue |  |  |
|  5.00%, 01/01/2052 | 5150 | 5309.0 |
|  City of Goose Creek SC |  |  |
|  5.25%, 10/01/2045(2) | 1000 | 1006.0 |
|  County of Berkeley SC |  |  |
|  2.78%, 09/01/2028(1) | 200 | 200.0 |
|  Greater Greenville Sanitation District |  |  |
|  4.25%, 03/01/2055 | 3600 | 3313.0 |
|  Lexington County School District No 2 |  |  |
|  3.00%, 03/01/2038 | 1350 | 1190.0 |
|  Medical University Hospital Authority |  |  |
|  5.00%, 05/15/2037 | 1610 | 1717.0 |
|  5.00%, 11/15/2037 | 2055 | 2187.0 |
|  5.00%, 05/15/2038 | 3945 | 4188.0 |
|  5.00%, 11/15/2039 | 1875 | 1979.0 |
|  5.25%, 11/15/2041 | 950 | 1015.0 |
|  5.25%, 11/15/2044 | 2765 | 2908.0 |
|  5.25%, 11/15/2045 | 2500 | 2615.0 |
|  Patriots Energy Group Financing Agency |  |  |
|  4.35% (SOFR + 1.90%), 02/01/2054(3) | 5350 | 5527.0 |
|  5.25%, 02/01/2054(1) | 33700 | 35976.0 |
|  5.25%, 10/01/2054(1) | 9600 | 10322.0 |
|  Richland County School District No 2 |  |  |
|  3.00%, 03/01/2033 | 3000 | 2905.0 |
|  South Carolina Jobs-Economic Development Authority |  |  |
|  3.00%, 08/15/2038 | 2380 | 1977.0 |
|  4.00%, 12/01/2029(2) | 835 | 820.0 |
|  4.00%, 11/01/2042 | 3025 | 2917.0 |
|  4.00%, 03/01/2062(1) | 6200 | 6207.0 |
|  5.00%, 11/01/2031 | 12000 | 13160.0 |
|  5.00%, 11/15/2031 | 600 | 629.0 |
|  5.00%, 11/01/2032 | 1700 | 1882.0 |
|  5.00%, 11/15/2032 | 960 | 1008.0 |
|  5.00%, 11/01/2033 | 2030 | 2260.0 |
|  5.00%, 11/15/2033 | 400 | 420.0 |
|  5.00%, 11/01/2034 | 19875 | 22060.0 |
|  5.00%, 04/01/2035 | 1280 | 1281.0 |
|  5.00%, 05/01/2038 | 2000 | 2054.0 |
|  5.00%, 11/01/2038 | 3350 | 3619.0 |
|  5.00%, 05/01/2043 | 5955 | 6046.0 |
|  5.25%, 11/15/2039 | 1000 | 1024.0 |
|  5.25%, 11/01/2040 | 8425 | 9158.0 |
|  5.25%, 11/01/2041 | 2500 | 2710.0 |
|  5.25%, 11/01/2042 | 2125 | 2298.0 |
|  5.50%, 11/15/2044 | 500 | 512.0 |
|  South Carolina Ports Authority |  |  |
|  5.00%, 07/01/2026 | 1940 | 1950.0 |
|  5.00%, 07/01/2027 | 3120 | 3194.0 |
|  5.00%, 07/01/2028 | 1100 | 1144.0 |
|  South Carolina Public Service Authority |  |  |
|  4.00%, 12/01/2037 | 4000 | 4024.0 |
|  4.13%, 12/01/2044 | 765 | 727.0 |
|  5.00%, 12/01/2031 | 2860 | 3110.0 |
|  5.00%, 12/01/2032 | 490 | 492.0 |
|  5.00%, 12/01/2032 | 810 | 813.0 |
|  5.00%, 12/01/2032 | 1010 | 1013.0 |
|  5.00%, 12/01/2032 | 1690 | 1696.0 |
|  5.00%, 12/01/2032 | 3670 | 3977.0 |
|  5.00%, 12/01/2034 | 1750 | 1978.0 |
|  5.00%, 12/01/2034 | 2355 | 2661.0 |
|  5.00%, 12/01/2035 | 1500 | 1516.0 |
|  5.00%, 12/01/2035 | 2000 | 2256.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/01/2035 | 4750 | 5329.0 |
|  5.00%, 12/01/2036 | 2000 | 2236.0 |
|  5.00%, 12/01/2038 | 1800 | 1990.0 |
|  5.00%, 12/01/2038 | 4495 | 4970.0 |
|  5.00%, 12/01/2039 | 1425 | 1552.0 |
|  5.00%, 12/01/2039 | 1500 | 1646.0 |
|  5.00%, 12/01/2040 | 1000 | 1092.0 |
|  5.00%, 12/01/2040 | 3925 | 4262.0 |
|  5.00%, 12/01/2041 | 1000 | 1088.0 |
|  5.00%, 12/01/2041 | 1600 | 1610.0 |
|  5.00%, 12/01/2041 | 2965 | 3197.0 |
|  5.00%, 12/01/2042 | 1000 | 1081.0 |
|  5.00%, 12/01/2042 | 1555 | 1673.0 |
|  5.00%, 12/01/2043 | 1650 | 1771.0 |
|  5.00%, 12/01/2043 | 6000 | 6385.0 |
|  5.00%, 12/01/2046 | 7500 | 7809.0 |
|  5.00%, 12/01/2048 | 2000 | 2053.0 |
|  5.25%, 12/01/2038 | 10000 | 10969.0 |
|  South Carolina State Housing Finance & Development Authority |  |  |
|  3.75%, 01/01/2050 | 3570 | 3586.0 |
|  4.00%, 01/01/2050 | 330 | 333.0 |
|  4.00%, 07/01/2050 | 310 | 313.0 |
|  5.00%, 01/01/2030 | 210 | 224.0 |
|  5.00%, 01/01/2030 | 595 | 636.0 |
|  5.00%, 07/01/2030 | 470 | 505.0 |
|  5.00%, 01/01/2031 | 480 | 518.0 |
|  5.00%, 07/01/2031 | 475 | 515.0 |
|  5.00%, 01/01/2032 | 500 | 543.0 |
|  5.00%, 07/01/2032 | 525 | 573.0 |
|  5.00%, 01/01/2033 | 485 | 529.0 |
|  6.00%, 07/01/2056 | 6380 | 7096.0 |
|  6.25%, 01/01/2056 | 17025 | 19117.0 |
|  6.50%, 07/01/2055 | 4880 | 5528.0 |
|  6.50%, 07/01/2055 | 6885 | 7767.0 |
|  South Carolina Transportation Infrastructure Bank |  |  |
|  5.00%, 10/01/2035 | 5325 | 5468.0 |
|  Spartanburg County School District No 4 |  |  |
|  5.25%, 03/01/2052 | 3295 | 3413.0 |
|  Total South Carolina | Total South Carolina | 320814.0 |
|  **South Dakota – 0.23%** |  |  |
|  Baltic School District No 49-1 |  |  |
|  5.50%, 12/01/2051 | 1000 | 1049.0 |
|  City of Watertown SD Sales Tax Revenue |  |  |
|  3.00%, 12/01/2030 | 1280 | 1260.0 |
|  South Dakota Health & Educational Facilities Authority |  |  |
|  5.00%, 09/01/2026 | 2000 | 2018.0 |
|  5.00%, 09/01/2044 | 1500 | 1574.0 |
|  5.00%, 09/01/2045 | 1250 | 1300.0 |
|  5.00%, 09/01/2046 | 1250 | 1289.0 |
|  5.00%, 11/01/2051(1) | 17650 | 19193.0 |
|  South Dakota Housing Development Authority |  |  |
|  2.05%, 11/01/2041 | 2000 | 1458.0 |
|  3.00%, 11/01/2051 | 640 | 632.0 |
|  4.00%, 11/01/2047 | 1145 | 1146.0 |
|  5.00%, 05/01/2053 | 710 | 733.0 |
|  6.25%, 05/01/2055 | 885 | 955.0 |
|  6.25%, 11/01/2055 | 3675 | 4087.0 |
|  6.25%, 11/01/2056 | 1500 | 1658.0 |
|  6.50%, 11/01/2055 | 7005 | 7918.0 |
|  Total South Dakota | Total South Dakota | 46270.0 |
|  **Tennessee – 1.57%** |  |  |
|  Chattanooga Health Educational & Housing Facility Board |  |  |
|  5.00%, 08/01/2026 | 265 | 267.0 |
|  5.00%, 08/01/2044 | 1500 | 1524.0 |
|  5.25%, 12/01/2049 | 3905 | 4019.0 |
|  City of Cleveland TN |  |  |
|  2.00%, 12/01/2035 | 1020 | 842.0 |
|  City of Memphis TN Memphis Light Gas & Water Division Electric System Revenue |  |  |
|  5.00%, 12/01/2054 | 1010 | 1034.0 |
|  City of Morristown TN |  |  |
|  3.00%, 06/01/2036 | 1295 | 1207.0 |
|  City of Murfreesboro TN |  |  |
|  2.00%, 06/01/2027 | 5900 | 5817.0 |
|  County of Knox TN |  |  |
|  2.80%, 06/01/2031 | 3000 | 2915.0 |
|  County of Shelby TN |  |  |
|  5.00%, 04/01/2043 | 4010 | 4290.0 |
|  Franklin Health & Educational Facilities Board |  |  |
|  3.60%, 11/01/2029(1) | 1500 | 1510.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Hamilton County & Chattanooga Sports Authority |  |  |
|  5.50%, 12/01/2045 | 725.0 | 799.0 |
|  5.75%, 12/01/2050 | 1000.0 | 1091.0 |
|  Health Educational & Housing Facility Board of the City of Memphis |  |  |
|  3.25%, 11/01/2029(1) | 4000.0 | 4012.0 |
|  5.00%, 07/01/2027(1) | 4220.0 | 4243.0 |
|  5.00%, 07/01/2027(1) | 7157.0 | 7196.0 |
|  Knox County Health Educational & Housing Facility Board |  |  |
|  4.05%, 12/01/2027(1) | 5710.0 | 5754.0 |
|  4.63%, 12/01/2043 | 1850.0 | 1868.0 |
|  5.00%, 04/01/2027 | 1740.0 | 1764.0 |
|  5.00%, 12/01/2027(1) | 1603.0 | 1625.0 |
|  5.00%, 07/01/2032 | 275.0 | 302.0 |
|  5.00%, 07/01/2033 | 325.0 | 359.0 |
|  5.00%, 07/01/2036 | 500.0 | 543.0 |
|  5.00%, 07/01/2037 | 900.0 | 971.0 |
|  5.00%, 07/01/2038 | 1070.0 | 1148.0 |
|  Memphis-Shelby County Airport Authority |  |  |
|  5.00%, 07/01/2038 | 530.0 | 538.0 |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd |  |  |
|  4.75%, 02/01/2048 | 469.0 | 460.0 |
|  5.00%, 10/01/2034 | 4310.0 | 4929.0 |
|  5.00%, 07/01/2035 | 2490.0 | 2499.0 |
|  5.10%, 07/01/2044 | 3500.0 | 3656.0 |
|  Metropolitan Government of Nashville & Davidson County TN |  |  |
|  1.75%, 01/01/2036 | 6820.0 | 5456.0 |
|  Metropolitan Government of Nashville & Davidson County TN Electric Revenue |  |  |
|  5.25%, 05/15/2049 | 1480.0 | 1566.0 |
|  Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue |  |  |
|  5.00%, 07/01/2037 | 5000.0 | 5551.0 |
|  5.00%, 07/01/2038 | 7270.0 | 8021.0 |
|  Metropolitan Knoxville Airport Authority |  |  |
|  5.00%, 06/01/2038 | 500.0 | 545.0 |
|  5.00%, 06/01/2039 | 350.0 | 379.0 |
|  5.00%, 06/01/2041 | 330.0 | 353.0 |
|  5.00%, 06/01/2042 | 1545.0 | 1637.0 |
|  Metropolitan Nashville Airport Authority |  |  |
|  5.00%, 07/01/2030 | 1950.0 | 2091.0 |
|  5.00%, 07/01/2031 | 1920.0 | 2077.0 |
|  5.00%, 07/01/2036 | 725.0 | 801.0 |
|  5.00%, 07/01/2036 | 2050.0 | 2145.0 |
|  5.00%, 07/01/2037 | 2130.0 | 2336.0 |
|  5.00%, 07/01/2037 | 2180.0 | 2391.0 |
|  5.00%, 07/01/2038 | 870.0 | 947.0 |
|  5.00%, 07/01/2038 | 2175.0 | 2368.0 |
|  5.00%, 07/01/2039 | 2495.0 | 2698.0 |
|  5.00%, 07/01/2039 | 4415.0 | 4775.0 |
|  5.00%, 07/01/2040 | 805.0 | 865.0 |
|  5.00%, 07/01/2041 | 995.0 | 1064.0 |
|  5.00%, 07/01/2042 | 1115.0 | 1185.0 |
|  5.00%, 07/01/2043 | 1615.0 | 1705.0 |
|  5.25%, 07/01/2032 | 1150.0 | 1271.0 |
|  5.25%, 07/01/2033 | 1000.0 | 1101.0 |
|  5.25%, 07/01/2034 | 1250.0 | 1368.0 |
|  5.25%, 07/01/2035 | 1375.0 | 1497.0 |
|  5.25%, 07/01/2047 | 7415.0 | 7727.0 |
|  5.50%, 07/01/2036 | 1125.0 | 1245.0 |
|  5.50%, 07/01/2037 | 2400.0 | 2641.0 |
|  5.50%, 07/01/2038 | 3225.0 | 3532.0 |
|  5.50%, 07/01/2039 | 2300.0 | 2507.0 |
|  5.50%, 07/01/2040 | 2000.0 | 2171.0 |
|  Nashville Metropolitan Development & Housing Agency |  |  |
|  4.50%, 06/01/2028(2) | 315.0 | 318.0 |
|  Shelby County Health Educational & Housing Facilities Board |  |  |
|  5.00%, 05/01/2028 | 1070.0 | 1089.0 |
|  5.00%, 05/01/2031 | 1515.0 | 1536.0 |
|  5.00%, 06/01/2035 | 18500.0 | 20249.0 |
|  5.00%, 09/01/2049(1) | 16630.0 | 17443.0 |
|  5.25%, 09/01/2039 | 14870.0 | 15726.0 |
|  Tennessee Energy Acquisition Corp. |  |  |
|  5.00%, 11/01/2034 | 32750.0 | 34947.0 |
|  5.00%, 12/01/2035 | 47015.0 | 49782.0 |
|  5.00%, 05/01/2053(1) | 11150.0 | 11501.0 |
|  Tennessee Housing Development Agency |  |  |
|  2.05%, 07/01/2036 | 1965.0 | 1591.0 |
|  2.15%, 07/01/2040 | 860.0 | 659.0 |
|  2.60%, 07/01/2039 | 395.0 | 330.0 |
|  2.80%, 07/01/2044 | 480.0 | 380.0 |
|  2.90%, 07/01/2039 | 875.0 | 753.0 |
|  3.00%, 01/01/2052 | 1045.0 | 1029.0 |
|  3.05%, 07/01/2044 | 3200.0 | 2650.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.50%, 07/01/2042 | 1990 | 1847.0 |
|  3.75%, 07/01/2052 | 1480 | 1487.0 |
|  3.85%, 07/01/2043 | 1360 | 1269.0 |
|  5.00%, 01/01/2053 | 2195 | 2268.0 |
|  6.25%, 01/01/2054 | 5760 | 6227.0 |
|  Total Tennessee | Total Tennessee | 316279.0 |
|  **Texas – 12.50%** |  |  |
|  Academy Independent School District |  |  |
|  3.00%, 08/15/2046 | 1475 | 1129.0 |
|  Alamito Public Facility Corp. |  |  |
|  5.00%, 08/01/2044(1) | 6600 | 6609.0 |
|  Aldine Independent School District |  |  |
|  3.00%, 02/15/2036 | 2000 | 1847.0 |
|  Alief Independent School District |  |  |
|  2.00%, 02/15/2036 | 725 | 583.0 |
|  Allen Independent School District |  |  |
|  5.00%, 02/15/2043 | 3500 | 3746.0 |
|  Alvarado Independent School District |  |  |
|  4.00%, 02/15/2052(1) | 2500 | 2570.0 |
|  Andrews County Hospital District |  |  |
|  5.00%, 03/15/2030 | 1000 | 1017.0 |
|  Anna Independent School District |  |  |
|  5.00%, 02/15/2038 | 2160 | 2386.0 |
|  Arlington Higher Education Finance Corp. |  |  |
|  2.25%, 08/15/2046 | 1995 | 1304.0 |
|  4.00%, 08/15/2040 | 1630 | 1615.0 |
|  4.00%, 02/15/2044 | 3500 | 3320.0 |
|  4.25%, 08/15/2034 | 500 | 499.0 |
|  4.50%, 08/15/2039 | 1535 | 1510.0 |
|  5.00%, 08/15/2033 | 2000 | 2103.0 |
|  5.00%, 08/15/2038 | 500 | 541.0 |
|  5.00%, 08/15/2038 | 1000 | 997.0 |
|  5.00%, 08/15/2039 | 665 | 716.0 |
|  5.00%, 08/15/2041 | 2000 | 2133.0 |
|  Arlington Independent School District |  |  |
|  5.00%, 02/15/2037 | 720 | 806.0 |
|  5.00%, 02/15/2038 | 10000 | 11112.0 |
|  5.00%, 02/15/2039 | 900 | 994.0 |
|  Austin Affordable Pfc, Inc. |  |  |
|  4.35%, 05/01/2043 | 1100 | 1066.0 |
|  Austin Community College District |  |  |
|  5.00%, 08/01/2038 | 4500 | 4953.0 |
|  Austin Community College District Public Facility Corp. |  |  |
|  5.00%, 08/01/2031 | 300 | 308.0 |
|  Austin Independent School District |  |  |
|  4.00%, 08/01/2032 | 2835 | 2962.0 |
|  4.00%, 08/01/2033 | 3160 | 3284.0 |
|  4.00%, 08/01/2034 | 3620 | 3732.0 |
|  4.00%, 08/01/2035 | 2465 | 2524.0 |
|  5.00%, 08/01/2039 | 3600 | 3939.0 |
|  5.00%, 08/01/2040 | 2725 | 2922.0 |
|  5.00%, 08/01/2042 | 4145 | 4412.0 |
|  5.00%, 08/01/2048 | 1500 | 1523.0 |
|  Austin-Bergstrom Landhost Enterprises, Inc. |  |  |
|  5.00%, 10/01/2026 | 1400 | 1412.0 |
|  5.00%, 10/01/2028 | 1925 | 1969.0 |
|  5.00%, 10/01/2030 | 2175 | 2218.0 |
|  5.00%, 10/01/2033 | 2000 | 2032.0 |
|  5.00%, 10/01/2034 | 2000 | 2030.0 |
|  5.00%, 10/01/2036 | 1000 | 1012.0 |
|  Bacliff Municipal Utility District |  |  |
|  5.00%, 09/01/2037 | 160 | 170.0 |
|  5.00%, 09/01/2038 | 980 | 1034.0 |
|  6.50%, 09/01/2035 | 220 | 255.0 |
|  Barbers Hill Independent School District |  |  |
|  5.00%, 02/15/2042 | 1200 | 1286.0 |
|  Bastrop Independent School District |  |  |
|  5.00%, 02/15/2041 | 5240 | 5600.0 |
|  Bauer Landing Water Control & Improvement District |  |  |
|  2.65%, 03/01/2045 | 2340 | 1739.0 |
|  Baybrook Municipal Utility District No 1 |  |  |
|  4.00%, 05/01/2041 | 205 | 196.0 |
|  Bexar County Hospital District |  |  |
|  5.00%, 02/15/2035 | 400 | 405.0 |
|  Board of Regents of the University of Texas System |  |  |
|  5.00%, 08/15/2036 | 13000 | 14722.0 |
|  Boerne Independent School District |  |  |
|  3.13%, 02/01/2053(1) | 2180 | 2183.0 |
|  Boling Independent School District |  |  |
|  5.00%, 08/15/2037 | 825 | 901.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 08/15/2038 | 865.0 | 940.0 |
|  5.00%, 08/15/2039 | 910.0 | 983.0 |
|  5.00%, 08/15/2040 | 955.0 | 1028.0 |
|  5.00%, 08/15/2041 | 1000.0 | 1072.0 |
|  Brazoria County Municipal Utility District No 22 |  |  |
|  4.38%, 09/01/2049 | 2435.0 | 2252.0 |
|  Brazoria County Municipal Utility District No 57 |  |  |
|  4.63%, 09/01/2046 | 2525.0 | 2486.0 |
|  Brazos County Municipal Utility District No 1 |  |  |
|  4.50%, 09/01/2039 | 575.0 | 583.0 |
|  4.75%, 09/01/2042 | 660.0 | 669.0 |
|  4.75%, 09/01/2043 | 690.0 | 697.0 |
|  4.75%, 09/01/2044 | 720.0 | 724.0 |
|  Brazos Higher Education Authority, Inc. |  |  |
|  5.00%, 04/01/2032 | 1175.0 | 1241.0 |
|  Brazosport Independent School District |  |  |
|  2.13%, 02/15/2033 | 1310.0 | 1178.0 |
|  Bridge City Independent School District |  |  |
|  5.00%, 02/15/2048 | 1100.0 | 1135.0 |
|  Bullard Independent School District |  |  |
|  4.00%, 02/15/2051(1) | 5180.0 | 5324.0 |
|  Cameron Independent School District |  |  |
|  5.00%, 02/15/2039 | 960.0 | 1046.0 |
|  5.00%, 02/15/2040 | 1020.0 | 1105.0 |
|  5.00%, 02/15/2041 | 1065.0 | 1148.0 |
|  5.00%, 02/15/2042 | 725.0 | 776.0 |
|  Cedar Port Navigation & Improvement District |  |  |
|  2.38%, 09/01/2041 | 4925.0 | 3493.0 |
|  Celina Independent School District |  |  |
|  5.00%, 02/15/2039 | 450.0 | 498.0 |
|  5.00%, 02/15/2040 | 375.0 | 409.0 |
|  5.00%, 02/15/2041 | 540.0 | 584.0 |
|  5.00%, 02/15/2042 | 1000.0 | 1074.0 |
|  5.00%, 02/15/2043 | 500.0 | 534.0 |
|  5.00%, 02/15/2044 | 1000.0 | 1060.0 |
|  Central Texas Regional Mobility Authority |  |  |
|  4.00%, 01/01/2033 | 965.0 | 986.0 |
|  4.00%, 01/01/2033 | 1000.0 | 1018.0 |
|  5.00%, 01/01/2029 | 750.0 | 796.0 |
|  5.00%, 01/01/2031 | 600.0 | 643.0 |
|  Central Texas Turnpike System |  |  |
|  3.00%, 08/15/2040 | 1500.0 | 1254.0 |
|  5.00%, 08/15/2039 | 3500.0 | 3673.0 |
|  5.00%, 08/15/2042(1) | 5800.0 | 6201.0 |
|  City of Amarillo TX |  |  |
|  2.00%, 02/15/2041 | 1510.0 | 1087.0 |
|  City of Amarillo TX Waterworks & Sewer System Revenue |  |  |
|  4.00%, 04/01/2039 | 1310.0 | 1313.0 |
|  City of Anna TX |  |  |
|  4.50%, 09/01/2036(2) | 600.0 | 601.0 |
|  5.20%, 09/15/2045 | 1000.0 | 1005.0 |
|  City of Austin TX |  |  |
|  5.00%, 09/01/2037 | 1900.0 | 2019.0 |
|  5.00%, 09/01/2037 | 2900.0 | 3155.0 |
|  City of Austin TX Airport System Revenue |  |  |
|  5.00%, 11/15/2026 | 1140.0 | 1155.0 |
|  5.00%, 11/15/2039 | 4000.0 | 4290.0 |
|  City of Austin TX Water & Wastewater System Revenue |  |  |
|  5.00%, 11/15/2032 | 750.0 | 840.0 |
|  5.00%, 11/15/2034 | 500.0 | 554.0 |
|  5.00%, 11/15/2034 | 3345.0 | 3797.0 |
|  5.00%, 11/15/2035 | 3090.0 | 3516.0 |
|  5.00%, 11/15/2036 | 2295.0 | 2603.0 |
|  5.00%, 11/15/2036 | 2985.0 | 2989.0 |
|  5.00%, 11/15/2039 | 1575.0 | 1695.0 |
|  5.00%, 11/15/2039 | 3675.0 | 4027.0 |
|  5.00%, 11/15/2040 | 2820.0 | 3023.0 |
|  5.00%, 11/15/2040 | 4100.0 | 4471.0 |
|  5.00%, 11/15/2041 | 2500.0 | 2671.0 |
|  5.00%, 11/15/2041 | 6185.0 | 6715.0 |
|  5.00%, 11/15/2044 | 4500.0 | 4836.0 |
|  City of Bryan TX |  |  |
|  2.00%, 08/15/2032 | 1000.0 | 900.0 |
|  2.25%, 08/15/2035 | 2465.0 | 2123.0 |
|  City of Cedar Park TX |  |  |
|  1.88%, 02/15/2038 | 1625.0 | 1246.0 |
|  City of College Station TX |  |  |
|  2.13%, 02/15/2040 | 2000.0 | 1484.0 |
|  2.25%, 02/15/2041 | 1000.0 | 739.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  City of Corpus Christi TX Utility System Revenue |  |  |
|  5.00%, 07/15/2028 | 2000.0 | 2093.0 |
|  5.00%, 07/15/2029 | 3890.0 | 4137.0 |
|  5.00%, 07/15/2031 | 1920.0 | 2094.0 |
|  5.00%, 07/15/2032 | 1000.0 | 1105.0 |
|  5.00%, 07/15/2032 | 3130.0 | 3446.0 |
|  5.00%, 07/15/2033 | 2000.0 | 2227.0 |
|  City of Dallas Housing Finance Corp. |  |  |
|  3.05%, 08/01/2030(1) | 3000.0 | 2999.0 |
|  4.63%, 10/01/2043 | 3275.0 | 3286.0 |
|  City of Dallas TX |  |  |
|  5.00%, 02/15/2027 | 8125.0 | 8299.0 |
|  5.00%, 02/15/2027 | 10000.0 | 10214.0 |
|  City of Dallas TX Hotel Occupancy Tax Revenue |  |  |
|  4.00%, 08/15/2029 | 1110.0 | 1113.0 |
|  4.00%, 08/15/2030 | 2085.0 | 2089.0 |
|  City of Dallas TX Waterworks & Sewer System Revenue |  |  |
|  4.00%, 10/01/2032 | 3210.0 | 3277.0 |
|  5.00%, 10/01/2040 | 5095.0 | 5546.0 |
|  City of Denton TX |  |  |
|  2.00%, 02/15/2039 | 1340.0 | 999.0 |
|  2.50%, 02/15/2038 | 3390.0 | 2815.0 |
|  City of Denton TX Utility System Revenue |  |  |
|  5.00%, 12/01/2036 | 1600.0 | 1619.0 |
|  City of Eagle Pass TX Waterworks & Sewer System Revenue |  |  |
|  5.00%, 12/01/2042 | 1015.0 | 1067.0 |
|  5.00%, 12/01/2044 | 1120.0 | 1162.0 |
|  City of El Paso TX |  |  |
|  5.00%, 08/15/2033 | 670.0 | 750.0 |
|  5.00%, 08/15/2035 | 785.0 | 878.0 |
|  City of El Paso TX Water & Sewer Revenue |  |  |
|  5.00%, 03/01/2034 | 1725.0 | 1860.0 |
|  5.00%, 03/01/2035 | 1035.0 | 1110.0 |
|  5.00%, 03/01/2036 | 2355.0 | 2516.0 |
|  5.00%, 03/01/2040 | 1700.0 | 1814.0 |
|  City of Fort Worth TX |  |  |
|  2.00%, 03/01/2040 | 3000.0 | 2126.0 |
|  5.13%, 09/01/2037(2) | 1200.0 | 1155.0 |
|  City of Fort Worth TX Water & Sewer System Revenue |  |  |
|  2.00%, 02/15/2036 | 1540.0 | 1248.0 |
|  5.00%, 02/15/2037 | 2435.0 | 2633.0 |
|  5.00%, 02/15/2040 | 5950.0 | 6347.0 |
|  City of Frisco TX |  |  |
|  2.00%, 02/15/2041 | 820.0 | 590.0 |
|  City of Galveston TX Wharves & Terminal Revenue |  |  |
|  5.25%, 08/01/2033 | 790.0 | 854.0 |
|  5.25%, 08/01/2038 | 1175.0 | 1242.0 |
|  5.25%, 08/01/2039 | 1000.0 | 1052.0 |
|  City of Garland TX |  |  |
|  2.00%, 02/15/2040 | 2205.0 | 1594.0 |
|  5.00%, 02/15/2032 | 1000.0 | 1108.0 |
|  5.00%, 02/15/2035 | 2760.0 | 3093.0 |
|  5.00%, 02/15/2036 | 1000.0 | 1113.0 |
|  5.00%, 02/15/2039 | 1100.0 | 1202.0 |
|  5.00%, 02/15/2041 | 1600.0 | 1731.0 |
|  City of Garland TX Electric Utility System Revenue |  |  |
|  5.00%, 03/01/2037 | 550.0 | 616.0 |
|  5.00%, 03/01/2038 | 200.0 | 222.0 |
|  5.00%, 03/01/2039 | 275.0 | 303.0 |
|  5.00%, 03/01/2040 | 275.0 | 301.0 |
|  City of Georgetown TX Utility System Revenue |  |  |
|  5.00%, 08/15/2032 | 1250.0 | 1369.0 |
|  5.00%, 08/15/2034 | 1300.0 | 1412.0 |
|  City of Grand Prairie TX |  |  |
|  4.00%, 02/15/2039 | 1300.0 | 1316.0 |
|  City of Greenville TX Electric System Revenue |  |  |
|  5.25%, 02/15/2049 | 4000.0 | 4120.0 |
|  City of Greenville TX Waterworks & Sewer System Revenue |  |  |
|  5.00%, 02/15/2029 | 1865.0 | 1969.0 |
|  5.00%, 02/15/2041 | 2155.0 | 2268.0 |
|  5.00%, 02/15/2043 | 3760.0 | 3922.0 |
|  City of Houston TX |  |  |
|  5.00%, 03/01/2028 | 1000.0 | 1021.0 |
|  5.00%, 03/01/2031 | 2880.0 | 3047.0 |
|  5.00%, 03/01/2038 | 535.0 | 579.0 |
|  5.25%, 03/01/2042 | 2525.0 | 2722.0 |
|  City of Houston TX Airport System Revenue |  |  |
|  5.00%, 07/01/2027 | 3000.0 | 3088.0 |
|  5.00%, 07/01/2029 | 1000.0 | 1041.0 |
|  5.00%, 07/01/2034 | 1065.0 | 1135.0 |
|  5.25%, 07/15/2026 | 7315.0 | 7353.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 07/15/2027 | 1690.0 | 1723.0 |
|  5.25%, 07/01/2038 | 2000.0 | 2207.0 |
|  5.25%, 07/01/2039 | 4000.0 | 4379.0 |
|  5.25%, 07/01/2040 | 2000.0 | 2177.0 |
|  5.25%, 07/01/2041 | 2770.0 | 2963.0 |
|  5.25%, 07/01/2041 | 3700.0 | 4008.0 |
|  5.25%, 07/01/2042 | 3500.0 | 3768.0 |
|  5.50%, 07/15/2036 | 1825.0 | 1913.0 |
|  5.50%, 07/15/2037 | 1000.0 | 1047.0 |
|  5.50%, 07/15/2038 | 2000.0 | 2084.0 |
|  5.50%, 07/15/2039 | 5150.0 | 5335.0 |
|  5.50%, 07/01/2045 | 4450.0 | 4812.0 |
|  City of Houston TX Combined Utility System Revenue |  |  |
|  2.50%, 11/15/2040 | 6000.0 | 4658.0 |
|  4.00%, 11/15/2035 | 300.0 | 306.0 |
|  4.00%, 11/15/2036 | 300.0 | 305.0 |
|  5.00%, 11/15/2026 | 11105.0 | 11273.0 |
|  5.00%, 11/15/2027 | 9575.0 | 9944.0 |
|  5.00%, 11/15/2035 | 12500.0 | 14017.0 |
|  City of Houston TX Hotel Occupancy Tax & Special Revenue |  |  |
|  5.00%, 09/01/2036 | 2100.0 | 2171.0 |
|  City of Kyle TX |  |  |
|  5.00%, 08/15/2034 | 300.0 | 336.0 |
|  5.00%, 08/15/2035 | 375.0 | 416.0 |
|  5.00%, 08/15/2036 | 500.0 | 551.0 |
|  5.00%, 08/15/2037 | 335.0 | 367.0 |
|  5.00%, 08/15/2038 | 400.0 | 435.0 |
|  5.00%, 08/15/2039 | 625.0 | 673.0 |
|  5.00%, 08/15/2040 | 500.0 | 534.0 |
|  5.00%, 08/15/2041 | 525.0 | 560.0 |
|  City of Lavon TX |  |  |
|  5.38%, 09/15/2045 | 700.0 | 701.0 |
|  City of Lowry Crossing TX |  |  |
|  4.25%, 09/15/2030(2) | 300.0 | 303.0 |
|  City of Mansfield TX |  |  |
|  5.00%, 02/15/2034 | 485.0 | 547.0 |
|  5.00%, 02/15/2035 | 1145.0 | 1284.0 |
|  5.00%, 02/15/2036 | 695.0 | 776.0 |
|  5.00%, 02/15/2037 | 1745.0 | 1934.0 |
|  5.00%, 02/15/2038 | 1900.0 | 2089.0 |
|  5.00%, 02/15/2039 | 615.0 | 672.0 |
|  5.00%, 02/15/2040 | 970.0 | 1052.0 |
|  5.00%, 02/15/2041 | 1525.0 | 1650.0 |
|  City of McKinney TX |  |  |
|  2.00%, 08/15/2037 | 1085.0 | 865.0 |
|  City of Mesquite TX |  |  |
|  4.25%, 09/01/2035 | 833.0 | 830.0 |
|  5.50%, 09/01/2045 | 1050.0 | 1055.0 |
|  City of Odessa TX |  |  |
|  4.00%, 03/01/2035 | 1020.0 | 979.0 |
|  City of Plano TX |  |  |
|  5.00%, 09/01/2035 | 4035.0 | 4535.0 |
|  City of Princeton TX |  |  |
|  5.38%, 09/01/2045(2) | 420.0 | 421.0 |
|  City of Round Rock TX |  |  |
|  4.63%, 08/15/2047 | 5000.0 | 5042.0 |
|  City of Rowlett TX |  |  |
|  6.00%, 09/15/2046 | 927.0 | 919.0 |
|  City of San Antonio TX |  |  |
|  3.00%, 08/01/2029 | 3545.0 | 3548.0 |
|  4.00%, 08/01/2033 | 1185.0 | 1228.0 |
|  City of San Antonio TX Airport System |  |  |
|  5.00%, 07/01/2027 | 2000.0 | 2050.0 |
|  5.00%, 07/01/2028 | 1750.0 | 1821.0 |
|  City of San Antonio TX Electric & Gas Systems Revenue |  |  |
|  1.13%, 12/01/2045(1) | 22440.0 | 22020.0 |
|  2.00%, 02/01/2049(1) | 15940.0 | 15624.0 |
|  3.00%, 02/01/2055(1) | 3500.0 | 3469.0 |
|  3.15%, 02/01/2055(1) | 3825.0 | 3771.0 |
|  5.00%, 02/01/2030 | 1000.0 | 1030.0 |
|  5.00%, 02/01/2037 | 16755.0 | 18913.0 |
|  5.00%, 02/01/2038 | 14600.0 | 16360.0 |
|  5.00%, 02/01/2039 | 12165.0 | 13538.0 |
|  5.25%, 02/01/2041 | 20000.0 | 21928.0 |
|  5.25%, 02/01/2049 | 4860.0 | 5085.0 |
|  City of Texas City TX |  |  |
|  5.00%, 02/15/2041 | 2630.0 | 2805.0 |
|  5.00%, 02/15/2043 | 4790.0 | 5024.0 |
|  City of Waco TX |  |  |
|  4.00%, 02/01/2039 | 1605.0 | 1613.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Clear Creek Independent School District |  |  |
|  5.00%, 02/15/2035 | 880.0 | 1004.0 |
|  5.00%, 02/15/2036 | 1135.0 | 1285.0 |
|  5.00%, 02/15/2037 | 2015.0 | 2263.0 |
|  5.00%, 02/15/2038 | 2730.0 | 3040.0 |
|  Clifton Higher Education Finance Corp. |  |  |
|  2.38%, 08/15/2046 | 1000.0 | 660.0 |
|  3.00%, 08/15/2033 | 260.0 | 251.0 |
|  3.00%, 08/15/2040 | 935.0 | 809.0 |
|  3.00%, 08/15/2041 | 1900.0 | 1595.0 |
|  3.95%, 12/01/2032 | 2880.0 | 2878.0 |
|  5.25%, 02/15/2043 | 3900.0 | 4147.0 |
|  Club Municipal Management District No 1 |  |  |
|  5.10%, 09/01/2044(2) | 1000.0 | 1005.0 |
|  Collin County Municipal Utility District No 2 |  |  |
|  4.00%, 09/01/2043 | 525.0 | 490.0 |
|  Comal County Water Control & Improvement District No 6 |  |  |
|  4.00%, 09/01/2045 | 1790.0 | 1632.0 |
|  4.00%, 09/01/2048 | 2085.0 | 1829.0 |
|  5.25%, 09/01/2030 | 2030.0 | 2137.0 |
|  Comal Independent School District |  |  |
|  1.63%, 02/01/2032 | 2485.0 | 2170.0 |
|  3.00%, 02/15/2038 | 1430.0 | 1320.0 |
|  3.00%, 02/15/2039 | 1185.0 | 1078.0 |
|  3.00%, 02/01/2040 | 7150.0 | 6261.0 |
|  3.00%, 02/15/2041 | 2500.0 | 2200.0 |
|  5.00%, 02/15/2035 | 15000.0 | 16954.0 |
|  Como-Pickton Consolidated Independent School District |  |  |
|  5.00%, 08/15/2037 | 310.0 | 339.0 |
|  Conroe Independent School District |  |  |
|  5.00%, 02/15/2038 | 8195.0 | 9107.0 |
|  5.00%, 02/15/2041 | 3365.0 | 3637.0 |
|  5.00%, 02/15/2041 | 5000.0 | 5435.0 |
|  5.00%, 02/15/2043 | 1575.0 | 1694.0 |
|  5.00%, 02/15/2045 | 5035.0 | 5341.0 |
|  Corsicana Independent School District |  |  |
|  5.00%, 02/15/2040 | 1600.0 | 1768.0 |
|  5.00%, 02/15/2041 | 1250.0 | 1371.0 |
|  5.00%, 02/15/2042 | 1150.0 | 1253.0 |
|  5.00%, 02/15/2043 | 1450.0 | 1571.0 |
|  Cottonwood Creek Municipal Utility District No 1 |  |  |
|  2.50%, 09/01/2043 | 1260.0 | 963.0 |
|  County of Bell TX |  |  |
|  2.00%, 02/15/2035 | 500.0 | 422.0 |
|  County of Collin TX |  |  |
|  4.00%, 02/15/2037 | 1105.0 | 1130.0 |
|  5.00%, 02/15/2040 | 5700.0 | 6173.0 |
|  County of Denton TX |  |  |
|  3.00%, 07/15/2033 | 5215.0 | 5054.0 |
|  County of Ector TX |  |  |
|  5.00%, 02/15/2050 | 3675.0 | 3765.0 |
|  County of El Paso TX |  |  |
|  5.00%, 02/15/2029 | 1500.0 | 1544.0 |
|  County of Harris TX |  |  |
|  5.00%, 08/15/2032 | 1000.0 | 1120.0 |
|  5.00%, 09/15/2034 | 750.0 | 855.0 |
|  5.00%, 09/15/2034 | 3515.0 | 4006.0 |
|  5.00%, 08/15/2041 | 8500.0 | 8531.0 |
|  County of Harris TX Toll Road Revenue |  |  |
|  5.00%, 08/15/2039 | 7275.0 | 7978.0 |
|  5.00%, 08/15/2040 | 5500.0 | 6000.0 |
|  County of Hays TX |  |  |
|  4.50%, 09/15/2035(2) | 500.0 | 497.0 |
|  5.00%, 02/15/2031 | 710.0 | 777.0 |
|  5.00%, 02/15/2031 | 1500.0 | 1642.0 |
|  5.00%, 02/15/2032 | 675.0 | 747.0 |
|  5.00%, 02/15/2032 | 1000.0 | 1107.0 |
|  5.00%, 02/15/2033 | 725.0 | 810.0 |
|  5.00%, 02/15/2033 | 1640.0 | 1832.0 |
|  5.00%, 02/15/2034 | 1920.0 | 2161.0 |
|  5.00%, 02/15/2034 | 2685.0 | 3022.0 |
|  5.00%, 02/15/2035 | 1485.0 | 1680.0 |
|  5.00%, 02/15/2035 | 1670.0 | 1890.0 |
|  5.00%, 02/15/2036 | 775.0 | 871.0 |
|  5.00%, 02/15/2037 | 1335.0 | 1488.0 |
|  5.00%, 02/15/2038 | 1000.0 | 1107.0 |
|  5.00%, 02/15/2039 | 3535.0 | 3889.0 |
|  5.00%, 02/15/2040 | 1400.0 | 1531.0 |
|  5.00%, 02/15/2041 | 1125.0 | 1224.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  County of Johnson TX |  |  |
|  5.00%, 02/15/2039 | 365.0 | 395.0 |
|  5.00%, 02/15/2040 | 390.0 | 418.0 |
|  5.00%, 02/15/2042 | 880.0 | 928.0 |
|  County of Lubbock TX |  |  |
|  4.00%, 02/15/2040 | 3385.0 | 3379.0 |
|  5.00%, 02/15/2035 | 765.0 | 836.0 |
|  County of Medina TX |  |  |
|  5.45%, 09/01/2046 | 600.0 | 591.0 |
|  County of Tarrant TX |  |  |
|  5.00%, 07/15/2038 | 2500.0 | 2669.0 |
|  County of Travis TX |  |  |
|  2.00%, 03/01/2035 | 1150.0 | 983.0 |
|  Crowley Independent School District |  |  |
|  5.00%, 02/01/2040 | 4650.0 | 5016.0 |
|  Cypress-Fairbanks Independent School District |  |  |
|  2.25%, 02/15/2043 | 2000.0 | 1422.0 |
|  3.00%, 02/15/2034 | 3420.0 | 3287.0 |
|  4.00%, 02/15/2033 | 575.0 | 592.0 |
|  5.00%, 02/15/2039 | 11225.0 | 12161.0 |
|  5.00%, 02/15/2040 | 13055.0 | 14077.0 |
|  Dallas Fort Worth International Airport |  |  |
|  4.00%, 11/01/2034 | 1930.0 | 1973.0 |
|  5.00%, 11/01/2032 | 1500.0 | 1677.0 |
|  5.00%, 11/01/2035 | 11555.0 | 12669.0 |
|  5.00%, 11/01/2036 | 22990.0 | 25017.0 |
|  5.00%, 11/01/2039 | 2645.0 | 2865.0 |
|  5.00%, 11/01/2043 | 1500.0 | 1566.0 |
|  5.00%, 11/01/2050(1) | 19400.0 | 20958.0 |
|  5.00%, 11/01/2050(1) | 21500.0 | 22683.0 |
|  5.25%, 11/01/2040 | 750.0 | 812.0 |
|  5.25%, 11/01/2042 | 5000.0 | 5372.0 |
|  5.25%, 11/01/2046 | 1155.0 | 1206.0 |
|  Dallas Independent School District |  |  |
|  2.00%, 02/15/2042 | 3900.0 | 2709.0 |
|  5.00%, 02/15/2038 | 2725.0 | 2943.0 |
|  5.00%, 02/15/2041 | 13295.0 | 14324.0 |
|  5.00%, 02/15/2055(1) | 8500.0 | 9243.0 |
|  5.00%, 02/15/2056(1) | 6695.0 | 7158.0 |
|  Denton County Municipal Utility District No 6 |  |  |
|  3.25%, 09/01/2049 | 1470.0 | 1103.0 |
|  Denton Independent School District |  |  |
|  4.00%, 08/15/2055(1) | 3000.0 | 3084.0 |
|  4.00%, 08/15/2055(1) | 3000.0 | 3121.0 |
|  5.00%, 08/15/2040 | 2780.0 | 3000.0 |
|  5.00%, 08/15/2041 | 5250.0 | 5657.0 |
|  Dripping Springs Independent School District |  |  |
|  5.00%, 02/15/2039 | 1250.0 | 1380.0 |
|  Eagle Mountain & Saginaw Independent School District |  |  |
|  5.00%, 08/15/2032 | 800.0 | 899.0 |
|  5.00%, 08/15/2034 | 1225.0 | 1357.0 |
|  East Montgomery County Improvement District Sales Tax Revenue |  |  |
|  5.25%, 08/15/2049 | 4385.0 | 4577.0 |
|  Edinburg Consolidated Independent School District |  |  |
|  5.00%, 02/15/2035 | 1235.0 | 1235.0 |
|  El Paso County Community College District |  |  |
|  5.00%, 04/01/2034 | 2700.0 | 3034.0 |
|  5.00%, 04/01/2035 | 1170.0 | 1322.0 |
|  5.00%, 04/01/2036 | 1315.0 | 1474.0 |
|  5.00%, 04/01/2037 | 1525.0 | 1696.0 |
|  El Paso County Hospital District |  |  |
|  5.00%, 08/15/2028 | 1140.0 | 1161.0 |
|  5.00%, 08/15/2030 | 1455.0 | 1479.0 |
|  5.00%, 02/15/2036 | 450.0 | 498.0 |
|  5.00%, 02/15/2037 | 1150.0 | 1264.0 |
|  5.00%, 08/15/2043 | 545.0 | 573.0 |
|  EP Essential Housing WF PFC |  |  |
|  4.25%, 12/01/2034 | 5500.0 | 5393.0 |
|  Flour Bluff Independent School District |  |  |
|  5.00%, 08/15/2040 | 2640.0 | 2862.0 |
|  Forney Independent School District |  |  |
|  5.00%, 08/15/2034 | 2540.0 | 2766.0 |
|  5.00%, 08/15/2036 | 1000.0 | 1078.0 |
|  5.00%, 08/15/2038 | 610.0 | 666.0 |
|  5.00%, 08/15/2050 | 3385.0 | 3493.0 |
|  5.25%, 08/15/2041 | 1000.0 | 1109.0 |
|  5.25%, 08/15/2044 | 1270.0 | 1377.0 |
|  5.25%, 08/15/2045 | 1500.0 | 1612.0 |
|  5.25%, 08/15/2055 | 1000.0 | 1048.0 |
|  Fort Bend County Municipal Utility District No 134B |  |  |
|  6.00%, 03/01/2029 | 1395.0 | 1476.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Fort Bend County Municipal Utility District No 146 |  |  |
|  3.00%, 03/01/2033 | 520.0 | 496.0 |
|  3.00%, 09/01/2034 | 190.0 | 176.0 |
|  3.25%, 03/01/2034 | 330.0 | 317.0 |
|  3.25%, 03/01/2034 | 520.0 | 499.0 |
|  3.25%, 03/01/2035 | 520.0 | 495.0 |
|  Fort Bend County Municipal Utility District No 184 |  |  |
|  4.00%, 04/01/2040 | 630.0 | 615.0 |
|  4.00%, 04/01/2041 | 660.0 | 635.0 |
|  Fort Bend County Municipal Utility District No 190 |  |  |
|  3.25%, 09/01/2049 | 2135.0 | 1575.0 |
|  Fort Bend County Municipal Utility District No 229 |  |  |
|  4.00%, 09/01/2044 | 1885.0 | 1746.0 |
|  Fort Bend County Municipal Utility District No 245 |  |  |
|  6.25%, 09/01/2033 | 125.0 | 138.0 |
|  7.00%, 09/01/2032 | 120.0 | 137.0 |
|  Fort Bend County Municipal Utility District No 58 |  |  |
|  2.00%, 04/01/2040 | 4200.0 | 3005.0 |
|  Fort Bend Independent School District |  |  |
|  0.72%, 08/01/2051(1) | 8295.0 | 8214.0 |
|  4.00%, 08/01/2054(1) | 15205.0 | 15438.0 |
|  Fort Worth Independent School District |  |  |
|  2.38%, 02/15/2033 | 775.0 | 714.0 |
|  5.00%, 02/15/2035 | 1125.0 | 1250.0 |
|  5.00%, 02/15/2036 | 560.0 | 617.0 |
|  Fourth Ward Redevelopment Authority |  |  |
|  4.00%, 09/01/2038 | 255.0 | 257.0 |
|  4.00%, 09/01/2039 | 330.0 | 331.0 |
|  4.25%, 09/01/2041 | 700.0 | 705.0 |
|  4.25%, 09/01/2043 | 1000.0 | 981.0 |
|  5.00%, 09/01/2034 | 295.0 | 323.0 |
|  5.00%, 09/01/2035 | 365.0 | 398.0 |
|  5.00%, 09/01/2036 | 300.0 | 326.0 |
|  5.00%, 09/01/2037 | 210.0 | 227.0 |
|  Frisco Independent School District |  |  |
|  5.00%, 02/15/2040 | 2870.0 | 3098.0 |
|  Frisco West Water Control & Improvement District of Denton County |  |  |
|  3.25%, 09/01/2033 | 205.0 | 196.0 |
|  FW Ramble Public Facility Corp. |  |  |
|  4.00%, 10/01/2035 | 2500.0 | 2415.0 |
|  Georgetown Independent School District |  |  |
|  2.50%, 08/15/2035 | 3000.0 | 2667.0 |
|  Glasscock County Independent School District |  |  |
|  5.00%, 02/15/2034 | 700.0 | 724.0 |
|  5.00%, 02/15/2035 | 700.0 | 723.0 |
|  Godley Independent School District |  |  |
|  4.00%, 02/15/2038 | 1930.0 | 1930.0 |
|  Grand Parkway Transportation Corp. |  |  |
|  5.00%, 10/01/2031 | 2630.0 | 2737.0 |
|  5.00%, 10/01/2033 | 1205.0 | 1250.0 |
|  5.00%, 10/01/2037 | 2000.0 | 2059.0 |
|  5.00%, 10/01/2038 | 5000.0 | 5139.0 |
|  5.00%, 10/01/2043 | 5700.0 | 5816.0 |
|  5.00%, 10/01/2052(1) | 16195.0 | 16740.0 |
|  5.80%, 10/01/2046 | 1620.0 | 1691.0 |
|  5.85%, 10/01/2048 | 2000.0 | 2083.0 |
|  Guadalupe-Blanco River Authority |  |  |
|  5.00%, 08/15/2037 | 760.0 | 817.0 |
|  6.00%, 08/15/2035 | 895.0 | 1018.0 |
|  6.00%, 08/15/2036 | 760.0 | 860.0 |
|  Harlandale Independent School District |  |  |
|  5.00%, 08/01/2030 | 1305.0 | 1335.0 |
|  Harris County Cultural Education Facilities Finance Corp. |  |  |
|  2.90%, 12/01/2060(1) | 49155.0 | 49155.0 |
|  5.00%, 12/01/2029 | 18825.0 | 20315.0 |
|  5.00%, 07/01/2031 | 5950.0 | 6517.0 |
|  5.00%, 07/01/2034 | 12420.0 | 13897.0 |
|  5.00%, 07/01/2039 | 2500.0 | 2678.0 |
|  5.00%, 07/01/2040 | 1500.0 | 1599.0 |
|  5.00%, 07/01/2054(1) | 2070.0 | 2190.0 |
|  Harris County Flood Control District |  |  |
|  4.00%, 10/01/2036 | 480.0 | 489.0 |
|  4.00%, 10/01/2037 | 4400.0 | 4457.0 |
|  Harris County Municipal Utility District No 165 |  |  |
|  3.38%, 03/01/2042 | 2190.0 | 1896.0 |
|  4.75%, 03/01/2033 | 1525.0 | 1612.0 |
|  Harris County Municipal Utility District No 171 |  |  |
|  5.00%, 12/01/2030 | 1350.0 | 1416.0 |
|  Harris County Municipal Utility District No 287 |  |  |
|  2.63%, 09/01/2040 | 1590.0 | 1298.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Harris County Municipal Utility District No 432 |  |  |
|  3.50%, 03/01/2047 | 3265.0 | 2653.0 |
|  Harris County Municipal Utility District No 489 |  |  |
|  2.25%, 09/01/2043 | 1755.0 | 1170.0 |
|  Harris County Municipal Utility District No 491 |  |  |
|  6.50%, 09/01/2030 | 1005.0 | 1086.0 |
|  Harris County Municipal Utility District No 50 |  |  |
|  2.30%, 03/01/2050 | 3125.0 | 1840.0 |
|  Harris County-Houston Sports Authority |  |  |
|  0.00%, 11/15/2040 | 1375.0 | 604.0 |
|  5.00%, 11/15/2030 | 2000.0 | 2162.0 |
|  5.00%, 11/15/2043 | 2845.0 | 2999.0 |
|  Harris-Waller Counties Municipal Utility District No 3 |  |  |
|  3.25%, 09/01/2049 | 1875.0 | 1407.0 |
|  3.50%, 09/01/2049 | 2255.0 | 1787.0 |
|  4.00%, 09/01/2037 | 660.0 | 664.0 |
|  4.00%, 09/01/2040 | 750.0 | 736.0 |
|  4.00%, 09/01/2041 | 825.0 | 801.0 |
|  4.00%, 09/01/2042 | 860.0 | 828.0 |
|  4.13%, 09/01/2043 | 855.0 | 826.0 |
|  Hays Consolidated Independent School District |  |  |
|  5.00%, 02/15/2038 | 3000.0 | 3324.0 |
|  5.00%, 02/15/2040 | 6800.0 | 7237.0 |
|  Henrietta Independent School District |  |  |
|  5.00%, 06/15/2039 | 705.0 | 759.0 |
|  Hidalgo County Drain District No 1 |  |  |
|  3.13%, 09/01/2029 | 1800.0 | 1787.0 |
|  Hidalgo Independent School District |  |  |
|  5.00%, 02/01/2038 | 500.0 | 547.0 |
|  5.00%, 02/01/2039 | 500.0 | 544.0 |
|  5.00%, 02/01/2040 | 500.0 | 537.0 |
|  5.00%, 02/01/2041 | 765.0 | 815.0 |
|  5.00%, 02/01/2042 | 760.0 | 805.0 |
|  5.00%, 02/01/2043 | 880.0 | 929.0 |
|  Houston Higher Education Finance Corp. |  |  |
|  5.00%, 05/15/2034 | 5000.0 | 5703.0 |
|  Humble Independent School District |  |  |
|  5.00%, 02/15/2043 | 8150.0 | 8225.0 |
|  Irving Hospital Authority |  |  |
|  5.00%, 10/15/2038 | 1200.0 | 1201.0 |
|  5.00%, 10/15/2039 | 1090.0 | 1091.0 |
|  Irving Independent School District |  |  |
|  5.00%, 02/15/2039 | 1620.0 | 1785.0 |
|  5.00%, 02/15/2039 | 5100.0 | 5489.0 |
|  5.00%, 02/15/2042 | 5000.0 | 5306.0 |
|  La Porte Independent School District |  |  |
|  5.00%, 02/15/2042 | 1000.0 | 1079.0 |
|  5.00%, 02/15/2044 | 1000.0 | 1064.0 |
|  La Vega Independent School District |  |  |
|  4.00%, 02/15/2037 | 1485.0 | 1487.0 |
|  Lamar Consolidated Independent School District |  |  |
|  5.00%, 02/15/2035 | 3520.0 | 3976.0 |
|  5.00%, 02/15/2036 | 3690.0 | 4189.0 |
|  5.00%, 02/15/2037 | 1445.0 | 1627.0 |
|  5.00%, 02/15/2038 | 1850.0 | 2064.0 |
|  5.00%, 02/15/2039 | 2000.0 | 2210.0 |
|  5.00%, 02/15/2040 | 2000.0 | 2198.0 |
|  5.00%, 02/15/2040 | 4675.0 | 4996.0 |
|  5.00%, 02/15/2041 | 1800.0 | 1974.0 |
|  Leander Independent School District |  |  |
|  0.00%, 08/15/2034 | 2000.0 | 1485.0 |
|  0.00%, 08/15/2035 | 3000.0 | 2125.0 |
|  5.00%, 08/15/2037 | 3000.0 | 3372.0 |
|  5.00%, 08/15/2039 | 5000.0 | 5528.0 |
|  Leander Municipal Utility District No 2 |  |  |
|  4.00%, 08/15/2041 | 575.0 | 552.0 |
|  4.00%, 08/15/2042 | 605.0 | 576.0 |
|  Lewisville Independent School District |  |  |
|  3.13%, 08/15/2034 | 1800.0 | 1751.0 |
|  5.00%, 08/15/2042 | 15000.0 | 16109.0 |
|  5.00%, 08/15/2043 | 10360.0 | 11034.0 |
|  Love Field Airport Modernization Corp. |  |  |
|  4.00%, 11/01/2034 | 5000.0 | 5010.0 |
|  4.00%, 11/01/2035 | 5000.0 | 4977.0 |
|  4.00%, 11/01/2038 | 1000.0 | 966.0 |
|  5.00%, 11/01/2030 | 1080.0 | 1082.0 |
|  Lower Colorado River Authority |  |  |
|  5.00%, 05/15/2026 | 1000.0 | 1003.0 |
|  5.00%, 05/15/2032 | 705.0 | 779.0 |
|  5.00%, 05/15/2035 | 8740.0 | 9769.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 05/15/2036 | 1425.0 | 1488.0 |
|  5.00%, 05/15/2036 | 2900.0 | 3219.0 |
|  5.00%, 05/15/2039 | 3250.0 | 3508.0 |
|  5.00%, 05/15/2040 | 3275.0 | 3497.0 |
|  5.00%, 05/15/2040 | 5250.0 | 5468.0 |
|  Magnolia Independent School District |  |  |
|  5.00%, 08/15/2037 | 1450.0 | 1566.0 |
|  5.00%, 08/15/2038 | 515.0 | 553.0 |
|  Mansfield Economic Development Corp. |  |  |
|  5.00%, 08/01/2037 | 420.0 | 463.0 |
|  5.00%, 08/01/2038 | 440.0 | 482.0 |
|  5.00%, 08/01/2039 | 200.0 | 218.0 |
|  5.00%, 08/01/2040 | 305.0 | 330.0 |
|  5.00%, 08/01/2041 | 400.0 | 429.0 |
|  5.00%, 08/01/2042 | 410.0 | 437.0 |
|  Matagorda County Navigation District No 1 |  |  |
|  2.60%, 11/01/2029 | 3605.0 | 3508.0 |
|  4.25%, 05/01/2030 | 5925.0 | 6066.0 |
|  Medina Valley Independent School District |  |  |
|  5.00%, 02/15/2040 | 7385.0 | 7931.0 |
|  Mesquite Independent School District |  |  |
|  5.00%, 08/15/2043 | 1790.0 | 1816.0 |
|  Midland Independent School District |  |  |
|  4.00%, 02/15/2040 | 1175.0 | 1181.0 |
|  Mission Economic Development Corp. |  |  |
|  0.00%, 06/01/2048(1) | 4750.0 | 4788.0 |
|  2.88%, 07/01/2040(1) | 3500.0 | 3498.0 |
|  2.88%, 06/01/2055(1) | 4100.0 | 4098.0 |
|  4.00%, 06/01/2054(1) | 1605.0 | 1602.0 |
|  Montgomery County Municipal Utility District No 138 |  |  |
|  6.00%, 03/01/2032 | 345.0 | 387.0 |
|  Montgomery County Municipal Utility District No 144 |  |  |
|  7.00%, 05/01/2030 | 1335.0 | 1444.0 |
|  Montgomery County Municipal Utility District No 191 |  |  |
|  4.00%, 09/01/2042 | 1330.0 | 1253.0 |
|  4.25%, 09/01/2044 | 1445.0 | 1356.0 |
|  New Caney Independent School District |  |  |
|  2.00%, 02/15/2039 | 1000.0 | 759.0 |
|  5.00%, 02/15/2040 | 1500.0 | 1622.0 |
|  New Hope Cultural Education Facilities Finance Corp. |  |  |
|  4.00%, 08/15/2028(2) | 1075.0 | 1066.0 |
|  4.00%, 08/15/2029(2) | 1000.0 | 987.0 |
|  4.00%, 08/15/2031(2) | 1210.0 | 1179.0 |
|  4.00%, 08/15/2036(2) | 1545.0 | 1420.0 |
|  4.25%, 10/01/2030 | 5350.0 | 5295.0 |
|  5.00%, 08/15/2026 | 200.0 | 202.0 |
|  5.00%, 08/15/2027 | 375.0 | 387.0 |
|  5.00%, 08/15/2030 | 3500.0 | 3595.0 |
|  5.00%, 11/01/2033 | 695.0 | 748.0 |
|  5.00%, 11/01/2035 | 610.0 | 658.0 |
|  5.00%, 08/15/2038 | 6205.0 | 6809.0 |
|  5.00%, 12/01/2049 | 775.0 | 696.0 |
|  5.25%, 08/15/2040 | 4000.0 | 4439.0 |
|  Newark Higher Education Finance Corp. |  |  |
|  5.00%, 04/01/2029 | 505.0 | 506.0 |
|  North Central Texas Housing Finance Corp. |  |  |
|  5.25%, 07/01/2057 | 1700.0 | 1800.0 |
|  North Parkway Municipal Management District No 1 |  |  |
|  5.88%, 09/01/2034 | 435.0 | 484.0 |
|  North Texas Higher Education Authority, Inc. |  |  |
|  4.50%, 06/01/2046 | 4000.0 | 3960.0 |
|  North Texas Municipal Water District Water System Revenue |  |  |
|  3.00%, 09/01/2032 | 2525.0 | 2478.0 |
|  5.00%, 09/01/2032 | 6000.0 | 6694.0 |
|  North Texas Tollway Authority |  |  |
|  0.00%, 01/01/2038 | 10025.0 | 6311.0 |
|  3.00%, 01/01/2038 | 4000.0 | 3632.0 |
|  5.00%, 01/01/2027 | 6100.0 | 6209.0 |
|  5.00%, 01/01/2033 | 500.0 | 507.0 |
|  5.00%, 01/01/2034 | 1280.0 | 1447.0 |
|  5.00%, 01/01/2035 | 4145.0 | 4657.0 |
|  5.00%, 01/01/2035 | 4580.0 | 5096.0 |
|  5.00%, 01/01/2037 | 1395.0 | 1529.0 |
|  5.00%, 01/01/2039 | 5000.0 | 5538.0 |
|  5.25%, 01/01/2038 | 5400.0 | 5891.0 |
|  5.25%, 01/01/2042 | 1355.0 | 1491.0 |
|  Northampton Municipal Utility District |  |  |
|  3.00%, 09/01/2044 | 840.0 | 638.0 |
|  Northeast Harris County Municipal Utility District No 1 |  |  |
|  3.00%, 09/01/2050 | 930.0 | 640.0 |

---

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---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Northlake Municipal Management District No 1 |  |  |
|  3.00%, 03/01/2035 | 545.0 | 505.0 |
|  3.00%, 03/01/2036 | 570.0 | 520.0 |
|  Northside Independent School District |  |  |
|  3.00%, 08/01/2053(1) | 17730.0 | 17732.0 |
|  Northwest Independent School District |  |  |
|  5.00%, 02/15/2040 | 2500.0 | 2662.0 |
|  Odessa Junior College District |  |  |
|  5.00%, 07/01/2035 | 350.0 | 387.0 |
|  5.00%, 07/01/2037 | 275.0 | 300.0 |
|  5.00%, 07/01/2038 | 340.0 | 369.0 |
|  5.00%, 07/01/2039 | 630.0 | 681.0 |
|  5.00%, 07/01/2040 | 425.0 | 457.0 |
|  5.00%, 07/01/2041 | 470.0 | 504.0 |
|  5.25%, 07/01/2042 | 250.0 | 271.0 |
|  5.25%, 07/01/2043 | 575.0 | 619.0 |
|  Pecos Barstow Toyah Independent School District |  |  |
|  5.00%, 02/15/2036 | 2000.0 | 2063.0 |
|  5.00%, 02/15/2037 | 1300.0 | 1338.0 |
|  5.00%, 02/15/2038 | 1650.0 | 1651.0 |
|  5.00%, 02/15/2039 | 2445.0 | 2447.0 |
|  5.00%, 02/15/2041 | 5735.0 | 5737.0 |
|  Permanent University Fund - Texas A&M University System |  |  |
|  5.00%, 07/01/2037 | 6585.0 | 7168.0 |
|  Plano Independent School District |  |  |
|  5.00%, 02/15/2031 | 7985.0 | 8783.0 |
|  5.00%, 02/15/2033 | 2600.0 | 2890.0 |
|  5.00%, 02/15/2034 | 2175.0 | 2405.0 |
|  Port Authority of Houston of Harris County Texas |  |  |
|  5.00%, 10/01/2040 | 4150.0 | 4443.0 |
|  Port of Beaumont Navigation District |  |  |
|  2.00%, 01/01/2027(2) | 550.0 | 533.0 |
|  2.13%, 01/01/2028(2) | 575.0 | 535.0 |
|  2.25%, 01/01/2029(2) | 820.0 | 736.0 |
|  2.50%, 01/01/2030(2) | 1000.0 | 870.0 |
|  2.63%, 01/01/2031(2) | 800.0 | 675.0 |
|  Port of Port Arthur Navigation District |  |  |
|  2.70%, 04/01/2040(1) | 3790.0 | 3790.0 |
|  2.70%, 04/01/2040(1) | 11085.0 | 11085.0 |
|  2.80%, 04/01/2040(1) | 41365.0 | 41365.0 |
|  Pottsboro Independent School District |  |  |
|  5.00%, 02/15/2039 | 2075.0 | 2206.0 |
|  Prosper Independent School District |  |  |
|  5.00%, 02/15/2047 | 5565.0 | 5807.0 |
|  Richardson Independent School District |  |  |
|  5.00%, 02/15/2042 | 1545.0 | 1653.0 |
|  Rio Grande City Consolidated Independent School District |  |  |
|  4.00%, 08/15/2030 | 1545.0 | 1545.0 |
|  Riverfield Municipal Utility District No 1 |  |  |
|  6.75%, 09/01/2033 | 180.0 | 204.0 |
|  6.88%, 09/01/2031 | 165.0 | 189.0 |
|  6.88%, 09/01/2032 | 170.0 | 194.0 |
|  Rolling Fork Public Utility District |  |  |
|  2.13%, 10/01/2044 | 2110.0 | 1356.0 |
|  Round Rock Independent School District |  |  |
|  5.00%, 08/01/2045 | 3800.0 | 4039.0 |
|  Sabine-Neches Navigation District |  |  |
|  5.25%, 02/15/2038 | 650.0 | 697.0 |
|  5.25%, 02/15/2040 | 1890.0 | 2013.0 |
|  5.25%, 02/15/2042 | 1500.0 | 1589.0 |
|  San Angelo Independent School District |  |  |
|  5.00%, 02/15/2040 | 5470.0 | 5969.0 |
|  San Antonio Education Facilities Corp. |  |  |
|  4.00%, 04/01/2046 | 4000.0 | 3335.0 |
|  5.00%, 10/01/2027 | 500.0 | 510.0 |
|  5.00%, 10/01/2029 | 805.0 | 835.0 |
|  San Antonio Independent School District |  |  |
|  5.00%, 08/15/2040 | 4330.0 | 4634.0 |
|  San Antonio Water System |  |  |
|  5.00%, 05/15/2032 | 270.0 | 301.0 |
|  5.00%, 05/15/2033 | 1500.0 | 1503.0 |
|  5.00%, 05/15/2035 | 540.0 | 594.0 |
|  5.00%, 05/15/2036 | 590.0 | 645.0 |
|  5.00%, 05/15/2036 | 7400.0 | 7473.0 |
|  5.25%, 05/15/2052 | 4000.0 | 4156.0 |
|  Sedona Lakes Municipal Utility District No 1 |  |  |
|  3.38%, 09/01/2034 | 315.0 | 297.0 |
|  Sherman Independent School District |  |  |
|  5.00%, 02/15/2040 | 3000.0 | 3274.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Sienna Municipal Utility District No 10 |  |  |
|  3.00%, 04/01/2035 | 230.0 | 208.0 |
|  Sienna Municipal Utility District No 6 |  |  |
|  3.00%, 09/01/2049 | 2000.0 | 1426.0 |
|  South Manvel Development Authority |  |  |
|  4.50%, 04/01/2046 | 650.0 | 621.0 |
|  Spring Branch Independent School District |  |  |
|  3.00%, 02/01/2032 | 1985.0 | 1973.0 |
|  5.00%, 02/01/2038 | 2250.0 | 2426.0 |
|  Spring Independent School District |  |  |
|  5.00%, 08/15/2037 | 8545.0 | 9560.0 |
|  5.00%, 08/15/2038 | 10000.0 | 11093.0 |
|  Springtown Independent School District |  |  |
|  5.00%, 02/15/2048 | 4020.0 | 4188.0 |
|  5.00%, 02/15/2050 | 5030.0 | 5206.0 |
|  State of Texas |  |  |
|  2.80%, 10/01/2041(1) | 10750.0 | 10659.0 |
|  3.00%, 08/01/2034 | 1045.0 | 988.0 |
|  4.00%, 08/01/2028 | 2215.0 | 2216.0 |
|  4.00%, 08/01/2029 | 3345.0 | 3347.0 |
|  4.00%, 08/01/2031 | 8850.0 | 8852.0 |
|  5.00%, 08/01/2026 | 1000.0 | 1002.0 |
|  5.00%, 10/01/2032 | 9460.0 | 10564.0 |
|  5.00%, 04/01/2033 | 1315.0 | 1317.0 |
|  5.00%, 10/01/2036 | 1500.0 | 1537.0 |
|  5.00%, 10/01/2039 | 24200.0 | 26928.0 |
|  5.00%, 08/01/2040 | 1650.0 | 1652.0 |
|  5.00%, 10/01/2040 | 16525.0 | 18274.0 |
|  5.00%, 10/01/2041 | 21780.0 | 24007.0 |
|  5.00%, 08/01/2042 | 5490.0 | 5789.0 |
|  Stonewall Ranch Municipal Utility District |  |  |
|  3.00%, 09/01/2044 | 715.0 | 563.0 |
|  Sunfield Municipal Utility District No 4 |  |  |
|  3.13%, 09/01/2040 | 1000.0 | 828.0 |
|  Taft Independent School District |  |  |
|  5.00%, 08/15/2039 | 1140.0 | 1232.0 |
|  Tarrant County College District |  |  |
|  5.00%, 08/15/2038 | 5000.0 | 5379.0 |
|  5.00%, 08/15/2039 | 7000.0 | 7500.0 |
|  Tarrant County Cultural Education Facilities Finance Corp. |  |  |
|  2.55%, 11/15/2063(1) | 30000.0 | 30000.0 |
|  3.50%, 02/15/2036(1) | 945.0 | 918.0 |
|  4.00%, 12/01/2034 | 2500.0 | 2545.0 |
|  4.00%, 10/01/2041 | 1950.0 | 1898.0 |
|  4.00%, 10/01/2042 | 1385.0 | 1326.0 |
|  5.00%, 07/01/2026 | 1775.0 | 1785.0 |
|  5.00%, 07/01/2037 | 18225.0 | 18920.0 |
|  5.00%, 07/01/2038 | 4615.0 | 4780.0 |
|  5.00%, 10/01/2038 | 1775.0 | 1890.0 |
|  5.00%, 10/01/2039 | 1650.0 | 1747.0 |
|  5.00%, 11/15/2039 | 2400.0 | 2646.0 |
|  5.00%, 07/01/2043 | 2400.0 | 2462.0 |
|  5.00%, 11/15/2044 | 7250.0 | 7729.0 |
|  5.00%, 11/15/2045 | 1500.0 | 1584.0 |
|  5.00%, 11/15/2051(1) | 23250.0 | 25512.0 |
|  5.00%, 11/15/2051(1) | 40890.0 | 45148.0 |
|  5.00%, 11/15/2052(1) | 3100.0 | 3335.0 |
|  5.00%, 07/01/2053(1) | 19500.0 | 21197.0 |
|  5.00%, 11/15/2055(1) | 3160.0 | 3385.0 |
|  5.00%, 11/15/2055(1) | 4610.0 | 5064.0 |
|  5.00%, 11/15/2064(1) | 31375.0 | 34650.0 |
|  Tarrant County Hospital District |  |  |
|  5.25%, 08/15/2034 | 3200.0 | 3564.0 |
|  Tarrant Regional Water District Water Supply System Revenue |  |  |
|  5.00%, 03/01/2035 | 2290.0 | 2583.0 |
|  Texas A&M University |  |  |
|  5.00%, 05/15/2035 | 1500.0 | 1651.0 |
|  Texas Department of Housing & Community Affairs |  |  |
|  2.50%, 09/01/2040 | 1500.0 | 1195.0 |
|  2.95%, 07/01/2036 | 1519.0 | 1348.0 |
|  3.50%, 03/01/2051 | 3835.0 | 3809.0 |
|  3.50%, 07/01/2052 | 8810.0 | 8735.0 |
|  3.90%, 07/01/2044 | 1945.0 | 1806.0 |
|  4.00%, 03/01/2050 | 775.0 | 782.0 |
|  5.00%, 01/01/2046 | 2000.0 | 2080.0 |
|  5.13%, 01/01/2048 | 3000.0 | 3034.0 |
|  5.13%, 07/01/2055 | 2775.0 | 2799.0 |
|  5.15%, 07/01/2055 | 5925.0 | 5985.0 |
|  5.75%, 01/01/2056 | 8615.0 | 9429.0 |
|  6.00%, 03/01/2053 | 4935.0 | 5378.0 |
|  6.00%, 03/01/2054 | 22385.0 | 24488.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  6.00%, 01/01/2057 | 8885.0 | 9890.0 |
|  6.25%, 01/01/2056 | 7385.0 | 8263.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. I |  |  |
|  6.25%, 12/15/2026 | 725.0 | 742.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. II |  |  |
|  3.29% (3 Month Term SOFR + 0.86%), 09/15/2027(3) | 25040.0 | 25060.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. III |  |  |
|  5.00%, 12/15/2026 | 1905.0 | 1929.0 |
|  5.00%, 12/15/2027 | 4500.0 | 4623.0 |
|  5.00%, 12/15/2028 | 15315.0 | 15933.0 |
|  5.00%, 12/15/2032 | 4430.0 | 4740.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. IV |  |  |
|  5.50%, 01/01/2054(1) | 2000.0 | 2111.0 |
|  5.50%, 01/01/2054(1) | 11800.0 | 12883.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. V |  |  |
|  5.00%, 01/01/2055(1) | 37900.0 | 40260.0 |
|  Texas Private Activity Bond Surface Transportation Corp. |  |  |
|  4.00%, 12/31/2032 | 2500.0 | 2533.0 |
|  4.00%, 12/31/2033 | 2040.0 | 2053.0 |
|  4.00%, 06/30/2036 | 1175.0 | 1156.0 |
|  5.00%, 06/30/2034 | 790.0 | 832.0 |
|  5.00%, 12/31/2034 | 995.0 | 1047.0 |
|  5.13%, 06/30/2035 | 3290.0 | 3467.0 |
|  5.13%, 12/31/2035 | 785.0 | 826.0 |
|  5.25%, 06/30/2036 | 865.0 | 912.0 |
|  5.25%, 12/31/2036 | 735.0 | 774.0 |
|  5.38%, 06/30/2037 | 475.0 | 501.0 |
|  5.38%, 06/30/2039 | 3250.0 | 3414.0 |
|  5.50%, 06/30/2043 | 535.0 | 557.0 |
|  Texas Public Finance Authority |  |  |
|  5.00%, 02/01/2028 | 2300.0 | 2404.0 |
|  Texas State Technical College |  |  |
|  5.25%, 08/01/2035 | 2750.0 | 3054.0 |
|  5.25%, 08/01/2036 | 2675.0 | 2954.0 |
|  6.00%, 08/01/2054 | 4000.0 | 4310.0 |
|  Texas State University System |  |  |
|  5.00%, 03/15/2027 | 2790.0 | 2854.0 |
|  5.00%, 03/15/2029 | 610.0 | 623.0 |
|  5.00%, 03/15/2033 | 10000.0 | 11228.0 |
|  5.00%, 03/15/2040 | 2725.0 | 2966.0 |
|  5.25%, 03/15/2054 | 8000.0 | 8345.0 |
|  Texas Transportation Commission |  |  |
|  0.65%, 10/01/2041(1) | 15145.0 | 15145.0 |
|  Texas Transportation Commission State Highway 249 System |  |  |
|  0.00%, 08/01/2034 | 1060.0 | 753.0 |
|  0.00%, 08/01/2037 | 725.0 | 438.0 |
|  0.00%, 08/01/2038 | 800.0 | 456.0 |
|  0.00%, 08/01/2039 | 710.0 | 383.0 |
|  0.00%, 08/01/2040 | 1500.0 | 759.0 |
|  Texas Transportation Finance Corp. |  |  |
|  5.00%, 10/01/2039 | 24280.0 | 26807.0 |
|  5.00%, 10/01/2040 | 25440.0 | 27932.0 |
|  5.25%, 10/01/2050 | 8045.0 | 8483.0 |
|  5.50%, 10/01/2055 | 7500.0 | 8050.0 |
|  Texas Water Development Board |  |  |
|  3.00%, 10/15/2033 | 1310.0 | 1267.0 |
|  3.00%, 10/15/2034 | 1550.0 | 1479.0 |
|  4.00%, 08/01/2035 | 2640.0 | 2722.0 |
|  4.00%, 10/15/2045 | 5000.0 | 4667.0 |
|  4.60%, 10/15/2039 | 5000.0 | 5272.0 |
|  4.88%, 10/15/2048 | 6000.0 | 6110.0 |
|  5.00%, 04/15/2028 | 1500.0 | 1575.0 |
|  5.00%, 10/15/2028 | 2370.0 | 2515.0 |
|  5.00%, 04/15/2029 | 2000.0 | 2141.0 |
|  5.00%, 10/15/2029 | 4100.0 | 4429.0 |
|  5.00%, 04/15/2032 | 1420.0 | 1522.0 |
|  5.00%, 04/15/2033 | 1000.0 | 1122.0 |
|  5.00%, 10/15/2033 | 3420.0 | 3827.0 |
|  5.00%, 10/15/2034 | 1900.0 | 2112.0 |
|  5.00%, 10/15/2040 | 10925.0 | 12014.0 |
|  5.00%, 10/15/2043 | 2500.0 | 2551.0 |
|  5.00%, 10/15/2047 | 2000.0 | 2018.0 |
|  Thrall Independent School District |  |  |
|  5.25%, 02/15/2049 | 1000.0 | 1051.0 |
|  5.25%, 02/15/2054 | 1640.0 | 1706.0 |
|  5.50%, 02/15/2038 | 1750.0 | 1974.0 |
|  Tomball Independent School District |  |  |
|  5.00%, 02/15/2041 | 2605.0 | 2720.0 |
|  Town of Little Elm TX |  |  |
|  2.50%, 08/01/2038 | 1320.0 | 1083.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Town of Prosper TX |  |  |
|  2.50%, 02/15/2038 | 1000 | 830 |
|  Travis County Housing Finance Corp. |  |  |
|  2.35%, 07/01/2042 | 2985 | 2165 |
|  3.40%, 01/01/2059(1) | 5000 | 5029 |
|  Travis County Municipal Utility District No 12 |  |  |
|  2.38%, 08/15/2049 | 1200 | 728 |
|  Travis County Municipal Utility District No 16 |  |  |
|  3.00%, 09/01/2037 | 225 | 195 |
|  University of Houston |  |  |
|  5.00%, 02/15/2030 | 860 | 861 |
|  University of North Texas System |  |  |
|  5.00%, 04/15/2032 | 210 | 234 |
|  5.00%, 04/15/2033 | 205 | 227 |
|  5.00%, 04/15/2034 | 280 | 308 |
|  5.00%, 04/15/2035 | 295 | 322 |
|  5.00%, 04/15/2036 | 280 | 304 |
|  5.00%, 04/15/2037 | 370 | 399 |
|  5.00%, 04/15/2038 | 425 | 456 |
|  5.00%, 04/15/2039 | 465 | 496 |
|  Uptown Development Authority |  |  |
|  5.00%, 09/01/2033 | 715 | 717 |
|  Viridian Municipal Management District |  |  |
|  4.00%, 12/01/2032 | 620 | 635 |
|  4.00%, 12/01/2033 | 760 | 774 |
|  4.00%, 12/01/2036 | 1150 | 1157 |
|  4.00%, 12/01/2037 | 1150 | 1151 |
|  6.25%, 12/01/2027 | 300 | 316 |
|  6.25%, 12/01/2027 | 350 | 368 |
|  6.25%, 12/01/2028 | 340 | 369 |
|  6.25%, 12/01/2028 | 395 | 428 |
|  6.25%, 12/01/2030 | 680 | 772 |
|  Waller County Municipal Utility District No 35 |  |  |
|  6.50%, 09/01/2031 | 110 | 125 |
|  6.50%, 09/01/2031 | 205 | 232 |
|  Wichita Falls Independent School District |  |  |
|  1.63%, 02/01/2032 | 3150 | 2787 |
|  Williamson County Municipal Utility District No 19F |  |  |
|  6.75%, 08/15/2033 | 190 | 220 |
|  Williamson County Municipal Utility District No 32 |  |  |
|  2.75%, 08/15/2044 | 530 | 381 |
|  Willis Independent School District |  |  |
|  2.00%, 02/15/2037 | 1755 | 1407 |
|  Wood Trace Municipal Utility District No 1 |  |  |
|  2.50%, 09/01/2037 | 330 | 267 |
|  Total Texas | Total Texas | 2527768 |
|  **Utah – 1.07%** |  |  |
|  Black Ridge Infrastructure Financing District |  |  |
|  5.00%, 12/01/2035 | 2840 | 2835 |
|  5.50%, 12/01/2040 | 1860 | 1865 |
|  Canyons School District |  |  |
|  1.50%, 06/15/2034 | 3545 | 2897 |
|  1.50%, 06/15/2035 | 2000 | 1588 |
|  Central Utah Water Conservancy District |  |  |
|  4.00%, 10/01/2039 | 1460 | 1443 |
|  City of Lehi UT Franchise & Sales Tax Revenue |  |  |
|  5.25%, 02/01/2055 | 1640 | 1687 |
|  City of Salt Lake City UT Airport Revenue |  |  |
|  5.00%, 07/01/2026 | 1700 | 1709 |
|  5.00%, 07/01/2026 | 3000 | 3017 |
|  5.00%, 07/01/2030 | 3000 | 3119 |
|  5.00%, 07/01/2032 | 3250 | 3512 |
|  5.00%, 07/01/2032 | 6900 | 7150 |
|  5.00%, 07/01/2033 | 4200 | 4342 |
|  5.00%, 07/01/2037 | 6555 | 6719 |
|  5.25%, 07/01/2036 | 1850 | 2039 |
|  5.25%, 07/01/2037 | 1000 | 1095 |
|  5.25%, 07/01/2038 | 1250 | 1362 |
|  5.25%, 07/01/2041 | 4330 | 4652 |
|  5.25%, 07/01/2048 | 4000 | 4133 |
|  City of Spanish Fork City UT Sewer Revenue |  |  |
|  2.00%, 09/01/2033 | 3250 | 2836 |
|  City of St George UT Electric Revenue |  |  |
|  4.00%, 06/01/2032 | 1270 | 1271 |
|  County of Utah UT |  |  |
|  5.00%, 05/15/2046 | 7500 | 7507 |
|  5.00%, 05/15/2060(1) | 510 | 513 |
|  Davis County Municipal Building Authority |  |  |
|  2.00%, 11/01/2038 | 1000 | 766 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Downtown Revitalization Public Infrastructure District |  |  |
|  5.00%, 06/01/2032 | 1000 | 1106.0 |
|  5.00%, 06/01/2033 | 1000 | 1115.0 |
|  5.00%, 06/01/2035 | 1650 | 1866.0 |
|  5.00%, 06/01/2036 | 1165 | 1303.0 |
|  5.00%, 06/01/2038 | 3165 | 3321.0 |
|  5.00%, 06/01/2039 | 1300 | 1359.0 |
|  5.00%, 06/01/2040 | 1185 | 1286.0 |
|  5.00%, 06/01/2040 | 2200 | 2395.0 |
|  5.25%, 06/01/2041 | 1105 | 1221.0 |
|  5.25%, 06/01/2042 | 2000 | 2201.0 |
|  5.25%, 06/01/2044 | 1400 | 1522.0 |
|  5.25%, 06/01/2045 | 750 | 808.0 |
|  5.25%, 06/01/2045 | 4200 | 4525.0 |
|  Emery County School District |  |  |
|  2.00%, 06/15/2034 | 2500 | 2095.0 |
|  Intermountain Power Agency |  |  |
|  4.00%, 07/01/2036 | 1860 | 1899.0 |
|  5.00%, 07/01/2034 | 2000 | 2203.0 |
|  5.00%, 07/01/2037 | 2565 | 2770.0 |
|  5.00%, 07/01/2041 | 1225 | 1291.0 |
|  5.00%, 07/01/2042 | 2090 | 2194.0 |
|  5.00%, 07/01/2042 | 2910 | 3078.0 |
|  5.00%, 07/01/2043 | 1280 | 1338.0 |
|  5.25%, 07/01/2043 | 4060 | 4343.0 |
|  5.25%, 07/01/2044 | 4225 | 4497.0 |
|  Local Building Authority of Alpine School District |  |  |
|  5.00%, 03/15/2037 | 7500 | 8337.0 |
|  5.00%, 03/15/2038 | 10000 | 11041.0 |
|  Mida Mountain Village Public Infrastructure District |  |  |
|  0.00%, 06/01/2043(2) | 1000 | 758.0 |
|  5.50%, 06/15/2039(2) | 2125 | 2171.0 |
|  Nebo School District |  |  |
|  2.00%, 07/01/2032 | 2510 | 2266.0 |
|  Point Phase 1 Public Infrastructure District No 1 |  |  |
|  5.13%, 03/01/2035 | 2248 | 2330.0 |
|  5.88%, 03/01/2045 | 3321 | 3439.0 |
|  Salt Lake City School District |  |  |
|  3.00%, 03/01/2039 | 3500 | 3159.0 |
|  Unified Fire Service Area |  |  |
|  4.00%, 04/01/2032 | 2265 | 2265.0 |
|  University of Utah |  |  |
|  5.00%, 08/01/2042 | 1685 | 1797.0 |
|  Utah Charter School Finance Authority |  |  |
|  4.00%, 04/15/2040 | 2440 | 2309.0 |
|  5.00%, 04/15/2045 | 565 | 573.0 |
|  5.00%, 10/15/2046 | 1000 | 1000.0 |
|  5.00%, 04/15/2055 | 1625 | 1598.0 |
|  5.13%, 04/15/2050 | 1135 | 1151.0 |
|  5.25%, 04/15/2060 | 2500 | 2531.0 |
|  Utah Housing Corp. |  |  |
|  5.00%, 11/01/2043 | 1750 | 1816.0 |
|  6.25%, 07/01/2055 | 4600 | 5118.0 |
|  6.50%, 07/01/2055 | 4875 | 5412.0 |
|  6.75%, 07/01/2055 | 11770 | 13474.0 |
|  Utah Infrastructure Agency |  |  |
|  4.00%, 10/15/2031 | 750 | 746.0 |
|  4.00%, 10/15/2041 | 3350 | 3059.0 |
|  5.00%, 10/15/2027 | 735 | 752.0 |
|  5.25%, 10/15/2033 | 965 | 972.0 |
|  5.25%, 10/15/2035 | 1335 | 1437.0 |
|  5.25%, 10/15/2039 | 400 | 432.0 |
|  5.50%, 10/15/2033 | 2690 | 2973.0 |
|  5.50%, 10/15/2049 | 1000 | 1056.0 |
|  Utah Transit Authority |  |  |
|  5.00%, 12/15/2037 | 3305 | 3732.0 |
|  5.00%, 12/15/2043 | 3610 | 3937.0 |
|  Weber School District |  |  |
|  2.50%, 06/15/2037 | 1735 | 1486.0 |
|  2.50%, 06/15/2038 | 2000 | 1679.0 |
|  2.63%, 06/15/2039 | 2050 | 1712.0 |
|  Wolf Creek Infrastructure Financing District No 1 |  |  |
|  5.75%, 12/01/2044 | 1000 | 1026.0 |
|  Total Utah | Total Utah | 215337.0 |
|  **Vermont – 0.06%** |  |  |
|  Vermont Economic Development Authority |  |  |
|  5.00%, 05/01/2047 | 500 | 476.0 |
|  Vermont Educational & Health Buildings Financing Agency |  |  |
|  5.00%, 10/15/2027 | 995 | 985.0 |
|  5.00%, 10/15/2029 | 865 | 845.0 |
|  5.00%, 12/01/2036 | 1000 | 1001.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Vermont Housing Finance Agency |  |  |
|  3.00%, 11/01/2051 | 1325 | 1295 |
|  3.65%, 07/01/2028(1) | 1635 | 1643 |
|  4.95%, 01/01/2043 | 3000 | 3136 |
|  Vermont Student Assistance Corp. |  |  |
|  5.00%, 06/15/2026 | 100 | 100 |
|  5.00%, 06/15/2027 | 700 | 702 |
|  5.00%, 06/15/2030 | 1000 | 1048 |
|  5.00%, 06/15/2031 | 500 | 527 |
|  Total Vermont | Total Vermont | 11758 |
|  **Virgin Islands – 0.16%** |  |  |
|  Matching Fund Special Purpose Securitization Corp. |  |  |
|  5.00%, 10/01/2026 | 5995 | 6026 |
|  5.00%, 10/01/2027 | 14870 | 15091 |
|  5.00%, 10/01/2028 | 4145 | 4243 |
|  5.00%, 10/01/2030 | 4035 | 4167 |
|  5.00%, 10/01/2039 | 2580 | 2624 |
|  Total Virgin Islands | Total Virgin Islands | 32151 |
|  **Virginia – 1.05%** |  |  |
|  Albemarle County Economic Development Authority |  |  |
|  5.00%, 06/01/2038 | 5570 | 6093 |
|  Arlington County Industrial Development Authority |  |  |
|  5.00%, 07/01/2027 | 905 | 929 |
|  5.00%, 07/01/2053(1) | 6680 | 7124 |
|  Chesapeake Bay Bridge & Tunnel District |  |  |
|  5.00%, 07/01/2041 | 4835 | 4843 |
|  Chesapeake Economic Development Authority |  |  |
|  3.65%, 02/01/2032(1) | 1000 | 1012 |
|  City of Chesapeake VA Chesapeake Expressway Toll Road Revenue |  |  |
|  4.88%, 07/15/2040 | 4460 | 4560 |
|  City of Harrisonburg VA |  |  |
|  1.75%, 07/15/2035 | 595 | 478 |
|  1.75%, 07/15/2036 | 4000 | 3121 |
|  City of Newport News VA Water Revenue |  |  |
|  1.63%, 07/15/2034 | 2980 | 2432 |
|  City of Virginia Beach VA Water & Sewer System Revenue |  |  |
|  2.00%, 10/01/2034 | 425 | 361 |
|  County of Fairfax VA |  |  |
|  4.00%, 10/01/2028 | 4920 | 4922 |
|  4.00%, 10/01/2038 | 2660 | 2701 |
|  Fairfax County Industrial Development Authority |  |  |
|  4.00%, 05/15/2042 | 4740 | 4534 |
|  5.00%, 05/15/2032 | 10000 | 11127 |
|  Fairfax County Redevelopment & Housing Authority |  |  |
|  5.00%, 10/01/2035 | 1075 | 1123 |
|  5.00%, 01/01/2045(1) | 1645 | 1684 |
|  Gloucester County Economic Development Authority |  |  |
|  4.25%, 09/01/2038(1) | 2000 | 2017 |
|  Halifax County Industrial Development Authority |  |  |
|  3.80%, 12/01/2041(1) | 5125 | 5183 |
|  Hampton Roads Transportation Accountability Commission |  |  |
|  5.00%, 07/01/2026 | 9300 | 9356 |
|  Isle Wight County Industrial Development Authority |  |  |
|  5.25%, 07/01/2053 | 1260 | 1298 |
|  Louisa Industrial Development Authority |  |  |
|  3.65%, 11/01/2035(1) | 1100 | 1113 |
|  Petersburg Redevelopment & Housing Authority |  |  |
|  4.00%, 05/01/2045(1) | 11500 | 11620 |
|  Roanoke Economic Development Authority |  |  |
|  3.00%, 07/01/2045 | 1000 | 764 |
|  Rockingham County Economic Development Authority |  |  |
|  4.00%, 12/01/2029 | 1045 | 1057 |
|  4.00%, 12/01/2030 | 1085 | 1091 |
|  Salem Economic Development Authority |  |  |
|  5.00%, 04/01/2030 | 710 | 744 |
|  5.00%, 04/01/2031 | 400 | 416 |
|  5.00%, 04/01/2032 | 700 | 725 |
|  5.00%, 04/01/2033 | 350 | 361 |
|  5.00%, 04/01/2034 | 925 | 949 |
|  Stafford County Economic Development Authority |  |  |
|  5.00%, 06/15/2030 | 150 | 151 |
|  5.00%, 06/15/2033 | 150 | 151 |
|  5.00%, 06/15/2034 | 500 | 502 |
|  Virginia College Building Authority |  |  |
|  3.00%, 02/01/2036 | 1320 | 1244 |
|  3.00%, 02/01/2039 | 1165 | 1058 |
|  4.00%, 02/01/2034 | 1235 | 1240 |
|  4.00%, 06/01/2036 | 1525 | 1472 |
|  4.00%, 09/01/2041 | 1690 | 1675 |
|  5.00%, 02/01/2030 | 1500 | 1561 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 02/01/2034 | 1000 | 1070.0 |
|  5.00%, 02/01/2039 | 18215 | 19533.0 |
|  5.00%, 02/01/2040 | 5750 | 6217.0 |
|  5.25%, 02/01/2041 | 6400 | 6895.0 |
|  Virginia Commonwealth Transportation Board |  |  |
|  4.00%, 05/15/2031 | 1250 | 1252.0 |
|  Virginia Port Authority |  |  |
|  5.00%, 07/01/2041 | 2460 | 2472.0 |
|  Virginia Public Building Authority |  |  |
|  5.00%, 08/01/2029 | 1000 | 1006.0 |
|  5.00%, 08/01/2029 | 4570 | 4579.0 |
|  5.00%, 08/01/2033 | 3000 | 3013.0 |
|  Virginia Public School Authority |  |  |
|  2.00%, 08/01/2036 | 2745 | 2220.0 |
|  2.00%, 08/01/2037 | 2790 | 2193.0 |
|  5.00%, 08/01/2036 | 4220 | 4712.0 |
|  Virginia Small Business Financing Authority |  |  |
|  4.00%, 01/01/2033 | 3250 | 3268.0 |
|  4.00%, 07/01/2033 | 1160 | 1164.0 |
|  4.00%, 01/01/2034 | 2500 | 2502.0 |
|  4.00%, 07/01/2034 | 1785 | 1782.0 |
|  4.00%, 01/01/2039 | 745 | 709.0 |
|  5.00%, 01/01/2027 | 1000 | 1015.0 |
|  5.00%, 10/01/2027 | 1200 | 1232.0 |
|  5.00%, 01/01/2033 | 4000 | 4280.0 |
|  5.00%, 07/01/2033 | 2325 | 2482.0 |
|  5.00%, 01/01/2036 | 6500 | 6805.0 |
|  5.00%, 07/01/2037 | 1355 | 1410.0 |
|  5.00%, 10/01/2037 | 3420 | 3695.0 |
|  5.00%, 01/01/2038 | 2000 | 2076.0 |
|  5.00%, 07/01/2038 | 2000 | 2076.0 |
|  5.00%, 12/31/2047 | 1500 | 1492.0 |
|  5.00%, 06/15/2060(1) | 2000 | 2189.0 |
|  Williamsburg Economic Development Authority |  |  |
|  4.00%, 07/01/2043 | 4000 | 3882.0 |
|  Winchester Economic Development Authority |  |  |
|  5.00%, 01/01/2029 | 1250 | 1324.0 |
|  Wise County Industrial Development Authority |  |  |
|  3.13%, 10/01/2040(1) | 7120 | 7073.0 |
|  York County Economic Development Authority |  |  |
|  3.65%, 05/01/2033(1) | 3650 | 3694.0 |
|  Total Virginia | Total Virginia | 212104.0 |
|  **Washington – 2.75%** |  |  |
|  Auburn School District No 408 of King & Pierce Counties |  |  |
|  5.00%, 12/01/2033 | 2000 | 2075.0 |
|  Central Puget Sound Regional Transit Authority |  |  |
|  4.00%, 11/01/2040 | 7500 | 7457.0 |
|  5.00%, 11/01/2041 | 14900 | 15029.0 |
|  Central Washington University |  |  |
|  4.00%, 05/01/2027 | 1000 | 1000.0 |
|  City of Kent WA |  |  |
|  5.00%, 12/01/2042 | 1380 | 1496.0 |
|  City of Seattle WA Municipal Light & Power Revenue |  |  |
|  4.00%, 07/01/2035 | 3430 | 3543.0 |
|  City of Tacoma WA Electric System Revenue |  |  |
|  5.00%, 01/01/2039 | 675 | 682.0 |
|  County of Grant WA |  |  |
|  5.25%, 12/01/2050 | 550 | 578.0 |
|  5.50%, 12/01/2055 | 2100 | 2225.0 |
|  County of King WA Sewer Revenue |  |  |
|  2.65% (SIFMA Municipal Swap Index Yield + 0.23%), 01/01/2040(3) | 13060 | 12982.0 |
|  County of Pierce WA |  |  |
|  2.60%, 07/01/2036 | 2040 | 1812.0 |
|  County of Spokane WA Airport Revenue |  |  |
|  5.25%, 01/01/2041 | 1375 | 1458.0 |
|  Energy Northwest |  |  |
|  5.00%, 07/01/2034 | 6890 | 7428.0 |
|  5.00%, 07/01/2037 | 2000 | 2249.0 |
|  5.00%, 07/01/2039 | 7835 | 8692.0 |
|  5.00%, 07/01/2039 | 10400 | 11434.0 |
|  5.00%, 07/01/2040 | 14500 | 15874.0 |
|  Fircrest Properties |  |  |
|  5.50%, 06/01/2049 | 5000 | 5314.0 |
|  King & Snohomish Counties School District No 417 Northshore |  |  |
|  5.00%, 12/01/2026 | 2575 | 2618.0 |
|  5.00%, 12/01/2041 | 2655 | 2897.0 |
|  5.00%, 12/01/2042 | 2245 | 2437.0 |
|  King County Housing Authority |  |  |
|  4.00%, 12/01/2026 | 430 | 433.0 |
|  4.00%, 06/01/2027 | 585 | 590.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 12/01/2027 | 400.0 | 405.0 |
|  4.00%, 11/01/2031 | 1640.0 | 1667.0 |
|  4.00%, 11/01/2032 | 1705.0 | 1739.0 |
|  5.00%, 11/01/2027 | 1000.0 | 1030.0 |
|  5.00%, 11/01/2028 | 1430.0 | 1495.0 |
|  5.00%, 11/01/2029 | 750.0 | 793.0 |
|  King County Public Hospital District No 1 |  |  |
|  5.00%, 12/01/2032 | 3900.0 | 3936.0 |
|  King County Public Hospital District No 4 |  |  |
|  7.00%, 12/01/2060 | 7525.0 | 7544.0 |
|  King County School District No 403 Renton |  |  |
|  5.00%, 12/01/2038 | 2410.0 | 2620.0 |
|  King County School District No 414 Lake Washington |  |  |
|  5.00%, 12/01/2035 | 1600.0 | 1664.0 |
|  Pierce & King Counties School District No 417 Fife |  |  |
|  4.00%, 12/01/2039 | 1300.0 | 1306.0 |
|  Port of Seattle WA |  |  |
|  3.75%, 06/01/2027 | 3000.0 | 3001.0 |
|  5.00%, 04/01/2030 | 2000.0 | 2002.0 |
|  5.00%, 08/01/2031 | 12510.0 | 13608.0 |
|  5.00%, 04/01/2033 | 3205.0 | 3354.0 |
|  5.00%, 10/01/2034 | 5850.0 | 6472.0 |
|  5.00%, 05/01/2035 | 3000.0 | 3047.0 |
|  5.00%, 05/01/2035 | 5925.0 | 6022.0 |
|  5.00%, 10/01/2035 | 13200.0 | 14597.0 |
|  5.00%, 04/01/2036 | 3940.0 | 4078.0 |
|  5.00%, 10/01/2036 | 7585.0 | 8351.0 |
|  5.00%, 10/01/2037 | 7500.0 | 8195.0 |
|  5.00%, 08/01/2038 | 12000.0 | 12588.0 |
|  5.00%, 08/01/2039 | 1380.0 | 1444.0 |
|  5.00%, 08/01/2041 | 2930.0 | 3071.0 |
|  5.00%, 05/01/2043 | 8220.0 | 8261.0 |
|  5.25%, 07/01/2039 | 14585.0 | 15899.0 |
|  5.25%, 07/01/2041 | 6750.0 | 7301.0 |
|  5.50%, 08/01/2047 | 6930.0 | 7251.0 |
|  Port of Tacoma WA |  |  |
|  5.00%, 12/01/2043 | 8000.0 | 8023.0 |
|  Skagit County Public Hospital District No 1 |  |  |
|  5.50%, 12/01/2040 | 500.0 | 532.0 |
|  5.50%, 12/01/2043 | 1010.0 | 1061.0 |
|  Snohomish County Housing Authority |  |  |
|  3.75%, 04/01/2036 | 4250.0 | 3978.0 |
|  Snohomish County School District No 15 Edmonds |  |  |
|  5.00%, 12/01/2037 | 8560.0 | 9499.0 |
|  5.00%, 12/01/2039 | 3450.0 | 3786.0 |
|  5.00%, 12/01/2040 | 5000.0 | 5464.0 |
|  5.00%, 12/01/2041 | 6500.0 | 7091.0 |
|  South Correctional Entity Facility Public Development Authority |  |  |
|  3.00%, 12/01/2038 | 900.0 | 802.0 |
|  Spokane Public Facilities District |  |  |
|  5.00%, 12/01/2038 | 1175.0 | 1184.0 |
|  State of Washington |  |  |
|  4.00%, 07/01/2035 | 1600.0 | 1650.0 |
|  4.00%, 07/01/2035 | 3700.0 | 3817.0 |
|  5.00%, 08/01/2026 | 9630.0 | 9710.0 |
|  5.00%, 08/01/2027 | 235.0 | 237.0 |
|  5.00%, 08/01/2027 | 10025.0 | 10354.0 |
|  5.00%, 08/01/2028 | 235.0 | 237.0 |
|  5.00%, 08/01/2030 | 235.0 | 237.0 |
|  5.00%, 07/01/2032 | 5655.0 | 6339.0 |
|  5.00%, 06/01/2034 | 660.0 | 688.0 |
|  5.00%, 08/01/2034 | 15000.0 | 15411.0 |
|  5.00%, 08/01/2037 | 1200.0 | 1323.0 |
|  5.00%, 08/01/2037 | 2500.0 | 2514.0 |
|  5.00%, 08/01/2038 | 4535.0 | 4559.0 |
|  5.00%, 08/01/2038 | 12455.0 | 13795.0 |
|  5.00%, 08/01/2038 | 15000.0 | 16791.0 |
|  5.00%, 08/01/2039 | 2500.0 | 2780.0 |
|  5.00%, 02/01/2040 | 15000.0 | 16239.0 |
|  5.00%, 02/01/2041 | 1585.0 | 1621.0 |
|  5.00%, 07/01/2042 | 6750.0 | 7260.0 |
|  5.00%, 08/01/2043 | 10000.0 | 10860.0 |
|  5.00%, 08/01/2047 | 1750.0 | 1835.0 |
|  University of Washington |  |  |
|  3.13%, 07/01/2042 | 5000.0 | 4179.0 |
|  4.00%, 05/01/2048(1) | 10000.0 | 10090.0 |
|  5.00%, 12/01/2036 | 6000.0 | 6061.0 |
|  5.00%, 04/01/2037 | 5000.0 | 5629.0 |
|  5.25%, 12/01/2046 | 1500.0 | 1509.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Vancouver Housing Authority |  |  |
|  4.00%, 08/01/2034 | 1000 | 984.0 |
|  4.50%, 10/01/2042 | 500 | 501.0 |
|  4.50%, 10/01/2042 | 2000 | 2026.0 |
|  5.00%, 12/01/2042 | 3035 | 3241.0 |
|  Washington Health Care Facilities Authority |  |  |
|  4.00%, 03/01/2041 | 2405 | 2293.0 |
|  4.00%, 08/15/2041 | 1100 | 1029.0 |
|  5.00%, 08/01/2028 | 1005 | 1049.0 |
|  5.00%, 07/01/2029 | 115 | 118.0 |
|  5.00%, 07/01/2030 | 410 | 420.0 |
|  5.00%, 08/01/2030 | 3500 | 3718.0 |
|  5.00%, 08/15/2030 | 1000 | 1025.0 |
|  5.00%, 08/15/2031 | 845 | 865.0 |
|  5.00%, 08/15/2032 | 480 | 491.0 |
|  5.00%, 09/01/2032 | 3200 | 3505.0 |
|  5.00%, 07/01/2034 | 105 | 107.0 |
|  5.00%, 03/01/2037 | 2500 | 2809.0 |
|  5.00%, 03/01/2038 | 2000 | 2246.0 |
|  5.00%, 10/01/2038 | 1725 | 1823.0 |
|  5.00%, 07/01/2042 | 2415 | 2431.0 |
|  5.00%, 08/01/2044 | 1500 | 1524.0 |
|  5.00%, 08/15/2055(1) | 2750 | 2918.0 |
|  Washington Higher Education Facilities Authority |  |  |
|  4.00%, 01/01/2043 | 1765 | 1675.0 |
|  5.00%, 10/01/2029 | 1855 | 1856.0 |
|  5.00%, 10/01/2033 | 735 | 720.0 |
|  Washington State Convention Center Public Facilities District |  |  |
|  3.00%, 07/01/2043 | 1350 | 1078.0 |
|  4.00%, 07/01/2031 | 13860 | 14120.0 |
|  Washington State Housing Finance Commission |  |  |
|  0.00%, 11/20/2041(1) | 8949 | 8477.0 |
|  3.81%, 03/01/2050(1) | 5934 | 5714.0 |
|  4.20%, 07/01/2029(2) | 1130 | 1130.0 |
|  5.00%, 12/01/2026 | 350 | 355.0 |
|  5.00%, 06/01/2028 | 500 | 522.0 |
|  5.00%, 06/01/2029 | 500 | 532.0 |
|  5.00%, 06/01/2030 | 500 | 535.0 |
|  5.00%, 12/01/2030 | 500 | 535.0 |
|  5.00%, 07/01/2033(2) | 635 | 690.0 |
|  5.00%, 07/01/2034(2) | 1000 | 1084.0 |
|  5.00%, 01/01/2035 | 4025 | 3944.0 |
|  5.00%, 07/01/2037 | 1045 | 1146.0 |
|  5.00%, 07/01/2038(2) | 1500 | 1592.0 |
|  5.00%, 07/01/2045(2) | 2000 | 2033.0 |
|  5.25%, 07/01/2055(2) | 3050 | 3061.0 |
|  6.25%, 06/01/2054 | 2445 | 2677.0 |
|  Whatcom County Public Utility District No 1 |  |  |
|  5.00%, 12/01/2033 | 1300 | 1413.0 |
|  5.00%, 12/01/2034 | 1000 | 1089.0 |
|  5.00%, 12/01/2035 | 1000 | 1077.0 |
|  5.25%, 12/01/2036 | 850 | 923.0 |
|  5.25%, 12/01/2038 | 1400 | 1502.0 |
|  Total Washington | Total Washington | 554792.0 |
|  **West Virginia – 0.53%** |  |  |
|  City of Wheeling WV Waterworks & Sewerage System Revenue |  |  |
|  5.25%, 06/01/2050 | 1375 | 1420.0 |
|  5.25%, 06/01/2056 | 2000 | 2048.0 |
|  Monongalia County Commission Excise Tax District |  |  |
|  4.13%, 06/01/2043(2) | 1850 | 1686.0 |
|  Morgantown Utility Board, Inc. |  |  |
|  5.00%, 12/01/2041 | 2000 | 2011.0 |
|  Ohio County Board of Education |  |  |
|  3.00%, 06/01/2030 | 2275 | 2271.0 |
|  Parkersburg Municipal Building Commission |  |  |
|  4.00%, 11/01/2039 | 320 | 312.0 |
|  4.25%, 11/01/2044 | 320 | 306.0 |
|  4.38%, 11/01/2054 | 710 | 639.0 |
|  State of West Virginia |  |  |
|  5.00%, 12/01/2040 | 1100 | 1141.0 |
|  5.00%, 06/01/2041 | 1330 | 1378.0 |
|  5.00%, 06/01/2041 | 5000 | 5129.0 |
|  West Virginia Economic Development Authority |  |  |
|  2.65%, 11/01/2065(1) | 15000 | 15000.0 |
|  2.78%, 11/01/2065(1) | 3700 | 3700.0 |
|  3.00%, 06/01/2037(1) | 2130 | 2115.0 |
|  3.38%, 03/01/2040(1) | 5245 | 5281.0 |
|  4.70%, 04/01/2036(1) | 2450 | 2453.0 |
|  West Virginia Hospital Finance Authority |  |  |
|  5.00%, 01/01/2030 | 1830 | 1841.0 |
|  5.00%, 01/01/2031 | 620 | 622.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 01/01/2033 | 900 | 899.0 |
|  5.00%, 01/01/2034 | 1180 | 1172.0 |
|  5.00%, 01/01/2035 | 950 | 937.0 |
|  5.00%, 06/01/2036 | 4000 | 4414.0 |
|  5.00%, 06/01/2039 | 4030 | 4358.0 |
|  5.00%, 09/01/2039 | 3125 | 3166.0 |
|  5.00%, 06/01/2040 | 3000 | 3227.0 |
|  5.00%, 01/01/2043 | 2530 | 2337.0 |
|  5.00%, 06/01/2055(1) | 10480 | 11316.0 |
|  5.13%, 09/01/2042 | 3500 | 3728.0 |
|  5.25%, 06/01/2042 | 2865 | 3101.0 |
|  5.25%, 06/01/2043 | 3000 | 3216.0 |
|  5.25%, 06/01/2044 | 4270 | 4531.0 |
|  5.25%, 06/01/2045 | 3000 | 3150.0 |
|  West Virginia Housing Development Fund |  |  |
|  2.00%, 05/01/2033 | 1125 | 968.0 |
|  2.05%, 11/01/2035 | 500 | 415.0 |
|  2.90%, 11/01/2026 | 1255 | 1252.0 |
|  5.00%, 08/01/2027(1) | 3170 | 3233.0 |
|  5.00%, 05/01/2030 | 315 | 338.0 |
|  5.00%, 05/01/2032 | 305 | 331.0 |
|  5.00%, 05/01/2034 | 140 | 153.0 |
|  West Virginia Parkways Authority |  |  |
|  5.00%, 06/01/2037 | 2000 | 2067.0 |
|  Total West Virginia | Total West Virginia | 107662.0 |
|  **Wisconsin – 1.72%** |  |  |
|  Beaver Dam Unified School District |  |  |
|  5.00%, 04/01/2042 | 7210 | 7702.0 |
|  City of Eau Claire WI |  |  |
|  2.00%, 04/01/2036 | 710 | 557.0 |
|  City of Racine WI |  |  |
|  2.00%, 12/01/2034 | 255 | 210.0 |
|  County of Marathon WI |  |  |
|  2.00%, 02/01/2033 | 1005 | 878.0 |
|  2.00%, 02/01/2033 | 1380 | 1206.0 |
|  2.00%, 02/01/2034 | 1025 | 868.0 |
|  2.00%, 02/01/2034 | 1330 | 1126.0 |
|  2.00%, 02/01/2035 | 945 | 776.0 |
|  2.00%, 02/01/2035 | 1355 | 1113.0 |
|  2.00%, 02/01/2036 | 985 | 786.0 |
|  County of Milwaukee WI Airport Revenue |  |  |
|  5.00%, 12/01/2031 | 2060 | 2083.0 |
|  Hudson School District |  |  |
|  2.25%, 03/01/2027 | 1185 | 1176.0 |
|  Kewaunee School District |  |  |
|  5.00%, 04/01/2039 | 1000 | 1074.0 |
|  5.00%, 04/01/2040 | 1000 | 1069.0 |
|  Madison Metropolitan School District |  |  |
|  5.00%, 03/01/2037 | 1500 | 1661.0 |
|  5.00%, 03/01/2038 | 1105 | 1216.0 |
|  5.00%, 03/01/2040 | 1560 | 1702.0 |
|  Marinette School District |  |  |
|  1.75%, 03/01/2035 | 825 | 807.0 |
|  1.75%, 03/01/2035 | 2055 | 1633.0 |
|  Monroe School District |  |  |
|  4.00%, 03/01/2041 | 1485 | 1456.0 |
|  Mukwonago Area School District |  |  |
|  5.00%, 04/01/2035 | 1400 | 1569.0 |
|  5.00%, 04/01/2036 | 3120 | 3436.0 |
|  Public Finance Authority |  |  |
|  0.00%, 12/15/2036(2) | 18335 | 9318.0 |
|  0.00%, 12/15/2039(2) | 7000 | 2766.0 |
|  0.00%, 12/01/2055(2) | 8000 | 4520.0 |
|  2.85%, 10/01/2055(1) | 5605 | 5605.0 |
|  3.00%, 12/01/2026(2) | 510 | 503.0 |
|  3.63%, 06/15/2063(1) | 16860 | 16743.0 |
|  4.00%, 06/15/2031(2) | 450 | 431.0 |
|  4.00%, 04/01/2032(2) | 1550 | 1522.0 |
|  4.00%, 07/15/2034(2) | 500 | 492.0 |
|  4.00%, 08/01/2035 | 5830 | 5581.0 |
|  4.00%, 07/15/2039(2) | 250 | 234.0 |
|  4.00%, 06/01/2045 | 7495 | 6836.0 |
|  4.00%, 01/01/2055(1)(2) | 14385 | 14299.0 |
|  4.13%, 05/01/2026(2) | 135 | 135.0 |
|  4.13%, 01/20/2041(1) | 17998 | 16988.0 |
|  5.00%, 10/01/2026(2) | 590 | 593.0 |
|  5.00%, 10/01/2027(2) | 610 | 620.0 |
|  5.00%, 12/01/2027 | 3360 | 3397.0 |
|  5.00%, 10/01/2029(2) | 155 | 160.0 |
|  5.00%, 06/15/2030 | 170 | 177.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 06/15/2031 | 490.0 | 523.0 |
|  5.00%, 06/15/2032 | 345.0 | 370.0 |
|  5.00%, 06/15/2034 | 275.0 | 295.0 |
|  5.00%, 10/01/2034(2) | 8145.0 | 8357.0 |
|  5.00%, 12/01/2034(2) | 3535.0 | 3676.0 |
|  5.00%, 07/01/2035 | 5000.0 | 5174.0 |
|  5.00%, 06/15/2036 | 425.0 | 451.0 |
|  5.00%, 07/01/2036 | 55.0 | 56.0 |
|  5.00%, 12/15/2036(2) | 1252.0 | 1232.0 |
|  5.00%, 01/01/2037 | 500.0 | 516.0 |
|  5.00%, 01/01/2038 | 350.0 | 360.0 |
|  5.00%, 10/01/2039(2) | 600.0 | 606.0 |
|  5.00%, 03/01/2041 | 5640.0 | 5642.0 |
|  5.00%, 10/01/2044 | 1840.0 | 1863.0 |
|  5.00%, 12/15/2044(2) | 690.0 | 668.0 |
|  5.00%, 07/01/2045 | 500.0 | 510.0 |
|  5.00%, 03/01/2046 | 6900.0 | 6899.0 |
|  5.00%, 07/01/2050 | 1215.0 | 1214.0 |
|  5.25%, 06/01/2027(2) | 590.0 | 600.0 |
|  5.25%, 06/01/2028(2) | 1590.0 | 1640.0 |
|  5.25%, 07/01/2028 | 1340.0 | 1341.0 |
|  5.25%, 06/01/2029(2) | 1590.0 | 1656.0 |
|  5.25%, 06/01/2030(2) | 1590.0 | 1669.0 |
|  5.25%, 12/01/2031 | 555.0 | 600.0 |
|  5.25%, 12/01/2032 | 590.0 | 643.0 |
|  5.25%, 06/15/2035 | 300.0 | 319.0 |
|  5.25%, 03/01/2042 | 1575.0 | 1632.0 |
|  5.25%, 06/15/2045 | 300.0 | 305.0 |
|  5.50%, 12/15/2032(2) | 1359.0 | 1355.0 |
|  5.75%, 06/30/2060 | 13000.0 | 13409.0 |
|  6.00%, 11/15/2045(2) | 5925.0 | 5804.0 |
|  6.00%, 12/01/2055(2) | 4250.0 | 4142.0 |
|  6.45%, 04/01/2060(2) | 1500.0 | 1454.0 |
|  6.75%, 07/01/2063(2) | 4250.0 | 4103.0 |
|  State of Wisconsin |  |  |
|  5.00%, 05/01/2029 | 775.0 | 811.0 |
|  5.00%, 05/01/2030 | 340.0 | 362.0 |
|  5.00%, 05/01/2033 | 800.0 | 883.0 |
|  5.00%, 05/01/2034 | 1300.0 | 1446.0 |
|  5.00%, 05/01/2034 | 2400.0 | 2405.0 |
|  5.00%, 05/01/2035 | 500.0 | 560.0 |
|  5.00%, 05/01/2035 | 1105.0 | 1270.0 |
|  5.00%, 05/01/2035 | 1750.0 | 2011.0 |
|  University of Wisconsin Hospitals & Clinics |  |  |
|  4.00%, 04/01/2038 | 1410.0 | 1400.0 |
|  5.00%, 04/01/2038 | 550.0 | 600.0 |
|  5.00%, 04/01/2040 | 1125.0 | 1213.0 |
|  5.00%, 04/01/2054(1) | 7945.0 | 8622.0 |
|  Waunakee Community School District |  |  |
|  4.38%, 04/01/2044 | 4000.0 | 3938.0 |
|  Wisconsin Center District |  |  |
|  0.00%, 12/15/2028 | 1025.0 | 943.0 |
|  0.00%, 12/15/2030 | 550.0 | 471.0 |
|  0.00%, 12/15/2030 | 1045.0 | 893.0 |
|  Wisconsin Health & Educational Facilities Authority |  |  |
|  3.00%, 10/15/2038 | 1790.0 | 1565.0 |
|  3.00%, 10/15/2039 | 930.0 | 797.0 |
|  3.63%, 11/01/2029 | 715.0 | 715.0 |
|  4.00%, 11/01/2034 | 1000.0 | 1008.0 |
|  4.00%, 12/15/2037 | 1320.0 | 1310.0 |
|  4.00%, 04/01/2042 | 6000.0 | 5714.0 |
|  4.00%, 11/15/2043 | 280.0 | 290.0 |
|  4.00%, 11/15/2043 | 3350.0 | 3180.0 |
|  4.20%, 08/15/2028 | 1115.0 | 1115.0 |
|  4.38%, 11/01/2039 | 1345.0 | 1308.0 |
|  4.50%, 02/15/2054 | 1660.0 | 1548.0 |
|  5.00%, 04/01/2026 | 1000.0 | 1000.0 |
|  5.00%, 04/01/2027 | 1700.0 | 1737.0 |
|  5.00%, 08/01/2027(2) | 3500.0 | 3514.0 |
|  5.00%, 04/01/2028 | 900.0 | 939.0 |
|  5.00%, 11/01/2029 | 760.0 | 783.0 |
|  5.00%, 02/15/2030 | 2390.0 | 2393.0 |
|  5.00%, 04/01/2030 | 1670.0 | 1751.0 |
|  5.00%, 06/01/2032 | 395.0 | 419.0 |
|  5.00%, 02/15/2033 | 2130.0 | 2322.0 |
|  5.00%, 12/15/2033 | 1450.0 | 1519.0 |
|  5.00%, 06/01/2034 | 435.0 | 463.0 |
|  5.00%, 11/15/2035 | 5500.0 | 5508.0 |
|  5.00%, 11/15/2039 | 10000.0 | 10011.0 |
|  5.00%, 06/01/2040 | 1125.0 | 1156.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 10/01/2041 | 640 | 668 |
|  5.00%, 04/01/2044 | 1850 | 1871 |
|  5.00%, 12/01/2046(1) | 6500 | 6959 |
|  5.00%, 08/15/2054(1) | 830 | 836 |
|  5.00%, 08/15/2054(1) | 1770 | 1882 |
|  5.00%, 08/15/2054(1) | 2565 | 2727 |
|  5.00%, 10/01/2054(1) | 1335 | 1435 |
|  5.25%, 02/15/2035 | 4890 | 5406 |
|  5.50%, 02/15/2054 | 1775 | 1830 |
|  Wisconsin Housing & Economic Development Authority |  |  |
|  5.00%, 12/01/2027(1) | 6060 | 6145 |
|  5.00%, 08/01/2058(1) | 1145 | 1152 |
|  Wisconsin Housing & Economic Development Authority Home Ownership Revenue |  |  |
|  3.00%, 03/01/2052 | 695 | 683 |
|  3.50%, 09/01/2031 | 5000 | 5061 |
|  3.50%, 09/01/2050 | 860 | 857 |
|  3.63%, 03/01/2034 | 3605 | 3576 |
|  4.25%, 09/01/2044 | 3075 | 3006 |
|  5.00%, 09/01/2039 | 3100 | 3310 |
|  6.00%, 03/01/2054 | 2405 | 2633 |
|  6.00%, 09/01/2054 | 4360 | 4707 |
|  6.00%, 03/01/2055 | 2055 | 2239 |
|  Wisconsin Housing & Economic Development Authority Housing Revenue |  |  |
|  3.10%, 11/01/2056(1) | 6200 | 6202 |
|  Total Wisconsin | Total Wisconsin | 347186 |
|  **Wyoming – 0.05%** |  |  |
|  County of Campbell WY |  |  |
|  3.63%, 07/15/2039 | 5160 | 4795 |
|  County of Laramie WY |  |  |
|  4.00%, 05/01/2026 | 200 | 200 |
|  Wyoming Community Development Authority |  |  |
|  3.00%, 06/01/2049 | 3240 | 3196 |
|  4.30%, 12/01/2040 | 2410 | 2429 |
|  Total Wyoming | Total Wyoming | 10620 |
|  **Total Municipal Bonds (Cost: $19,427,884)** | **Total Municipal Bonds (Cost: $19,427,884)** | **19465722** |
|  | **Shares**<br>**(000s)** | **Value**<br>**(000s)** |
|  **WARRANTS – 0.00%(7)** |  |  |
|  **Transportation – 0.00%(7)** |  |  |
|  Brightline West, expires 11/26/2035(5)(8)(9)(11) | 308 |  |
|  Total Transportation | Total Transportation |  |
|  **Total Warrants (Cost: $0)** | **Total Warrants (Cost: $0)** |  |
|  **SHORT-TERM INVESTMENTS – 2.69%** |  |  |
|  **Money Market Funds – 2.69%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio - Class I, 3.57%(10) | 542949 | 542949 |
|  **Total Money Market Funds (Cost: $542,949)** |  | **542949** |
|  **Total Short-Term Investments (Cost: $542,949)** | **Total Short-Term Investments (Cost: $542,949)** | **542949** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.02%** |  |  |
|  **(Cost: $19,970,833)** |  | **20008671** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.98%** |  | **198187** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**20206858** |

---

Percentages are stated as a percent of net assets.

(1) Adjustable rate security. The rate reported is the rate in effect as of March 31, 2026.

(2) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $540,289, which represents 2.67% of total net assets.

(3) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
March 31, 2026.

(4) Security in default as of March 31, 2026. The value of these securities totals $479, which represents
0.00% of total net assets.

(5) Non-income producing security.

(6) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of March 31, 2026.

(7) Amount calculated is less than 0.005%.

(8) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $–, which represents 0.00% of total net assets.

(9) A zero balance may reflect actual amounts rounding to less than one thousand.

(10) Represents annualized seven-day yield as of the close of the reporting period.

(11) Security that is restricted at March 31, 2026. The value of these securities totals $–, which
represents 0.00% of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br> **Sold** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| (615)  | U.S. Long Bond Future | Jun. 2026 | $(72194) | $(70033) | $2161 |
|  |  |  |  |  | $**2161** |

---

------

---

| | | |
|:---|:---|:---|
|  | **Percentages of<br>Net Assets** |  |
|  **MUNICIPAL BONDS** |  |  |
|  Education | 4.68 | % |
|  General Obligation | 18.10 |  |
|  General Revenue | 30.01 |  |
|  Healthcare | 11.17 |  |
|  Housing | 8.89 |  |
|  Transportation | 15.18 |  |
|  Utilities | 8.30 |  |
|  **Total Municipal Bonds** | **96.33** |  |
|  **WARRANTS** |  |  |
|  Transportation |  | (1) |
|  **Total Warrants** | **—** | **(1)** |
|  **SHORT-TERM INVESTMENTS** | **2.69** |  |
|  **TOTAL INVESTMENTS** | **99.02** |  |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.98** |  |
|  **TOTAL NET ASSETS** | **100.00** | **%** |

---

(1) Amount calculated is less than 0.005%.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Bridge Builder Municipal High-Income Bond Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Principal<br>Amount<br>(000s)** | $nan<br>**Value<br>(000s)** |
|  **MUNICIPAL BONDS – 98.68%** |  |  |
|  **Alabama – 3.26%** |  |  |
|  Baldwin County Industrial Development Authority |  |  |
|  4.30%, 03/01/2056(1)(2) | $3845 | $3728 |
|  4.63%, 06/01/2055(1)(2) | 1450 | 1450 |
|  5.00%, 06/01/2055(1)(2) | 9950 | 10092 |
|  Black Belt Energy Gas District |  |  |
|  4.00%, 06/01/2051(2) | 2500 | 2525 |
|  4.00%, 10/01/2052(2) | 4075 | 4099 |
|  4.00%, 12/01/2052(2) | 1500 | 1508 |
|  4.00%, 04/01/2053(2) | 500 | 506 |
|  5.00%, 12/01/2034 | 930 | 992 |
|  5.00%, 12/01/2034 | 7050 | 7355 |
|  5.00%, 10/01/2035 | 4250 | 4427 |
|  5.00%, 10/01/2035 | 6240 | 6246 |
|  5.00%, 12/01/2035 | 11770 | 12467 |
|  5.00%, 03/01/2055(2) | 8225 | 8707 |
|  5.00%, 05/01/2055(2) | 900 | 955 |
|  5.00%, 10/01/2055(2) | 3115 | 3286 |
|  5.00%, 12/01/2055(2) | 650 | 687 |
|  5.00%, 12/01/2055(2) | 980 | 1037 |
|  5.25%, 12/01/2053(2) | 3775 | 4029 |
|  5.25%, 01/01/2054(2) | 4160 | 4412 |
|  5.25%, 05/01/2055(2) | 705 | 725 |
|  5.50%, 11/01/2056(1)(2) | 500 | 529 |
|  County of Jefferson AL Sewer Revenue |  |  |
|  5.00%, 10/01/2026 | 1050 | 1062 |
|  5.25%, 10/01/2040 | 2320 | 2507 |
|  5.25%, 10/01/2043 | 2095 | 2235 |
|  5.25%, 10/01/2045 | 100 | 105 |
|  5.25%, 10/01/2049 | 4990 | 5163 |
|  5.50%, 10/01/2053 | 3450 | 3587 |
|  Energy Southeast A Cooperative District |  |  |
|  5.00%, 11/01/2035 | 300 | 312 |
|  5.25%, 07/01/2054(2) | 2575 | 2746 |
|  5.50%, 11/01/2053(2) | 6665 | 7168 |
|  Health Care Authority of the City of Huntsville |  |  |
|  4.00%, 06/01/2045 | 2500 | 2319 |
|  Homewood Educational Building Authority |  |  |
|  5.00%, 10/01/2056 | 275 | 255 |
|  Hoover Industrial Development Board |  |  |
|  5.75%, 10/01/2049 | 2445 | 2496 |
|  Huntsville-Redstone Village Special Care Facilities Financing Authority |  |  |
|  0.00%, 01/01/2060 | 205 | 10 |
|  6.00%, 01/01/2060 | 825 | 675 |
|  Jacksonville Public Educational Building Authority |  |  |
|  5.00%, 08/01/2056 | 125 | 124 |
|  Lower Alabama Gas District |  |  |
|  5.00%, 12/01/2033 | 3800 | 3946 |
|  Mobile County Industrial Development Authority |  |  |
|  4.75%, 12/01/2054 | 10875 | 9981 |
|  5.00%, 06/01/2054 | 9765 | 9295 |
|  Phenix City Industrial Development Board |  |  |
|  4.13%, 05/15/2035 | 3620 | 3620 |
|  Prattville Industrial Development Board |  |  |
|  5.30%, 09/01/2028 | 1325 | 1383 |
|  Selma Industrial Development Board |  |  |
|  4.20%, 05/01/2034 | 10110 | 10421 |
|  Southeast Alabama Gas Supply District |  |  |
|  5.00%, 06/01/2049(2) | 2400 | 2526 |
|  Southeast Energy Authority A Cooperative District |  |  |
|  4.00%, 12/01/2051(2) | 8815 | 8858 |
|  5.00%, 10/01/2030 | 14830 | 15737 |
|  5.00%, 11/01/2035 | 1500 | 1532 |
|  5.00%, 05/01/2055(2) | 500 | 529 |
|  5.00%, 10/01/2055(2) | 2600 | 2766 |
|  5.00%, 01/01/2056(2) | 2870 | 2886 |
|  5.25%, 03/01/2055(2) | 2590 | 2661 |
|  5.50%, 01/01/2053(2) | 2000 | 2129 |
|  Tuscaloosa County Industrial Development Authority |  |  |
|  5.25%, 05/01/2044(1) | 10860 | 10886 |
|  Total Alabama | Total Alabama | 199682 |
|  **Alaska – 0.07%** |  |  |
|  Alaska Housing Finance Corp. |  |  |
|  4.00%, 12/01/2048 | 340 | 342 |
|  6.00%, 06/01/2054 | 90 | 97 |
|  6.00%, 12/01/2056 | 40 | 44 |
|  Alaska Industrial Development & Export Authority |  |  |
|  5.00%, 01/01/2030 | 1415 | 1416 |
|  5.00%, 01/01/2034 | 1000 | 1000 |
|  City of Valdez AK |  |  |
|  2.90%, 12/01/2033(2) | 1150 | 1150 |
|  Northern Tobacco Securitization Corp. |  |  |
|  4.00%, 06/01/2050 | 505 | 477 |
|  Total Alaska | Total Alaska | 4526 |
|  **American Samoa – 0.01%** |  |  |
|  American Samoa Economic Development Authority |  |  |
|  5.00%, 09/01/2035(1) | 300 | 310 |
|  5.25%, 09/01/2045(1) | 555 | 547 |
|  Total American Samoa | Total American Samoa | 857 |
|  **Arizona – 2.73%** |  |  |
|  Arizona Health Facilities Authority |  |  |
|  4.16% (S&P 7 Day Municipal High Grade Rate + 0.81%), 01/01/2037(3) | 930 | 914 |
|  Arizona Industrial Development Authority |  |  |
|  0.00%, 05/20/2033(2) | 4965 | 153 |
|  2.70%, 02/01/2048(2) | 10385 | 10385 |
|  3.63%, 05/20/2033 | 1736 | 1725 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 07/15/2030(1) | 195.0 | 192.0 |
|  4.00%, 11/01/2037 | 100.0 | 100.0 |
|  4.00%, 11/01/2039 | 1160.0 | 1144.0 |
|  4.00%, 07/15/2040(1) | 990.0 | 919.0 |
|  4.00%, 07/01/2041 | 575.0 | 517.0 |
|  4.00%, 07/15/2041(1) | 265.0 | 229.0 |
|  4.00%, 12/15/2041(1) | 850.0 | 757.0 |
|  4.00%, 07/01/2042 | 100.0 | 84.0 |
|  4.00%, 11/01/2045 | 500.0 | 463.0 |
|  4.00%, 07/15/2050(1) | 1610.0 | 1296.0 |
|  4.00%, 11/01/2050 | 1500.0 | 1307.0 |
|  4.00%, 07/01/2051 | 2250.0 | 1818.0 |
|  4.00%, 07/15/2051(1) | 500.0 | 379.0 |
|  4.00%, 12/15/2051(1) | 1385.0 | 1068.0 |
|  4.00%, 07/15/2056(1) | 1425.0 | 1041.0 |
|  4.25%, 07/01/2042 | 3215.0 | 2797.0 |
|  4.50%, 07/15/2029(1) | 3250.0 | 3166.0 |
|  4.50%, 07/01/2054 | 6500.0 | 5205.0 |
|  4.88%, 07/01/2060(1)(2) | 135.0 | 138.0 |
|  5.00%, 07/01/2032 | 425.0 | 441.0 |
|  5.00%, 07/01/2037(1) | 225.0 | 225.0 |
|  5.00%, 07/01/2039(1) | 100.0 | 99.0 |
|  5.00%, 07/15/2039 | 950.0 | 942.0 |
|  5.00%, 07/15/2040(1) | 505.0 | 509.0 |
|  5.00%, 07/15/2040(1) | 1450.0 | 1419.0 |
|  5.00%, 07/01/2047(1) | 360.0 | 334.0 |
|  5.00%, 11/01/2047 | 1400.0 | 1418.0 |
|  5.00%, 07/01/2049(1) | 100.0 | 90.0 |
|  5.00%, 07/01/2049(1) | 750.0 | 681.0 |
|  5.00%, 07/01/2049(1) | 945.0 | 832.0 |
|  5.00%, 07/15/2049 | 2590.0 | 2299.0 |
|  5.00%, 07/15/2050(1) | 2665.0 | 2346.0 |
|  5.00%, 07/01/2051(1) | 255.0 | 231.0 |
|  5.00%, 07/01/2054(1) | 710.0 | 628.0 |
|  5.00%, 07/01/2054(1) | 1000.0 | 877.0 |
|  5.00%, 11/01/2054 | 2000.0 | 1981.0 |
|  5.00%, 07/01/2057 | 1250.0 | 1184.0 |
|  5.25%, 07/01/2037(1) | 205.0 | 206.0 |
|  5.25%, 07/01/2060 | 1500.0 | 1440.0 |
|  5.38%, 07/01/2050(1) | 510.0 | 490.0 |
|  5.50%, 07/01/2038(1) | 2010.0 | 2018.0 |
|  5.50%, 07/01/2052(1) | 3535.0 | 3274.0 |
|  5.75%, 07/15/2048(1) | 7600.0 | 7599.0 |
|  6.75%, 12/01/2055(1) | 4100.0 | 4166.0 |
|  6.88%, 02/01/2065(1) | 5000.0 | 4942.0 |
|  Chandler Industrial Development Authority |  |  |
|  5.00%, 09/01/2052(2) | 10525.0 | 10694.0 |
|  City of Phoenix Civic Improvement Corp. |  |  |
|  4.00%, 07/01/2045 | 2000.0 | 1915.0 |
|  Glendale Industrial Development Authority |  |  |
|  4.00%, 07/01/2028 | 185.0 | 185.0 |
|  5.00%, 07/01/2033 | 435.0 | 438.0 |
|  5.00%, 11/15/2036 | 250.0 | 244.0 |
|  5.00%, 07/01/2038 | 1220.0 | 1222.0 |
|  5.00%, 07/01/2048 | 2990.0 | 2734.0 |
|  5.00%, 05/15/2056 | 700.0 | 592.0 |
|  Industrial Development Authority of the City of Phoenix Arizona |  |  |
|  5.00%, 07/01/2030 | 700.0 | 715.0 |
|  5.00%, 07/01/2035(1) | 375.0 | 375.0 |
|  5.00%, 07/01/2035(1) | 995.0 | 995.0 |
|  5.00%, 07/01/2037 | 4750.0 | 4782.0 |
|  5.00%, 07/01/2044 | 85.0 | 84.0 |
|  5.00%, 07/01/2045(1) | 150.0 | 143.0 |
|  5.00%, 07/01/2045(1) | 290.0 | 276.0 |
|  5.00%, 07/01/2049 | 1390.0 | 1318.0 |
|  5.00%, 07/01/2059 | 1495.0 | 1364.0 |
|  Industrial Development Authority of the County of Pima |  |  |
|  4.00%, 06/15/2041(1) | 2380.0 | 2034.0 |
|  4.00%, 06/15/2051(1) | 1215.0 | 903.0 |
|  4.00%, 06/15/2057(1) | 1245.0 | 890.0 |
|  5.00%, 06/15/2049(1) | 125.0 | 110.0 |
|  6.75%, 11/15/2042(1) | 1000.0 | 1076.0 |
|  7.00%, 11/15/2057(1) | 250.0 | 264.0 |
|  La Paz County Industrial Development Authority |  |  |
|  4.00%, 02/15/2046 | 345.0 | 289.0 |
|  4.00%, 02/15/2051 | 580.0 | 458.0 |
|  5.00%, 02/15/2036(1) | 1200.0 | 1200.0 |
|  Maricopa County Industrial Development Authority |  |  |
|  3.50%, 07/01/2044(1) | 520.0 | 407.0 |
|  4.00%, 07/01/2029(1) | 270.0 | 271.0 |
|  4.00%, 07/01/2039 | 4750.0 | 4359.0 |
|  4.00%, 07/01/2041(1) | 120.0 | 106.0 |
|  4.00%, 10/15/2047(1) | 5880.0 | 5047.0 |
|  4.00%, 07/01/2050 | 100.0 | 83.0 |
|  4.00%, 07/01/2056(1) | 1350.0 | 1030.0 |
|  4.25%, 07/01/2044 | 800.0 | 707.0 |
|  4.38%, 05/01/2033(1) | 1700.0 | 1661.0 |
|  5.00%, 07/01/2036(1) | 150.0 | 150.0 |
|  5.00%, 07/01/2039 | 700.0 | 711.0 |
|  5.00%, 07/01/2047(1) | 1500.0 | 1376.0 |
|  5.00%, 07/01/2049(1) | 150.0 | 139.0 |
|  5.00%, 07/01/2049 | 900.0 | 867.0 |
|  5.00%, 07/01/2054(1) | 1000.0 | 905.0 |
|  5.50%, 07/01/2060 | 1040.0 | 999.0 |
|  5.88%, 07/01/2060(1) | 105.0 | 103.0 |
|  Maricopa County Pollution Control Corp. |  |  |
|  2.40%, 06/01/2035 | 1115.0 | 949.0 |
|  2.40%, 06/01/2035 | 1850.0 | 1574.0 |
|  3.60%, 02/01/2040 | 415.0 | 380.0 |
|  3.60%, 04/01/2040 | 1000.0 | 916.0 |
|  4.50%, 08/01/2042 | 1220.0 | 1217.0 |
|  Salt Verde Financial Corp. |  |  |
|  5.00%, 12/01/2037 | 5545.0 | 5851.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Sierra Vista Industrial Development Authority |  |  |
|  5.00%, 06/15/2044(1) | 2220 | 2042.0 |
|  5.00%, 06/15/2054(1) | 4260 | 3623.0 |
|  5.00%, 06/15/2059(1) | 3475 | 2899.0 |
|  5.00%, 06/15/2064(1) | 3925 | 3223.0 |
|  5.75%, 06/15/2058(1) | 900 | 848.0 |
|  6.25%, 06/15/2050 | 2775 | 2779.0 |
|  Tempe Industrial Development Authority |  |  |
|  4.00%, 12/01/2038 | 1530 | 1452.0 |
|  4.00%, 12/01/2046 | 1170 | 980.0 |
|  4.38%, 12/01/2036 | 200 | 201.0 |
|  5.00%, 12/01/2050 | 760 | 692.0 |
|  5.00%, 12/01/2054 | 750 | 672.0 |
|  5.63%, 12/01/2055 | 2155 | 2183.0 |
|  5.63%, 12/01/2060 | 3745 | 3768.0 |
|  Total Arizona | Total Arizona | 166938.0 |
|  **Arkansas – 0.87%** |  |  |
|  Arkansas Development Finance Authority |  |  |
|  3.88%, 10/15/2065(2) | 1650 | 1642.0 |
|  4.00%, 09/01/2046(1)(2) | 10000 | 9948.0 |
|  4.25%, 09/01/2046(1)(2) | 6150 | 6108.0 |
|  4.65%, 07/01/2050 | 2685 | 2636.0 |
|  4.70%, 07/01/2055 | 2650 | 2580.0 |
|  5.00%, 09/01/2027 | 1000 | 1018.0 |
|  5.45%, 09/01/2052 | 8205 | 8268.0 |
|  5.50%, 01/01/2056 | 8250 | 8899.0 |
|  5.70%, 05/01/2053 | 1100 | 1120.0 |
|  6.88%, 07/01/2048(1) | 2500 | 2684.0 |
|  7.38%, 07/01/2048(1) | 2500 | 2705.0 |
|  City of Osceola AR |  |  |
|  5.50%, 04/01/2036(2) | 5125 | 5137.0 |
|  Fayetteville Public Facilities Board |  |  |
|  5.25%, 12/01/2046 | 70 | 71.0 |
|  5.50%, 12/01/2054 | 100 | 101.0 |
|  5.50%, 12/01/2060 | 225 | 225.0 |
|  Total Arkansas | Total Arkansas | 53142.0 |
|  **California – 7.94%** |  |  |
|  Alameda Corridor Transportation Authority |  |  |
|  5.00%, 10/01/2036 | 2500 | 2517.0 |
|  California Community Choice Financing Authority |  |  |
|  4.00%, 02/01/2052(2) | 945 | 943.0 |
|  5.00%, 12/01/2035 | 2790 | 3020.0 |
|  5.00%, 03/01/2036 | 2665 | 2768.0 |
|  5.00%, 12/01/2053(2) | 5995 | 6274.0 |
|  5.00%, 05/01/2054(2) | 500 | 527.0 |
|  5.00%, 01/01/2055(2) | 1085 | 1108.0 |
|  5.00%, 02/01/2055(2) | 2835 | 3047.0 |
|  5.00%, 02/01/2055(2) | 5810 | 6150.0 |
|  5.00%, 08/01/2055(2) | 1200 | 1245.0 |
|  5.00%, 11/01/2055(2) | 2000 | 2040.0 |
|  5.00%, 12/01/2055(2) | 1985 | 2070.0 |
|  5.00%, 01/01/2056(2) | 2600 | 2634.0 |
|  5.00%, 03/01/2056(2) | 750 | 807.0 |
|  5.25%, 02/01/2036 | 3985 | 4274.0 |
|  5.25%, 11/01/2054(2) | 5200 | 5487.0 |
|  5.50%, 10/01/2054(2) | 2940 | 3197.0 |
|  California Community Housing Agency |  |  |
|  3.00%, 08/01/2056(1) | 700 | 470.0 |
|  3.00%, 02/01/2057(1) | 1000 | 666.0 |
|  3.00%, 02/01/2057(1) | 2000 | 1334.0 |
|  3.00%, 02/01/2057(1) | 3750 | 2279.0 |
|  4.00%, 08/01/2046(1) | 920 | 785.0 |
|  4.00%, 08/01/2047(1) | 3500 | 2744.0 |
|  4.00%, 08/01/2050(1) | 5025 | 3914.0 |
|  4.00%, 08/01/2051(1) | 1000 | 447.0 |
|  4.00%, 02/01/2056(1) | 11050 | 8513.0 |
|  4.00%, 02/01/2056(1) | 17075 | 10847.0 |
|  5.00%, 08/01/2049(1) | 12205 | 11142.0 |
|  California Educational Facilities Authority |  |  |
|  5.00%, 12/01/2035 | 1000 | 1025.0 |
|  5.25%, 10/01/2044 | 3015 | 3023.0 |
|  California Enterprise Development Authority |  |  |
|  5.00%, 06/01/2064(1) | 2300 | 2113.0 |
|  California Health Facilities Financing Authority |  |  |
|  3.00%, 08/15/2051 | 3285 | 2405.0 |
|  5.00%, 12/01/2028 | 500 | 524.0 |
|  5.00%, 12/01/2039 | 520 | 551.0 |
|  5.00%, 08/15/2042 | 300 | 288.0 |
|  5.00%, 08/15/2047 | 1820 | 1729.0 |
|  5.25%, 11/15/2058 | 255 | 257.0 |
|  California Housing Finance Agency |  |  |
|  3.25%, 08/20/2036 | 4371 | 4178.0 |
|  3.50%, 11/20/2035 | 2626 | 2585.0 |
|  3.75%, 03/25/2035 | 140 | 141.0 |
|  4.00%, 03/20/2033 | 3612 | 3680.0 |
|  4.25%, 01/15/2035 | 1400 | 1445.0 |
|  4.38%, 09/20/2036 | 3072 | 3093.0 |
|  California Infrastructure & Economic Development Bank |  |  |
|  0.00%, 01/01/2061(1) | 28600 | 2335.0 |
|  3.50%, 01/01/2065(1)(2) | 8450 | 8454.0 |
|  5.00%, 01/01/2056(1) | 355 | 300.0 |
|  California Municipal Finance Authority |  |  |
|  0.00%, 02/20/2041(2) | 545 | 498.0 |
|  3.00%, 10/01/2049 | 100 | 72.0 |
|  3.00%, 05/15/2054 | 405 | 284.0 |
|  3.25%, 07/01/2051(2) | 245 | 245.0 |
|  3.45%, 10/01/2041(2) | 620 | 620.0 |
|  3.88%, 03/01/2054(2) | 150 | 149.0 |
|  4.00%, 11/20/2040(2) | 3348 | 3205.0 |
|  4.00%, 11/15/2027 | 200 | 202.0 |
|  4.00%, 07/15/2029 | 6150 | 6170.0 |
|  4.00%, 08/15/2037 | 1560 | 1517.0 |
|  4.00%, 10/01/2038 | 1000 | 965.0 |
|  4.00%, 10/01/2039 | 2495 | 2397.0 |
|  4.00%, 09/01/2041 | 550 | 519.0 |
|  4.00%, 08/15/2042 | 1635 | 1513.0 |
|  4.00%, 12/31/2047 | 1470 | 1289.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 03/01/2050 | 250.0 | 203.0 |
|  4.00%, 02/01/2051 | 1215.0 | 1021.0 |
|  4.00%, 11/15/2056 | 875.0 | 702.0 |
|  4.05%, 07/20/2041 | 1700.0 | 1621.0 |
|  4.38%, 09/01/2053(2) | 125.0 | 129.0 |
|  5.00%, 10/01/2026 | 400.0 | 403.0 |
|  5.00%, 05/15/2027 | 150.0 | 153.0 |
|  5.00%, 07/01/2027 | 300.0 | 306.0 |
|  5.00%, 11/01/2027(1) | 115.0 | 114.0 |
|  5.00%, 06/30/2029 | 335.0 | 347.0 |
|  5.00%, 12/31/2031 | 1240.0 | 1280.0 |
|  5.00%, 07/01/2032 | 1055.0 | 1071.0 |
|  5.00%, 04/01/2035 | 610.0 | 608.0 |
|  5.00%, 11/01/2035(1) | 1250.0 | 1318.0 |
|  5.00%, 05/15/2036 | 2680.0 | 2753.0 |
|  5.00%, 10/01/2039(1) | 1115.0 | 1115.0 |
|  5.00%, 11/01/2039(1) | 195.0 | 196.0 |
|  5.00%, 12/31/2043 | 20445.0 | 20654.0 |
|  5.00%, 10/01/2044 | 1200.0 | 1203.0 |
|  5.00%, 06/01/2046 | 750.0 | 738.0 |
|  5.00%, 11/01/2046(1) | 1500.0 | 1453.0 |
|  5.00%, 12/31/2047 | 1000.0 | 1000.0 |
|  5.00%, 06/01/2048 | 1000.0 | 993.0 |
|  5.00%, 10/01/2049(1) | 515.0 | 470.0 |
|  5.00%, 09/01/2054 | 295.0 | 290.0 |
|  5.00%, 10/01/2057(1) | 1000.0 | 878.0 |
|  5.13%, 09/01/2050 | 1725.0 | 1735.0 |
|  5.13%, 09/01/2059 | 110.0 | 108.0 |
|  5.25%, 11/01/2036 | 25.0 | 26.0 |
|  5.25%, 11/01/2052 | 2165.0 | 2162.0 |
|  5.25%, 06/01/2053 | 2655.0 | 2733.0 |
|  5.38%, 07/01/2045(1) | 500.0 | 482.0 |
|  5.38%, 11/01/2045(1) | 2050.0 | 2099.0 |
|  5.38%, 09/01/2055 | 1500.0 | 1519.0 |
|  5.50%, 11/01/2045(1) | 1000.0 | 1000.0 |
|  5.50%, 01/01/2060(1) | 2000.0 | 1978.0 |
|  5.50%, 07/01/2065 | 2800.0 | 2531.0 |
|  5.88%, 05/01/2059(1) | 15.0 | 15.0 |
|  California Pollution Control Financing Authority |  |  |
|  3.70%, 08/01/2040(2) | 1250.0 | 1269.0 |
|  5.00%, 07/01/2037(1) | 5000.0 | 5007.0 |
|  California Public Finance Authority |  |  |
|  5.00%, 11/15/2036(1) | 250.0 | 251.0 |
|  5.00%, 11/15/2046(1) | 50.0 | 46.0 |
|  5.00%, 10/15/2047 | 3075.0 | 3005.0 |
|  6.38%, 06/01/2059(1) | 2100.0 | 1909.0 |
|  6.50%, 06/01/2054(1) | 4395.0 | 4101.0 |
|  6.75%, 07/01/2065(1) | 6225.0 | 6542.0 |
|  California School Finance Authority |  |  |
|  4.00%, 06/01/2061(1) | 1000.0 | 641.0 |
|  5.00%, 06/01/2029(1) | 250.0 | 251.0 |
|  5.00%, 06/01/2030(1) | 300.0 | 303.0 |
|  5.00%, 07/01/2037(1) | 690.0 | 695.0 |
|  5.00%, 10/01/2042(1) | 500.0 | 505.0 |
|  5.00%, 07/01/2045(1) | 565.0 | 560.0 |
|  5.00%, 07/01/2047(1) | 500.0 | 470.0 |
|  5.00%, 07/01/2047(1) | 1735.0 | 1695.0 |
|  5.00%, 07/01/2052(1) | 1340.0 | 1219.0 |
|  5.00%, 07/01/2052(1) | 1775.0 | 1595.0 |
|  5.13%, 06/01/2047(1) | 250.0 | 236.0 |
|  California Infrastructure & Economic Development Bank |  |  |
|  12.00%, 01/01/2065(1)(2) | 3885.0 | 2059.0 |
|  California Statewide Communities Development Authority |  |  |
|  3.00%, 04/01/2051 | 3150.0 | 2180.0 |
|  3.50%, 03/01/2038 | 50.0 | 45.0 |
|  4.00%, 09/02/2028 | 20.0 | 20.0 |
|  4.00%, 09/02/2029 | 20.0 | 20.0 |
|  4.00%, 09/02/2030 | 20.0 | 20.0 |
|  4.00%, 09/02/2031 | 15.0 | 15.0 |
|  4.00%, 09/02/2031 | 75.0 | 74.0 |
|  4.00%, 04/01/2038 | 2400.0 | 2377.0 |
|  4.00%, 09/02/2041 | 110.0 | 102.0 |
|  4.00%, 09/02/2041 | 110.0 | 103.0 |
|  4.00%, 09/02/2041 | 135.0 | 121.0 |
|  4.00%, 09/02/2051 | 1070.0 | 892.0 |
|  4.00%, 09/02/2051 | 1315.0 | 1081.0 |
|  4.00%, 09/02/2051 | 1340.0 | 1118.0 |
|  4.31%, 07/01/2032 | 220.0 | 206.0 |
|  5.00%, 12/01/2027(1) | 205.0 | 206.0 |
|  5.00%, 11/01/2032(1) | 1135.0 | 1150.0 |
|  5.00%, 01/01/2038 | 750.0 | 770.0 |
|  5.00%, 09/02/2039 | 710.0 | 722.0 |
|  5.00%, 05/15/2040 | 1000.0 | 1001.0 |
|  5.00%, 11/01/2041(1) | 1375.0 | 1377.0 |
|  5.00%, 09/02/2042 | 1590.0 | 1628.0 |
|  5.00%, 01/01/2043 | 1000.0 | 1019.0 |
|  5.00%, 09/02/2044 | 665.0 | 667.0 |
|  5.00%, 09/02/2044 | 1000.0 | 1017.0 |
|  5.00%, 09/02/2044 | 1350.0 | 1368.0 |
|  5.00%, 12/01/2046(1) | 270.0 | 270.0 |
|  5.00%, 01/01/2048 | 2840.0 | 2870.0 |
|  5.00%, 09/02/2049 | 35.0 | 35.0 |
|  5.00%, 09/02/2049 | 665.0 | 657.0 |
|  5.00%, 09/02/2049 | 1000.0 | 995.0 |
|  5.00%, 09/02/2052 | 2315.0 | 2278.0 |
|  5.25%, 12/01/2044 | 1105.0 | 1106.0 |
|  5.25%, 12/01/2048(1) | 800.0 | 811.0 |
|  5.25%, 12/01/2056(1) | 18730.0 | 18732.0 |
|  5.50%, 12/01/2054 | 5545.0 | 5553.0 |
|  5.50%, 12/01/2058(1) | 7575.0 | 7709.0 |
|  California Statewide Financing Authority |  |  |
|  6.00%, 05/01/2043 | 100.0 | 102.0 |
|  Central Valley Energy Authority |  |  |
|  5.00%, 12/01/2055(2) | 525.0 | 565.0 |
|  Chino Community Facilities District |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 09/01/2051 | 1500.0 | 1274.0 |
|  City & County of San Francisco CA Community Facilities District No 2016-1 |  |  |
|  4.00%, 09/01/2032(1) | 250.0 | 250.0 |
|  4.00%, 09/01/2041 | 1000.0 | 910.0 |
|  City & County of San Francisco CA Special Tax District No 2020-1 |  |  |
|  4.00%, 09/01/2041(1) | 1755.0 | 1626.0 |
|  4.00%, 09/01/2046(1) | 875.0 | 752.0 |
|  4.00%, 09/01/2051(1) | 980.0 | 814.0 |
|  5.75%, 09/01/2053(1) | 95.0 | 98.0 |
|  5.75%, 09/01/2053(1) | 2050.0 | 2119.0 |
|  City of Fontana CA |  |  |
|  5.00%, 09/01/2033 | 540.0 | 580.0 |
|  City of Irvine CA |  |  |
|  4.00%, 09/02/2027 | 20.0 | 20.0 |
|  4.00%, 09/02/2028 | 30.0 | 30.0 |
|  City of Los Angeles Department of Airports |  |  |
|  4.00%, 05/15/2044 | 3000.0 | 2800.0 |
|  5.50%, 05/15/2047 | 2725.0 | 2856.0 |
|  City of Oroville CA |  |  |
|  5.25%, 04/01/2054 | 1130.0 | 780.0 |
|  City of Palm Desert CA |  |  |
|  4.00%, 09/01/2041 | 1225.0 | 1122.0 |
|  4.00%, 09/01/2051 | 750.0 | 622.0 |
|  City of Rancho Cordova CA |  |  |
|  5.00%, 09/01/2040 | 360.0 | 371.0 |
|  5.00%, 09/01/2049 | 1000.0 | 1004.0 |
|  5.00%, 09/01/2049 | 1250.0 | 1251.0 |
|  City of Sacramento CA |  |  |
|  5.00%, 09/01/2049 | 1500.0 | 1502.0 |
|  City of Santa Clarita CA Community Facilities District No 2002-1 |  |  |
|  4.00%, 09/01/2035(1) | 800.0 | 773.0 |
|  City of Vernon CA Electric System Revenue |  |  |
|  5.00%, 08/01/2040 | 740.0 | 780.0 |
|  CMFA Special Finance Agency |  |  |
|  3.00%, 12/01/2056(1) | 1000.0 | 646.0 |
|  4.00%, 08/01/2045(1) | 1200.0 | 1062.0 |
|  CMFA Special Finance Agency I |  |  |
|  4.00%, 04/01/2056(1) | 550.0 | 416.0 |
|  CMFA Special Finance Agency VII |  |  |
|  4.00%, 08/01/2047(1) | 3490.0 | 3188.0 |
|  CMFA Special Finance Agency XII |  |  |
|  3.25%, 02/01/2057(1) | 1500.0 | 1056.0 |
|  4.38%, 08/01/2049(1) | 1980.0 | 1660.0 |
|  County of Los Angeles CA Community Facilities District No 2021-01 |  |  |
|  5.00%, 09/01/2052 | 150.0 | 150.0 |
|  CSCDA Community Improvement Authority |  |  |
|  2.65%, 12/01/2046(1) | 695.0 | 584.0 |
|  2.80%, 03/01/2047(1) | 255.0 | 219.0 |
|  2.88%, 08/01/2041(1) | 100.0 | 92.0 |
|  3.00%, 07/01/2045(1) | 2000.0 | 1589.0 |
|  3.00%, 06/01/2047(1) | 500.0 | 352.0 |
|  3.00%, 06/01/2048(1) | 100.0 | 70.0 |
|  3.00%, 12/01/2056(1) | 6125.0 | 4154.0 |
|  3.00%, 03/01/2057(1) | 1370.0 | 915.0 |
|  3.10%, 07/01/2045(1) | 250.0 | 214.0 |
|  3.13%, 07/01/2056(1) | 7600.0 | 4871.0 |
|  3.13%, 06/01/2057(1) | 1850.0 | 1098.0 |
|  3.25%, 07/01/2056(1) | 1530.0 | 1028.0 |
|  3.25%, 04/01/2057(1) | 4000.0 | 2838.0 |
|  3.38%, 07/01/2043(1) | 300.0 | 252.0 |
|  4.00%, 10/01/2046(1) | 1925.0 | 1562.0 |
|  4.00%, 07/01/2056(1) | 1985.0 | 1605.0 |
|  4.00%, 07/01/2056(1) | 7497.0 | 5641.0 |
|  4.00%, 08/01/2056(1) | 11795.0 | 10412.0 |
|  4.00%, 09/01/2056(1) | 1015.0 | 717.0 |
|  4.00%, 10/01/2056(1) | 1000.0 | 809.0 |
|  4.00%, 10/01/2056(1) | 6210.0 | 4955.0 |
|  4.00%, 12/01/2056(1) | 5695.0 | 4174.0 |
|  4.00%, 02/01/2057(1) | 4950.0 | 3699.0 |
|  4.00%, 04/01/2057(1) | 1050.0 | 764.0 |
|  4.00%, 05/01/2057(1) | 250.0 | 174.0 |
|  4.00%, 06/01/2058(1) | 1305.0 | 990.0 |
|  4.00%, 12/01/2058(1) | 4195.0 | 3147.0 |
|  4.00%, 12/01/2059(1) | 1905.0 | 1002.0 |
|  4.00%, 12/01/2059(1) | 2625.0 | 1484.0 |
|  East County Advanced Water Purification Joint Powers Authority |  |  |
|  3.13%, 09/01/2026 | 5000.0 | 5001.0 |
|  Foothill-Eastern Transportation Corridor Agency |  |  |
|  4.00%, 01/15/2046 | 9000.0 | 8542.0 |
|  Freddie Mac Multifamily ML Certificates |  |  |
|  3.35%, 11/25/2033 | 2239.0 | 2186.0 |
|  Golden State Tobacco Securitization Corp. |  |  |
|  0.00%, 06/01/2066 | 78425.0 | 7829.0 |
|  5.00%, 06/01/2051 | 290.0 | 284.0 |
|  Hastings Campus Housing Finance Authority |  |  |
|  5.00%, 07/01/2061(1) | 5250.0 | 4614.0 |
|  Inglewood Unified School District |  |  |
|  5.50%, 08/01/2044 | 155.0 | 175.0 |
|  Inland Empire Tobacco Securitization Corp. |  |  |
|  0.00%, 06/01/2036 | 3000.0 | 1465.0 |
|  Irvine Unified School District |  |  |
|  5.00%, 03/01/2057 | 795.0 | 784.0 |
|  Lammersville Joint Unified School District |  |  |
|  5.13%, 09/01/2050 | 2345.0 | 2372.0 |
|  5.25%, 09/01/2055 | 1485.0 | 1511.0 |
|  Lodi Unified School District |  |  |
|  3.00%, 08/01/2046 | 500.0 | 390.0 |
|  Los Angeles Department of Water & Power |  |  |
|  5.00%, 07/01/2028 | 1000.0 | 1036.0 |
|  5.00%, 07/01/2036 | 100.0 | 110.0 |
|  5.00%, 07/01/2036 | 1000.0 | 1090.0 |
|  5.00%, 07/01/2038 | 640.0 | 690.0 |
|  5.00%, 07/01/2040 | 155.0 | 166.0 |
|  5.00%, 07/01/2040 | 300.0 | 322.0 |
|  5.00%, 07/01/2050 | 315.0 | 324.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 07/01/2052 | 1770 | 1808.0 |
|  5.25%, 07/01/2044 | 150 | 162.0 |
|  5.25%, 07/01/2046 | 100 | 107.0 |
|  Los Angeles Department of Water & Power Water System Revenue |  |  |
|  5.00%, 07/01/2028 | 1325 | 1385.0 |
|  5.00%, 07/01/2029 | 2075 | 2204.0 |
|  5.00%, 07/01/2034 | 500 | 554.0 |
|  5.00%, 07/01/2038 | 340 | 363.0 |
|  5.00%, 07/01/2039 | 1015 | 1075.0 |
|  5.25%, 07/01/2053 | 500 | 517.0 |
|  Los Angeles Housing Authority |  |  |
|  6.00%, 12/01/2062(1) | 1420 | 1336.0 |
|  Menifee Union School District |  |  |
|  4.00%, 09/01/2036 | 500 | 491.0 |
|  Morongo Band of Mission Indians |  |  |
|  5.00%, 10/01/2042(1) | 115 | 122.0 |
|  Mountain House Community Facilities District |  |  |
|  5.00%, 09/01/2045 | 635 | 636.0 |
|  5.00%, 09/01/2055 | 625 | 604.0 |
|  5.13%, 09/01/2045 | 500 | 509.0 |
|  Northern California Gas Authority No 1 |  |  |
|  3.35% (3 Month Term SOFR + 0.72%), 07/01/2027(3) | 180 | 180.0 |
|  Orange County Community Facilities District |  |  |
|  5.00%, 08/15/2037 | 250 | 262.0 |
|  5.00%, 08/15/2038 | 260 | 275.0 |
|  5.25%, 08/15/2045 | 1975 | 1977.0 |
|  5.50%, 08/15/2053 | 500 | 513.0 |
|  Palomar Health |  |  |
|  0.00%, 08/01/2035 | 50 | 30.0 |
|  0.00%, 08/01/2036 | 5 | 3.0 |
|  5.00%, 11/01/2030 | 360 | 360.0 |
|  5.00%, 11/01/2036 | 3755 | 3663.0 |
|  5.00%, 11/01/2039 | 575 | 558.0 |
|  5.00%, 11/01/2042 | 1485 | 1401.0 |
|  Pasadena Public Financing Authority |  |  |
|  0.00%, 06/01/2042 | 215 | 106.0 |
|  Rancho Mirage Community Facilities District |  |  |
|  5.00%, 09/01/2054 | 1000 | 982.0 |
|  River Islands Public Financing Authority |  |  |
|  4.00%, 09/01/2041 | 605 | 546.0 |
|  5.00%, 09/01/2039 | 635 | 657.0 |
|  5.00%, 09/01/2048 | 750 | 735.0 |
|  5.00%, 09/01/2048 | 850 | 839.0 |
|  5.00%, 09/01/2054 | 1460 | 1398.0 |
|  5.00%, 09/01/2055 | 725 | 693.0 |
|  5.00%, 09/01/2055 | 1000 | 955.0 |
|  Riverside County Redevelopment Successor Agency |  |  |
|  0.00%, 10/01/2039 | 1000 | 569.0 |
|  Riverside County Transportation Commission |  |  |
|  3.00%, 06/01/2049 | 250 | 185.0 |
|  4.00%, 06/01/2046 | 5250 | 4731.0 |
|  4.00%, 06/01/2047 | 563 | 498.0 |
|  San Diego County Regional Airport Authority |  |  |
|  4.00%, 07/01/2046 | 1000 | 919.0 |
|  5.00%, 07/01/2048 | 100 | 101.0 |
|  5.50%, 07/01/2055 | 2425 | 2558.0 |
|  San Francisco City & County Airport Comm-San Francisco International Airport |  |  |
|  5.00%, 05/01/2026 | 1375 | 1378.0 |
|  5.50%, 05/01/2055 | 2400 | 2533.0 |
|  San Francisco Community College District |  |  |
|  3.00%, 06/15/2045 | 200 | 161.0 |
|  Southern California Public Power Authority |  |  |
|  5.00%, 07/01/2033 | 500 | 557.0 |
|  5.00%, 07/01/2053 | 500 | 510.0 |
|  5.00%, 07/01/2053 | 610 | 623.0 |
|  State of California |  |  |
|  3.00%, 11/01/2040 | 500 | 446.0 |
|  Tejon Ranch Public Facilities Finance Authority |  |  |
|  5.00%, 09/01/2054 | 155 | 152.0 |
|  Transbay Joint Powers Authority |  |  |
|  5.00%, 10/01/2033 | 250 | 258.0 |
|  5.00%, 10/01/2034 | 250 | 257.0 |
|  5.00%, 10/01/2035 | 240 | 246.0 |
|  5.00%, 10/01/2038 | 600 | 609.0 |
|  University of California |  |  |
|  5.00%, 05/15/2030 | 11580 | 12651.0 |
|  West Sacramento Financing Authority |  |  |
|  5.00%, 09/01/2034 | 135 | 148.0 |
|  Total California | Total California | 486678.0 |
|  **Colorado – 6.40%** |  |  |
|  9th Avenue Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2048 | 1561 | 1524.0 |
|  Aerotropolis Regional Transportation Authority |  |  |
|  4.25%, 12/01/2041 | 4680 | 4262.0 |
|  4.38%, 12/01/2052 | 8365 | 6909.0 |
|  5.00%, 12/01/2051 | 2235 | 2026.0 |
|  5.50%, 12/01/2044(1) | 2000 | 2036.0 |
|  5.75%, 12/01/2054(1) | 650 | 641.0 |
|  Arista Metropolitan District |  |  |
|  8.25%, 12/15/2039 | 500 | 502.0 |
|  Arkansas River Power Authority |  |  |
|  5.00%, 10/01/2029 | 1005 | 1044.0 |
|  5.00%, 10/01/2033 | 500 | 515.0 |
|  5.00%, 10/01/2043 | 225 | 228.0 |
|  Aurora Crossroads Metropolitan District No 2 |  |  |
|  0.00%, 12/01/2055 | 3000 | 2734.0 |
|  6.13%, 12/01/2055 | 10000 | 9769.0 |
|  Aviation Station North Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2039 | 750 | 752.0 |
|  5.00%, 12/01/2048 | 3850 | 3759.0 |
|  Banning Lewis Ranch Metropolitan District No 8 |  |  |
|  4.88%, 12/01/2051(1) | 500 | 439.0 |
|  Baseline Metropolitan District No 1 |  |  |
|  6.75%, 12/15/2054 | 1000 | 998.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Belford North Metropolitan District |  |  |
|  5.50%, 12/01/2050 | 1100.0 | 984.0 |
|  Belleview Place Metropolitan District |  |  |
|  5.00%, 12/01/2050 | 575.0 | 545.0 |
|  Berthoud-Heritage Metropolitan District No 1 |  |  |
|  5.63%, 12/01/2048 | 3490.0 | 3491.0 |
|  Berthoud-Heritage Metropolitan District No 10 |  |  |
|  4.75%, 12/01/2052 | 500.0 | 409.0 |
|  Board of Water Commissioners City & County of Denver |  |  |
|  3.00%, 09/15/2045 | 2000.0 | 1608.0 |
|  Brickyard Metropolitan District No 1 |  |  |
|  7.00%, 12/01/2045 | 2000.0 | 1953.0 |
|  Brighton Crossing Metropolitan District No 6 |  |  |
|  5.00%, 12/01/2040 | 515.0 | 518.0 |
|  5.00%, 12/01/2050 | 3485.0 | 3283.0 |
|  Broadway Park North Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2040(1) | 2255.0 | 2256.0 |
|  5.00%, 12/01/2049(1) | 730.0 | 684.0 |
|  Buffalo Highlands Metropolitan District |  |  |
|  5.25%, 12/01/2038 | 500.0 | 501.0 |
|  Canyon Pines Metropolitan District Special Improvement District No 1 |  |  |
|  3.75%, 12/01/2040 | 500.0 | 408.0 |
|  Canyons Metropolitan District No 5 |  |  |
|  6.50%, 12/15/2054 | 2300.0 | 2262.0 |
|  Cascade Ridge Metropolitan District |  |  |
|  5.00%, 12/01/2051 | 1330.0 | 1146.0 |
|  Centerra Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2051 | 1000.0 | 961.0 |
|  Chambers Highpoint Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2041 | 1545.0 | 1295.0 |
|  5.00%, 12/01/2051 | 990.0 | 744.0 |
|  City & County of Denver CO |  |  |
|  5.00%, 10/01/2032 | 13175.0 | 13186.0 |
|  City & County of Denver CO Pledged Excise Tax Revenue |  |  |
|  0.00%, 08/01/2034 | 500.0 | 356.0 |
|  Clear Creek Transit Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2050 | 1309.0 | 975.0 |
|  Colorado Crossing Metropolitan District No 2 |  |  |
|  4.00%, 12/01/2030 | 240.0 | 237.0 |
|  5.00%, 12/01/2050 | 6205.0 | 5821.0 |
|  Colorado Educational & Cultural Facilities Authority |  |  |
|  4.00%, 05/01/2051 | 1100.0 | 877.0 |
|  4.00%, 05/01/2061 | 1835.0 | 1381.0 |
|  5.75%, 04/01/2059(1) | 825.0 | 784.0 |
|  5.80%, 04/01/2054(1) | 1345.0 | 1299.0 |
|  6.88%, 02/01/2059(1) | 8500.0 | 8878.0 |
|  Colorado Health Facilities Authority |  |  |
|  3.25%, 08/01/2049 | 670.0 | 511.0 |
|  4.00%, 01/01/2030 | 270.0 | 272.0 |
|  4.00%, 05/15/2031 | 40.0 | 41.0 |
|  4.00%, 05/15/2032 | 50.0 | 51.0 |
|  4.00%, 05/15/2033 | 55.0 | 55.0 |
|  4.00%, 05/15/2034 | 55.0 | 55.0 |
|  4.00%, 05/15/2035 | 55.0 | 55.0 |
|  4.00%, 05/15/2036 | 60.0 | 59.0 |
|  4.00%, 11/01/2039 | 3775.0 | 3665.0 |
|  4.00%, 12/01/2040 | 250.0 | 241.0 |
|  4.00%, 05/15/2041 | 100.0 | 94.0 |
|  4.00%, 01/01/2042 | 1010.0 | 932.0 |
|  4.00%, 08/01/2044 | 150.0 | 136.0 |
|  4.00%, 05/15/2048 | 150.0 | 127.0 |
|  4.00%, 09/01/2050 | 375.0 | 395.0 |
|  4.00%, 12/01/2050 | 2625.0 | 2184.0 |
|  4.25%, 09/15/2038 | 75.0 | 74.0 |
|  5.00%, 01/01/2031 | 500.0 | 500.0 |
|  5.00%, 01/01/2037 | 255.0 | 255.0 |
|  5.00%, 01/01/2038 | 450.0 | 457.0 |
|  5.00%, 05/15/2040 | 215.0 | 223.0 |
|  5.00%, 12/01/2043 | 4925.0 | 4971.0 |
|  5.00%, 09/15/2048 | 1500.0 | 1439.0 |
|  5.00%, 05/15/2054 | 850.0 | 862.0 |
|  5.13%, 12/01/2050 | 200.0 | 197.0 |
|  5.13%, 12/01/2055 | 925.0 | 897.0 |
|  5.25%, 05/15/2028 | 500.0 | 510.0 |
|  5.25%, 05/15/2048 | 825.0 | 834.0 |
|  5.75%, 12/01/2035(1) | 100.0 | 77.0 |
|  6.13%, 12/01/2045(1) | 1075.0 | 766.0 |
|  6.25%, 12/01/2050(1) | 485.0 | 335.0 |
|  Colorado High Performance Transportation Enterprise |  |  |
|  5.00%, 12/31/2047 | 3330.0 | 3265.0 |
|  5.00%, 12/31/2051 | 5000.0 | 4863.0 |
|  5.00%, 12/31/2056 | 5760.0 | 5538.0 |
|  Colorado Housing & Finance Authority |  |  |
|  3.00%, 05/01/2051 | 1015.0 | 1002.0 |
|  5.75%, 11/01/2054 | 825.0 | 904.0 |
|  6.00%, 11/01/2055 | 295.0 | 326.0 |
|  6.25%, 11/01/2055 | 845.0 | 939.0 |
|  6.50%, 05/01/2055 | 815.0 | 919.0 |
|  Colorado International Center Metropolitan District No 14 |  |  |
|  5.88%, 12/01/2046 | 1090.0 | 1090.0 |
|  Conexus Metropolitan District No 1 |  |  |
|  6.25%, 12/01/2055 | 2720.0 | 2723.0 |
|  Copper Ridge Metropolitan District |  |  |
|  5.00%, 12/01/2039 | 4750.0 | 4754.0 |
|  5.00%, 12/01/2043 | 2250.0 | 2168.0 |
|  Copperleaf Metropolitan District No 3 |  |  |
|  5.50%, 12/15/2036 | 571.0 | 563.0 |
|  Copperleaf Metropolitan District No 5 |  |  |
|  6.25%, 12/01/2045 | 1500.0 | 1529.0 |
|  8.75%, 12/15/2055 | 1250.0 | 1236.0 |
|  Cornerstar Metropolitan District |  |  |
|  5.13%, 12/01/2037 | 500.0 | 500.0 |
|  Cottonwood Hollow Residential Metropolitan District |  |  |
|  5.00%, 12/01/2051 | 500.0 | 399.0 |
|  Creekside Village Metropolitan District |  |  |
|  5.00%, 12/01/2039 | 1232.0 | 1206.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/01/2049 | 528.0 | 469.0 |
|  Creekwalk Marketplace Business Improvement District |  |  |
|  6.00%, 12/01/2054 | 3000.0 | 2965.0 |
|  Crowfoot Valley Ranch Metropolitan District No 2 |  |  |
|  6.13%, 12/15/2054 | 1000.0 | 958.0 |
|  Crystal Crossing Metropolitan District |  |  |
|  5.25%, 12/01/2040 | 500.0 | 500.0 |
|  Denver Convention Center Hotel Authority |  |  |
|  5.00%, 12/01/2030 | 2000.0 | 2016.0 |
|  Denver Gateway Center Metropolitan District |  |  |
|  5.50%, 12/01/2038 | 2108.0 | 2110.0 |
|  5.63%, 12/01/2048 | 2130.0 | 2099.0 |
|  Denver Health & Hospital Authority |  |  |
|  5.00%, 12/01/2048 | 1800.0 | 1764.0 |
|  6.00%, 12/01/2055 | 415.0 | 438.0 |
|  Denver International Business Center Metropolitan District No 1 |  |  |
|  6.00%, 12/01/2048 | 600.0 | 601.0 |
|  Denver Urban Renewal Authority |  |  |
|  5.25%, 12/01/2039(1) | 900.0 | 902.0 |
|  DIATC Metropolitan District |  |  |
|  5.00%, 12/01/2039(1) | 500.0 | 501.0 |
|  5.00%, 12/01/2049(1) | 1500.0 | 1447.0 |
|  E-470 Public Highway Authority |  |  |
|  3.18% (SOFR + 0.75%), 09/01/2039(3) | 900.0 | 899.0 |
|  5.00%, 09/01/2040 | 105.0 | 114.0 |
|  Elbert & Highway 86 Commercial Metropolitan District |  |  |
|  5.00%, 12/01/2041(1) | 1065.0 | 1070.0 |
|  5.00%, 12/01/2051(1) | 2500.0 | 2301.0 |
|  Ellston Park Metropolitan District |  |  |
|  6.00%, 12/01/2055(1) | 500.0 | 489.0 |
|  Fitzsimons Village Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2049 | 1525.0 | 1447.0 |
|  Fitzsimons Village Metropolitan District No 3 |  |  |
|  4.25%, 12/01/2055 | 1250.0 | 969.0 |
|  Four Corners Business Improvement District |  |  |
|  6.00%, 12/01/2052 | 1000.0 | 1004.0 |
|  Gardens on Havana Metropolitan District No 3 |  |  |
|  5.13%, 12/01/2037 | 500.0 | 500.0 |
|  Gold Hill North Business Improvement District |  |  |
|  5.60%, 12/01/2054(1) | 2800.0 | 2732.0 |
|  Granary Metropolitan District No 9 Special Assessment District No 1 |  |  |
|  5.45%, 12/01/2044(1) | 920.0 | 926.0 |
|  Great Western Metropolitan District |  |  |
|  4.75%, 12/01/2050 | 621.0 | 543.0 |
|  Green Valley Ranch East Metropolitan District No 6 |  |  |
|  5.88%, 12/01/2050 | 1775.0 | 1793.0 |
|  Green Valley Ranch East Metropolitan District No 9 |  |  |
|  0.00%, 12/01/2055 | 1750.0 | 1414.0 |
|  Greenways Metropolitan District No 1 |  |  |
|  4.63%, 12/01/2051 | 500.0 | 388.0 |
|  Haskins Station Metropolitan District |  |  |
|  5.00%, 12/01/2049 | 500.0 | 419.0 |
|  Haymeadow Metropolitan District No 1 |  |  |
|  6.13%, 12/01/2054 | 2125.0 | 2167.0 |
|  Hess Ranch Metropolitan District No 6 |  |  |
|  5.00%, 12/01/2049 | 5500.0 | 5277.0 |
|  Highlands Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2041 | 550.0 | 510.0 |
|  5.00%, 12/01/2051 | 865.0 | 728.0 |
|  HM Metropolitan District No 2 |  |  |
|  0.00%, 12/01/2051 | 14200.0 | 11997.0 |
|  Hogback Metropolitan District |  |  |
|  5.00%, 12/01/2041 | 1450.0 | 1423.0 |
|  5.00%, 12/01/2051 | 8295.0 | 7604.0 |
|  Hunters Overlook Metropolitan District No 5 |  |  |
|  4.25%, 12/01/2054 | 1100.0 | 1016.0 |
|  Independence Metropolitan District No 3 |  |  |
|  5.38%, 12/01/2054 | 6910.0 | 6810.0 |
|  7.13%, 12/15/2054 | 564.0 | 558.0 |
|  Jacoby Farm Metropolitan District |  |  |
|  5.00%, 12/15/2046(1) | 500.0 | 457.0 |
|  Jefferson Center Metropolitan District No 1 |  |  |
|  5.75%, 12/15/2050 | 1665.0 | 1665.0 |
|  Karl's Farm Metropolitan District No 2 |  |  |
|  6.20%, 12/15/2044 | 567.0 | 574.0 |
|  Kinston Metropolitan District No 5 |  |  |
|  5.75%, 12/01/2055(1) | 3500.0 | 3513.0 |
|  8.25%, 12/15/2055(1) | 1000.0 | 970.0 |
|  Lafferty Canyon Metropolitan District |  |  |
|  5.63%, 12/01/2055 | 2000.0 | 2009.0 |
|  Lambertson Farms Metropolitan District No 1 |  |  |
|  6.25%, 12/20/2054(1) | 1200.0 | 1162.0 |
|  Larkridge Metropolitan District No 2 |  |  |
|  5.25%, 12/01/2048 | 500.0 | 483.0 |
|  Legacy Community Authority |  |  |
|  6.75%, 12/01/2055 | 2000.0 | 2030.0 |
|  Longs Peak Metropolitan District |  |  |
|  5.25%, 12/01/2051(1) | 900.0 | 867.0 |
|  Mead Place Metropolitan District No 4 |  |  |
|  0.00%, 12/01/2054(1) | 2200.0 | 1622.0 |
|  Mineral Business Improvement District |  |  |
|  5.75%, 12/01/2054(1) | 1980.0 | 1946.0 |
|  Newlin Crossing Metropolitan District |  |  |
|  5.38%, 12/01/2054(1) | 500.0 | 491.0 |
|  Nexus North at DIA Metropolitan District |  |  |
|  5.00%, 12/01/2041 | 500.0 | 490.0 |
|  5.00%, 12/01/2051 | 565.0 | 525.0 |
|  North Range Metropolitan District No 2 |  |  |
|  5.75%, 12/01/2047 | 1000.0 | 1000.0 |
|  North Range Metropolitan District No 3 |  |  |
|  5.25%, 12/01/2050 | 8820.0 | 8830.0 |
|  Painted Prairie Metropolitan District No 2 |  |  |
|  5.25%, 12/01/2048 | 2286.0 | 2154.0 |
|  Palisade Metropolitan District No 2 |  |  |
|  0.00%, 12/15/2054(1) | 500.0 | 483.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Palisade Park North Metropolitan District No 1 |  |  |
|  5.25%, 12/15/2051 | 500.0 | 450.0 |
|  Park Creek Metropolitan District |  |  |
|  5.00%, 12/01/2040 | 900.0 | 959.0 |
|  5.00%, 12/01/2041 | 840.0 | 894.0 |
|  Peak Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2041(1) | 1000.0 | 925.0 |
|  Plaza Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2040(1) | 1000.0 | 1000.0 |
|  Prairie Center Metropolitan District No 3 |  |  |
|  5.00%, 12/15/2041(1) | 2610.0 | 2611.0 |
|  Prairie Corner Metropolitan District |  |  |
|  4.88%, 12/01/2051 | 2500.0 | 2081.0 |
|  Pronghorn Valley Metropolitan District |  |  |
|  3.75%, 12/01/2041 | 515.0 | 453.0 |
|  4.00%, 12/01/2051 | 2650.0 | 2117.0 |
|  Public Authority for Colorado Energy |  |  |
|  6.25%, 11/15/2028 | 270.0 | 282.0 |
|  6.50%, 11/15/2038 | 1690.0 | 1999.0 |
|  Pueblo Urban Renewal Authority |  |  |
|  4.75%, 12/01/2045(1) | 2390.0 | 2276.0 |
|  Rampart Range Metropolitan District No 1 |  |  |
|  5.00%, 12/01/2047 | 650.0 | 652.0 |
|  Rampart Range Metropolitan District No 5 |  |  |
|  4.00%, 12/01/2036 | 1250.0 | 1180.0 |
|  4.00%, 12/01/2041 | 1365.0 | 1216.0 |
|  4.00%, 12/01/2051 | 8760.0 | 6937.0 |
|  Red Barn Metropolitan District |  |  |
|  5.50%, 12/01/2055 | 500.0 | 498.0 |
|  Redtail Ridge Metropolitan District |  |  |
|  0.00%, 12/01/2032 | 7250.0 | 4607.0 |
|  Regional Transportation District |  |  |
|  3.00%, 07/15/2037 | 1150.0 | 1017.0 |
|  4.00%, 07/15/2038 | 1150.0 | 1117.0 |
|  Reunion Metropolitan District |  |  |
|  3.63%, 12/01/2044 | 684.0 | 511.0 |
|  Ridgeline Vista Metropolitan District |  |  |
|  5.25%, 12/01/2060 | 1730.0 | 1600.0 |
|  Riverwalk Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2052 | 1865.0 | 1578.0 |
|  RM Mead Metropolitan District |  |  |
|  5.25%, 12/01/2050 | 1370.0 | 1371.0 |
|  Rocky Mountain Rail Park Metropolitan District |  |  |
|  5.00%, 12/01/2031(1) | 500.0 | 502.0 |
|  5.00%, 12/01/2051(1) | 5390.0 | 4860.0 |
|  Sabell Metropolitan District |  |  |
|  5.00%, 12/01/2050(1) | 899.0 | 869.0 |
|  Second Creek Farm Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2049 | 1195.0 | 1110.0 |
|  Senac South Metropolitan District No 1 |  |  |
|  5.25%, 12/01/2051 | 1000.0 | 941.0 |
|  Settler's Crossing Metropolitan District No 1 |  |  |
|  5.13%, 12/01/2050(1) | 4250.0 | 4047.0 |
|  Silver Peaks Metropolitan District No 3 |  |  |
|  5.00%, 12/01/2050 | 515.0 | 486.0 |
|  Sky Dance Metropolitan District No 2 |  |  |
|  6.00%, 12/01/2054 | 500.0 | 505.0 |
|  8.50%, 12/15/2054 | 500.0 | 493.0 |
|  Sky Ranch Community Authority Board |  |  |
|  5.75%, 12/01/2052 | 750.0 | 756.0 |
|  Southglenn Metropolitan District |  |  |
|  5.00%, 12/01/2036 | 1060.0 | 1050.0 |
|  5.00%, 12/01/2046 | 2721.0 | 2551.0 |
|  Southlands Metropolitan District No 1 |  |  |
|  3.50%, 12/01/2027 | 100.0 | 99.0 |
|  5.00%, 12/01/2047 | 1690.0 | 1649.0 |
|  St Vrain Lakes Metropolitan District No 2 |  |  |
|  6.38%, 11/15/2054 | 500.0 | 491.0 |
|  St Vrain Lakes Metropolitan District No 4 |  |  |
|  0.00%, 09/20/2054(1) | 2500.0 | 1832.0 |
|  STC Metropolitan District No 2 |  |  |
|  6.25%, 12/01/2055(1) | 750.0 | 749.0 |
|  Sterling Ranch Community Authority Board |  |  |
|  5.63%, 12/01/2043 | 1397.0 | 1434.0 |
|  5.75%, 12/01/2054(1) | 3000.0 | 2994.0 |
|  6.88%, 12/15/2055 | 565.0 | 563.0 |
|  8.25%, 12/15/2054(1) | 525.0 | 518.0 |
|  8.75%, 12/15/2054 | 830.0 | 819.0 |
|  Sunset Parks Metropolitan District |  |  |
|  5.13%, 12/01/2054(1) | 1910.0 | 1830.0 |
|  Talon Pointe Metropolitan District |  |  |
|  5.25%, 12/01/2051(4)(5) | 1000.0 | 694.0 |
|  Thompson Crossing Metropolitan District No 4 |  |  |
|  5.00%, 12/01/2039 | 1000.0 | 1004.0 |
|  5.00%, 12/01/2049 | 580.0 | 551.0 |
|  Three Springs Metropolitan District No 1 |  |  |
|  7.13%, 12/15/2050 | 1000.0 | 986.0 |
|  Timnath Lakes Metropolitan District No 1 |  |  |
|  6.38%, 12/15/2052 | 500.0 | 490.0 |
|  Timnath Lakes Metropolitan District No 3 |  |  |
|  4.00%, 12/01/2052 | 2500.0 | 2001.0 |
|  6.00%, 12/15/2052 | 650.0 | 594.0 |
|  Tree Farm Metropolitan District |  |  |
|  4.50%, 12/01/2041(1) | 500.0 | 455.0 |
|  Vail Home Partners Corp. |  |  |
|  5.88%, 10/01/2055(1) | 2515.0 | 2553.0 |
|  6.00%, 10/01/2064(1) | 6000.0 | 6108.0 |
|  Vauxmont Metropolitan District |  |  |
|  5.00%, 12/15/2030 | 375.0 | 383.0 |
|  Velocity Metropolitan District No 3 |  |  |
|  5.13%, 12/01/2034 | 1960.0 | 1966.0 |
|  5.38%, 12/01/2039 | 500.0 | 501.0 |
|  5.50%, 12/01/2048 | 16250.0 | 15985.0 |
|  Village at Dry Creek Metropolitan District No 2 |  |  |
|  4.38%, 12/01/2044 | 665.0 | 658.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Village Metropolitan District |  |  |
|  5.00%, 12/01/2040 | 1000 | 992.0 |
|  5.00%, 12/01/2049 | 1250 | 1182.0 |
|  5.75%, 12/01/2055 | 3340 | 3346.0 |
|  Waters' Edge Metropolitan District No 2 |  |  |
|  5.00%, 12/01/2051 | 500 | 459.0 |
|  Waterview II Metropolitan District |  |  |
|  4.50%, 12/01/2031 | 525 | 521.0 |
|  5.00%, 12/01/2041 | 730 | 734.0 |
|  5.00%, 12/01/2051 | 500 | 477.0 |
|  Waterview North Metropolitan District No 1 |  |  |
|  5.75%, 12/01/2054(1) | 630 | 604.0 |
|  Westcreek Metropolitan District No 2 |  |  |
|  5.38%, 12/01/2048 | 1122 | 1098.0 |
|  Westerly Metropolitan District No 4 |  |  |
|  5.00%, 12/01/2040 | 2500 | 2438.0 |
|  5.00%, 12/01/2050 | 5200 | 4932.0 |
|  Westwood Metropolitan District |  |  |
|  4.00%, 12/01/2051 | 600 | 509.0 |
|  Willow Bend Metropolitan District |  |  |
|  5.00%, 12/01/2039 | 592 | 593.0 |
|  5.00%, 12/01/2049 | 1500 | 1414.0 |
|  Willow Springs Metropolitan District |  |  |
|  6.50%, 10/15/2054(1) | 500 | 492.0 |
|  Windler Public Improvement Authority |  |  |
|  0.00%, 12/01/2041 | 5000 | 3792.0 |
|  4.00%, 12/01/2041 | 3500 | 2917.0 |
|  4.13%, 12/01/2051 | 9690 | 7267.0 |
|  Total Colorado | Total Colorado | 391488.0 |
|  **Connecticut – 0.82%** |  |  |
|  Connecticut Housing Finance Authority |  |  |
|  4.75%, 11/15/2049 | 1750 | 1723.0 |
|  4.80%, 11/15/2054 | 1500 | 1478.0 |
|  6.00%, 11/15/2054 | 25 | 27.0 |
|  6.00%, 11/15/2054 | 295 | 324.0 |
|  Connecticut State Health & Educational Facilities Authority |  |  |
|  2.55%, 07/01/2057(2) | 8500 | 8500.0 |
|  4.00%, 07/01/2030 | 400 | 397.0 |
|  4.00%, 07/01/2041 | 275 | 249.0 |
|  4.00%, 07/01/2044 | 2195 | 1812.0 |
|  4.00%, 07/01/2045 | 250 | 240.0 |
|  4.00%, 07/01/2049 | 3730 | 2866.0 |
|  4.00%, 07/01/2051 | 250 | 196.0 |
|  5.00%, 07/01/2031 | 1080 | 1082.0 |
|  5.00%, 07/01/2032 | 280 | 280.0 |
|  5.00%, 07/01/2033 | 175 | 175.0 |
|  5.00%, 07/01/2034 | 125 | 125.0 |
|  5.00%, 12/01/2035 | 250 | 255.0 |
|  5.00%, 12/01/2040 | 2970 | 2992.0 |
|  5.00%, 07/01/2043 | 2445 | 2433.0 |
|  5.00%, 08/01/2044 | 200 | 196.0 |
|  5.00%, 09/01/2046(1) | 1000 | 976.0 |
|  5.00%, 09/01/2053(1) | 110 | 102.0 |
|  5.00%, 01/01/2055(1) | 540 | 444.0 |
|  5.38%, 07/01/2054 | 1750 | 1632.0 |
|  5.50%, 07/01/2051 | 4525 | 4798.0 |
|  Connecticut State Higher Education Supplement Loan Authority |  |  |
|  3.25%, 11/15/2036 | 15 | 14.0 |
|  4.13%, 11/15/2040 | 100 | 97.0 |
|  5.00%, 11/15/2040 | 55 | 55.0 |
|  Harbor Point Infrastructure Improvement District |  |  |
|  5.00%, 04/01/2039(1) | 2750 | 2777.0 |
|  Mashantucket Western Pequot Tribe |  |  |
|  6.05%, 07/01/2031 | 1985 | 576.0 |
|  Mohegan Tribe of Indians of Connecticut |  |  |
|  6.25%, 02/01/2030(1) | 800 | 801.0 |
|  6.75%, 02/01/2045(1) | 519 | 523.0 |
|  Stamford Housing Authority |  |  |
|  4.75%, 10/01/2032 | 470 | 482.0 |
|  5.38%, 10/01/2033 | 1000 | 1009.0 |
|  6.25%, 10/01/2060 | 185 | 182.0 |
|  6.50%, 10/01/2055 | 235 | 238.0 |
|  Steel Point Infrastructure Improvement District |  |  |
|  4.00%, 04/01/2036(1) | 850 | 844.0 |
|  4.00%, 04/01/2041(1) | 235 | 223.0 |
|  4.00%, 04/01/2051(1) | 2500 | 2098.0 |
|  5.63%, 04/01/2044(1) | 200 | 211.0 |
|  6.00%, 04/01/2052(1) | 2610 | 2745.0 |
|  Town of Hamden CT |  |  |
|  5.00%, 01/01/2040 | 2485 | 2428.0 |
|  5.00%, 01/01/2050 | 1745 | 1532.0 |
|  Total Connecticut | Total Connecticut | 50137.0 |
|  **Delaware – 0.59%** |  |  |
|  County of Kent DE |  |  |
|  5.00%, 07/01/2032 | 20 | 20.0 |
|  5.00%, 07/01/2040 | 2195 | 2200.0 |
|  5.00%, 07/01/2048 | 2505 | 2345.0 |
|  5.00%, 07/01/2053 | 295 | 267.0 |
|  5.00%, 07/01/2058 | 250 | 223.0 |
|  County of Sussex DE |  |  |
|  5.00%, 01/01/2036 | 2375 | 2378.0 |
|  Delaware State Economic Development Authority |  |  |
|  4.00%, 09/01/2030 | 195 | 196.0 |
|  4.00%, 10/01/2040(2) | 600 | 590.0 |
|  4.00%, 09/01/2041 | 550 | 494.0 |
|  4.00%, 06/01/2042 | 1700 | 1460.0 |
|  4.00%, 06/01/2052 | 210 | 156.0 |
|  4.00%, 06/01/2057 | 105 | 76.0 |
|  5.00%, 09/01/2036 | 1225 | 1229.0 |
|  5.00%, 08/01/2039 | 715 | 715.0 |
|  5.00%, 09/01/2040 | 340 | 344.0 |
|  5.00%, 09/01/2046 | 700 | 687.0 |
|  5.00%, 11/15/2048 | 2050 | 2048.0 |
|  5.00%, 08/01/2049 | 900 | 821.0 |
|  5.00%, 09/01/2050 | 370 | 355.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 08/01/2054 | 835 | 744.0 |
|  Delaware State Health Facilities Authority |  |  |
|  5.00%, 06/01/2027 | 700 | 712.0 |
|  5.00%, 06/01/2037 | 1455 | 1481.0 |
|  5.00%, 06/01/2043 | 1420 | 1428.0 |
|  5.00%, 06/01/2048 | 675 | 650.0 |
|  5.00%, 06/01/2050 | 3165 | 3042.0 |
|  5.25%, 10/01/2051 | 450 | 468.0 |
|  Delaware State Housing Authority |  |  |
|  4.60%, 07/01/2049 | 3925 | 3832.0 |
|  4.65%, 07/01/2049 | 2175 | 2120.0 |
|  6.00%, 01/01/2055 | 3790 | 4150.0 |
|  Town of Bridgeville DE |  |  |
|  5.63%, 07/01/2053(1) | 1135 | 1120.0 |
|  Total Delaware | Total Delaware | 36351.0 |
|  **District of Columbia – 0.95%** |  |  |
|  District of Columbia |  |  |
|  0.00%, 06/01/2041(1) | 1000 | 638.0 |
|  0.00%, 06/01/2049(1) | 2175 | 1335.0 |
|  4.25%, 06/01/2046(1) | 1640 | 1379.0 |
|  5.00%, 07/01/2027 | 225 | 230.0 |
|  5.00%, 06/01/2036 | 205 | 205.0 |
|  5.00%, 07/01/2037 | 245 | 246.0 |
|  5.00%, 07/01/2039 | 115 | 117.0 |
|  5.00%, 06/01/2041 | 580 | 580.0 |
|  5.00%, 06/01/2041(1) | 1190 | 1108.0 |
|  5.00%, 07/01/2042 | 180 | 180.0 |
|  5.00%, 07/01/2042 | 2775 | 2750.0 |
|  5.00%, 06/01/2046 | 6605 | 6436.0 |
|  5.00%, 07/01/2048 | 145 | 140.0 |
|  5.00%, 07/01/2049 | 1125 | 1071.0 |
|  5.00%, 07/01/2052 | 2270 | 2048.0 |
|  5.13%, 01/01/2035 | 60 | 59.0 |
|  5.25%, 01/01/2039 | 45 | 43.0 |
|  5.63%, 06/01/2044 | 2205 | 2136.0 |
|  5.75%, 06/01/2054 | 1000 | 923.0 |
|  District of Columbia Tobacco Settlement Financing Corp. |  |  |
|  0.00%, 06/15/2046 | 3560 | 787.0 |
|  0.00%, 06/15/2046 | 33945 | 7804.0 |
|  Metropolitan Washington Airports Authority Aviation Revenue |  |  |
|  5.00%, 10/01/2027 | 2310 | 2382.0 |
|  5.00%, 10/01/2042 | 4000 | 4037.0 |
|  5.00%, 10/01/2043 | 6410 | 6510.0 |
|  Metropolitan Washington Airports Authority Dulles Toll Road Revenue |  |  |
|  0.00%, 10/01/2035 | 6025 | 4176.0 |
|  0.00%, 10/01/2037 | 1870 | 1169.0 |
|  0.00%, 10/01/2038 | 680 | 393.0 |
|  0.00%, 10/01/2039 | 135 | 73.0 |
|  0.00%, 10/01/2040 | 340 | 173.0 |
|  4.00%, 10/01/2053 | 1000 | 855.0 |
|  6.50%, 10/01/2044 | 950 | 1004.0 |
|  Washington Metropolitan Area Transit Authority Dedicated Revenue |  |  |
|  4.38%, 07/15/2059 | 3000 | 2764.0 |
|  5.25%, 07/15/2055 | 4385 | 4554.0 |
|  Total District of Columbia | Total District of Columbia | 58305.0 |
|  **Florida – 7.24%** |  |  |
|  Alachua County Health Facilities Authority |  |  |
|  4.00%, 10/01/2040 | 340 | 320.0 |
|  4.00%, 10/01/2046 | 220 | 187.0 |
|  4.00%, 12/01/2049 | 5000 | 4282.0 |
|  5.00%, 12/01/2036 | 1000 | 1001.0 |
|  5.00%, 12/01/2044 | 3160 | 3161.0 |
|  5.00%, 11/15/2061 | 600 | 498.0 |
|  6.00%, 11/15/2034(4)(5)(6) | 16 | 0.0 |
|  6.25%, 11/15/2044(4)(5) | 124 | 2.0 |
|  6.38%, 11/15/2049(4)(5) | 292 | 4.0 |
|  Artisan Lakes East Community Development District |  |  |
|  4.00%, 05/01/2051 | 650 | 517.0 |
|  Ave Maria Stewardship Community District |  |  |
|  4.00%, 05/01/2051 | 245 | 194.0 |
|  4.38%, 05/01/2035 | 565 | 555.0 |
|  5.30%, 05/01/2045 | 775 | 770.0 |
|  Avenir Community Development District |  |  |
|  5.38%, 05/01/2043 | 165 | 165.0 |
|  5.63%, 05/01/2054 | 1690 | 1642.0 |
|  Babcock Ranch Community Independent Special District |  |  |
|  5.00%, 05/01/2044(1) | 1710 | 1690.0 |
|  5.25%, 05/01/2055(1) | 4740 | 4595.0 |
|  Balm Grove Community Development District |  |  |
|  4.00%, 11/01/2042 | 1975 | 1782.0 |
|  4.13%, 11/01/2051 | 1000 | 817.0 |
|  Big Cypress Stewardship District |  |  |
|  5.75%, 05/01/2055 | 2000 | 1937.0 |
|  Boggy Branch Community Development District |  |  |
|  4.00%, 05/01/2051 | 1260 | 978.0 |
|  Boggy Creek Improvement District |  |  |
|  5.13%, 05/01/2043 | 555 | 555.0 |
|  Botaniko Community Development District |  |  |
|  3.63%, 05/01/2040 | 600 | 515.0 |
|  Braddock Lakes Community Development District |  |  |
|  4.50%, 05/01/2035 | 850 | 835.0 |
|  Buckhead Trails II Community Development District |  |  |
|  5.50%, 05/01/2046 | 400 | 399.0 |
|  5.80%, 05/01/2056 | 1000 | 983.0 |
|  Capital Projects Finance Authority |  |  |
|  5.00%, 10/01/2034 | 585 | 606.0 |
|  5.00%, 10/01/2035 | 500 | 515.0 |
|  5.00%, 06/01/2054(1) | 625 | 555.0 |
|  5.00%, 06/01/2058(1) | 1625 | 1423.0 |
|  7.13%, 01/01/2065(1) | 1000 | 1025.0 |
|  7.25%, 01/01/2055(1) | 2000 | 2087.0 |
|  Capital Trust Agency, Inc. |  |  |
|  0.00%, 07/01/2061(1) | 30780 | 2525.0 |
|  4.00%, 10/15/2029(1) | 100 | 99.0 |
|  4.00%, 06/15/2031(1) | 800 | 779.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 06/15/2041(1) | 505.0 | 443.0 |
|  4.00%, 06/15/2051(1) | 235.0 | 175.0 |
|  5.00%, 10/15/2037(1) | 160.0 | 160.0 |
|  5.00%, 10/15/2047(1) | 390.0 | 366.0 |
|  5.00%, 07/01/2049(1) | 265.0 | 244.0 |
|  5.00%, 10/15/2052(1) | 630.0 | 571.0 |
|  5.00%, 07/01/2054(1) | 290.0 | 262.0 |
|  5.00%, 10/15/2054(1) | 335.0 | 300.0 |
|  5.00%, 06/01/2056(1) | 515.0 | 434.0 |
|  5.00%, 07/01/2056(1) | 14245.0 | 12230.0 |
|  5.13%, 06/15/2037(1) | 250.0 | 250.0 |
|  5.25%, 12/01/2058(1) | 3270.0 | 3003.0 |
|  Capital Trust Authority |  |  |
|  4.75%, 12/01/2042 | 700.0 | 700.0 |
|  5.00%, 12/15/2044 | 250.0 | 241.0 |
|  5.00%, 06/01/2064(1) | 7115.0 | 6302.0 |
|  5.13%, 12/15/2054 | 600.0 | 540.0 |
|  5.13%, 12/15/2059 | 500.0 | 443.0 |
|  5.25%, 12/01/2055 | 425.0 | 419.0 |
|  5.38%, 07/01/2065(1) | 4950.0 | 4653.0 |
|  6.25%, 06/15/2053(1) | 200.0 | 203.0 |
|  6.38%, 06/15/2058(1) | 210.0 | 213.0 |
|  6.50%, 12/15/2058(1) | 370.0 | 333.0 |
|  Celebration Pointe Community Development District No 1 |  |  |
|  3.00%, 05/01/2031(4)(5) | 715.0 | 572.0 |
|  3.38%, 05/01/2041(4)(5) | 90.0 | 72.0 |
|  4.00%, 05/01/2053(4)(5) | 2445.0 | 1956.0 |
|  5.00%, 05/01/2032(4)(5) | 630.0 | 504.0 |
|  5.13%, 05/01/2045(4)(5) | 65.0 | 52.0 |
|  Charles Cove Community Development District |  |  |
|  3.75%, 05/01/2030 | 355.0 | 355.0 |
|  4.00%, 05/01/2052 | 500.0 | 413.0 |
|  4.25%, 05/01/2040 | 250.0 | 244.0 |
|  4.38%, 05/01/2050 | 1250.0 | 1120.0 |
|  City of Atlantic Beach FL |  |  |
|  5.00%, 11/15/2037 | 1240.0 | 1241.0 |
|  5.00%, 11/15/2043 | 1050.0 | 1052.0 |
|  5.00%, 11/15/2048 | 500.0 | 481.0 |
|  5.00%, 11/15/2053 | 750.0 | 703.0 |
|  City of Jacksonville FL |  |  |
|  5.00%, 06/01/2053(1) | 2265.0 | 1948.0 |
|  City of Pompano Beach FL |  |  |
|  3.50%, 09/01/2030 | 1125.0 | 1118.0 |
|  3.50%, 09/01/2035 | 1110.0 | 1057.0 |
|  4.00%, 09/01/2036 | 1090.0 | 1069.0 |
|  4.00%, 09/01/2040 | 300.0 | 282.0 |
|  4.00%, 09/01/2041 | 570.0 | 529.0 |
|  4.00%, 09/01/2051 | 540.0 | 438.0 |
|  4.00%, 09/01/2056 | 1875.0 | 1475.0 |
|  5.00%, 09/01/2035 | 450.0 | 450.0 |
|  5.00%, 09/01/2044 | 125.0 | 125.0 |
|  City Of South Miami Health Facilities Authority, Inc. |  |  |
|  5.00%, 08/15/2026 | 1000.0 | 1008.0 |
|  City of Tampa FL |  |  |
|  0.00%, 09/01/2036 | 800.0 | 529.0 |
|  0.00%, 09/01/2037 | 800.0 | 503.0 |
|  4.00%, 04/01/2050 | 1155.0 | 1005.0 |
|  5.00%, 04/01/2040 | 1115.0 | 1116.0 |
|  City of Venice FL |  |  |
|  4.25%, 01/01/2030(1) | 900.0 | 901.0 |
|  4.50%, 01/01/2030(1) | 115.0 | 115.0 |
|  4.63%, 01/01/2030(1) | 500.0 | 500.0 |
|  5.00%, 01/01/2047 | 850.0 | 801.0 |
|  5.50%, 01/01/2055(1) | 250.0 | 242.0 |
|  5.63%, 01/01/2060(1) | 5715.0 | 5574.0 |
|  Collier County Health Facilities Authority |  |  |
|  5.00%, 05/01/2045 | 335.0 | 334.0 |
|  County of Escambia FL |  |  |
|  3.45%, 11/01/2033(2) | 250.0 | 248.0 |
|  County of Lee FL Airport Revenue |  |  |
|  5.00%, 10/01/2056(2) | 180.0 | 193.0 |
|  5.50%, 10/01/2056 | 4600.0 | 4815.0 |
|  County of Miami-Dade FL Aviation Revenue |  |  |
|  4.00%, 10/01/2041 | 1500.0 | 1447.0 |
|  5.00%, 10/01/2040 | 2500.0 | 2522.0 |
|  County of Okaloosa FL |  |  |
|  5.75%, 05/15/2055(1) | 2955.0 | 2994.0 |
|  5.75%, 05/15/2060(1) | 1265.0 | 1277.0 |
|  Crossings At Fleming Island Community Development District |  |  |
|  4.50%, 05/01/2030 | 2800.0 | 2800.0 |
|  East Nassau Stewardship District |  |  |
|  6.25%, 05/01/2056 | 2940.0 | 2994.0 |
|  Eden Hills Community Development District |  |  |
|  4.13%, 05/01/2051 | 250.0 | 207.0 |
|  Edgewater East Community Development District |  |  |
|  3.60%, 05/01/2041 | 500.0 | 427.0 |
|  Edgewater West Community Development District |  |  |
|  6.00%, 05/01/2041(1) | 4750.0 | 4750.0 |
|  Esplanade Lake Club Community Development District |  |  |
|  4.00%, 11/01/2040 | 500.0 | 464.0 |
|  Everest GMR Community Development District |  |  |
|  6.20%, 05/01/2054 | 3425.0 | 3474.0 |
|  Fiddlers Creek Community Development District No 2 |  |  |
|  6.00%, 05/01/2045 | 2140.0 | 2197.0 |
|  Firelight Community Development District |  |  |
|  5.90%, 05/01/2045 | 1850.0 | 1907.0 |
|  Firethorn Community Development District |  |  |
|  5.30%, 05/01/2045 | 870.0 | 864.0 |
|  Florida Development Finance Corp. |  |  |
|  3.00%, 06/01/2032 | 9860.0 | 9139.0 |
|  3.40%, 09/01/2050(2) | 1890.0 | 1890.0 |
|  4.00%, 09/15/2030(1) | 230.0 | 224.0 |
|  4.00%, 06/01/2036(1) | 500.0 | 468.0 |
|  4.00%, 06/15/2042 | 610.0 | 538.0 |
|  4.00%, 07/01/2051(1) | 1250.0 | 1019.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 02/01/2052 | 540.0 | 427.0 |
|  4.00%, 06/15/2052 | 1145.0 | 907.0 |
|  4.00%, 06/01/2055(1) | 250.0 | 181.0 |
|  4.38%, 10/01/2054(1)(2) | 7925.0 | 7963.0 |
|  4.45%, 07/01/2037(1)(2) | 700.0 | 706.0 |
|  4.50%, 07/01/2032(1) | 9585.0 | 9542.0 |
|  5.00%, 06/15/2028 | 310.0 | 315.0 |
|  5.00%, 06/15/2028 | 360.0 | 366.0 |
|  5.00%, 05/01/2029(1) | 6655.0 | 6704.0 |
|  5.00%, 06/15/2029 | 470.0 | 478.0 |
|  5.00%, 06/15/2030 | 375.0 | 380.0 |
|  5.00%, 06/15/2030 | 395.0 | 401.0 |
|  5.00%, 02/15/2031 | 395.0 | 397.0 |
|  5.00%, 06/15/2031 | 260.0 | 263.0 |
|  5.00%, 06/15/2035 | 145.0 | 146.0 |
|  5.00%, 02/01/2038 | 250.0 | 258.0 |
|  5.00%, 02/15/2038 | 600.0 | 596.0 |
|  5.00%, 09/15/2040(1) | 975.0 | 937.0 |
|  5.00%, 06/15/2042 | 400.0 | 399.0 |
|  5.00%, 10/01/2042(1) | 150.0 | 145.0 |
|  5.00%, 07/01/2044 | 1195.0 | 1161.0 |
|  5.00%, 06/15/2047 | 350.0 | 332.0 |
|  5.00%, 02/15/2048 | 1600.0 | 1450.0 |
|  5.00%, 06/15/2050 | 200.0 | 185.0 |
|  5.00%, 09/15/2050(1) | 500.0 | 434.0 |
|  5.00%, 02/01/2052 | 2955.0 | 2733.0 |
|  5.00%, 06/15/2052 | 530.0 | 486.0 |
|  5.00%, 06/15/2056 | 1200.0 | 1084.0 |
|  5.25%, 08/01/2029(1) | 1500.0 | 1541.0 |
|  5.25%, 07/01/2047 | 2110.0 | 1572.0 |
|  5.25%, 08/01/2051 | 425.0 | 440.0 |
|  5.50%, 07/01/2053 | 500.0 | 373.0 |
|  5.50%, 06/01/2059(1) | 500.0 | 470.0 |
|  6.00%, 06/15/2055(1) | 3210.0 | 3257.0 |
|  6.13%, 07/01/2032(1)(2) | 8875.0 | 8882.0 |
|  6.13%, 06/15/2050(1) | 1830.0 | 1890.0 |
|  Florida Higher Educational Facilities Financing Authority |  |  |
|  4.50%, 06/01/2033(1) | 2000.0 | 1958.0 |
|  4.75%, 06/01/2038(1) | 215.0 | 204.0 |
|  5.00%, 06/01/2048(1) | 4155.0 | 3664.0 |
|  6.25%, 07/01/2055(1) | 1880.0 | 1887.0 |
|  Florida Housing Finance Corp. |  |  |
|  6.25%, 01/01/2055 | 45.0 | 49.0 |
|  6.25%, 01/01/2055 | 115.0 | 125.0 |
|  6.25%, 07/01/2055 | 50.0 | 55.0 |
|  6.25%, 01/01/2056 | 445.0 | 489.0 |
|  Florida Local Government Finance Commission |  |  |
|  5.88%, 10/01/2061 | 1925.0 | 1854.0 |
|  6.13%, 06/15/2065(1) | 6115.0 | 6127.0 |
|  6.75%, 11/15/2055(1) | 4000.0 | 4141.0 |
|  6.88%, 11/15/2064(1) | 2610.0 | 2705.0 |
|  Florida Municipal Loan Council |  |  |
|  4.50%, 05/01/2031 | 175.0 | 177.0 |
|  5.15%, 05/01/2044 | 650.0 | 662.0 |
|  5.40%, 05/01/2054 | 825.0 | 817.0 |
|  Golden Gem Community Development District |  |  |
|  5.70%, 05/01/2044 | 2900.0 | 2935.0 |
|  Greater Orlando Aviation Authority |  |  |
|  5.00%, 10/01/2031 | 3315.0 | 3510.0 |
|  5.00%, 10/01/2046 | 2000.0 | 2031.0 |
|  5.25%, 11/01/2034 | 2000.0 | 2087.0 |
|  5.25%, 11/01/2035 | 655.0 | 678.0 |
|  5.50%, 11/01/2036 | 450.0 | 471.0 |
|  5.50%, 11/01/2037 | 3060.0 | 3188.0 |
|  Halifax Hospital Medical Center |  |  |
|  5.00%, 06/01/2036 | 3000.0 | 3005.0 |
|  Hammock Oaks Community Development District |  |  |
|  4.50%, 05/01/2032(1) | 295.0 | 299.0 |
|  5.55%, 05/01/2045(1) | 1000.0 | 1012.0 |
|  Harbor Bay Community Development District |  |  |
|  3.88%, 05/01/2039 | 1000.0 | 945.0 |
|  Hickory Tree Community Development District |  |  |
|  5.45%, 05/01/2055 | 1500.0 | 1455.0 |
|  Highland Trails Community Development District |  |  |
|  5.55%, 05/01/2045 | 1000.0 | 999.0 |
|  5.85%, 05/01/2056 | 1650.0 | 1599.0 |
|  Hillsborough County Industrial Development Authority |  |  |
|  3.50%, 08/01/2055 | 1035.0 | 750.0 |
|  Hobe-St Lucie Conservancy District |  |  |
|  5.60%, 05/01/2044 | 1305.0 | 1342.0 |
|  5.88%, 05/01/2055 | 225.0 | 227.0 |
|  JEA Electric System Revenue |  |  |
|  4.00%, 10/01/2036 | 250.0 | 251.0 |
|  KD52 Community Development District No 1 |  |  |
|  5.00%, 05/01/2035 | 1210.0 | 1208.0 |
|  5.88%, 05/01/2045 | 2000.0 | 2008.0 |
|  6.13%, 05/01/2056 | 370.0 | 362.0 |
|  Kingston One Community Development District |  |  |
|  6.00%, 05/01/2057 | 1050.0 | 1058.0 |
|  Lake Flores Community Development District |  |  |
|  5.75%, 05/01/2056 | 1200.0 | 1174.0 |
|  Lakes of Sarasota Community Development District |  |  |
|  3.90%, 05/01/2041 | 285.0 | 258.0 |
|  4.10%, 05/01/2051 | 265.0 | 212.0 |
|  4.13%, 05/01/2031 | 590.0 | 592.0 |
|  4.13%, 05/01/2041 | 200.0 | 185.0 |
|  4.30%, 05/01/2051 | 325.0 | 270.0 |
|  5.25%, 05/01/2034 | 1025.0 | 1035.0 |
|  Lakes of Sarasota Community Development District 2 |  |  |
|  5.20%, 05/01/2035 | 975.0 | 987.0 |
|  5.50%, 05/01/2045 | 630.0 | 633.0 |
|  Lakewood Ranch Stewardship District |  |  |
|  3.00%, 05/01/2041 | 210.0 | 172.0 |
|  3.40%, 05/01/2030 | 370.0 | 366.0 |
|  4.00%, 05/01/2040 | 600.0 | 565.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 05/01/2050 | 1000.0 | 814.0 |
|  4.00%, 05/01/2050(1) | 1000.0 | 814.0 |
|  4.88%, 05/01/2035 | 500.0 | 500.0 |
|  5.00%, 05/01/2036 | 100.0 | 100.0 |
|  5.13%, 05/01/2046 | 1165.0 | 1165.0 |
|  5.25%, 05/01/2037 | 245.0 | 247.0 |
|  5.38%, 05/01/2047 | 310.0 | 310.0 |
|  5.45%, 05/01/2048 | 115.0 | 115.0 |
|  5.80%, 05/01/2045 | 310.0 | 328.0 |
|  6.00%, 05/01/2056 | 4035.0 | 4168.0 |
|  Laurel Road Community Development District |  |  |
|  3.00%, 05/01/2031 | 200.0 | 188.0 |
|  3.13%, 05/01/2031 | 505.0 | 478.0 |
|  3.25%, 05/01/2041 | 500.0 | 415.0 |
|  4.00%, 05/01/2052 | 1450.0 | 1143.0 |
|  Lee County Industrial Development Authority |  |  |
|  5.00%, 11/15/2044 | 1000.0 | 1019.0 |
|  5.00%, 11/15/2049 | 125.0 | 121.0 |
|  5.00%, 11/15/2054 | 2880.0 | 2731.0 |
|  5.25%, 11/15/2054 | 570.0 | 565.0 |
|  5.25%, 10/01/2057 | 200.0 | 183.0 |
|  LTC Ranch West Residential Community Development District |  |  |
|  3.45%, 05/01/2041 | 1125.0 | 950.0 |
|  4.75%, 05/01/2031 | 290.0 | 292.0 |
|  5.38%, 05/01/2044 | 840.0 | 832.0 |
|  5.65%, 05/01/2054 | 1195.0 | 1145.0 |
|  5.70%, 05/01/2044 | 315.0 | 319.0 |
|  5.75%, 05/01/2044 | 905.0 | 919.0 |
|  Malabar Springs Community Development District |  |  |
|  5.50%, 05/01/2054 | 1095.0 | 1041.0 |
|  Meadow View at Twin Creeks Community Development District |  |  |
|  4.00%, 05/01/2052 | 745.0 | 591.0 |
|  Miami-Dade County Educational Facilities Authority |  |  |
|  5.25%, 04/01/2044 | 2500.0 | 2666.0 |
|  5.25%, 04/01/2045 | 5000.0 | 5295.0 |
|  Miami-Dade County Industrial Development Authority |  |  |
|  3.45%, 11/01/2041(2) | 975.0 | 976.0 |
|  6.25%, 01/01/2059(1) | 500.0 | 511.0 |
|  Middleton Community Development District A |  |  |
|  4.00%, 05/01/2034 | 185.0 | 183.0 |
|  4.20%, 05/01/2039 | 655.0 | 636.0 |
|  4.55%, 05/01/2044 | 855.0 | 824.0 |
|  4.75%, 05/01/2055 | 2175.0 | 1960.0 |
|  Midtown Miami Community Development District |  |  |
|  5.00%, 05/01/2029 | 410.0 | 410.0 |
|  Mirada Community Development District |  |  |
|  5.63%, 05/01/2044 | 1160.0 | 1168.0 |
|  6.00%, 05/01/2055 | 690.0 | 685.0 |
|  Mirada II Community Development District |  |  |
|  4.00%, 05/01/2051 | 235.0 | 186.0 |
|  New Port Corners Community Development District |  |  |
|  5.20%, 06/15/2045(1) | 500.0 | 496.0 |
|  North AR-1 Pasco Community Development District |  |  |
|  5.75%, 05/01/2044 | 725.0 | 742.0 |
|  North River Ranch Community Development District |  |  |
|  4.00%, 05/01/2040 | 405.0 | 380.0 |
|  4.25%, 05/01/2051 | 960.0 | 824.0 |
|  Orange County Health Facilities Authority |  |  |
|  4.00%, 08/01/2042 | 500.0 | 462.0 |
|  4.00%, 10/01/2052 | 395.0 | 333.0 |
|  5.00%, 08/01/2035 | 1500.0 | 1501.0 |
|  5.00%, 08/01/2040 | 125.0 | 125.0 |
|  5.00%, 08/01/2054 | 6520.0 | 6243.0 |
|  Ormond Crossings West Community Development District |  |  |
|  5.75%, 11/01/2047 | 500.0 | 490.0 |
|  Palm Beach County Health Facilities Authority |  |  |
|  4.00%, 06/01/2041 | 2950.0 | 2630.0 |
|  4.00%, 11/15/2041 | 850.0 | 816.0 |
|  4.25%, 06/01/2056 | 3450.0 | 2758.0 |
|  5.00%, 11/15/2032 | 225.0 | 227.0 |
|  5.00%, 11/15/2042 | 500.0 | 511.0 |
|  5.00%, 11/15/2045 | 1250.0 | 1259.0 |
|  5.00%, 06/01/2055 | 3000.0 | 2730.0 |
|  5.00%, 11/15/2055 | 1380.0 | 1345.0 |
|  5.25%, 11/01/2055 | 4000.0 | 3959.0 |
|  Palm Coast Park Community Development District |  |  |
|  5.13%, 05/01/2051 | 500.0 | 471.0 |
|  Parker Road Community Development District |  |  |
|  3.88%, 05/01/2040 | 270.0 | 236.0 |
|  Parrish Lakes Community Development District |  |  |
|  5.00%, 05/01/2031 | 180.0 | 182.0 |
|  5.50%, 05/01/2044 | 835.0 | 843.0 |
|  Parrish Plantation Community Development District |  |  |
|  3.50%, 05/01/2041 | 500.0 | 430.0 |
|  Pinellas County Educational Facilities Authority |  |  |
|  4.00%, 06/01/2046(1) | 125.0 | 96.0 |
|  5.00%, 06/01/2056(1) | 100.0 | 82.0 |
|  Pinellas County Industrial Development Authority |  |  |
|  5.00%, 07/01/2039 | 400.0 | 402.0 |
|  Pinery Community Development District |  |  |
|  5.88%, 05/01/2056 | 1750.0 | 1693.0 |
|  Polk County Industrial Development Authority |  |  |
|  5.00%, 01/01/2039 | 510.0 | 513.0 |
|  5.00%, 01/01/2049 | 1000.0 | 950.0 |
|  5.00%, 01/01/2055 | 1585.0 | 1468.0 |
|  5.83%, 06/15/2045(1) | 2145.0 | 2165.0 |
|  6.00%, 06/15/2055(1) | 2505.0 | 2447.0 |
|  Portico Community Development District |  |  |
|  3.50%, 05/01/2037 | 500.0 | 453.0 |
|  Radiance Community Development District |  |  |
|  6.20%, 05/01/2045(1) | 2510.0 | 2585.0 |
|  River Hall Community Development District |  |  |
|  3.00%, 05/01/2036 | 150.0 | 131.0 |
|  River Landing Community Development District |  |  |
|  4.13%, 05/01/2040 | 360.0 | 337.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Sandridge Community Development District |  |  |
|  3.88%, 05/01/2041 | 250 | 231.0 |
|  Sarasota County Health Facilities Authority |  |  |
|  5.00%, 01/01/2037 | 1445 | 1448.0 |
|  5.00%, 01/01/2042 | 940 | 939.0 |
|  5.00%, 01/01/2047 | 1095 | 1034.0 |
|  5.00%, 01/01/2052 | 460 | 413.0 |
|  Sawyers Landing Community Development District |  |  |
|  3.75%, 05/01/2031 | 680 | 674.0 |
|  4.13%, 05/01/2041 | 1030 | 955.0 |
|  4.25%, 05/01/2053 | 7695 | 6391.0 |
|  Seminole County Industrial Development Authority |  |  |
|  4.00%, 06/15/2041(1) | 425 | 371.0 |
|  4.00%, 06/15/2051(1) | 830 | 633.0 |
|  4.00%, 06/15/2056(1) | 705 | 518.0 |
|  Seminole Palms Community Development District |  |  |
|  5.20%, 05/01/2044(1) | 1170 | 1138.0 |
|  Shadowlawn Community Development District |  |  |
|  5.85%, 05/01/2054 | 1655 | 1604.0 |
|  Six Mile Creek Community Development District |  |  |
|  3.50%, 05/01/2041 | 315 | 270.0 |
|  St Johns County Industrial Development Authority |  |  |
|  4.00%, 12/15/2046 | 400 | 327.0 |
|  4.00%, 12/15/2050 | 1365 | 1049.0 |
|  4.00%, 08/01/2055 | 1115 | 893.0 |
|  Tolomato Community Development District |  |  |
|  3.20%, 05/01/2032 | 1400 | 1310.0 |
|  3.25%, 05/01/2040 | 2150 | 1810.0 |
|  3.40%, 05/01/2040 | 3970 | 3373.0 |
|  3.75%, 05/01/2039 | 185 | 175.0 |
|  4.25%, 05/01/2037 | 845 | 842.0 |
|  4.85%, 05/01/2038(1) | 580 | 582.0 |
|  5.13%, 05/01/2039 | 2265 | 2286.0 |
|  Town of Davie FL |  |  |
|  5.00%, 04/01/2048 | 1440 | 1448.0 |
|  Tradition Community Development District No 9 |  |  |
|  4.00%, 05/01/2052 | 500 | 390.0 |
|  5.40%, 05/01/2045 | 1425 | 1429.0 |
|  5.65%, 05/01/2056 | 880 | 858.0 |
|  Two Lakes Community Development District |  |  |
|  5.00%, 05/01/2055 | 3110 | 2982.0 |
|  Two Rivers West Community Development District |  |  |
|  5.63%, 05/01/2044 | 250 | 255.0 |
|  5.88%, 05/01/2054 | 1000 | 1002.0 |
|  V-Dana Community Development District |  |  |
|  3.50%, 05/01/2031(1) | 525 | 515.0 |
|  5.55%, 05/01/2055 | 1240 | 1205.0 |
|  Viera Stewardship District |  |  |
|  3.13%, 05/01/2041 | 820 | 670.0 |
|  4.00%, 05/01/2053 | 860 | 668.0 |
|  5.30%, 05/01/2043 | 2000 | 2053.0 |
|  5.50%, 05/01/2054 | 2245 | 2207.0 |
|  Village Community Development District No 12 |  |  |
|  3.88%, 05/01/2047 | 205 | 175.0 |
|  4.25%, 05/01/2043 | 1580 | 1489.0 |
|  4.38%, 05/01/2050 | 4980 | 4406.0 |
|  Village Community Development District No 13 |  |  |
|  3.00%, 05/01/2029 | 1400 | 1379.0 |
|  3.25%, 05/01/2052 | 5270 | 3774.0 |
|  3.38%, 05/01/2034 | 940 | 903.0 |
|  3.50%, 05/01/2051(1) | 4430 | 3373.0 |
|  3.70%, 05/01/2050 | 1000 | 779.0 |
|  Village Community Development District No 14 |  |  |
|  5.38%, 05/01/2042 | 3845 | 3939.0 |
|  Village Community Development District No 15 |  |  |
|  4.00%, 05/01/2034(1) | 500 | 500.0 |
|  4.20%, 05/01/2039(1) | 1375 | 1332.0 |
|  4.55%, 05/01/2044(1) | 2845 | 2729.0 |
|  4.80%, 05/01/2055(1) | 7355 | 6843.0 |
|  4.85%, 05/01/2038(1) | 500 | 512.0 |
|  5.25%, 05/01/2054(1) | 10045 | 9830.0 |
|  Village Community Development District No 16 |  |  |
|  5.13%, 05/01/2056 | 950 | 918.0 |
|  West Villages Improvement District |  |  |
|  5.38%, 05/01/2044 | 990 | 1001.0 |
|  5.63%, 05/01/2054 | 545 | 531.0 |
|  Westside Haines City Community Development District |  |  |
|  3.25%, 05/01/2041 | 750 | 641.0 |
|  5.75%, 05/01/2044 | 1190 | 1219.0 |
|  Westview South Community Development District |  |  |
|  5.38%, 05/01/2043 | 1215 | 1239.0 |
|  5.60%, 05/01/2053 | 1075 | 1061.0 |
|  Winter Garden Village at Fowler Groves Community Development District |  |  |
|  3.75%, 05/01/2031 | 325 | 323.0 |
|  Woodlands Section 9 Community Development District |  |  |
|  5.70%, 05/01/2046 | 500 | 492.0 |
|  6.00%, 05/01/2056 | 500 | 488.0 |
|  Total Florida | Total Florida | 442941.0 |
|  **Georgia – 2.53%** |  |  |
|  Atlanta Development Authority |  |  |
|  0.00%, 12/15/2048(1) | 10073 | 9094.0 |
|  5.00%, 04/01/2034(1) | 2575 | 2619.0 |
|  5.25%, 07/01/2044 | 5500 | 5504.0 |
|  5.50%, 04/01/2039(1) | 600 | 612.0 |
|  6.00%, 07/01/2050(1) | 7375 | 7555.0 |
|  6.50%, 01/01/2029(4)(5) | 665 | 299.0 |
|  6.75%, 01/01/2035(4)(5) | 4585 | 2063.0 |
|  7.00%, 01/01/2040(4)(5) | 3315 | 1492.0 |
|  Atlanta Urban Redevelopment Agency |  |  |
|  2.88%, 07/01/2031(1) | 440 | 420.0 |
|  3.63%, 07/01/2042(1) | 2870 | 2565.0 |
|  3.88%, 07/01/2051(1) | 1405 | 1146.0 |
|  3.88%, 07/01/2051(1) | 1780 | 1514.0 |
|  Augusta GA Airport Revenue |  |  |
|  5.00%, 01/01/2027 | 370 | 370.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Bartow County Tax Allocation District No 3 |  |  |
|  0.00%, 04/01/2051(1) | 8550 | 6684.0 |
|  City of Atlanta GA Department of Aviation |  |  |
|  5.25%, 07/01/2049 | 665 | 692.0 |
|  Cobb County Kennestone Hospital Authority |  |  |
|  5.00%, 04/01/2047 | 1150 | 1155.0 |
|  Coweta County Residential Care Facilities for the Elderly Authority |  |  |
|  4.00%, 03/01/2031 | 1260 | 1231.0 |
|  4.00%, 03/01/2041 | 935 | 809.0 |
|  Development Authority for Fulton County |  |  |
|  5.00%, 04/01/2047 | 1500 | 1507.0 |
|  Development Authority of Burke County |  |  |
|  4.13%, 11/01/2045 | 2200 | 2059.0 |
|  Development Authority of Cobb County |  |  |
|  6.25%, 06/01/2055(1) | 560 | 574.0 |
|  6.40%, 06/15/2053(1) | 100 | 99.0 |
|  Development Authority of Rockdale County |  |  |
|  4.00%, 01/01/2038(1) | 10805 | 10356.0 |
|  Development Authority Of The City Of Marietta |  |  |
|  5.00%, 11/01/2037(1) | 3565 | 3441.0 |
|  5.00%, 11/01/2047(1) | 1245 | 1093.0 |
|  Fayette County Development Authority |  |  |
|  5.00%, 10/01/2037 | 175 | 186.0 |
|  5.00%, 10/01/2038 | 95 | 100.0 |
|  5.00%, 10/01/2039 | 100 | 105.0 |
|  5.00%, 10/01/2040 | 75 | 78.0 |
|  5.25%, 10/01/2054 | 110 | 110.0 |
|  Fulton County Residential Care Facilities for the Elderly Authority |  |  |
|  4.00%, 04/01/2041(1) | 205 | 186.0 |
|  4.00%, 04/01/2051(1) | 2075 | 1648.0 |
|  5.00%, 07/01/2036 | 330 | 330.0 |
|  5.00%, 04/01/2047(1) | 6835 | 6537.0 |
|  5.00%, 04/01/2054(1) | 735 | 675.0 |
|  Gainesville & Hall County Development Authority |  |  |
|  5.63%, 06/01/2050 | 2795 | 2743.0 |
|  5.75%, 06/01/2055 | 1000 | 983.0 |
|  Gainesville & Hall County Hospital Authority |  |  |
|  5.50%, 02/15/2042 | 1330 | 1351.0 |
|  George L Smith II Congress Center Authority |  |  |
|  2.38%, 01/01/2031 | 190 | 177.0 |
|  3.63%, 01/01/2031(1) | 2105 | 2032.0 |
|  4.00%, 01/01/2036 | 100 | 98.0 |
|  4.00%, 01/01/2054 | 7980 | 6568.0 |
|  5.00%, 01/01/2036(1) | 2125 | 2151.0 |
|  5.00%, 01/01/2054(1) | 7980 | 7348.0 |
|  Macon-Bibb County Urban Development Authority |  |  |
|  5.00%, 06/15/2027(1) | 10 | 10.0 |
|  5.75%, 06/15/2037(1) | 1105 | 1117.0 |
|  5.88%, 06/15/2047(1) | 240 | 241.0 |
|  6.00%, 06/15/2052(1) | 105 | 105.0 |
|  Main Street Natural Gas, Inc. |  |  |
|  4.00%, 08/01/2052(1)(2) | 6500 | 6486.0 |
|  5.00%, 05/15/2043 | 9520 | 9591.0 |
|  5.00%, 12/01/2052(2) | 6490 | 6771.0 |
|  5.00%, 06/01/2053(2) | 240 | 251.0 |
|  5.00%, 07/01/2053(2) | 790 | 828.0 |
|  5.00%, 04/01/2054(2) | 1180 | 1253.0 |
|  5.00%, 05/01/2054(2) | 2975 | 3153.0 |
|  5.00%, 12/01/2054(2) | 1445 | 1525.0 |
|  5.00%, 12/01/2054(2) | 2510 | 2679.0 |
|  5.00%, 05/01/2055(2) | 1700 | 1783.0 |
|  5.00%, 06/01/2055(2) | 820 | 877.0 |
|  Municipal Electric Authority of Georgia |  |  |
|  5.00%, 01/01/2028 | 2780 | 2796.0 |
|  5.00%, 01/01/2031 | 180 | 190.0 |
|  5.00%, 01/01/2034 | 500 | 518.0 |
|  5.00%, 01/01/2038 | 1250 | 1274.0 |
|  5.00%, 01/01/2048 | 1350 | 1341.0 |
|  5.00%, 01/01/2049 | 6455 | 6443.0 |
|  5.25%, 07/01/2064 | 2000 | 2031.0 |
|  Private Colleges & Universities Authority |  |  |
|  4.00%, 04/01/2044 | 1000 | 933.0 |
|  Savannah Georgia Convention Center Authority |  |  |
|  5.25%, 06/01/2061 | 2100 | 2031.0 |
|  6.00%, 06/01/2050(1) | 2025 | 1971.0 |
|  Total Georgia | Total Georgia | 154557.0 |
|  **Guam – 0.52%** |  |  |
|  Antonio B Won Pat International Airport Authority |  |  |
|  5.00%, 10/01/2029 | 225 | 236.0 |
|  5.13%, 10/01/2034 | 780 | 835.0 |
|  5.25%, 10/01/2029 | 1145 | 1201.0 |
|  5.25%, 10/01/2030 | 750 | 794.0 |
|  5.25%, 10/01/2039 | 200 | 212.0 |
|  5.25%, 10/01/2041 | 50 | 52.0 |
|  5.38%, 10/01/2033 | 1050 | 1142.0 |
|  5.38%, 10/01/2043 | 1250 | 1298.0 |
|  Guam Government Waterworks Authority |  |  |
|  5.25%, 07/01/2050 | 4550 | 4637.0 |
|  5.50%, 07/01/2043 | 675 | 727.0 |
|  Guam Power Authority |  |  |
|  5.00%, 10/01/2033 | 765 | 779.0 |
|  5.00%, 10/01/2042 | 350 | 362.0 |
|  5.00%, 10/01/2043 | 1965 | 2030.0 |
|  5.00%, 10/01/2044 | 1145 | 1175.0 |
|  Territory of Guam |  |  |
|  4.00%, 01/01/2036 | 1500 | 1480.0 |
|  4.00%, 11/15/2039 | 750 | 686.0 |
|  4.00%, 01/01/2042 | 2430 | 2311.0 |
|  5.00%, 11/01/2028 | 250 | 261.0 |
|  5.00%, 01/01/2030 | 2125 | 2248.0 |
|  5.00%, 11/01/2030 | 250 | 267.0 |
|  5.00%, 01/01/2031 | 1635 | 1747.0 |
|  5.00%, 11/15/2031 | 1940 | 2026.0 |
|  5.00%, 11/01/2035 | 875 | 915.0 |
|  5.00%, 11/01/2040 | 2200 | 2273.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.25%, 01/01/2038 | 365 | 396.0 |
|  5.25%, 01/01/2039 | 890 | 959.0 |
|  5.25%, 01/01/2040 | 500 | 535.0 |
|  Total Guam | Total Guam | 31584.0 |
|  **Hawaii – 0.18%** |  |  |
|  City & County Honolulu HI Wastewater System Revenue |  |  |
|  3.00%, 07/01/2041 | 1000 | 870.0 |
|  5.25%, 07/01/2054 | 320 | 335.0 |
|  State of Hawaii Airports System Revenue |  |  |
|  5.50%, 07/01/2054 | 1355 | 1432.0 |
|  State of Hawaii Department of Budget & Finance |  |  |
|  2.55%, 07/01/2051(2) | 1100 | 1100.0 |
|  3.20%, 07/01/2039 | 2265 | 1908.0 |
|  4.00%, 03/01/2037 | 5835 | 5611.0 |
|  Total Hawaii | Total Hawaii | 11256.0 |
|  **Idaho – 0.34%** |  |  |
|  Avimor Community Infrastructure District No 1 |  |  |
|  5.50%, 09/01/2053(1) | 3000 | 2938.0 |
|  Idaho Health Facilities Authority |  |  |
|  4.00%, 10/01/2033 | 1250 | 1247.0 |
|  4.25%, 10/01/2039 | 200 | 195.0 |
|  4.50%, 10/01/2050 | 3750 | 3270.0 |
|  4.55%, 10/01/2056 | 310 | 263.0 |
|  Idaho Housing & Finance Association |  |  |
|  4.00%, 08/15/2049 | 800 | 746.0 |
|  4.00%, 08/15/2050 | 1315 | 1197.0 |
|  5.00%, 07/01/2040(1) | 250 | 245.0 |
|  6.00%, 07/01/2054 | 175 | 192.0 |
|  6.25%, 01/01/2056 | 1660 | 1868.0 |
|  Power County Industrial Development Corp. |  |  |
|  6.45%, 08/01/2032 | 310 | 311.0 |
|  Spring Valley Community Infrastructure District No 1 |  |  |
|  3.75%, 09/01/2051(1) | 4876 | 4647.0 |
|  6.25%, 09/01/2053(1) | 3800 | 3875.0 |
|  Total Idaho | Total Idaho | 20994.0 |
|  **Illinois – 4.95%** |  |  |
|  Chicago Board of Education |  |  |
|  0.00%, 12/01/2027 | 1055 | 993.0 |
|  0.00%, 12/01/2028 | 5235 | 4739.0 |
|  0.00%, 12/01/2029 | 100 | 87.0 |
|  0.00%, 12/01/2029 | 725 | 630.0 |
|  0.00%, 12/01/2029 | 965 | 847.0 |
|  0.00%, 12/01/2030 | 1765 | 1466.0 |
|  0.00%, 12/01/2031 | 290 | 230.0 |
|  4.00%, 12/01/2035 | 1000 | 940.0 |
|  4.00%, 12/01/2041 | 2000 | 1748.0 |
|  4.00%, 12/01/2047 | 500 | 399.0 |
|  5.00%, 12/01/2027 | 500 | 508.0 |
|  5.00%, 12/01/2030 | 3000 | 3082.0 |
|  5.00%, 12/01/2033 | 1930 | 1947.0 |
|  5.00%, 12/01/2034 | 320 | 329.0 |
|  5.00%, 12/01/2034 | 585 | 570.0 |
|  5.00%, 12/01/2034 | 3750 | 3784.0 |
|  5.00%, 12/01/2035 | 2550 | 2562.0 |
|  5.00%, 12/01/2036 | 335 | 323.0 |
|  5.00%, 12/01/2038 | 570 | 561.0 |
|  5.00%, 12/01/2039 | 1000 | 975.0 |
|  5.00%, 12/01/2040 | 500 | 483.0 |
|  5.00%, 12/01/2040 | 1000 | 965.0 |
|  5.00%, 12/01/2041 | 600 | 576.0 |
|  5.00%, 12/01/2042 | 1960 | 1852.0 |
|  5.00%, 12/01/2044 | 2390 | 2236.0 |
|  5.00%, 12/01/2046 | 5550 | 5068.0 |
|  5.00%, 12/01/2047 | 1650 | 1496.0 |
|  5.50%, 12/01/2026 | 1070 | 1081.0 |
|  5.50%, 12/01/2032 | 475 | 506.0 |
|  5.50%, 12/01/2045 | 4540 | 4527.0 |
|  5.75%, 12/01/2050 | 6075 | 6075.0 |
|  6.00%, 12/01/2042 | 1310 | 1394.0 |
|  6.00%, 12/01/2043 | 1815 | 1918.0 |
|  6.00%, 12/01/2044 | 1165 | 1222.0 |
|  6.00%, 12/01/2049 | 3500 | 3577.0 |
|  6.25%, 12/01/2050 | 6580 | 6891.0 |
|  6.50%, 12/01/2046 | 2000 | 2009.0 |
|  6.75%, 12/01/2030(1) | 1000 | 1041.0 |
|  7.00%, 12/01/2042(1) | 100 | 103.0 |
|  7.00%, 12/01/2046(1) | 6000 | 6131.0 |
|  Chicago Board of Education Dedicated Capital Improvement Tax |  |  |
|  6.00%, 04/01/2046 | 2440 | 2467.0 |
|  Chicago O'Hare International Airport |  |  |
|  5.00%, 07/01/2048 | 1000 | 979.0 |
|  5.00%, 01/01/2060 | 1525 | 1502.0 |
|  5.25%, 01/01/2056 | 3000 | 3101.0 |
|  5.25%, 01/01/2061 | 1000 | 1031.0 |
|  5.50%, 01/01/2055 | 1990 | 2071.0 |
|  5.50%, 01/01/2059 | 2975 | 3073.0 |
|  Chicago Transit Authority Sales Tax Receipts Fund |  |  |
|  4.00%, 12/01/2049 | 2265 | 1955.0 |
|  5.00%, 12/01/2057 | 1285 | 1290.0 |
|  5.00%, 12/01/2059 | 620 | 623.0 |
|  5.25%, 12/01/2051 | 285 | 296.0 |
|  5.50%, 12/01/2056 | 840 | 880.0 |
|  City of Chicago IL |  |  |
|  0.00%, 01/01/2027 | 680 | 665.0 |
|  0.00%, 01/01/2031 | 450 | 375.0 |
|  4.00%, 01/01/2035 | 680 | 649.0 |
|  5.00%, 01/01/2027 | 5000 | 5048.0 |
|  5.00%, 01/01/2028 | 1290 | 1317.0 |
|  5.00%, 01/01/2034 | 385 | 397.0 |
|  5.00%, 01/01/2038 | 1370 | 1370.0 |
|  5.00%, 01/01/2040 | 70 | 69.0 |
|  5.00%, 01/01/2044 | 1000 | 966.0 |
|  5.25%, 01/01/2038 | 1000 | 1024.0 |
|  5.50%, 01/01/2035 | 270 | 277.0 |
|  5.50%, 01/01/2039 | 335 | 347.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 01/01/2040 | 3640.0 | 3754.0 |
|  5.50%, 01/01/2041 | 875.0 | 911.0 |
|  6.00%, 01/01/2050 | 2800.0 | 2891.0 |
|  City of Chicago IL Wastewater Transmission Revenue |  |  |
|  5.00%, 01/01/2044 | 530.0 | 558.0 |
|  5.25%, 01/01/2048 | 1000.0 | 1039.0 |
|  City of Chicago IL Waterworks Revenue |  |  |
|  5.00%, 11/01/2026 | 500.0 | 507.0 |
|  5.00%, 11/01/2038 | 525.0 | 560.0 |
|  County of Cook IL |  |  |
|  5.00%, 11/15/2031 | 200.0 | 203.0 |
|  Illinois Development Finance Authority |  |  |
|  8.00%, 06/01/2032 | 1050.0 | 1051.0 |
|  Illinois Finance Authority |  |  |
|  2.45%, 10/01/2039(2) | 250.0 | 242.0 |
|  3.00%, 07/15/2040 | 235.0 | 203.0 |
|  3.00%, 05/15/2050 | 1000.0 | 672.0 |
|  4.00%, 10/15/2030 | 230.0 | 228.0 |
|  4.00%, 10/15/2031 | 1135.0 | 1120.0 |
|  4.00%, 10/15/2037 | 750.0 | 696.0 |
|  4.00%, 05/01/2040 | 245.0 | 231.0 |
|  4.00%, 10/15/2044 | 200.0 | 167.0 |
|  4.00%, 05/01/2050 | 440.0 | 362.0 |
|  4.25%, 07/01/2041 | 120.0 | 119.0 |
|  4.60%, 10/01/2053(2) | 250.0 | 251.0 |
|  5.00%, 07/01/2029 | 160.0 | 166.0 |
|  5.00%, 07/01/2030 | 180.0 | 189.0 |
|  5.00%, 07/01/2031 | 115.0 | 121.0 |
|  5.00%, 11/01/2031 | 245.0 | 247.0 |
|  5.00%, 05/15/2033 | 1440.0 | 1409.0 |
|  5.00%, 07/01/2033 | 125.0 | 132.0 |
|  5.00%, 02/15/2034 | 20.0 | 20.0 |
|  5.00%, 02/15/2034 | 100.0 | 101.0 |
|  5.00%, 05/15/2034 | 300.0 | 302.0 |
|  5.00%, 12/01/2034 | 50.0 | 50.0 |
|  5.00%, 05/15/2035 | 515.0 | 516.0 |
|  5.00%, 02/15/2036 | 30.0 | 31.0 |
|  5.00%, 02/15/2036 | 140.0 | 142.0 |
|  5.00%, 05/15/2037 | 655.0 | 658.0 |
|  5.00%, 10/01/2038 | 180.0 | 161.0 |
|  5.00%, 12/01/2040 | 1500.0 | 1506.0 |
|  5.00%, 02/15/2041 | 115.0 | 117.0 |
|  5.00%, 02/15/2041 | 120.0 | 121.0 |
|  5.00%, 05/15/2041 | 400.0 | 386.0 |
|  5.00%, 08/15/2041 | 625.0 | 663.0 |
|  5.00%, 10/01/2041 | 425.0 | 426.0 |
|  5.00%, 11/15/2045 | 295.0 | 295.0 |
|  5.00%, 08/01/2046 | 200.0 | 192.0 |
|  5.00%, 12/01/2046 | 5010.0 | 5030.0 |
|  5.00%, 02/15/2047 | 1255.0 | 1163.0 |
|  5.00%, 05/15/2047 | 205.0 | 197.0 |
|  5.00%, 12/01/2047 | 2715.0 | 2578.0 |
|  5.00%, 08/01/2049 | 420.0 | 392.0 |
|  5.00%, 02/15/2050 | 575.0 | 522.0 |
|  5.00%, 05/15/2051 | 1000.0 | 863.0 |
|  5.00%, 05/15/2056 | 1680.0 | 1416.0 |
|  5.13%, 05/15/2038 | 1935.0 | 1823.0 |
|  5.13%, 11/01/2046 | 1035.0 | 1043.0 |
|  5.25%, 05/15/2042 | 2870.0 | 2633.0 |
|  5.25%, 05/15/2054 | 1575.0 | 1286.0 |
|  5.38%, 11/01/2050 | 510.0 | 508.0 |
|  5.38%, 11/01/2055 | 950.0 | 941.0 |
|  5.63%, 08/01/2053(1) | 1705.0 | 1732.0 |
|  6.00%, 10/01/2045(1) | 2015.0 | 2038.0 |
|  6.00%, 10/01/2050(1) | 2175.0 | 2119.0 |
|  6.13%, 11/15/2035 | 180.0 | 180.0 |
|  6.13%, 10/01/2050(1) | 1125.0 | 1126.0 |
|  6.38%, 11/15/2043 | 270.0 | 270.0 |
|  7.25%, 09/01/2052(1)(2) | 500.0 | 542.0 |
|  Illinois Housing Development Authority |  |  |
|  3.00%, 04/01/2051 | 330.0 | 325.0 |
|  3.00%, 04/01/2051 | 1050.0 | 1036.0 |
|  4.88%, 04/01/2050 | 6225.0 | 6231.0 |
|  4.90%, 04/01/2051 | 7500.0 | 7478.0 |
|  5.00%, 10/01/2046 | 95.0 | 96.0 |
|  5.25%, 10/01/2052 | 740.0 | 773.0 |
|  5.50%, 10/01/2053 | 360.0 | 386.0 |
|  6.00%, 10/01/2054 | 320.0 | 345.0 |
|  6.00%, 10/01/2055 | 680.0 | 751.0 |
|  6.25%, 10/01/2052 | 80.0 | 85.0 |
|  6.25%, 04/01/2054 | 1110.0 | 1201.0 |
|  6.25%, 10/01/2054 | 420.0 | 466.0 |
|  6.25%, 10/01/2055 | 140.0 | 153.0 |
|  6.25%, 10/01/2055 | 4950.0 | 5548.0 |
|  6.25%, 04/01/2056 | 680.0 | 769.0 |
|  Illinois Sports Facilities Authority |  |  |
|  0.00%, 06/15/2026 | 200.0 | 199.0 |
|  Illinois State Toll Highway Authority |  |  |
|  5.00%, 01/01/2047 | 5000.0 | 5230.0 |
|  Metropolitan Pier & Exposition Authority |  |  |
|  0.00%, 06/15/2028 | 500.0 | 466.0 |
|  0.00%, 12/15/2029 | 1000.0 | 888.0 |
|  0.00%, 12/15/2030 | 260.0 | 221.0 |
|  0.00%, 12/15/2031 | 2620.0 | 2143.0 |
|  0.00%, 12/15/2032 | 1000.0 | 785.0 |
|  0.00%, 06/15/2033 | 3490.0 | 2681.0 |
|  0.00%, 12/15/2033 | 3950.0 | 2970.0 |
|  0.00%, 12/15/2034 | 550.0 | 394.0 |
|  0.00%, 12/15/2035 | 10000.0 | 6815.0 |
|  0.00%, 06/15/2036 | 3050.0 | 2021.0 |
|  0.00%, 06/15/2036 | 3065.0 | 2031.0 |
|  0.00%, 12/15/2036 | 1650.0 | 1066.0 |
|  0.00%, 06/15/2037 | 1585.0 | 995.0 |
|  0.00%, 12/15/2038 | 205.0 | 119.0 |
|  0.00%, 06/15/2039 | 1575.0 | 889.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  0.00%, 12/15/2039 | 3000 | 1649 |
|  0.00%, 06/15/2041 | 1535 | 777 |
|  0.00%, 12/15/2041 | 510 | 252 |
|  0.00%, 06/15/2044 | 2200 | 958 |
|  0.00%, 06/15/2045 | 1500 | 614 |
|  0.00%, 12/15/2051 | 690 | 188 |
|  0.00%, 12/15/2051 | 4500 | 1258 |
|  0.00%, 12/15/2054 | 3000 | 707 |
|  0.00%, 12/15/2056 | 310 | 66 |
|  4.00%, 12/15/2042 | 1040 | 980 |
|  4.00%, 12/15/2047 | 210 | 190 |
|  4.00%, 06/15/2050 | 1335 | 1191 |
|  4.00%, 06/15/2052 | 2030 | 1705 |
|  5.00%, 06/15/2042 | 4600 | 4726 |
|  5.00%, 12/15/2045 | 50 | 51 |
|  5.00%, 06/15/2050 | 18045 | 17957 |
|  5.00%, 06/15/2053 | 965 | 947 |
|  5.00%, 06/15/2057 | 9300 | 9054 |
|  Northern Illinois University |  |  |
|  4.00%, 10/01/2039 | 875 | 820 |
|  4.00%, 04/01/2040 | 100 | 94 |
|  4.00%, 10/01/2040 | 800 | 742 |
|  4.00%, 04/01/2041 | 450 | 417 |
|  4.00%, 10/01/2041 | 800 | 747 |
|  4.00%, 10/01/2043 | 1005 | 922 |
|  Regional Transportation Authority |  |  |
|  5.75%, 06/01/2034 | 130 | 146 |
|  6.00%, 07/01/2033 | 510 | 579 |
|  Schaumburg Cook & DuPage Counties IL |  |  |
|  6.13%, 12/30/2038(1) | 1565 | 1567 |
|  State of Illinois |  |  |
|  4.00%, 06/01/2036 | 540 | 531 |
|  4.00%, 03/01/2039 | 2055 | 1960 |
|  4.00%, 11/01/2039 | 2000 | 1893 |
|  4.00%, 10/01/2045 | 3000 | 2627 |
|  4.25%, 10/01/2045 | 130 | 118 |
|  5.00%, 11/01/2027 | 100 | 101 |
|  5.00%, 10/01/2031 | 955 | 995 |
|  5.00%, 05/01/2032 | 2100 | 2169 |
|  5.00%, 10/01/2032 | 215 | 223 |
|  5.00%, 11/01/2037 | 2240 | 2252 |
|  5.00%, 09/01/2041 | 10000 | 10491 |
|  5.25%, 05/01/2047 | 1605 | 1643 |
|  5.50%, 03/01/2042 | 3410 | 3618 |
|  5.50%, 03/01/2047 | 435 | 451 |
|  5.50%, 05/01/2047 | 160 | 166 |
|  5.50%, 04/01/2051 | 1115 | 1160 |
|  State of Illinois Sales Tax Revenue |  |  |
|  5.00%, 06/15/2027 | 230 | 236 |
|  5.00%, 06/15/2040 | 1625 | 1727 |
|  Upper Illinois River Valley Development Authority |  |  |
|  5.00%, 12/01/2032(1) | 180 | 180 |
|  5.25%, 12/01/2037(1) | 2005 | 1975 |
|  5.25%, 12/01/2047(1) | 550 | 499 |
|  6.00%, 12/01/2055(1) | 2450 | 2447 |
|  Village of Volo IL Special Service Area No 17 |  |  |
|  5.50%, 03/01/2047 | 900 | 900 |
|  Total Illinois | Total Illinois | 302983 |
|  **Indiana – 1.15%** |  |  |
|  City of East Chicago IN |  |  |
|  5.50%, 09/01/2028 | 120 | 118 |
|  City of Valparaiso IN |  |  |
|  4.88%, 01/01/2044(1) | 2200 | 2211 |
|  5.00%, 01/01/2054(1) | 9785 | 9297 |
|  City of Whiting IN |  |  |
|  4.20%, 06/01/2044(2) | 920 | 947 |
|  4.40%, 11/01/2045(2) | 675 | 702 |
|  4.40%, 03/01/2046(2) | 1250 | 1301 |
|  5.00%, 12/01/2044(2) | 2725 | 2734 |
|  Indiana Finance Authority |  |  |
|  1.40%, 08/01/2029 | 115 | 105 |
|  2.50%, 11/01/2030 | 1565 | 1491 |
|  3.00%, 11/01/2030 | 110 | 107 |
|  3.00%, 11/01/2030 | 1150 | 1119 |
|  4.00%, 11/15/2030 | 1000 | 1002 |
|  4.00%, 11/15/2037 | 1000 | 956 |
|  4.00%, 11/15/2041 | 160 | 150 |
|  4.00%, 11/15/2043 | 155 | 137 |
|  4.13%, 12/01/2026 | 5830 | 5851 |
|  4.25%, 11/01/2030 | 11790 | 12094 |
|  5.00%, 11/15/2038 | 600 | 609 |
|  5.00%, 06/01/2041 | 960 | 893 |
|  5.00%, 11/15/2043 | 140 | 149 |
|  5.00%, 06/01/2053 | 1800 | 1705 |
|  5.00%, 11/15/2053 | 2060 | 1939 |
|  5.00%, 07/01/2059 | 2025 | 1933 |
|  5.25%, 11/15/2046 | 3405 | 3409 |
|  5.50%, 09/15/2039 | 1900 | 1998 |
|  5.50%, 09/15/2044 | 2730 | 2756 |
|  5.50%, 07/01/2052 | 4145 | 4160 |
|  5.75%, 03/01/2054 | 4520 | 4607 |
|  5.75%, 05/15/2060 | 3000 | 3014 |
|  Indiana Housing & Community Development Authority |  |  |
|  3.00%, 01/01/2052 | 640 | 627 |
|  Indiana Secondary Market for Education Loans, Inc. |  |  |
|  4.00%, 06/01/2046 | 100 | 95 |
|  5.00%, 06/01/2029 | 120 | 124 |
|  Indianapolis Local Public Improvement Bond Bank |  |  |
|  6.13%, 03/01/2057 | 2000 | 2069 |
|  Total Indiana | Total Indiana | 70409 |
|  **Iowa – 0.58%** |  |  |
|  Iowa Finance Authority |  |  |
|  4.00%, 07/01/2052 | 8705 | 8785 |
|  4.75%, 08/01/2042 | 6940 | 6940 |
|  5.00%, 03/01/2033 | 200 | 201 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 03/01/2038 | 350 | 351.0 |
|  5.00%, 05/15/2049 | 600 | 560.0 |
|  5.13%, 05/15/2059 | 1600 | 1468.0 |
|  5.75%, 12/01/2055 | 1850 | 1890.0 |
|  6.00%, 12/01/2055 | 3650 | 3650.0 |
|  Iowa Student Loan Liquidity Corp. |  |  |
|  3.00%, 12/01/2039 | 185 | 180.0 |
|  4.50%, 12/01/2045 | 1140 | 1142.0 |
|  5.00%, 12/01/2034 | 195 | 206.0 |
|  5.00%, 12/01/2035 | 640 | 668.0 |
|  5.00%, 12/01/2054 | 2280 | 2086.0 |
|  Iowa Tobacco Settlement Authority |  |  |
|  0.00%, 06/01/2065 | 48525 | 6597.0 |
|  4.00%, 06/01/2036 | 775 | 768.0 |
|  Total Iowa | Total Iowa | 35492.0 |
|  **Kansas – 0.23%** |  |  |
|  City of Lenexa KS |  |  |
|  5.00%, 05/15/2027 | 135 | 136.0 |
|  5.00%, 05/15/2030 | 85 | 86.0 |
|  5.00%, 05/15/2032 | 330 | 333.0 |
|  5.00%, 05/15/2039 | 705 | 707.0 |
|  City of Manhattan KS |  |  |
|  4.00%, 06/01/2036 | 580 | 551.0 |
|  4.00%, 06/01/2046 | 1155 | 971.0 |
|  5.50%, 06/01/2055 | 390 | 388.0 |
|  5.50%, 06/01/2060 | 1430 | 1406.0 |
|  City of Overland Park KS Sales Tax Revenue |  |  |
|  6.50%, 11/15/2042(1) | 4025 | 4223.0 |
|  City of Wichita KS |  |  |
|  3.15%, 02/01/2030(2) | 715 | 716.0 |
|  University of Kansas Hospital Authority |  |  |
|  5.50%, 03/01/2054 | 600 | 633.0 |
|  Wyandotte County-Kansas City Unified Government |  |  |
|  4.00%, 03/01/2036(1) | 355 | 344.0 |
|  4.75%, 03/01/2041(1) | 775 | 749.0 |
|  5.25%, 03/01/2046(1) | 315 | 300.0 |
|  5.50%, 03/01/2046(1) | 1210 | 1189.0 |
|  5.75%, 09/01/2032 | 250 | 239.0 |
|  5.75%, 09/01/2039(1) | 950 | 966.0 |
|  Total Kansas | Total Kansas | 13937.0 |
|  **Kentucky – 0.91%** |  |  |
|  City of Ashland KY |  |  |
|  4.00%, 02/01/2034 | 500 | 492.0 |
|  4.00%, 02/01/2038 | 620 | 594.0 |
|  City of Henderson KY |  |  |
|  3.70%, 01/01/2032(1) | 1630 | 1621.0 |
|  4.45%, 01/01/2042(1) | 1165 | 1132.0 |
|  4.70%, 01/01/2052(1) | 3105 | 2843.0 |
|  4.70%, 01/01/2052(1) | 6195 | 5673.0 |
|  County of Boyle KY |  |  |
|  5.25%, 06/01/2049 | 1900 | 1908.0 |
|  Kenton County Airport Board |  |  |
|  5.25%, 01/01/2049 | 2325 | 2376.0 |
|  Kentucky Economic Development Finance Authority |  |  |
|  5.00%, 06/01/2026 | 2700 | 2706.0 |
|  5.00%, 05/15/2031 | 350 | 345.0 |
|  5.00%, 06/01/2037 | 785 | 787.0 |
|  5.00%, 06/01/2041 | 570 | 570.0 |
|  5.00%, 08/01/2044 | 550 | 559.0 |
|  5.00%, 06/01/2045 | 2175 | 2150.0 |
|  5.00%, 05/15/2046 | 980 | 814.0 |
|  5.00%, 05/15/2051 | 575 | 451.0 |
|  5.25%, 06/01/2041 | 5940 | 5975.0 |
|  5.25%, 06/01/2050 | 955 | 927.0 |
|  5.38%, 11/15/2042 | 305 | 264.0 |
|  5.50%, 11/15/2045 | 115 | 97.0 |
|  6.00%, 11/15/2036 | 275 | 216.0 |
|  6.25%, 11/15/2046 | 2565 | 1813.0 |
|  6.38%, 11/15/2051 | 645 | 446.0 |
|  Kentucky Higher Education Student Loan Corp. |  |  |
|  4.00%, 06/01/2037 | 555 | 531.0 |
|  4.75%, 06/01/2040 | 350 | 357.0 |
|  Kentucky Housing Corp. |  |  |
|  6.25%, 01/01/2055 | 95 | 103.0 |
|  6.25%, 07/01/2055 | 200 | 219.0 |
|  Kentucky Public Energy Authority |  |  |
|  4.00%, 02/01/2050(2) | 4805 | 4849.0 |
|  5.00%, 05/01/2036 | 7000 | 7368.0 |
|  5.00%, 01/01/2055(2) | 2005 | 2122.0 |
|  5.00%, 05/01/2055(2) | 200 | 210.0 |
|  5.25%, 04/01/2054(2) | 2000 | 2142.0 |
|  5.25%, 06/01/2055(2) | 1685 | 1783.0 |
|  Louisville/Jefferson County Metropolitan Government |  |  |
|  2.00%, 10/01/2033 | 1000 | 852.0 |
|  3.00%, 10/01/2043 | 185 | 147.0 |
|  5.00%, 05/15/2052 | 100 | 94.0 |
|  Total Kentucky | Total Kentucky | 55536.0 |
|  **Louisiana – 1.10%** |  |  |
|  Calcasieu Parish Memorial Hospital Service District |  |  |
|  5.00%, 12/01/2039 | 1400 | 1328.0 |
|  Jefferson Parish Economic Development & Port District |  |  |
|  5.50%, 06/15/2038(1) | 765 | 767.0 |
|  5.63%, 06/15/2048(1) | 1750 | 1689.0 |
|  Louisiana Housing Corp. |  |  |
|  5.75%, 06/01/2054 | 570 | 614.0 |
|  Louisiana Local Government Environmental Facilities & Community Development Auth |  |  |
|  2.50%, 04/01/2036 | 4195 | 3573.0 |
|  3.50%, 11/01/2032 | 14635 | 14212.0 |
|  5.00%, 11/15/2037(1) | 290 | 297.0 |
|  5.00%, 11/15/2044(1) | 325 | 316.0 |
|  5.25%, 11/15/2053(1) | 345 | 322.0 |
|  5.25%, 11/15/2059(1) | 655 | 602.0 |
|  Louisiana Public Facilities Authority |  |  |
|  4.00%, 06/01/2031(1) | 185 | 178.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 06/01/2031(1) | 435 | 420.0 |
|  4.00%, 06/01/2041(1) | 325 | 272.0 |
|  4.38%, 05/01/2053(1)(2) | 1740 | 1752.0 |
|  4.75%, 07/01/2065 | 2500 | 2360.0 |
|  5.00%, 12/15/2043(1) | 450 | 437.0 |
|  5.00%, 07/01/2051 | 500 | 485.0 |
|  5.00%, 07/01/2059 | 100 | 95.0 |
|  5.25%, 07/01/2055 | 1000 | 1027.0 |
|  5.50%, 09/01/2059 | 600 | 604.0 |
|  5.75%, 09/01/2064 | 3135 | 3214.0 |
|  6.00%, 06/15/2059(1) | 7075 | 7078.0 |
|  6.15%, 06/15/2055(1) | 5415 | 5487.0 |
|  6.38%, 06/15/2053(1) | 2000 | 2021.0 |
|  6.50%, 10/01/2053(1)(2) | 250 | 263.0 |
|  6.75%, 10/01/2053(1)(2) | 2100 | 2220.0 |
|  New Orleans Aviation Board |  |  |
|  5.00%, 01/01/2034 | 145 | 158.0 |
|  5.00%, 01/01/2036 | 500 | 504.0 |
|  5.00%, 01/01/2037 | 500 | 504.0 |
|  5.00%, 01/01/2048 | 525 | 525.0 |
|  Parish of St James LA |  |  |
|  3.70%, 08/01/2041(2) | 670 | 678.0 |
|  6.10%, 06/01/2038(1)(2) | 2360 | 2583.0 |
|  6.10%, 12/01/2040(1)(2) | 4045 | 4426.0 |
|  6.35%, 07/01/2040(1) | 3380 | 3656.0 |
|  6.35%, 10/01/2040(1) | 440 | 476.0 |
|  Parish of St John the Baptist LA |  |  |
|  2.38%, 06/01/2037(2) | 2025 | 2023.0 |
|  Total Louisiana | Total Louisiana | 67166.0 |
|  **Maine – 0.15%** |  |  |
|  Finance Authority of Maine |  |  |
|  4.63%, 12/01/2047(1)(2) | 2110 | 2180.0 |
|  5.00%, 08/01/2035(1) | 705 | 735.0 |
|  Maine Health & Higher Educational Facilities Authority |  |  |
|  5.00%, 07/01/2046 | 1250 | 1143.0 |
|  Maine State Housing Authority |  |  |
|  4.90%, 11/15/2055 | 4925 | 4905.0 |
|  6.00%, 11/15/2056 | 190 | 210.0 |
|  Total Maine | Total Maine | 9173.0 |
|  **Maryland – 1.91%** |  |  |
|  City of Baltimore MD |  |  |
|  3.63%, 06/01/2046(1) | 3435 | 2899.0 |
|  4.00%, 09/01/2027 | 350 | 351.0 |
|  5.00%, 09/01/2030 | 990 | 1001.0 |
|  5.00%, 09/01/2031 | 1400 | 1415.0 |
|  5.00%, 09/01/2036 | 2790 | 2802.0 |
|  5.00%, 09/01/2039 | 500 | 500.0 |
|  5.00%, 09/01/2042 | 695 | 688.0 |
|  5.00%, 09/01/2046 | 4010 | 3783.0 |
|  City of Gaithersburg MD |  |  |
|  5.00%, 01/01/2027 | 1435 | 1444.0 |
|  5.00%, 01/01/2028 | 135 | 137.0 |
|  5.00%, 01/01/2033 | 635 | 644.0 |
|  5.00%, 01/01/2037 | 400 | 408.0 |
|  5.13%, 01/01/2042 | 500 | 508.0 |
|  City of Rockville MD |  |  |
|  4.25%, 11/01/2037 | 110 | 105.0 |
|  4.50%, 11/01/2043 | 135 | 124.0 |
|  5.00%, 11/01/2029 | 35 | 35.0 |
|  5.00%, 11/01/2031 | 960 | 972.0 |
|  5.00%, 11/01/2032 | 35 | 35.0 |
|  5.00%, 11/01/2035 | 70 | 71.0 |
|  5.00%, 11/01/2037 | 1285 | 1290.0 |
|  5.00%, 11/01/2042 | 2480 | 2452.0 |
|  5.00%, 11/01/2047 | 2835 | 2597.0 |
|  City of Westminster MD |  |  |
|  6.25%, 07/01/2044 | 2775 | 2776.0 |
|  County of Baltimore MD |  |  |
|  4.00%, 01/01/2031 | 505 | 516.0 |
|  4.00%, 01/01/2050 | 300 | 255.0 |
|  County of Frederick MD |  |  |
|  5.00%, 09/01/2045(1) | 4000 | 3533.0 |
|  County of Howard MD |  |  |
|  4.00%, 02/15/2028(1) | 100 | 100.0 |
|  5.00%, 04/01/2044 | 500 | 472.0 |
|  County of Montgomery MD |  |  |
|  2.35%, 11/01/2037(2) | 2300 | 2300.0 |
|  5.38%, 07/01/2048 | 1065 | 937.0 |
|  County of Prince George's MD |  |  |
|  4.38%, 07/01/2048(1) | 500 | 461.0 |
|  5.13%, 07/01/2039(1) | 1500 | 1504.0 |
|  County of Washington MD |  |  |
|  4.00%, 05/01/2026 | 120 | 120.0 |
|  4.00%, 05/01/2027 | 120 | 121.0 |
|  4.00%, 05/01/2030 | 140 | 142.0 |
|  4.00%, 05/01/2031 | 75 | 76.0 |
|  4.00%, 05/01/2036 | 1690 | 1676.0 |
|  4.00%, 05/01/2042 | 3770 | 3579.0 |
|  Maryland Community Development Administration |  |  |
|  6.00%, 03/01/2053 | 2125 | 2267.0 |
|  6.25%, 03/01/2054 | 435 | 472.0 |
|  Maryland Department of Housing & Community Development |  |  |
|  4.70%, 07/01/2046 | 1500 | 1497.0 |
|  Maryland Economic Development Corp. |  |  |
|  4.00%, 06/01/2038 | 645 | 595.0 |
|  4.00%, 07/01/2040 | 450 | 418.0 |
|  4.00%, 09/01/2040 | 150 | 136.0 |
|  4.00%, 06/01/2048 | 125 | 102.0 |
|  4.00%, 09/01/2050 | 3950 | 3218.0 |
|  4.38%, 07/01/2036 | 400 | 392.0 |
|  4.50%, 07/01/2044 | 500 | 472.0 |
|  5.00%, 06/01/2027 | 265 | 270.0 |
|  5.00%, 07/01/2027 | 470 | 471.0 |
|  5.00%, 06/01/2028 | 100 | 104.0 |
|  5.00%, 07/01/2028 | 100 | 102.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 11/12/2028 | 3145 | 3157.0 |
|  5.00%, 06/01/2029(1) | 165 | 165.0 |
|  5.00%, 07/01/2029 | 75 | 76.0 |
|  5.00%, 06/01/2030 | 70 | 73.0 |
|  5.00%, 06/01/2032 | 70 | 72.0 |
|  5.00%, 06/01/2033(1) | 170 | 170.0 |
|  5.00%, 06/01/2035 | 1590 | 1632.0 |
|  5.00%, 07/01/2036 | 100 | 101.0 |
|  5.00%, 06/01/2044 | 425 | 430.0 |
|  5.00%, 07/01/2045 | 1105 | 1149.0 |
|  5.00%, 07/01/2048(1)(2) | 1795 | 1913.0 |
|  5.00%, 06/01/2058 | 945 | 947.0 |
|  5.00%, 07/01/2060 | 705 | 700.0 |
|  5.25%, 06/30/2053 | 2395 | 2422.0 |
|  5.25%, 06/30/2055 | 15360 | 15044.0 |
|  Maryland Health & Higher Educational Facilities Authority |  |  |
|  4.00%, 06/01/2046 | 1080 | 950.0 |
|  4.00%, 06/01/2051 | 2655 | 2227.0 |
|  4.00%, 06/01/2055 | 1125 | 918.0 |
|  5.00%, 07/01/2030 | 600 | 618.0 |
|  5.00%, 07/01/2032 | 40 | 40.0 |
|  5.00%, 07/01/2033 | 105 | 105.0 |
|  5.00%, 07/01/2034 | 120 | 120.0 |
|  5.00%, 07/01/2035 | 110 | 110.0 |
|  5.00%, 07/01/2036 | 100 | 100.0 |
|  5.00%, 07/01/2043 | 500 | 506.0 |
|  5.00%, 07/01/2054 | 1000 | 1001.0 |
|  5.25%, 07/01/2054 | 1555 | 1602.0 |
|  5.25%, 08/15/2054 | 8315 | 8546.0 |
|  5.50%, 01/01/2036 | 465 | 471.0 |
|  5.50%, 01/01/2046 | 3410 | 3430.0 |
|  5.50%, 06/01/2047 | 500 | 490.0 |
|  5.50%, 07/01/2056 | 1410 | 1464.0 |
|  Maryland Stadium Authority |  |  |
|  4.00%, 06/01/2046 | 3000 | 2807.0 |
|  Montgomery County Housing Opportunities Commission |  |  |
|  4.90%, 07/01/2055 | 945 | 933.0 |
|  Prince George's County Revenue Authority |  |  |
|  4.75%, 07/01/2036(1) | 120 | 120.0 |
|  5.00%, 07/01/2046(1) | 670 | 670.0 |
|  State of Maryland Department of Transportation |  |  |
|  5.25%, 08/01/2049 | 4600 | 4752.0 |
|  Town of Chestertown MD |  |  |
|  6.25%, 03/01/2045 | 1460 | 1498.0 |
|  6.50%, 03/01/2050 | 400 | 406.0 |
|  6.50%, 03/01/2055 | 1570 | 1580.0 |
|  Washington Suburban Sanitary Commission |  |  |
|  4.00%, 06/01/2038 | 100 | 101.0 |
|  Total Maryland | Total Maryland | 116961.0 |
|  **Massachusetts – 0.71%** |  |  |
|  Massachusetts Development Finance Agency |  |  |
|  4.00%, 02/15/2036 | 850 | 903.0 |
|  4.00%, 10/01/2039 | 340 | 328.0 |
|  5.00%, 10/01/2029 | 445 | 467.0 |
|  5.00%, 07/15/2036 | 235 | 256.0 |
|  5.00%, 07/15/2037 | 245 | 267.0 |
|  5.00%, 10/01/2037(1) | 645 | 650.0 |
|  5.00%, 11/15/2038(1) | 180 | 184.0 |
|  5.00%, 10/01/2041 | 825 | 825.0 |
|  5.00%, 07/01/2044(1) | 1000 | 1007.0 |
|  5.00%, 07/01/2044 | 4000 | 4001.0 |
|  5.00%, 07/15/2046 | 1000 | 1090.0 |
|  5.00%, 10/01/2048 | 9700 | 9088.0 |
|  5.00%, 10/01/2057(1) | 4880 | 4606.0 |
|  5.13%, 01/01/2040 | 1740 | 1731.0 |
|  5.13%, 11/15/2046(1) | 1050 | 1060.0 |
|  5.25%, 01/01/2050 | 430 | 396.0 |
|  5.25%, 07/01/2055 | 1000 | 961.0 |
|  5.25%, 06/01/2060 | 700 | 711.0 |
|  5.25%, 06/01/2065 | 700 | 711.0 |
|  5.50%, 10/01/2045 | 170 | 179.0 |
|  5.50%, 07/01/2050 | 3225 | 3457.0 |
|  5.50%, 08/15/2050 | 2000 | 2032.0 |
|  6.00%, 10/01/2049 | 2350 | 2513.0 |
|  6.00%, 07/01/2050 | 400 | 420.0 |
|  Massachusetts Educational Financing Authority |  |  |
|  2.00%, 07/01/2037 | 245 | 200.0 |
|  3.63%, 07/01/2038 | 520 | 508.0 |
|  4.25%, 07/01/2032 | 125 | 126.0 |
|  5.00%, 07/01/2054 | 5000 | 4639.0 |
|  Total Massachusetts | Total Massachusetts | 43316.0 |
|  **Michigan – 1.24%** |  |  |
|  Calhoun County Hospital Finance Authority |  |  |
|  5.00%, 02/15/2037 | 1765 | 1768.0 |
|  5.00%, 02/15/2041 | 385 | 372.0 |
|  5.00%, 02/15/2047 | 1080 | 987.0 |
|  City of Detroit MI |  |  |
|  4.00%, 04/01/2040 | 950 | 923.0 |
|  4.00%, 04/01/2041 | 325 | 312.0 |
|  5.00%, 04/01/2029 | 570 | 588.0 |
|  5.00%, 04/01/2030 | 555 | 572.0 |
|  5.00%, 04/01/2031 | 1000 | 1030.0 |
|  5.00%, 04/01/2032 | 1425 | 1467.0 |
|  5.00%, 04/01/2033 | 250 | 257.0 |
|  5.00%, 04/01/2034 | 1000 | 1027.0 |
|  5.00%, 04/01/2037 | 145 | 148.0 |
|  5.00%, 04/01/2038 | 100 | 102.0 |
|  5.00%, 04/01/2039 | 170 | 177.0 |
|  5.00%, 04/01/2046 | 1000 | 1010.0 |
|  5.00%, 04/01/2050 | 750 | 746.0 |
|  5.50%, 04/01/2031 | 560 | 606.0 |
|  5.50%, 04/01/2033 | 470 | 505.0 |
|  5.50%, 04/01/2035 | 350 | 374.0 |
|  5.50%, 04/01/2037 | 465 | 494.0 |
|  5.50%, 04/01/2039 | 645 | 680.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 04/01/2045 | 750 | 775.0 |
|  5.50%, 04/01/2050 | 605 | 617.0 |
|  Flint Hospital Building Authority |  |  |
|  4.00%, 07/01/2038 | 500 | 470.0 |
|  5.25%, 07/01/2039 | 190 | 187.0 |
|  Gerald R Ford International Airport Authority |  |  |
|  5.00%, 01/01/2046 | 1500 | 1528.0 |
|  5.00%, 01/01/2051 | 3625 | 3640.0 |
|  Grand Rapids Economic Development Corp. |  |  |
|  5.00%, 11/01/2032 | 145 | 146.0 |
|  5.00%, 11/01/2037 | 580 | 572.0 |
|  5.00%, 11/01/2047 | 500 | 438.0 |
|  5.00%, 11/01/2052 | 515 | 433.0 |
|  5.75%, 11/01/2045 | 2400 | 2408.0 |
|  6.13%, 11/01/2060 | 9700 | 9541.0 |
|  Ivywood Classical Academy |  |  |
|  6.25%, 01/01/2059 | 2750 | 2642.0 |
|  Kalamazoo Economic Development Corp. |  |  |
|  3.90%, 08/15/2031(1) | 660 | 650.0 |
|  6.00%, 08/15/2046(1) | 1690 | 1718.0 |
|  6.25%, 08/15/2056(1) | 3370 | 3387.0 |
|  6.25%, 08/15/2061(1) | 725 | 726.0 |
|  Kentwood Economic Development Corp. |  |  |
|  4.00%, 11/15/2031 | 865 | 867.0 |
|  4.00%, 11/15/2037 | 690 | 658.0 |
|  4.00%, 11/15/2043 | 1350 | 1204.0 |
|  4.00%, 11/15/2045 | 1000 | 859.0 |
|  5.00%, 11/15/2037 | 1425 | 1429.0 |
|  5.00%, 11/15/2041 | 750 | 753.0 |
|  Michigan Finance Authority |  |  |
|  4.00%, 06/01/2038 | 1500 | 1490.0 |
|  4.00%, 12/01/2040 | 165 | 157.0 |
|  4.00%, 11/15/2050 | 160 | 137.0 |
|  5.00%, 06/01/2029 | 1500 | 1587.0 |
|  Michigan State Hospital Finance Authority |  |  |
|  5.00%, 11/15/2029 | 1995 | 2125.0 |
|  Michigan State Housing Development Authority |  |  |
|  5.00%, 06/01/2053 | 670 | 697.0 |
|  5.50%, 12/01/2053 | 1500 | 1607.0 |
|  6.00%, 06/01/2054 | 225 | 243.0 |
|  Michigan Strategic Fund |  |  |
|  4.00%, 10/01/2061(2) | 7260 | 7260.0 |
|  5.00%, 05/15/2037 | 250 | 253.0 |
|  5.00%, 11/15/2043 | 750 | 752.0 |
|  5.00%, 05/15/2044 | 250 | 245.0 |
|  5.00%, 11/15/2049 | 1340 | 1243.0 |
|  6.25%, 11/15/2043 | 620 | 620.0 |
|  Michigan Tobacco Settlement Finance Authority |  |  |
|  0.00%, 06/01/2052 | 4030 | 486.0 |
|  State of Michigan Trunk Line Revenue |  |  |
|  4.00%, 11/15/2046 | 250 | 233.0 |
|  University of Michigan |  |  |
|  2.75%, 04/01/2042(2) | 4000 | 4000.0 |
|  Wayne County Airport Authority |  |  |
|  5.00%, 12/01/2037 | 250 | 260.0 |
|  5.00%, 12/01/2042 | 900 | 909.0 |
|  5.00%, 12/01/2047 | 2000 | 2000.0 |
|  Total Michigan | Total Michigan | 76097.0 |
|  **Minnesota – 0.45%** |  |  |
|  City of Apple Valley MN |  |  |
|  5.38%, 09/01/2045 | 375 | 381.0 |
|  5.50%, 09/01/2055 | 600 | 602.0 |
|  5.63%, 09/01/2065 | 1000 | 1005.0 |
|  City of Deephaven MN |  |  |
|  6.13%, 06/15/2061(1) | 6000 | 5436.0 |
|  City of Rochester MN |  |  |
|  5.00%, 11/15/2057 | 3120 | 3168.0 |
|  5.25%, 12/01/2038 | 1000 | 960.0 |
|  City of Shakopee MN Senior Housing Revenue |  |  |
|  5.75%, 11/01/2055 | 1800 | 1776.0 |
|  City of Woodbury MN |  |  |
|  4.00%, 07/01/2041 | 60 | 51.0 |
|  4.00%, 07/01/2051 | 1665 | 1224.0 |
|  4.00%, 07/01/2056 | 40 | 28.0 |
|  5.25%, 06/01/2045(1) | 1000 | 957.0 |
|  5.50%, 06/01/2063(1) | 1250 | 1138.0 |
|  6.00%, 07/01/2065 | 2975 | 2904.0 |
|  Housing & Redevelopment Authority of The City of St Paul Minnesota |  |  |
|  4.00%, 11/01/2042 | 675 | 572.0 |
|  5.50%, 09/01/2055 | 105 | 101.0 |
|  5.63%, 09/01/2065 | 290 | 280.0 |
|  Minnesota Agricultural & Economic Development Board |  |  |
|  5.25%, 01/01/2054 | 2300 | 2348.0 |
|  Minnesota Housing Finance Agency |  |  |
|  4.25%, 01/01/2049 | 425 | 429.0 |
|  6.25%, 01/01/2054 | 2160 | 2338.0 |
|  6.50%, 07/01/2054 | 875 | 957.0 |
|  Minnesota Office of Higher Education |  |  |
|  2.65%, 11/01/2038 | 455 | 420.0 |
|  4.00%, 11/01/2042 | 495 | 466.0 |
|  Total Minnesota | Total Minnesota | 27541.0 |
|  **Mississippi – 0.15%** |  |  |
|  County of Lowndes MS |  |  |
|  2.65%, 04/01/2037(2) | 190 | 189.0 |
|  County of Warren MS |  |  |
|  4.20%, 05/01/2034 | 1950 | 2011.0 |
|  Mississippi Business Finance Corp. |  |  |
|  2.38%, 06/01/2044 | 400 | 259.0 |
|  5.00%, 02/01/2036(1)(2) | 1350 | 1367.0 |
|  Mississippi Home Corp. |  |  |
|  4.00%, 12/01/2044 | 245 | 246.0 |
|  Mississippi Hospital Equipment & Facilities Authority |  |  |
|  5.00%, 09/01/2046 | 500 | 490.0 |
|  MISSISSIPPI ST BUSINESS FIN CO REGD V/R B/E |  |  |
|  2.80%, 11/01/2035(2) | 4750 | 4750.0 |
|  Total Mississippi | Total Mississippi | 9312.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Missouri – 1.28%** |  |  |
|  Cape Girardeau County Industrial Development Authority |  |  |
|  3.00%, 03/01/2046 | 350 | 272.0 |
|  4.00%, 03/01/2041 | 285 | 277.0 |
|  5.00%, 03/01/2036 | 100 | 101.0 |
|  5.50%, 05/01/2044(1) | 465 | 451.0 |
|  County of Phelps MO |  |  |
|  6.00%, 12/01/2055 | 2000 | 2091.0 |
|  Health & Educational Facilities Authority of the State of Missouri |  |  |
|  4.00%, 02/01/2028 | 250 | 252.0 |
|  4.00%, 08/01/2031 | 310 | 306.0 |
|  4.00%, 08/01/2036 | 590 | 558.0 |
|  4.00%, 08/01/2041 | 745 | 665.0 |
|  4.00%, 02/01/2042 | 2465 | 2233.0 |
|  4.00%, 02/01/2048 | 4020 | 3363.0 |
|  4.00%, 11/15/2048 | 550 | 490.0 |
|  5.00%, 02/01/2035 | 2045 | 2046.0 |
|  5.00%, 04/01/2036 | 4000 | 4530.0 |
|  5.00%, 08/01/2040 | 1145 | 1145.0 |
|  5.00%, 02/01/2042 | 4310 | 4362.0 |
|  5.00%, 08/01/2045 | 250 | 243.0 |
|  5.00%, 02/01/2046 | 1190 | 1178.0 |
|  5.00%, 02/01/2046 | 1350 | 1337.0 |
|  5.25%, 02/01/2048 | 250 | 250.0 |
|  Industrial Development Authority of the City of St Louis Missouri |  |  |
|  3.88%, 11/15/2029 | 105 | 101.0 |
|  4.38%, 11/15/2035 | 1540 | 1431.0 |
|  4.75%, 11/15/2047 | 4695 | 4049.0 |
|  Joplin Industrial Development Authority |  |  |
|  3.50%, 11/01/2040 | 115 | 109.0 |
|  Kansas City Industrial Development Authority |  |  |
|  4.00%, 03/01/2050 | 4515 | 3844.0 |
|  4.00%, 03/01/2057 | 7365 | 6147.0 |
|  5.00%, 06/01/2046(1) | 700 | 699.0 |
|  6.00%, 01/01/2048(1) | 2250 | 2275.0 |
|  Kirkwood Industrial Development Authority |  |  |
|  5.25%, 05/15/2037 | 135 | 136.0 |
|  5.25%, 05/15/2042 | 115 | 115.0 |
|  Lees Summit Industrial Development Authority |  |  |
|  5.00%, 08/15/2039 | 600 | 610.0 |
|  5.63%, 08/15/2054 | 70 | 70.0 |
|  5.75%, 08/15/2059 | 60 | 60.0 |
|  Missouri Development Finance Board |  |  |
|  6.50%, 06/15/2045(1) | 1750 | 1743.0 |
|  Missouri Housing Development Commission |  |  |
|  5.50%, 05/01/2055 | 665 | 710.0 |
|  5.75%, 05/01/2055 | 2035 | 2212.0 |
|  5.75%, 05/01/2056 | 3670 | 3974.0 |
|  5.75%, 05/01/2057 | 1925 | 2131.0 |
|  6.00%, 05/01/2055 | 725 | 798.0 |
|  6.00%, 05/01/2055 | 3365 | 3712.0 |
|  6.00%, 05/01/2056 | 710 | 774.0 |
|  Plaza at Noah's Ark Community Improvement District |  |  |
|  3.00%, 05/01/2030 | 600 | 575.0 |
|  St Louis County Industrial Development Authority |  |  |
|  5.00%, 08/15/2030 | 70 | 70.0 |
|  5.00%, 08/15/2035 | 500 | 492.0 |
|  5.00%, 12/01/2035 | 135 | 135.0 |
|  5.00%, 09/01/2038 | 820 | 834.0 |
|  5.00%, 09/01/2048 | 1845 | 1804.0 |
|  5.13%, 08/15/2045 | 565 | 505.0 |
|  5.13%, 12/01/2045 | 1545 | 1512.0 |
|  5.13%, 09/01/2048 | 5425 | 5394.0 |
|  5.25%, 09/01/2053 | 650 | 645.0 |
|  St Louis Land Clearance for Redevelopment Authority |  |  |
|  5.00%, 06/01/2029 | 1000 | 1008.0 |
|  5.13%, 06/01/2046 | 315 | 307.0 |
|  5.38%, 06/01/2043 | 2995 | 3000.0 |
|  Taney County Industrial Development Authority |  |  |
|  6.00%, 10/01/2049(1) | 300 | 296.0 |
|  Total Missouri | Total Missouri | 78427.0 |
|  Montana – 0.08% |  |  |
|  City of Forsyth MT |  |  |
|  3.88%, 10/01/2032 | 1500 | 1525.0 |
|  City of Kalispell MT |  |  |
|  5.25%, 05/15/2037 | 810 | 812.0 |
|  5.25%, 05/15/2047 | 1800 | 1652.0 |
|  5.25%, 05/15/2052 | 560 | 496.0 |
|  Montana Board of Housing |  |  |
|  3.50%, 06/01/2050 | 260 | 259.0 |
|  5.75%, 06/01/2055 | 50 | 54.0 |
|  Total Montana | Total Montana | 4798.0 |
|  **Nebraska – 0.16%** |  |  |
|  Central Plains Energy Project |  |  |
|  5.00%, 09/01/2033 | 1500 | 1569.0 |
|  5.00%, 09/01/2035 | 1025 | 1067.0 |
|  5.00%, 05/01/2053(2) | 100 | 104.0 |
|  5.00%, 08/01/2055(2) | 5000 | 5293.0 |
|  Nebraska Educational Health Cultural & Social Services Finance Authority |  |  |
|  4.00%, 01/01/2037 | 400 | 394.0 |
|  4.00%, 01/01/2049 | 700 | 613.0 |
|  Nebraska Investment Finance Authority |  |  |
|  6.00%, 09/01/2054 | 405 | 448.0 |
|  6.25%, 03/01/2055 | 125 | 140.0 |
|  Total Nebraska | Total Nebraska | 9628.0 |
|  **Nevada – 0.51%** |  |  |
|  City of Las Vegas NV Special Improvement District No 611 |  |  |
|  4.13%, 06/01/2050 | 620 | 520.0 |
|  City of Las Vegas NV Special Improvement District No 612 Skye Hills |  |  |
|  4.00%, 06/01/2050 | 475 | 409.0 |
|  City of Las Vegas NV Special Improvement District No 613 |  |  |
|  5.25%, 12/01/2047 | 545 | 542.0 |
|  5.50%, 12/01/2053 | 245 | 246.0 |
|  City of Las Vegas NV Special Improvement District No 812 |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/01/2035 | 120 | 120.0 |
|  City of Las Vegas NV Special Improvement District No 814 |  |  |
|  4.00%, 06/01/2039 | 415 | 392.0 |
|  4.00%, 06/01/2049 | 1505 | 1258.0 |
|  City of Las Vegas NV Special Improvement District No 815 |  |  |
|  4.75%, 12/01/2040 | 840 | 848.0 |
|  5.00%, 12/01/2049 | 1270 | 1273.0 |
|  City of Las Vegas NV Special Improvement District No 816 |  |  |
|  3.00%, 06/01/2041 | 620 | 490.0 |
|  3.13%, 06/01/2046 | 1755 | 1311.0 |
|  3.13%, 06/01/2051 | 95 | 66.0 |
|  City of Las Vegas NV Special Improvement District No 817 |  |  |
|  6.00%, 06/01/2053 | 30 | 31.0 |
|  City of Las Vegas NV Special Improvement District No 818 |  |  |
|  4.50%, 12/01/2029 | 710 | 727.0 |
|  5.00%, 12/01/2054 | 710 | 678.0 |
|  City of Las Vegas NV Special Improvement District No 819 |  |  |
|  5.00%, 06/01/2040 | 325 | 328.0 |
|  5.50%, 06/01/2055 | 925 | 931.0 |
|  City of North Las Vegas NV |  |  |
|  4.50%, 06/01/2039 | 470 | 464.0 |
|  4.63%, 06/01/2043 | 335 | 325.0 |
|  4.63%, 06/01/2049 | 580 | 532.0 |
|  City of Reno NV |  |  |
|  0.00%, 07/01/2058(1) | 16000 | 2491.0 |
|  5.00%, 06/01/2041(1) | 500 | 510.0 |
|  5.13%, 06/01/2047(1) | 2000 | 1981.0 |
|  5.25%, 06/01/2054(1) | 500 | 489.0 |
|  City of Sparks NV Special Improvement District No 1 |  |  |
|  5.00%, 06/01/2044 | 800 | 808.0 |
|  5.13%, 06/01/2054 | 2000 | 1944.0 |
|  County of Clark NV |  |  |
|  2.10%, 06/01/2031 | 700 | 636.0 |
|  Las Vegas Convention & Visitors Authority |  |  |
|  5.00%, 07/01/2043 | 2500 | 2555.0 |
|  Las Vegas Redevelopment Agency |  |  |
|  5.00%, 06/15/2030 | 1030 | 1032.0 |
|  5.00%, 06/15/2040 | 990 | 990.0 |
|  5.00%, 06/15/2045 | 540 | 528.0 |
|  Las Vegas Valley Water District |  |  |
|  4.00%, 06/01/2051 | 500 | 451.0 |
|  Nevada Housing Division |  |  |
|  3.00%, 04/01/2051 | 225 | 222.0 |
|  State of Nevada Department of Business & Industry |  |  |
|  5.00%, 12/15/2048(1) | 250 | 232.0 |
|  5.13%, 12/15/2045(1) | 4935 | 4790.0 |
|  Total Nevada | Total Nevada | 31150.0 |
|  **New Hampshire – 1.89%** |  |  |
|  New Hampshire Business Finance Authority |  |  |
|  0.00%, 12/01/2031(1) | 2615 | 1865.0 |
|  0.00%, 12/15/2033(1) | 2200 | 1327.0 |
|  0.00%, 12/01/2034(1) | 16900 | 9170.0 |
|  0.00%, 12/15/2034(1) | 1390 | 785.0 |
|  0.00%, 02/01/2035(1) | 2400 | 1352.0 |
|  0.00%, 08/20/2039(2) | 1735 | 66.0 |
|  0.00%, 12/01/2040(1) | 5000 | 1708.0 |
|  0.00%, 01/20/2041(2) | 1427 | 1353.0 |
|  0.00%, 02/20/2041(2) | 4842 | 4955.0 |
|  0.00%, 07/01/2051(2) | 3367 | 118.0 |
|  0.00%, 10/01/2051(2) | 5817 | 5571.0 |
|  2.95%, 04/01/2029(1) | 900 | 871.0 |
|  3.58%, 07/20/2039(2) | 2458 | 2359.0 |
|  3.58%, 07/20/2040(2) | 3900 | 3500.0 |
|  3.63%, 08/20/2039 | 394 | 371.0 |
|  3.63%, 07/01/2043(1)(2) | 250 | 201.0 |
|  3.75%, 07/01/2045(1)(2) | 10255 | 8353.0 |
|  3.81%, 11/20/2039(2) | 3103 | 3035.0 |
|  3.81%, 05/20/2042(2) | 1905 | 1678.0 |
|  3.88%, 01/20/2038 | 4697 | 4496.0 |
|  3.92%, 01/20/2041(2) | 11529 | 11157.0 |
|  4.00%, 11/01/2027(1) | 195 | 192.0 |
|  4.00%, 10/20/2036 | 4689 | 4619.0 |
|  4.00%, 01/01/2041 | 3925 | 3604.0 |
|  4.00%, 01/01/2051 | 4800 | 3870.0 |
|  4.13%, 01/20/2034 | 4011 | 4020.0 |
|  4.15%, 10/20/2040(2) | 2155 | 2132.0 |
|  4.25%, 07/20/2041 | 5245 | 5157.0 |
|  4.38%, 09/20/2036 | 5759 | 5792.0 |
|  4.50%, 04/20/2043(2) | 2500 | 2440.0 |
|  4.53%, 10/15/2034(1) | 650 | 654.0 |
|  4.63%, 11/01/2042(1) | 1500 | 1300.0 |
|  5.05%, 06/15/2035(1) | 1150 | 1164.0 |
|  5.25%, 07/01/2039(1) | 345 | 346.0 |
|  5.50%, 06/01/2055 | 1170 | 1198.0 |
|  5.63%, 12/15/2033(1) | 1990 | 2027.0 |
|  5.63%, 07/01/2046(1) | 1435 | 1438.0 |
|  5.75%, 07/01/2054(1) | 1765 | 1738.0 |
|  5.88%, 12/15/2032(1) | 2800 | 2778.0 |
|  6.25%, 12/15/2038(1) | 1000 | 1028.0 |
|  New Hampshire Health & Education Facilities Authority Act |  |  |
|  2.85%, 06/01/2041(2) | 2810 | 2810.0 |
|  4.00%, 11/01/2044 | 170 | 158.0 |
|  5.00%, 10/01/2036 | 55 | 55.0 |
|  5.00%, 10/01/2040 | 50 | 50.0 |
|  5.00%, 11/01/2043 | 65 | 67.0 |
|  5.00%, 10/01/2046 | 415 | 415.0 |
|  5.50%, 08/01/2050 | 850 | 900.0 |
|  New Hampshire Housing Finance Authority |  |  |
|  6.25%, 01/01/2055 | 185 | 201.0 |
|  6.25%, 07/01/2055 | 240 | 267.0 |
|  6.50%, 07/01/2055 | 1000 | 1121.0 |
|  Total New Hampshire | Total New Hampshire | 115832.0 |
|  **New Jersey – 1.89%** |  |  |
|  Essex County Improvement Authority |  |  |
|  4.00%, 06/15/2046 | 135 | 120.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 06/15/2056 | 150 | 122.0 |
|  New Jersey Economic Development Authority |  |  |
|  0.00%, 07/01/2026 | 170 | 169.0 |
|  4.00%, 11/01/2038 | 825 | 820.0 |
|  4.00%, 08/01/2059 | 355 | 298.0 |
|  4.88%, 01/01/2029 | 1350 | 1350.0 |
|  5.00%, 01/01/2030 | 520 | 521.0 |
|  5.00%, 01/01/2031 | 500 | 509.0 |
|  5.00%, 01/01/2034 | 435 | 435.0 |
|  5.00%, 01/01/2035 | 375 | 376.0 |
|  5.00%, 06/15/2037 | 85 | 85.0 |
|  5.00%, 10/01/2037 | 6085 | 6159.0 |
|  5.00%, 07/01/2047 | 250 | 235.0 |
|  5.00%, 10/01/2047 | 7690 | 7606.0 |
|  5.00%, 01/01/2048 | 4570 | 4427.0 |
|  5.00%, 01/01/2049 | 400 | 381.0 |
|  5.00%, 06/15/2054(1) | 3750 | 3483.0 |
|  5.13%, 01/01/2034 | 705 | 706.0 |
|  5.13%, 06/15/2043 | 2570 | 2569.0 |
|  5.25%, 09/15/2029 | 1195 | 1196.0 |
|  5.25%, 01/01/2044 | 560 | 537.0 |
|  5.50%, 01/01/2027 | 500 | 501.0 |
|  5.63%, 11/15/2030 | 2095 | 2098.0 |
|  5.63%, 11/15/2030 | 3840 | 3845.0 |
|  5.63%, 01/01/2052 | 3155 | 3157.0 |
|  5.75%, 09/15/2027 | 975 | 977.0 |
|  6.38%, 01/01/2035(1) | 4325 | 4493.0 |
|  6.63%, 01/01/2045(1) | 3970 | 4148.0 |
|  New Jersey Health Care Facilities Financing Authority |  |  |
|  5.00%, 07/01/2033 | 500 | 502.0 |
|  New Jersey Higher Education Student Assistance Authority |  |  |
|  2.50%, 12/01/2040 | 260 | 248.0 |
|  3.50%, 12/01/2039 | 910 | 886.0 |
|  4.00%, 12/01/2041 | 520 | 512.0 |
|  4.00%, 12/01/2044 | 520 | 489.0 |
|  4.25%, 12/01/2045 | 695 | 687.0 |
|  4.50%, 12/01/2045 | 630 | 631.0 |
|  5.25%, 12/01/2054 | 500 | 489.0 |
|  5.50%, 12/01/2055 | 500 | 501.0 |
|  New Jersey Housing & Mortgage Finance Agency |  |  |
|  5.15%, 11/01/2050 | 10000 | 10203.0 |
|  6.00%, 10/01/2055 | 95 | 102.0 |
|  New Jersey Transportation Trust Fund Authority |  |  |
|  0.00%, 12/15/2031 | 2075 | 1717.0 |
|  0.00%, 12/15/2034 | 200 | 146.0 |
|  0.00%, 12/15/2039 | 4500 | 2568.0 |
|  4.00%, 12/15/2039 | 1500 | 1491.0 |
|  4.00%, 06/15/2040 | 1750 | 1734.0 |
|  4.00%, 06/15/2042 | 1210 | 1183.0 |
|  4.00%, 06/15/2046 | 1790 | 1660.0 |
|  4.00%, 06/15/2050 | 1565 | 1411.0 |
|  5.00%, 12/15/2030 | 250 | 264.0 |
|  5.00%, 06/15/2038 | 1675 | 1801.0 |
|  5.00%, 06/15/2046 | 500 | 520.0 |
|  5.25%, 06/15/2041 | 570 | 628.0 |
|  5.25%, 06/15/2046 | 695 | 731.0 |
|  5.25%, 06/15/2046 | 730 | 840.0 |
|  5.50%, 06/15/2050 | 1185 | 1381.0 |
|  New Jersey Turnpike Authority |  |  |
|  5.25%, 01/01/2055 | 600 | 628.0 |
|  South Jersey Transportation Authority |  |  |
|  5.00%, 11/01/2045 | 825 | 847.0 |
|  Tobacco Settlement Financing Corp. |  |  |
|  5.00%, 06/01/2046 | 3500 | 3404.0 |
|  5.00%, 06/01/2046 | 18805 | 17994.0 |
|  5.25%, 06/01/2046 | 8270 | 8233.0 |
|  Total New Jersey | Total New Jersey | 115754.0 |
|  **New Mexico – 0.10%** |  |  |
|  City of Farmington NM |  |  |
|  2.15%, 04/01/2033 | 550 | 476.0 |
|  City of Santa Fe NM |  |  |
|  5.00%, 05/15/2039 | 480 | 480.0 |
|  5.00%, 05/15/2044 | 700 | 682.0 |
|  New Mexico Educational Assistance Foundation |  |  |
|  5.00%, 09/01/2029 | 500 | 519.0 |
|  New Mexico Mortgage Finance Authority |  |  |
|  3.50%, 07/01/2050 | 465 | 463.0 |
|  4.80%, 09/01/2056 | 3000 | 2976.0 |
|  5.75%, 03/01/2056 | 225 | 245.0 |
|  Total New Mexico | Total New Mexico | 5841.0 |
|  **New York – 5.64%** |  |  |
|  Albany Capital Resource Corp. |  |  |
|  4.75%, 06/01/2054 | 550 | 499.0 |
|  5.00%, 06/01/2064 | 820 | 756.0 |
|  Brooklyn Arena Local Development Corp. |  |  |
|  5.00%, 07/15/2026 | 2500 | 2510.0 |
|  5.00%, 07/15/2042 | 6990 | 7006.0 |
|  Build NYC Resource Corp. |  |  |
|  4.00%, 06/15/2031(1) | 405 | 394.0 |
|  4.00%, 06/15/2041(1) | 100 | 88.0 |
|  4.88%, 05/01/2031(1) | 555 | 558.0 |
|  5.00%, 12/15/2031 | 2365 | 2330.0 |
|  5.00%, 01/01/2035(1) | 2700 | 2704.0 |
|  5.00%, 12/01/2041(1) | 2740 | 2653.0 |
|  5.00%, 06/01/2051(1) | 170 | 133.0 |
|  5.00%, 06/15/2051(1) | 8890 | 7911.0 |
|  5.00%, 12/01/2051(1) | 1760 | 1561.0 |
|  5.00%, 12/01/2055(1) | 1500 | 1297.0 |
|  5.25%, 12/15/2031(1) | 1735 | 1712.0 |
|  5.50%, 09/01/2045(1) | 6755 | 6638.0 |
|  5.50%, 05/01/2048(1) | 2190 | 2113.0 |
|  5.50%, 07/01/2050 | 1075 | 1107.0 |
|  5.50%, 07/01/2055 | 2800 | 2859.0 |
|  5.50%, 06/01/2056(1) | 4160 | 3948.0 |
|  5.63%, 06/01/2061(1) | 4475 | 4286.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.65%, 12/15/2032(1) | 430.0 | 418 |
|  5.75%, 06/01/2066(1) | 2340.0 | 2217 |
|  7.00%, 12/15/2055(1) | 3190.0 | 3209 |
|  7.00%, 12/15/2065(1) | 3220.0 | 3206 |
|  City of New York NY |  |  |
|  4.00%, 08/01/2050 | 350.0 | 309 |
|  5.00%, 03/01/2042 | 140.0 | 149 |
|  5.25%, 10/01/2051 | 1500.0 | 1564 |
|  5.25%, 02/01/2053 | 500.0 | 519 |
|  County of Nassau NY |  |  |
|  5.00%, 01/01/2058(6)(7) | 2484.0 |  |
|  County of Sullivan NY |  |  |
|  5.35%, 11/01/2049(1) | 350.0 | 350 |
|  5.35%, 11/01/2049(1) | 1160.0 | 1160 |
|  5.35%, 11/01/2049(1) | 6000.0 | 6001 |
|  Empire State Development Corp. |  |  |
|  3.00%, 03/15/2049 | 5000.0 | 3664 |
|  4.00%, 03/15/2043 | 710.0 | 679 |
|  4.00%, 03/15/2049 | 500.0 | 453 |
|  5.00%, 03/15/2057 | 1000.0 | 1017 |
|  Geneva Development Corp. |  |  |
|  5.00%, 02/01/2056 | 370.0 | 369 |
|  Glen Cove Local Economic Assistance Corp. |  |  |
|  0.00%, 01/01/2045 | 4935.0 | 1475 |
|  5.00%, 01/01/2056 | 2280.0 | 1828 |
|  5.63%, 01/01/2055 | 7115.0 | 6338 |
|  Metropolitan Transportation Authority |  |  |
|  4.00%, 11/15/2042 | 1230.0 | 1158 |
|  4.00%, 11/15/2045 | 1000.0 | 910 |
|  4.00%, 11/15/2050 | 700.0 | 594 |
|  5.00%, 11/15/2050 | 225.0 | 226 |
|  5.00%, 11/15/2052 | 1000.0 | 1011 |
|  New York City Housing Development Corp. |  |  |
|  5.25%, 12/15/2031 | 2525.0 | 2591 |
|  New York City Industrial Development Agency |  |  |
|  3.00%, 01/01/2037 | 1205.0 | 1087 |
|  3.00%, 01/01/2046 | 870.0 | 663 |
|  3.00%, 03/01/2049 | 380.0 | 278 |
|  New York City Municipal Water Finance Authority |  |  |
|  2.85%, 06/15/2053(2) | 4250.0 | 4250 |
|  4.00%, 06/15/2052 | 1000.0 | 882 |
|  4.13%, 06/15/2047 | 605.0 | 570 |
|  New York City Transitional Finance Authority Future Tax Secured Revenue |  |  |
|  2.70%, 08/01/2042(2) | 8290.0 | 8290 |
|  4.00%, 05/01/2044 | 315.0 | 306 |
|  4.00%, 02/01/2051 | 1000.0 | 884 |
|  4.00%, 02/01/2051 | 1000.0 | 901 |
|  5.00%, 02/01/2030 | 3500.0 | 3793 |
|  5.00%, 05/01/2039 | 250.0 | 275 |
|  5.00%, 11/01/2046 | 200.0 | 209 |
|  5.00%, 05/01/2049 | 510.0 | 524 |
|  5.00%, 05/01/2051 | 3000.0 | 3083 |
|  5.00%, 05/01/2053 | 500.0 | 511 |
|  5.25%, 02/01/2053 | 1300.0 | 1352 |
|  5.25%, 05/01/2055 | 550.0 | 574 |
|  5.50%, 11/01/2049 | 380.0 | 406 |
|  New York Liberty Development Corp. |  |  |
|  2.63%, 09/15/2069 | 400.0 | 375 |
|  2.80%, 09/15/2069 | 1025.0 | 957 |
|  2.88%, 11/15/2046 | 240.0 | 177 |
|  3.00%, 11/15/2051 | 1000.0 | 711 |
|  5.00%, 11/15/2044(1) | 2800.0 | 2800 |
|  5.15%, 11/15/2034(1) | 2920.0 | 2920 |
|  5.38%, 11/15/2040(1) | 7910.0 | 7867 |
|  New York State Dormitory Authority |  |  |
|  3.00%, 02/01/2050 | 150.0 | 109 |
|  4.00%, 07/01/2038 | 230.0 | 200 |
|  4.00%, 03/15/2043 | 1000.0 | 963 |
|  4.00%, 03/15/2047 | 1585.0 | 1442 |
|  4.00%, 03/15/2054 | 1850.0 | 1619 |
|  4.00%, 05/01/2054 | 2735.0 | 2359 |
|  5.00%, 12/01/2026(1) | 300.0 | 300 |
|  5.00%, 12/01/2026(1) | 1500.0 | 1505 |
|  5.00%, 12/01/2027(1) | 500.0 | 500 |
|  5.00%, 12/01/2028(1) | 600.0 | 600 |
|  5.00%, 12/01/2028(1) | 3300.0 | 3292 |
|  5.00%, 07/01/2029 | 2240.0 | 2244 |
|  5.00%, 12/01/2029(1) | 450.0 | 450 |
|  5.00%, 12/01/2030(1) | 1000.0 | 1000 |
|  5.00%, 12/01/2031(1) | 2400.0 | 2363 |
|  5.00%, 12/01/2036(1) | 100.0 | 94 |
|  5.00%, 03/15/2049 | 1245.0 | 1287 |
|  5.13%, 11/15/2050 | 925.0 | 921 |
|  5.25%, 10/01/2049 | 3585.0 | 3599 |
|  5.25%, 03/15/2050 | 460.0 | 485 |
|  5.25%, 03/15/2052 | 250.0 | 260 |
|  5.50%, 11/01/2047 | 1470.0 | 1513 |
|  New York State Environmental Facilities Corp. |  |  |
|  3.13%, 12/01/2044(1)(2) | 500.0 | 499 |
|  4.25%, 09/01/2050(1)(2) | 620.0 | 629 |
|  5.13%, 09/01/2050(1)(2) | 1010.0 | 1058 |
|  New York State Thruway Authority |  |  |
|  5.00%, 03/15/2055 | 1500.0 | 1532 |
|  New York Transportation Development Corp. |  |  |
|  0.00%, 12/31/2054 | 2210.0 | 1429 |
|  2.25%, 08/01/2026 | 2425.0 | 2418 |
|  3.00%, 08/01/2031 | 8695.0 | 8268 |
|  4.00%, 10/01/2030 | 775.0 | 787 |
|  4.00%, 01/01/2036 | 1000.0 | 984 |
|  4.00%, 12/01/2039 | 100.0 | 96 |
|  4.00%, 12/01/2042 | 1360.0 | 1242 |
|  4.00%, 07/01/2046 | 1950.0 | 1668 |
|  4.38%, 10/01/2045 | 6795.0 | 6327 |
|  5.00%, 08/01/2026 | 2615.0 | 2618 |
|  5.00%, 12/01/2026 | 400.0 | 405 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 12/01/2026 | 455 | 462.0 |
|  5.00%, 01/01/2027 | 4000 | 4055.0 |
|  5.00%, 01/01/2028 | 4390 | 4520.0 |
|  5.00%, 12/01/2028 | 925 | 965.0 |
|  5.00%, 12/01/2028 | 1200 | 1252.0 |
|  5.00%, 01/01/2029 | 1545 | 1588.0 |
|  5.00%, 01/01/2030 | 100 | 103.0 |
|  5.00%, 12/01/2030 | 85 | 91.0 |
|  5.00%, 12/01/2030 | 315 | 336.0 |
|  5.00%, 01/01/2031 | 4015 | 4112.0 |
|  5.00%, 08/01/2031 | 11675 | 11680.0 |
|  5.00%, 01/01/2032 | 965 | 986.0 |
|  5.00%, 12/01/2032 | 1000 | 1059.0 |
|  5.00%, 01/01/2033 | 500 | 511.0 |
|  5.00%, 01/01/2034 | 1965 | 2002.0 |
|  5.00%, 12/01/2034 | 1395 | 1493.0 |
|  5.00%, 10/01/2035 | 5785 | 6028.0 |
|  5.00%, 12/01/2035 | 1250 | 1327.0 |
|  5.00%, 01/01/2036 | 3610 | 3666.0 |
|  5.00%, 12/01/2037 | 500 | 518.0 |
|  5.00%, 10/01/2040 | 3460 | 3509.0 |
|  5.00%, 07/01/2041 | 685 | 685.0 |
|  5.00%, 12/01/2041 | 250 | 258.0 |
|  5.00%, 12/01/2042 | 2325 | 2390.0 |
|  5.00%, 07/01/2046 | 1955 | 1955.0 |
|  5.13%, 06/30/2060 | 750 | 744.0 |
|  5.25%, 08/01/2031 | 1050 | 1092.0 |
|  5.25%, 01/01/2050 | 1325 | 1325.0 |
|  5.25%, 12/31/2054 | 2380 | 2393.0 |
|  5.38%, 08/01/2036 | 3860 | 3983.0 |
|  5.50%, 06/30/2054 | 10145 | 10224.0 |
|  5.50%, 12/31/2054 | 2670 | 2689.0 |
|  5.50%, 06/30/2060 | 5270 | 5278.0 |
|  5.50%, 12/31/2060 | 3335 | 3352.0 |
|  5.63%, 04/01/2040 | 1415 | 1487.0 |
|  6.00%, 04/01/2035 | 1790 | 1963.0 |
|  6.00%, 06/30/2054 | 4350 | 4506.0 |
|  6.00%, 06/30/2055 | 1800 | 1893.0 |
|  6.00%, 06/30/2059 | 17590 | 18435.0 |
|  Niagara Area Development Corp. |  |  |
|  4.75%, 11/01/2042(1) | 4645 | 4088.0 |
|  Oneida Indian Nation of New York |  |  |
|  6.00%, 09/01/2043(1) | 300 | 322.0 |
|  7.25%, 09/01/2034(1) | 720 | 726.0 |
|  Onondaga Civic Development Corp. |  |  |
|  5.38%, 08/01/2054 | 500 | 454.0 |
|  Port Authority of New York & New Jersey |  |  |
|  5.50%, 08/01/2052 | 1000 | 1044.0 |
|  Rockland County Economic Assistance Corp. |  |  |
|  6.50%, 11/01/2055 | 750 | 826.0 |
|  7.50%, 11/01/2055 | 4095 | 4306.0 |
|  State of New York Mortgage Agency Homeowner Mortgage Revenue |  |  |
|  3.25%, 10/01/2051 | 420 | 415.0 |
|  4.65%, 10/01/2050 | 1675 | 1644.0 |
|  Suffolk Regional Off-Track Betting Corp. |  |  |
|  5.75%, 12/01/2044 | 750 | 766.0 |
|  6.00%, 12/01/2053 | 550 | 559.0 |
|  Tompkins County Development Corp. |  |  |
|  5.00%, 07/01/2034 | 160 | 160.0 |
|  Triborough Bridge & Tunnel Authority |  |  |
|  2.85%, 01/01/2032(2) | 4585 | 4585.0 |
|  4.00%, 11/15/2054 | 1500 | 1313.0 |
|  5.00%, 02/01/2029 | 3000 | 3194.0 |
|  5.00%, 11/15/2048 | 60 | 62.0 |
|  5.00%, 11/15/2054 | 1500 | 1529.0 |
|  Westchester County Local Development Corp. |  |  |
|  5.00%, 01/01/2037 | 525 | 548.0 |
|  5.00%, 01/01/2041 | 500 | 515.0 |
|  5.00%, 11/01/2046 | 600 | 550.0 |
|  5.25%, 12/01/2040(1) | 550 | 545.0 |
|  5.75%, 11/01/2048 | 1150 | 1230.0 |
|  5.75%, 11/01/2049 | 1250 | 1334.0 |
|  6.00%, 12/01/2045(1) | 355 | 361.0 |
|  6.38%, 12/01/2055(1) | 740 | 749.0 |
|  6.50%, 12/01/2065(1) | 1680 | 1705.0 |
|  Yonkers Economic Development Corp. |  |  |
|  4.00%, 10/15/2029 | 160 | 159.0 |
|  5.00%, 10/15/2039 | 315 | 315.0 |
|  Total New York | Total New York | 345107.0 |
|  **North Carolina – 1.36%** |  |  |
|  City of Charlotte NC Airport Revenue |  |  |
|  4.00%, 07/01/2038 | 1525 | 1492.0 |
|  4.00%, 07/01/2039 | 1670 | 1618.0 |
|  4.00%, 07/01/2040 | 2030 | 1948.0 |
|  4.00%, 07/01/2041 | 1500 | 1430.0 |
|  Cumberland County Industrial Facilities & Pollution Control Financing Authority |  |  |
|  3.13%, 12/01/2027(2) | 7000 | 7000.0 |
|  Greater Asheville Regional Airport Authority |  |  |
|  5.50%, 07/01/2047 | 3950 | 4113.0 |
|  North Carolina Housing Finance Agency |  |  |
|  3.00%, 07/01/2051 | 95 | 94.0 |
|  3.00%, 07/01/2051 | 540 | 532.0 |
|  3.15%, 02/01/2030(2) | 5250 | 5255.0 |
|  5.00%, 07/01/2047 | 135 | 138.0 |
|  6.25%, 01/01/2055 | 140 | 151.0 |
|  6.25%, 01/01/2055 | 165 | 183.0 |
|  6.25%, 01/01/2056 | 870 | 973.0 |
|  6.25%, 07/01/2057 | 1160 | 1319.0 |
|  North Carolina Medical Care Commission |  |  |
|  4.00%, 03/01/2031 | 575 | 584.0 |
|  4.00%, 03/01/2036 | 160 | 159.0 |
|  4.00%, 10/01/2040 | 110 | 104.0 |
|  4.00%, 03/01/2041 | 2225 | 2099.0 |
|  4.00%, 09/01/2041 | 75 | 72.0 |
|  4.00%, 03/01/2042 | 1830 | 1706.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 09/01/2047 | 1065 | 936.0 |
|  4.00%, 09/01/2050 | 1450 | 1174.0 |
|  4.00%, 03/01/2051 | 4610 | 3771.0 |
|  4.00%, 09/01/2051 | 65 | 55.0 |
|  4.00%, 01/01/2052 | 1460 | 1183.0 |
|  4.70%, 07/01/2037 | 735 | 681.0 |
|  4.88%, 07/01/2040 | 915 | 831.0 |
|  5.00%, 10/01/2030 | 2100 | 2109.0 |
|  5.00%, 01/01/2031 | 625 | 626.0 |
|  5.00%, 10/01/2031 | 3070 | 3086.0 |
|  5.00%, 10/01/2035 | 325 | 327.0 |
|  5.00%, 10/01/2037 | 355 | 356.0 |
|  5.00%, 01/01/2038 | 2945 | 3021.0 |
|  5.00%, 01/01/2039 | 1225 | 1166.0 |
|  5.00%, 07/01/2039 | 1110 | 1119.0 |
|  5.00%, 10/01/2040 | 1325 | 1350.0 |
|  5.00%, 10/01/2043 | 2000 | 1965.0 |
|  5.00%, 07/01/2044 | 1100 | 1086.0 |
|  5.00%, 09/01/2044 | 1260 | 1293.0 |
|  5.00%, 07/01/2045 | 400 | 363.0 |
|  5.00%, 10/01/2045 | 1285 | 1282.0 |
|  5.00%, 07/01/2047 | 80 | 71.0 |
|  5.00%, 01/01/2049 | 1135 | 1135.0 |
|  5.00%, 07/01/2049 | 2400 | 2251.0 |
|  5.00%, 10/01/2049 | 750 | 752.0 |
|  5.00%, 10/01/2050 | 950 | 861.0 |
|  5.25%, 10/01/2037 | 360 | 360.0 |
|  5.25%, 12/01/2049 | 2600 | 2639.0 |
|  5.25%, 11/01/2050 | 850 | 854.0 |
|  5.25%, 12/01/2054 | 3710 | 3737.0 |
|  5.25%, 11/01/2056 | 2000 | 1976.0 |
|  5.38%, 10/01/2045 | 1800 | 1791.0 |
|  5.50%, 09/01/2044 | 1405 | 1456.0 |
|  5.50%, 09/01/2054 | 175 | 173.0 |
|  North Carolina State Education Assistance Authority |  |  |
|  5.00%, 06/01/2043 | 315 | 321.0 |
|  5.00%, 06/01/2045 | 670 | 684.0 |
|  North Carolina Turnpike Authority |  |  |
|  4.00%, 01/01/2055 | 3730 | 3164.0 |
|  5.00%, 01/01/2032 | 1000 | 1013.0 |
|  5.00%, 07/01/2051 | 1055 | 1025.0 |
|  Total North Carolina | Total North Carolina | 83013.0 |
|  **North Dakota – 0.08%** |  |  |
|  City of Horace ND |  |  |
|  4.50%, 05/01/2039 | 500 | 504.0 |
|  5.00%, 05/01/2050 | 1500 | 1456.0 |
|  County of Ward ND |  |  |
|  5.00%, 06/01/2038 | 500 | 486.0 |
|  5.00%, 06/01/2043 | 50 | 47.0 |
|  5.00%, 06/01/2053 | 500 | 416.0 |
|  North Dakota Housing Finance Agency |  |  |
|  6.00%, 07/01/2054 | 35 | 38.0 |
|  6.00%, 07/01/2055 | 970 | 1072.0 |
|  6.25%, 01/01/2055 | 545 | 605.0 |
|  Total North Dakota | Total North Dakota | 4624.0 |
|  **Ohio – 4.14%** |  |  |
|  Akron Bath Copley Joint Township Hospital District |  |  |
|  4.00%, 11/15/2033 | 425 | 447.0 |
|  4.00%, 11/15/2034 | 500 | 526.0 |
|  4.00%, 11/15/2036 | 2000 | 2104.0 |
|  4.00%, 11/15/2037 | 1600 | 1683.0 |
|  Buckeye Tobacco Settlement Financing Authority |  |  |
|  5.00%, 06/01/2034 | 890 | 941.0 |
|  5.00%, 06/01/2055 | 71880 | 57961.0 |
|  Butler County Port Authority |  |  |
|  4.00%, 05/15/2033 | 110 | 110.0 |
|  4.00%, 05/15/2046 | 1000 | 855.0 |
|  4.00%, 05/15/2051 | 250 | 200.0 |
|  City of Centerville OH |  |  |
|  5.25%, 11/01/2037 | 600 | 604.0 |
|  5.25%, 11/01/2047 | 150 | 142.0 |
|  City of Norwood OH |  |  |
|  5.00%, 12/01/2035 | 1500 | 1565.0 |
|  Cleveland-Cuyahoga County Port Authority |  |  |
|  4.00%, 12/01/2055(1) | 1135 | 857.0 |
|  4.50%, 12/01/2055(1) | 400 | 316.0 |
|  5.25%, 12/01/2038 | 500 | 507.0 |
|  5.50%, 12/01/2043 | 240 | 243.0 |
|  5.50%, 12/01/2053 | 10700 | 10621.0 |
|  5.88%, 01/01/2049(1) | 275 | 271.0 |
|  Columbus-Franklin County Finance Authority |  |  |
|  3.19%, 06/01/2044(2) | 2500 | 2508.0 |
|  5.00%, 12/01/2051 | 1000 | 979.0 |
|  6.05%, 01/01/2046(1) | 1450 | 1460.0 |
|  County of Butler OH |  |  |
|  5.00%, 11/15/2045 | 575 | 556.0 |
|  County of Cuyahoga OH |  |  |
|  5.00%, 02/15/2028 | 255 | 258.0 |
|  5.00%, 02/15/2042 | 5355 | 5311.0 |
|  5.00%, 02/15/2052 | 1000 | 905.0 |
|  5.00%, 02/15/2057 | 205 | 183.0 |
|  5.25%, 02/15/2047 | 2000 | 1936.0 |
|  5.50%, 02/15/2052 | 13145 | 12776.0 |
|  5.50%, 02/15/2057 | 7850 | 7599.0 |
|  County of Franklin OH |  |  |
|  2.63%, 12/01/2046(2) | 745 | 745.0 |
|  4.00%, 07/01/2033 | 385 | 382.0 |
|  4.00%, 07/01/2033 | 665 | 661.0 |
|  4.00%, 07/01/2036 | 625 | 605.0 |
|  4.00%, 07/01/2045 | 1000 | 858.0 |
|  County of Hamilton OH |  |  |
|  5.00%, 01/01/2037 | 230 | 231.0 |
|  5.00%, 01/01/2042 | 1000 | 1000.0 |
|  5.00%, 01/01/2046 | 2235 | 2207.0 |
|  5.00%, 01/01/2047 | 500 | 488.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 09/15/2050 | 4555 | 4287.0 |
|  5.00%, 01/01/2051 | 1270 | 1204.0 |
|  5.00%, 01/01/2052 | 570 | 537.0 |
|  5.50%, 01/01/2043 | 500 | 520.0 |
|  5.50%, 08/01/2051 | 585 | 590.0 |
|  5.50%, 01/01/2055 | 1000 | 1011.0 |
|  5.75%, 01/01/2053 | 400 | 411.0 |
|  County of Lucas OH |  |  |
|  5.25%, 11/15/2048 | 8690 | 8509.0 |
|  County of Marion OH |  |  |
|  5.00%, 12/01/2039 | 110 | 92.0 |
|  5.13%, 12/01/2049 | 700 | 527.0 |
|  County of Muskingum OH |  |  |
|  5.00%, 02/15/2033 | 1000 | 1001.0 |
|  5.00%, 02/15/2044 | 1390 | 1374.0 |
|  5.00%, 02/15/2048 | 2080 | 1948.0 |
|  County of Warren OH |  |  |
|  4.00%, 07/01/2045 | 460 | 413.0 |
|  5.00%, 07/01/2039 | 800 | 801.0 |
|  5.00%, 07/01/2049 | 1800 | 1768.0 |
|  5.00%, 07/01/2054 | 500 | 482.0 |
|  County of Washington OH |  |  |
|  6.75%, 12/01/2052 | 1575 | 1608.0 |
|  Dayton-Montgomery County Port Authority |  |  |
|  6.63%, 01/01/2045(1) | 2375 | 2487.0 |
|  Franklin County Convention Facilities Authority Hotel Project Revenue |  |  |
|  5.00%, 12/01/2044 | 3165 | 3147.0 |
|  5.00%, 12/01/2051 | 2645 | 2511.0 |
|  Hickory Chase Community Authority |  |  |
|  5.00%, 12/01/2040(1) | 385 | 394.0 |
|  Ohio Air Quality Development Authority |  |  |
|  2.50%, 11/01/2042(2) | 500 | 479.0 |
|  2.60%, 06/01/2041(2) | 1665 | 1606.0 |
|  3.25%, 09/01/2029 | 2970 | 2947.0 |
|  3.65%, 12/01/2027 | 1075 | 1080.0 |
|  3.70%, 07/01/2028 | 3760 | 3785.0 |
|  3.75%, 01/01/2029 | 1925 | 1942.0 |
|  3.88%, 01/01/2036 | 680 | 671.0 |
|  4.13%, 01/01/2036 | 420 | 415.0 |
|  4.25%, 01/15/2038(1) | 2000 | 1963.0 |
|  4.25%, 11/01/2039(2) | 12170 | 12275.0 |
|  4.25%, 11/01/2040(2) | 5685 | 5758.0 |
|  4.35%, 06/30/2040 | 535 | 526.0 |
|  4.50%, 01/15/2048(1) | 6375 | 5845.0 |
|  5.00%, 07/01/2049(1) | 11370 | 10292.0 |
|  Ohio Higher Educational Facility Commission |  |  |
|  2.75%, 01/01/2039(2) | 1700 | 1700.0 |
|  5.00%, 12/01/2042 | 485 | 486.0 |
|  5.00%, 12/01/2045 | 300 | 291.0 |
|  5.00%, 12/01/2050 | 725 | 671.0 |
|  5.25%, 01/01/2047 | 1975 | 1968.0 |
|  5.25%, 01/01/2052 | 875 | 847.0 |
|  Ohio Housing Finance Agency |  |  |
|  5.70%, 08/01/2043(1) | 1275 | 1330.0 |
|  6.00%, 01/01/2045(1) | 1930 | 1947.0 |
|  6.10%, 01/01/2046(1) | 2275 | 2300.0 |
|  6.25%, 01/01/2045(1) | 4210 | 4344.0 |
|  6.25%, 03/01/2055 | 410 | 446.0 |
|  6.25%, 03/01/2056 | 1030 | 1134.0 |
|  6.30%, 01/01/2045 | 2275 | 2315.0 |
|  6.30%, 01/01/2045 | 2580 | 2625.0 |
|  6.38%, 01/01/2045(1) | 2365 | 2458.0 |
|  6.50%, 01/01/2045(1) | 3990 | 4115.0 |
|  6.50%, 03/01/2056 | 3990 | 4542.0 |
|  Port of Greater Cincinnati Development Authority |  |  |
|  6.50%, 01/01/2045(1) | 2500 | 2602.0 |
|  Southeastern Ohio Port Authority |  |  |
|  5.50%, 12/01/2043 | 1000 | 959.0 |
|  State of Ohio |  |  |
|  4.00%, 01/15/2038 | 70 | 69.0 |
|  4.00%, 01/15/2039 | 135 | 131.0 |
|  4.00%, 01/15/2046 | 1135 | 1029.0 |
|  5.00%, 12/01/2048(1) | 800 | 694.0 |
|  5.00%, 01/15/2050 | 1170 | 1154.0 |
|  Summit County Development Finance Authority |  |  |
|  5.63%, 12/01/2048 | 1630 | 1700.0 |
|  5.75%, 12/01/2053 | 2570 | 2679.0 |
|  6.00%, 12/01/2058 | 2080 | 2193.0 |
|  Total Ohio | Total Ohio | 253536.0 |
|  **Oklahoma – 0.59%** |  |  |
|  Norman Regional Hospital Authority |  |  |
|  3.25%, 09/01/2039 | 350 | 238.0 |
|  4.00%, 09/01/2037 | 495 | 337.0 |
|  4.00%, 09/01/2045 | 3060 | 2075.0 |
|  5.00%, 09/01/2027 | 280 | 257.0 |
|  5.00%, 09/01/2037 | 780 | 635.0 |
|  5.00%, 09/01/2045 | 820 | 647.0 |
|  Oklahoma County Finance Authority |  |  |
|  2.00%, 12/01/2047 | 510 | 26.0 |
|  5.88%, 12/01/2047 | 2478 | 1331.0 |
|  6.25%, 06/15/2054(1) | 2120 | 2026.0 |
|  6.50%, 06/15/2064(1) | 155 | 151.0 |
|  Oklahoma Development Finance Authority |  |  |
|  5.25%, 08/15/2048 | 5500 | 5351.0 |
|  5.50%, 08/15/2052 | 860 | 847.0 |
|  5.50%, 08/15/2057 | 2555 | 2487.0 |
|  7.25%, 09/01/2051(1) | 500 | 484.0 |
|  Oklahoma Housing Finance Agency |  |  |
|  6.00%, 09/01/2054 | 295 | 324.0 |
|  6.00%, 09/01/2057 | 390 | 438.0 |
|  6.25%, 09/01/2055 | 330 | 366.0 |
|  6.25%, 09/01/2056 | 1385 | 1549.0 |
|  6.25%, 03/01/2057 | 1650 | 1866.0 |
|  6.50%, 03/01/2057 | 995 | 1133.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Oklahoma Turnpike Authority |  |  |
|  4.50%, 01/01/2053 | 1500 | 1421.0 |
|  5.50%, 01/01/2053 | 1500 | 1577.0 |
|  5.50%, 01/01/2054 | 315 | 335.0 |
|  Tulsa County Industrial Authority |  |  |
|  5.00%, 11/15/2029 | 400 | 406.0 |
|  5.25%, 11/15/2037 | 1085 | 1096.0 |
|  5.25%, 11/15/2045 | 1595 | 1597.0 |
|  Tulsa Municipal Airport Trust Trustees |  |  |
|  6.25%, 12/01/2035 | 2275 | 2578.0 |
|  6.25%, 12/01/2040 | 3190 | 3494.0 |
|  Tulsa Municipal Airport Trust Trustees/OK |  |  |
|  5.50%, 12/01/2035 | 745 | 745.0 |
|  Total Oklahoma | Total Oklahoma | 35817.0 |
|  **Oregon – 0.44%** |  |  |
|  Albany Hospital Facility Authority |  |  |
|  3.95%, 11/15/2031 | 215 | 214.0 |
|  Clackamas County Hospital Facility Authority |  |  |
|  5.00%, 11/15/2032 | 365 | 370.0 |
|  5.00%, 11/15/2037 | 35 | 35.0 |
|  5.00%, 05/15/2043 | 635 | 635.0 |
|  5.00%, 11/15/2047 | 155 | 148.0 |
|  5.00%, 05/15/2048 | 690 | 647.0 |
|  5.00%, 11/15/2052 | 800 | 738.0 |
|  5.13%, 11/15/2040 | 125 | 126.0 |
|  Hospital Facilities Authority of Multnomah County Oregon |  |  |
|  4.00%, 12/01/2036 | 950 | 899.0 |
|  4.00%, 12/01/2041 | 1170 | 1039.0 |
|  4.00%, 12/01/2051 | 1375 | 1038.0 |
|  4.00%, 12/01/2056 | 990 | 722.0 |
|  Klamath Falls Intercommunity Hospital Authority |  |  |
|  5.00%, 09/01/2031 | 200 | 201.0 |
|  5.00%, 09/01/2032 | 270 | 271.0 |
|  5.00%, 09/01/2046 | 1000 | 1001.0 |
|  Oregon State Facilities Authority |  |  |
|  5.00%, 10/01/2035 | 15 | 15.0 |
|  5.00%, 06/01/2052 | 325 | 325.0 |
|  5.50%, 06/15/2045(1) | 375 | 379.0 |
|  5.63%, 06/15/2055(1) | 810 | 791.0 |
|  6.00%, 06/15/2065(1) | 590 | 594.0 |
|  Polk County Hospital Facility Authority |  |  |
|  5.50%, 07/01/2050 | 25 | 24.0 |
|  Port of Portland OR Airport Revenue |  |  |
|  4.00%, 07/01/2040 | 5800 | 5562.0 |
|  Salem Hospital Facility Authority |  |  |
|  4.00%, 05/15/2040 | 1975 | 1857.0 |
|  4.00%, 05/15/2047 | 1110 | 937.0 |
|  4.00%, 05/15/2057 | 4140 | 3215.0 |
|  5.00%, 05/15/2048 | 750 | 722.0 |
|  5.00%, 05/15/2053 | 2000 | 1872.0 |
|  State of Oregon |  |  |
|  3.50%, 12/01/2050 | 285 | 284.0 |
|  5.25%, 05/01/2045 | 450 | 491.0 |
|  State of Oregon Housing & Community Services Department |  |  |
|  6.50%, 07/01/2054 | 1785 | 1977.0 |
|  Total Oregon | Total Oregon | 27129.0 |
|  **Other Territory – 0.65%** |  |  |
|  Freddie Mac Multifamily ML Certificates |  |  |
|  0.00%, 06/25/2035(1)(2) | 4813 | 297.0 |
|  0.00%, 11/25/2038(2) | 2458 | 2327.0 |
|  0.00%, 12/25/2038(2) | 3454 | 3017.0 |
|  0.00%, 01/25/2040(2) | 1506 | 1492.0 |
|  0.00%, 08/25/2040(2) | 457 | 459.0 |
|  0.00%, 10/25/2040(2) | 985 | 999.0 |
|  0.00%, 05/25/2041(2) | 885 | 877.0 |
|  0.00%, 04/25/2043(2) | 342 | 293.0 |
|  2.75%, 11/25/2035(1) | 238 | 218.0 |
|  4.09%, 11/25/2042(8) | 6552 | 6696.0 |
|  4.27%, 08/25/2041(8) | 843 | 874.0 |
|  4.28%, 06/25/2042(8) | 3741 | 3827.0 |
|  4.33%, 08/25/2041(2) | 709 | 727.0 |
|  FRETE 2025-ML30 Trust |  |  |
|  4.67%, 07/25/2042(8) | 8053 | 8397.0 |
|  FRETE 2025-ML32 |  |  |
|  4.40%, 03/25/2042(8) | 3801 | 3898.0 |
|  FRETE 2026-ML33 Trust |  |  |
|  4.64%, 10/25/2040(8) | 3170 | 3274.0 |
|  FRETE 2026-ML34 Trust |  |  |
|  4.77%, 12/25/2042(8) | 2151 | 2234.0 |
|  Total Other Territory | Total Other Territory | 39906.0 |
|  **Pennsylvania – 3.50%** |  |  |
|  Adams County General Authority |  |  |
|  5.00%, 06/01/2054 | 415 | 393.0 |
|  5.00%, 06/01/2059 | 75 | 70.0 |
|  Allentown Neighborhood Improvement Zone Development Authority |  |  |
|  5.00%, 05/01/2027(1) | 500 | 509.0 |
|  5.00%, 05/01/2028 | 20 | 21.0 |
|  5.00%, 05/01/2030 | 25 | 27.0 |
|  5.00%, 05/01/2032(1) | 2260 | 2276.0 |
|  5.00%, 05/01/2036 | 850 | 899.0 |
|  5.00%, 05/01/2042(1) | 2675 | 2668.0 |
|  5.00%, 05/01/2042 | 3875 | 4007.0 |
|  5.00%, 05/01/2042(1) | 4955 | 4942.0 |
|  5.00%, 05/01/2042(1) | 5925 | 6080.0 |
|  5.25%, 05/01/2042(1) | 535 | 547.0 |
|  5.38%, 05/01/2042(1) | 645 | 650.0 |
|  6.00%, 05/01/2042(1) | 295 | 301.0 |
|  6.00%, 05/01/2042(1) | 2165 | 2350.0 |
|  Berks County Industrial Development Authority |  |  |
|  5.00%, 05/15/2037 | 350 | 353.0 |
|  5.00%, 05/15/2047 | 280 | 273.0 |
|  Berks County Municipal Authority |  |  |
|  0.00%, 06/30/2044 | 2595 | 1443.0 |
|  0.00%, 06/30/2044 | 18112 | 13322.0 |
|  5.00%, 06/30/2039 | 6998 | 6583.0 |
|  6.00%, 06/30/2034 | 817 | 871.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  7.00%, 06/30/2039 | 7026.0 | 5898.0 |
|  8.00%, 06/30/2034 | 3129.0 | 3193.0 |
|  Bucks County Industrial Development Authority |  |  |
|  4.00%, 08/15/2050 | 250.0 | 207.0 |
|  4.00%, 07/01/2051 | 250.0 | 210.0 |
|  5.00%, 07/01/2028 | 500.0 | 517.0 |
|  5.00%, 07/01/2029 | 500.0 | 523.0 |
|  5.00%, 07/01/2030 | 675.0 | 713.0 |
|  Butler County Hospital Authority |  |  |
|  5.00%, 07/01/2035 | 570.0 | 570.0 |
|  5.00%, 07/01/2039 | 320.0 | 312.0 |
|  Chester County Health & Education Facilities Authority |  |  |
|  5.00%, 06/01/2036 | 375.0 | 401.0 |
|  5.13%, 06/01/2046 | 1045.0 | 1061.0 |
|  5.25%, 06/01/2055 | 1015.0 | 1016.0 |
|  Chester County Industrial Development Authority |  |  |
|  4.50%, 10/01/2049(1) | 500.0 | 426.0 |
|  4.50%, 10/01/2064(1) | 2285.0 | 1803.0 |
|  5.00%, 03/01/2027 | 555.0 | 558.0 |
|  5.00%, 03/01/2038(1) | 421.0 | 422.0 |
|  5.13%, 10/15/2037 | 1855.0 | 1799.0 |
|  5.13%, 03/01/2048(1) | 559.0 | 548.0 |
|  5.88%, 10/15/2047(1) | 3385.0 | 3331.0 |
|  Crawford County Hospital Authority |  |  |
|  6.00%, 06/01/2036 | 200.0 | 200.0 |
|  Cumberland County Municipal Authority |  |  |
|  3.38%, 01/01/2029 | 85.0 | 84.0 |
|  4.50%, 01/01/2036(1) | 270.0 | 266.0 |
|  4.50%, 01/01/2040(1) | 3825.0 | 3630.0 |
|  4.50%, 01/01/2041(1) | 285.0 | 267.0 |
|  5.00%, 01/01/2031 | 500.0 | 500.0 |
|  5.00%, 01/01/2034 | 165.0 | 167.0 |
|  5.00%, 01/01/2039 | 610.0 | 611.0 |
|  5.00%, 01/01/2045 | 425.0 | 408.0 |
|  Doylestown Hospital Authority |  |  |
|  4.00%, 07/01/2045 | 675.0 | 620.0 |
|  5.00%, 07/01/2046 | 340.0 | 340.0 |
|  5.00%, 07/01/2049 | 160.0 | 170.0 |
|  5.00%, 07/01/2049 | 2170.0 | 2195.0 |
|  5.38%, 07/01/2039(1) | 145.0 | 157.0 |
|  DuBois Hospital Authority |  |  |
|  4.00%, 07/15/2043 | 545.0 | 455.0 |
|  4.00%, 07/15/2048 | 585.0 | 443.0 |
|  4.00%, 07/15/2051 | 1250.0 | 912.0 |
|  5.00%, 07/15/2035 | 205.0 | 205.0 |
|  Franklin County Industrial Development Authority |  |  |
|  5.00%, 12/01/2043 | 180.0 | 174.0 |
|  5.00%, 12/01/2048 | 90.0 | 81.0 |
|  5.00%, 12/01/2053 | 595.0 | 514.0 |
|  Hospitals & Higher Education Facilities Authority of Philadelphia |  |  |
|  5.00%, 07/01/2028 | 340.0 | 345.0 |
|  5.00%, 07/01/2030 | 850.0 | 861.0 |
|  5.00%, 07/01/2031 | 1915.0 | 1936.0 |
|  5.00%, 07/01/2033 | 560.0 | 565.0 |
|  5.00%, 07/01/2034 | 2000.0 | 2014.0 |
|  Lancaster County Hospital Authority |  |  |
|  5.00%, 07/01/2030 | 220.0 | 221.0 |
|  5.00%, 07/01/2031 | 560.0 | 562.0 |
|  5.00%, 07/01/2032 | 560.0 | 562.0 |
|  5.00%, 12/01/2032 | 250.0 | 248.0 |
|  5.00%, 07/01/2035 | 395.0 | 388.0 |
|  5.00%, 12/01/2037 | 820.0 | 778.0 |
|  5.00%, 03/01/2045 | 205.0 | 185.0 |
|  5.00%, 07/01/2045 | 2245.0 | 2156.0 |
|  5.00%, 12/01/2047 | 2170.0 | 1806.0 |
|  5.13%, 07/01/2037 | 1000.0 | 995.0 |
|  5.25%, 07/01/2035 | 15.0 | 15.0 |
|  5.50%, 07/01/2045 | 270.0 | 263.0 |
|  Lancaster Industrial Development Authority |  |  |
|  4.00%, 07/01/2051 | 250.0 | 201.0 |
|  Latrobe Industrial Development Authority |  |  |
|  4.00%, 03/01/2037 | 450.0 | 411.0 |
|  4.00%, 03/01/2039 | 320.0 | 283.0 |
|  4.00%, 03/01/2040 | 500.0 | 434.0 |
|  4.00%, 03/01/2046 | 750.0 | 600.0 |
|  4.00%, 03/01/2051 | 800.0 | 604.0 |
|  5.50%, 03/01/2056 | 435.0 | 412.0 |
|  Monroe County Hospital Authority |  |  |
|  5.10%, 06/15/2039(1) | 2005.0 | 1962.0 |
|  8.00%, 06/15/2039(1) | 1485.0 | 1501.0 |
|  Montgomery County Higher Education & Health Authority |  |  |
|  4.00%, 12/01/2048 | 345.0 | 285.0 |
|  5.00%, 12/01/2037 | 815.0 | 822.0 |
|  5.00%, 09/01/2043 | 345.0 | 351.0 |
|  Montgomery County Industrial Development Authority |  |  |
|  4.10%, 04/01/2053(2) | 1230.0 | 1256.0 |
|  5.00%, 11/15/2036 | 195.0 | 196.0 |
|  5.00%, 12/01/2046 | 780.0 | 745.0 |
|  5.00%, 11/15/2055 | 1500.0 | 1462.0 |
|  5.25%, 01/01/2040 | 1750.0 | 1751.0 |
|  5.38%, 01/01/2050 | 960.0 | 932.0 |
|  Pennsylvania Economic Development Financing Authority |  |  |
|  3.00%, 08/01/2045(2) | 755.0 | 755.0 |
|  3.00%, 10/15/2046 | 200.0 | 148.0 |
|  3.25%, 08/01/2039(1) | 1030.0 | 780.0 |
|  4.00%, 07/01/2033 | 500.0 | 503.0 |
|  4.00%, 07/01/2046 | 630.0 | 550.0 |
|  5.00%, 12/31/2026 | 500.0 | 502.0 |
|  5.00%, 12/31/2034 | 2650.0 | 2656.0 |
|  5.00%, 12/31/2038 | 4750.0 | 4756.0 |
|  5.00%, 06/30/2042 | 2120.0 | 2121.0 |
|  5.25%, 07/01/2046 | 1055.0 | 1069.0 |
|  5.25%, 07/01/2049 | 2065.0 | 2070.0 |
|  5.25%, 06/30/2053 | 4000.0 | 3991.0 |
|  5.45%, 01/01/2051(1)(2) | 4130.0 | 4488.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 06/30/2040 | 270 | 287.0 |
|  5.50%, 06/30/2041 | 2160 | 2291.0 |
|  5.50%, 06/30/2043 | 160 | 168.0 |
|  5.50%, 11/01/2044 | 845 | 842.0 |
|  5.75%, 06/30/2048 | 8345 | 8669.0 |
|  6.00%, 06/30/2061 | 7165 | 7477.0 |
|  6.88%, 09/01/2047(1) | 1230 | 1285.0 |
|  Pennsylvania Higher Education Assistance Agency |  |  |
|  2.45%, 06/01/2041 | 235 | 212.0 |
|  2.63%, 06/01/2042 | 1575 | 1397.0 |
|  4.00%, 06/01/2044 | 310 | 302.0 |
|  4.13%, 06/01/2045 | 215 | 208.0 |
|  4.75%, 06/01/2046 | 1055 | 1026.0 |
|  5.00%, 06/01/2031 | 1075 | 1131.0 |
|  5.00%, 06/01/2033 | 1775 | 1878.0 |
|  5.50%, 06/01/2052 | 910 | 909.0 |
|  Pennsylvania Higher Educational Facilities Authority |  |  |
|  3.28% (3 Month Term SOFR + 0.65%), 07/01/2039(3) | 570 | 539.0 |
|  Pennsylvania Housing Finance Agency |  |  |
|  3.50%, 04/01/2049 | 70 | 70.0 |
|  4.70%, 10/01/2051 | 5000 | 4884.0 |
|  5.00%, 10/01/2052 | 675 | 699.0 |
|  5.75%, 10/01/2053 | 2885 | 3050.0 |
|  6.00%, 10/01/2054 | 335 | 362.0 |
|  6.00%, 10/01/2054 | 570 | 613.0 |
|  6.25%, 10/01/2054 | 1080 | 1177.0 |
|  Pennsylvania Turnpike Commission |  |  |
|  4.00%, 12/01/2045 | 2000 | 1842.0 |
|  4.00%, 12/01/2046 | 2000 | 1806.0 |
|  4.00%, 12/01/2050 | 1880 | 1662.0 |
|  5.25%, 12/01/2052 | 2385 | 2474.0 |
|  5.25%, 12/01/2054 | 480 | 501.0 |
|  Pennsylvania Turnpike Commission Oil Franchise Tax Revenue |  |  |
|  4.00%, 12/01/2051 | 3995 | 3511.0 |
|  Philadelphia Authority for Industrial Development |  |  |
|  4.00%, 06/01/2031 | 520 | 514.0 |
|  4.00%, 06/01/2041 | 750 | 666.0 |
|  4.00%, 06/01/2051 | 800 | 618.0 |
|  4.00%, 06/01/2056 | 850 | 630.0 |
|  5.00%, 08/01/2030 | 100 | 102.0 |
|  5.00%, 08/01/2030 | 255 | 262.0 |
|  5.00%, 07/01/2031 | 205 | 206.0 |
|  5.00%, 07/01/2032 | 600 | 603.0 |
|  5.00%, 07/01/2037 | 390 | 389.0 |
|  5.00%, 06/15/2039(1) | 305 | 308.0 |
|  5.00%, 06/15/2039 | 500 | 492.0 |
|  5.00%, 06/15/2040(1) | 900 | 897.0 |
|  5.00%, 08/01/2040 | 620 | 623.0 |
|  5.00%, 07/01/2042 | 345 | 335.0 |
|  5.00%, 06/15/2043(1) | 215 | 213.0 |
|  5.00%, 11/01/2047 | 1265 | 1226.0 |
|  5.00%, 06/15/2050 | 1375 | 1229.0 |
|  5.00%, 06/15/2050(1) | 1700 | 1556.0 |
|  5.00%, 08/01/2050 | 340 | 311.0 |
|  5.00%, 08/01/2050 | 1050 | 997.0 |
|  5.25%, 11/01/2052 | 3030 | 3080.0 |
|  Quakertown General Authority |  |  |
|  6.50%, 03/01/2055(1) | 950 | 967.0 |
|  Susquehanna Area Regional Airport Authority |  |  |
|  5.00%, 01/01/2035 | 2600 | 2610.0 |
|  5.00%, 01/01/2038 | 4125 | 4136.0 |
|  West Cornwall Township Municipal Authority |  |  |
|  4.00%, 11/15/2030 | 190 | 189.0 |
|  4.00%, 11/15/2041 | 915 | 839.0 |
|  4.00%, 11/15/2046 | 1150 | 976.0 |
|  5.00%, 12/15/2038 | 375 | 376.0 |
|  Westmoreland County Industrial Development Authority |  |  |
|  4.00%, 07/01/2037 | 435 | 411.0 |
|  Total Pennsylvania | Total Pennsylvania | 214022.0 |
|  **Puerto Rico – 7.46%** |  |  |
|  Commonwealth of Puerto Rico |  |  |
|  0.00%, 07/01/2033 | 4980 | 3614.0 |
|  0.00%, 11/01/2043(2) | 55924 | 37469.0 |
|  0.00%, 11/01/2051(2) | 9805 | 3750.0 |
|  0.00%, 11/01/2051(2) | 24187 | 14754.0 |
|  0.00%, 11/01/2051(2) | 62657 | 43391.0 |
|  4.00%, 07/01/2033 | 9168 | 9152.0 |
|  4.00%, 07/01/2035 | 5817 | 5732.0 |
|  4.00%, 07/01/2037 | 6626 | 6398.0 |
|  4.00%, 07/01/2041 | 16904 | 15643.0 |
|  4.00%, 07/01/2046 | 2625 | 2253.0 |
|  5.63%, 07/01/2027 | 4695 | 4786.0 |
|  5.63%, 07/01/2029 | 3348 | 3535.0 |
|  5.75%, 07/01/2031 | 8313 | 9076.0 |
|  Puerto Rico Commonwealth Aqueduct & Sewer Authority |  |  |
|  4.00%, 07/01/2042(1) | 3820 | 3609.0 |
|  4.00%, 07/01/2042(1) | 11335 | 10710.0 |
|  4.00%, 07/01/2042(1) | 18435 | 17419.0 |
|  4.00%, 07/01/2047(1) | 1500 | 1318.0 |
|  4.00%, 07/01/2047(1) | 4680 | 4112.0 |
|  5.00%, 07/01/2027(1) | 1070 | 1090.0 |
|  5.00%, 07/01/2029(1) | 1660 | 1734.0 |
|  5.00%, 07/01/2029(1) | 3395 | 3547.0 |
|  5.00%, 07/01/2030(1) | 16360 | 17255.0 |
|  5.00%, 07/01/2033(1) | 475 | 499.0 |
|  5.00%, 07/01/2033(1) | 5620 | 5873.0 |
|  5.00%, 07/01/2035(1) | 12010 | 12406.0 |
|  5.00%, 07/01/2037(1) | 1145 | 1180.0 |
|  5.00%, 07/01/2037(1) | 3080 | 3189.0 |
|  5.00%, 07/01/2037(1) | 6215 | 6404.0 |
|  5.00%, 07/01/2047(1) | 8960 | 8791.0 |
|  Puerto Rico Electric Power Authority |  |  |
|  0.00%, 07/01/2020(4)(5)(8) | 405 | 269.0 |
|  0.00% (3 Month Term SOFR + 0.68%), 07/01/2025(3)(4)(5)(9) | 105 | 70.0 |
|  0.00%, 07/01/2030(1) | 1500 | 966.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  0.00%, 07/01/2030(1) | 3640 | 2343.0 |
|  0.00% (3 Month SOFR USD + 0.70%), 07/01/2031(3)(4)(5)(9) | 655 | 435.0 |
|  3.63%, 07/01/2021(4)(5) | 5 | 3.0 |
|  3.70%, 07/01/2017(4)(5) | 30 | 20.0 |
|  4.25%, 07/01/2018(4)(5) | 25 | 17.0 |
|  4.50%, 07/01/2023(4)(5) | 70 | 47.0 |
|  4.63%, 07/01/2025(4)(5) | 50 | 33.0 |
|  4.63%, 07/01/2025(4)(5) | 65 | 43.0 |
|  4.63%, 07/01/2030(4)(5) | 15 | 10.0 |
|  4.75%, 07/01/2033 | 265 | 262.0 |
|  4.80%, 07/01/2028(4)(5) | 80 | 53.0 |
|  4.80%, 07/01/2029(4)(5) | 10 | 7.0 |
|  5.00%, 07/01/2017(4)(5) | 55 | 37.0 |
|  5.00%, 07/01/2018(4)(5) | 6905 | 4592.0 |
|  5.00%, 07/01/2019(4)(5) | 250 | 166.0 |
|  5.00%, 07/01/2020(4)(5) | 50 | 33.0 |
|  5.00%, 07/01/2020(4)(5) | 70 | 47.0 |
|  5.00%, 07/01/2020(4)(5) | 115 | 76.0 |
|  5.00%, 07/01/2021(4)(5) | 40 | 27.0 |
|  5.00%, 07/01/2021(4)(5) | 140 | 93.0 |
|  5.00%, 07/01/2021(4)(5) | 1955 | 1300.0 |
|  5.00%, 07/01/2021(4)(5) | 2585 | 1719.0 |
|  5.00%, 07/01/2022(4)(5) | 5 | 3.0 |
|  5.00%, 07/01/2022(4)(5) | 220 | 146.0 |
|  5.00%, 07/01/2023(4)(5) | 1790 | 1190.0 |
|  5.00%, 07/01/2024(4)(5) | 570 | 379.0 |
|  5.00%, 07/01/2025(4)(5) | 75 | 50.0 |
|  5.00%, 07/01/2026(4)(5) | 125 | 83.0 |
|  5.00%, 07/01/2026 | 1000 | 1004.0 |
|  5.00%, 07/01/2027(4)(5) | 25 | 17.0 |
|  5.00%, 07/01/2027(4)(5) | 450 | 299.0 |
|  5.00%, 07/01/2028(4)(5) | 45 | 30.0 |
|  5.00%, 07/01/2028(4)(5) | 170 | 113.0 |
|  5.00%, 07/01/2029(4)(5) | 755 | 501.0 |
|  5.00%, 07/01/2032(4)(5) | 180 | 119.0 |
|  5.00%, 07/01/2032(4)(5) | 1070 | 710.0 |
|  5.00%, 07/01/2037(4)(5) | 3655 | 2426.0 |
|  5.00%, 07/01/2042(4)(5) | 6150 | 4082.0 |
|  5.00%, 07/01/2042(4)(5) | 10385 | 6893.0 |
|  5.05%, 07/01/2042(4)(5) | 225 | 149.0 |
|  5.25%, 07/01/2019(4)(5) | 395 | 263.0 |
|  5.25%, 07/01/2021(4)(5) | 240 | 160.0 |
|  5.25%, 07/01/2023(4)(5) | 110 | 73.0 |
|  5.25%, 07/01/2023(4)(5) | 3530 | 2347.0 |
|  5.25%, 07/01/2024(4)(5) | 125 | 83.0 |
|  5.25%, 07/01/2024(4)(5) | 465 | 309.0 |
|  5.25%, 07/01/2025(4)(5) | 315 | 209.0 |
|  5.25%, 07/01/2026(4)(5) | 10 | 7.0 |
|  5.25%, 07/01/2026(4)(5) | 155 | 103.0 |
|  5.25%, 07/01/2026(4)(5) | 540 | 358.0 |
|  5.25%, 07/01/2026(4)(5) | 2825 | 1875.0 |
|  5.25%, 07/01/2027(4)(5) | 215 | 143.0 |
|  5.25%, 07/01/2027(4)(5) | 415 | 275.0 |
|  5.25%, 07/01/2027(4)(5) | 485 | 322.0 |
|  5.25%, 07/01/2028(4)(5) | 100 | 66.0 |
|  5.25%, 07/01/2028(4)(5) | 295 | 196.0 |
|  5.25%, 07/01/2029(4)(5) | 340 | 226.0 |
|  5.25%, 07/01/2033(4)(5) | 135 | 90.0 |
|  5.25%, 07/01/2035(4)(5) | 300 | 199.0 |
|  5.25%, 07/01/2040(4)(5) | 7230 | 4799.0 |
|  5.50%, 07/01/2018(4)(5) | 40 | 27.0 |
|  5.50%, 07/01/2020(4)(5) | 10 | 7.0 |
|  5.50%, 07/01/2020(4)(5) | 40 | 27.0 |
|  5.50%, 07/01/2038(4)(5) | 6890 | 4573.0 |
|  5.75%, 07/01/2036(4)(5) | 150 | 100.0 |
|  5.75%, 07/01/2036(4)(5) | 1400 | 929.0 |
|  6.05%, 07/01/2032(4)(5) | 2525 | 1676.0 |
|  6.75%, 07/01/2036(4)(5) | 2265 | 1503.0 |
|  7.00%, 07/01/2040(4)(5) | 110 | 73.0 |
|  7.25%, 07/01/2030(4)(5) | 485 | 322.0 |
|  7.25%, 07/01/2030(4)(5) | 5300 | 3518.0 |
|  Puerto Rico Industrial Tourist Educational Medical & Envirml Ctl Facs Fing Auth |  |  |
|  4.13%, 10/01/2027 | 25 | 25.0 |
|  4.50%, 10/01/2029 | 50 | 50.0 |
|  Puerto Rico Sales Tax Financing Corp. Sales Tax Revenue |  |  |
|  0.00%, 07/01/2029 | 3394 | 3050.0 |
|  0.00%, 07/01/2031 | 7145 | 5939.0 |
|  0.00%, 07/01/2033 | 5431 | 4173.0 |
|  0.00%, 07/01/2046 | 83319 | 29194.0 |
|  0.00%, 07/01/2051 | 10203 | 2602.0 |
|  4.33%, 07/01/2040 | 3905 | 3848.0 |
|  4.33%, 07/01/2040 | 15673 | 15446.0 |
|  4.54%, 07/01/2053 | 205 | 183.0 |
|  4.55%, 07/01/2040 | 1442 | 1436.0 |
|  4.75%, 07/01/2053 | 35845 | 33378.0 |
|  4.78%, 07/01/2058 | 17438 | 16100.0 |
|  5.00%, 07/01/2058 | 28384 | 26983.0 |
|  University of Puerto Rico |  |  |
|  5.00%, 06/01/2026 | 100 | 100.0 |
|  5.00%, 06/01/2030 | 5 | 5.0 |
|  5.00%, 06/01/2030 | 75 | 74.0 |
|  5.00%, 06/01/2036 | 120 | 114.0 |
|  Total Puerto Rico | Total Puerto Rico | 457109.0 |
|  **Rhode Island – 0.28%** |  |  |
|  Central Falls Detention Facility Corp. |  |  |
|  7.25%, 07/15/2035(4)(5) | 855 | 333.0 |
|  Rhode Island Health & Educational Building Corp. |  |  |
|  5.00%, 09/01/2036 | 340 | 338.0 |
|  5.00%, 07/01/2055 | 2500 | 2407.0 |
|  5.25%, 05/15/2049 | 850 | 851.0 |
|  5.25%, 05/15/2054 | 970 | 951.0 |
|  8.50%, 10/01/2056 | 3590 | 3709.0 |
|  12.50%, 10/01/2031 | 295 | 298.0 |
|  Rhode Island Housing & Mortgage Finance Corp. |  |  |
|  6.25%, 10/01/2053 | 465 | 502.0 |
|  Rhode Island Student Loan Authority |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  3.50%, 12/01/2034 | 245 | 240 |
|  3.63%, 12/01/2037 | 2885 | 2749 |
|  4.13%, 12/01/2041 | 1075 | 1036 |
|  4.13%, 12/01/2043 | 250 | 237 |
|  4.13%, 12/01/2043 | 415 | 380 |
|  5.00%, 12/01/2026 | 750 | 759 |
|  5.00%, 12/01/2028 | 300 | 312 |
|  5.00%, 12/01/2029 | 1875 | 1968 |
|  5.00%, 12/01/2044 | 260 | 255 |
|  Total Rhode Island | Total Rhode Island | 17325 |
|  **South Carolina – 1.17%** |  |  |
|  Connector 2000 Association, Inc. |  |  |
|  0.00%, 01/01/2032 | 740 | 451 |
|  0.00%, 01/01/2032 | 6335 | 4561 |
|  0.00%, 01/01/2042 | 12395 | 4338 |
|  0.00%, 07/22/2051 | 123 | 6 |
|  0.00%, 07/22/2051 | 1750 | 198 |
|  0.00%, 07/22/2051 | 30296 | 4933 |
|  Repower South Berkley LLC |  |  |
|  0.00%, 02/01/2045(6)(7) | 630 |  |
|  South Carolina Jobs-Economic Development Authority |  |  |
|  2.70%, 05/01/2048(2) | 1200 | 1200 |
|  4.00%, 11/15/2032 | 305 | 302 |
|  4.00%, 04/01/2033(2) | 1730 | 1730 |
|  4.00%, 06/01/2046(1) | 200 | 148 |
|  5.00%, 05/01/2037 | 500 | 473 |
|  5.00%, 10/01/2041(1) | 145 | 139 |
|  5.00%, 05/01/2042 | 500 | 450 |
|  5.00%, 11/15/2042 | 1585 | 1585 |
|  5.00%, 05/01/2043 | 8280 | 8408 |
|  5.00%, 04/01/2047 | 2335 | 2197 |
|  5.00%, 11/15/2047 | 1515 | 1517 |
|  5.00%, 04/01/2052 | 1750 | 1585 |
|  5.00%, 11/15/2054 | 1780 | 1613 |
|  5.25%, 04/01/2051 | 1600 | 1587 |
|  5.38%, 04/01/2056 | 2000 | 1995 |
|  5.50%, 06/15/2033 | 3550 | 3491 |
|  5.50%, 12/01/2045 | 1000 | 1012 |
|  5.63%, 10/01/2050 | 650 | 643 |
|  5.63%, 10/01/2060 | 2050 | 1990 |
|  5.75%, 11/15/2029 | 1500 | 1500 |
|  5.75%, 12/01/2060 | 1570 | 1535 |
|  5.80%, 12/01/2050 | 2015 | 2027 |
|  7.13%, 06/15/2053(1) | 135 | 136 |
|  7.25%, 08/15/2065(1) | 1800 | 1854 |
|  7.50%, 11/15/2053 | 1275 | 1342 |
|  7.75%, 11/15/2058 | 400 | 425 |
|  South Carolina Public Service Authority |  |  |
|  4.00%, 12/01/2050 | 1599 | 1403 |
|  4.00%, 12/01/2055 | 1000 | 860 |
|  5.00%, 12/01/2037 | 165 | 166 |
|  5.00%, 12/01/2037 | 335 | 336 |
|  5.00%, 12/01/2041 | 500 | 503 |
|  5.00%, 12/01/2050 | 220 | 218 |
|  5.00%, 12/01/2055 | 2725 | 2749 |
|  5.00%, 12/01/2056 | 1070 | 1047 |
|  5.25%, 12/01/2055 | 910 | 910 |
|  South Carolina State Housing Finance & Development Authority |  |  |
|  4.65%, 07/01/2051 | 1500 | 1478 |
|  5.00%, 01/01/2052 | 790 | 823 |
|  6.00%, 01/01/2054 | 180 | 197 |
|  6.00%, 07/01/2056 | 1730 | 1924 |
|  6.25%, 07/01/2054 | 1840 | 2033 |
|  Spartanburg Regional Health Services District |  |  |
|  5.00%, 04/15/2032 | 1340 | 1468 |
|  Total South Carolina | Total South Carolina | 71486 |
|  **South Dakota – 0.27%** |  |  |
|  City of Sioux Falls SD |  |  |
|  5.00%, 11/01/2028 | 100 | 100 |
|  5.00%, 11/01/2030 | 105 | 105 |
|  5.00%, 11/01/2032 | 95 | 95 |
|  5.00%, 11/01/2042 | 1885 | 1775 |
|  County of Lincoln SD |  |  |
|  4.00%, 08/01/2051 | 2060 | 1616 |
|  5.00%, 08/01/2041 | 1000 | 995 |
|  5.25%, 08/01/2039 | 2000 | 2054 |
|  5.25%, 08/01/2040 | 1000 | 1023 |
|  South Dakota Health & Educational Facilities Authority |  |  |
|  5.00%, 11/01/2045 | 850 | 852 |
|  South Dakota Housing Development Authority |  |  |
|  4.00%, 11/01/2047 | 130 | 130 |
|  4.85%, 05/01/2051 | 3700 | 3702 |
|  6.25%, 05/01/2055 | 2280 | 2474 |
|  6.25%, 11/01/2055 | 245 | 272 |
|  6.50%, 11/01/2055 | 1250 | 1413 |
|  Total South Dakota | Total South Dakota | 16606 |
|  **Tennessee – 0.91%** |  |  |
|  Chattanooga Health Educational & Housing Facility Board |  |  |
|  5.00%, 10/01/2030 | 500 | 500 |
|  5.00%, 10/01/2032 | 1215 | 1215 |
|  5.00%, 10/01/2035 | 2445 | 2445 |
|  City of Memphis TN Memphis Light Gas & Water Division Electric System Revenue |  |  |
|  5.00%, 12/01/2042 | 350 | 378 |
|  Clarksville Public Building Authority |  |  |
|  2.98%, 01/01/2033(2) | 2900 | 2900 |
|  Greeneville Health & Educational Facilities Board |  |  |
|  5.00%, 07/01/2035 | 1275 | 1318 |
|  Industrial Development Board Of The City Of Kingsport Tennessee |  |  |
|  5.25%, 12/01/2054(1)(2) | 3325 | 3164 |
|  Knox County Health Educational & Housing Facility Board |  |  |
|  4.50%, 07/01/2046 | 1100 | 1066 |
|  5.00%, 07/01/2049 | 750 | 762 |
|  5.25%, 07/01/2064 | 1575 | 1606 |
|  5.50%, 07/01/2054 | 10 | 10 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Memphis-Shelby County Industrial Development Board |  |  |
|  4.75%, 07/01/2027 | 245 | 233.0 |
|  5.50%, 07/01/2037 | 1600 | 1204.0 |
|  Metropolitan Government Nashville & Davidson County Health & Educational Facs Bd |  |  |
|  3.20%, 12/01/2059(2) | 3000 | 3008.0 |
|  5.25%, 05/01/2053 | 2500 | 2547.0 |
|  Metropolitan Government Nashville & Davidson County Industrial Development Board |  |  |
|  0.00%, 06/01/2043(1) | 235 | 102.0 |
|  3.15%, 07/01/2044(2) | 2785 | 2790.0 |
|  4.00%, 06/01/2051(1) | 4260 | 3602.0 |
|  Metropolitan Nashville Airport Authority |  |  |
|  5.50%, 07/01/2052 | 2050 | 2119.0 |
|  5.50%, 07/01/2056 | 6500 | 6793.0 |
|  Montgomery County Public Building Authority |  |  |
|  2.95%, 07/01/2034(2) | 4130 | 4130.0 |
|  2.95%, 07/01/2038(2) | 2300 | 2300.0 |
|  Nashville Metropolitan Development & Housing Agency |  |  |
|  4.50%, 06/01/2028(1) | 230 | 232.0 |
|  5.13%, 06/01/2036(1) | 3790 | 3836.0 |
|  Rutherford County Health & Educational Facilities Board |  |  |
|  5.00%, 11/15/2048(2) | 1770 | 1912.0 |
|  Shelby County Health & Educational Facilities Board |  |  |
|  5.25%, 06/01/2056(1) | 1000 | 954.0 |
|  Shelby County Health Educational & Housing Facilities Board |  |  |
|  5.00%, 12/01/2034 | 35 | 35.0 |
|  5.25%, 12/01/2044 | 530 | 506.0 |
|  5.25%, 12/01/2049 | 230 | 204.0 |
|  5.50%, 09/01/2047(1) | 460 | 405.0 |
|  Tennessee Energy Acquisition Corp. |  |  |
|  5.00%, 12/01/2035 | 1580 | 1673.0 |
|  5.00%, 05/01/2052(2) | 1000 | 1057.0 |
|  5.25%, 09/01/2026 | 450 | 453.0 |
|  Total Tennessee | Total Tennessee | 55459.0 |
|  **Texas – 6.37%** |  |  |
|  Arlington Higher Education Finance Corp. |  |  |
|  4.00%, 08/15/2036 | 250 | 230.0 |
|  4.00%, 08/15/2041 | 1520 | 1309.0 |
|  4.00%, 08/15/2046 | 350 | 277.0 |
|  4.00%, 02/15/2054 | 350 | 301.0 |
|  4.13%, 06/15/2054 | 120 | 104.0 |
|  4.38%, 02/15/2051 | 1000 | 713.0 |
|  4.50%, 06/15/2044(1) | 500 | 462.0 |
|  4.75%, 08/15/2044 | 495 | 469.0 |
|  4.88%, 06/15/2054(1) | 1100 | 978.0 |
|  4.88%, 06/15/2059(1) | 1000 | 879.0 |
|  5.00%, 12/01/2036 | 1405 | 1410.0 |
|  5.00%, 08/15/2041 | 300 | 239.0 |
|  5.00%, 08/15/2049 | 925 | 867.0 |
|  5.00%, 08/15/2054 | 1930 | 1766.0 |
|  5.00%, 06/15/2064(1) | 2690 | 2371.0 |
|  5.75%, 06/15/2055(1) | 6900 | 6919.0 |
|  5.75%, 08/15/2062(4)(5) | 1600 | 832.0 |
|  5.88%, 06/15/2065(1) | 5500 | 5523.0 |
|  Austin Convention Enterprises, Inc. |  |  |
|  5.00%, 01/01/2027 | 400 | 402.0 |
|  5.00%, 01/01/2028 | 575 | 577.0 |
|  5.00%, 01/01/2028 | 1630 | 1639.0 |
|  5.00%, 01/01/2029 | 555 | 557.0 |
|  5.00%, 01/01/2029 | 1045 | 1051.0 |
|  5.00%, 01/01/2030 | 140 | 141.0 |
|  5.00%, 01/01/2030 | 720 | 722.0 |
|  5.00%, 01/01/2031 | 200 | 201.0 |
|  5.00%, 01/01/2032 | 155 | 155.0 |
|  5.00%, 01/01/2032 | 1925 | 1932.0 |
|  5.00%, 01/01/2033 | 210 | 211.0 |
|  5.00%, 01/01/2034 | 240 | 241.0 |
|  5.00%, 01/01/2034 | 1465 | 1467.0 |
|  Barbers Hill Independent School District |  |  |
|  4.00%, 02/15/2049 | 1500 | 1372.0 |
|  Baytown Municipal Development District |  |  |
|  4.00%, 10/01/2050 | 1770 | 1231.0 |
|  Blue Meadow Municipal Utility District No 3 of Collin County |  |  |
|  4.88%, 09/01/2045 | 1295 | 1265.0 |
|  Board of Managers Joint Guadalupe County-City of Seguin Hospital |  |  |
|  5.00%, 12/01/2028 | 95 | 95.0 |
|  5.00%, 12/01/2030 | 115 | 115.0 |
|  5.00%, 12/01/2040 | 200 | 195.0 |
|  5.00%, 12/01/2045 | 740 | 685.0 |
|  5.25%, 12/01/2035 | 665 | 665.0 |
|  Board of Regents of the University of Texas System |  |  |
|  5.00%, 08/15/2044 | 750 | 802.0 |
|  Brazoria County Industrial Development Corp. |  |  |
|  0.00%, 06/01/2042(1)(2) | 350 | 18.0 |
|  7.00%, 03/01/2039(4)(5) | 250 | 13.0 |
|  8.50%, 03/01/2039(1) | 1400 | 70.0 |
|  12.00%, 06/01/2043(1) | 500 | 25.0 |
|  Brazos Higher Education Authority, Inc. |  |  |
|  3.00%, 04/01/2040 | 500 | 399.0 |
|  4.00%, 04/01/2045 | 285 | 254.0 |
|  4.50%, 04/01/2046 | 3425 | 3395.0 |
|  Brooks Development Authority |  |  |
|  5.50%, 08/15/2052(1) | 3250 | 3128.0 |
|  5.88%, 08/15/2052(1) | 6905 | 6439.0 |
|  Capital Area Housing Finance Corp. |  |  |
|  3.20%, 01/01/2041(2) | 100 | 100.0 |
|  Cedar Hill Independent School District |  |  |
|  4.00%, 02/15/2050 | 810 | 731.0 |
|  Celina Independent School District |  |  |
|  4.00%, 02/15/2054 | 1000 | 877.0 |
|  Central Texas Turnpike System |  |  |
|  0.00%, 08/15/2028 | 150 | 140.0 |
|  5.00%, 08/15/2039 | 1225 | 1330.0 |
|  5.00%, 08/15/2042 | 1500 | 1603.0 |
|  City of Anna TX |  |  |
|  4.00%, 09/15/2036(1) | 250 | 241.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 09/15/2055 | 1250.0 | 1237.0 |
|  City of Aubrey TX |  |  |
|  5.38%, 12/31/2045(1) | 500.0 | 495.0 |
|  City of Austin TX |  |  |
|  5.00%, 11/01/2044(1) | 560.0 | 555.0 |
|  City of Austin TX Airport System Revenue |  |  |
|  5.00%, 11/15/2028 | 135.0 | 142.0 |
|  5.00%, 11/15/2029 | 255.0 | 272.0 |
|  5.00%, 11/15/2041 | 35.0 | 35.0 |
|  5.00%, 11/15/2043 | 80.0 | 83.0 |
|  5.25%, 11/15/2047 | 2160.0 | 2219.0 |
|  City of Buda TX |  |  |
|  5.88%, 09/01/2045(1) | 193.0 | 194.0 |
|  6.00%, 09/01/2055(1) | 100.0 | 97.0 |
|  6.63%, 09/01/2045(1) | 342.0 | 343.0 |
|  6.75%, 09/01/2055(1) | 293.0 | 285.0 |
|  City of Celina TX |  |  |
|  5.50%, 09/01/2054(1) | 650.0 | 659.0 |
|  City of Dayton TX |  |  |
|  5.50%, 09/01/2055(1) | 2825.0 | 2743.0 |
|  City of Eagle Pass TX |  |  |
|  7.63%, 09/01/2060(1) | 1000.0 | 961.0 |
|  City of Friendswood TX |  |  |
|  7.00%, 09/15/2054 | 2665.0 | 2654.0 |
|  City of Houston TX Airport System Revenue |  |  |
|  4.00%, 07/01/2041 | 3770.0 | 3429.0 |
|  4.00%, 07/15/2041 | 12305.0 | 11191.0 |
|  5.00%, 07/01/2027 | 1725.0 | 1752.0 |
|  5.00%, 07/15/2027 | 600.0 | 610.0 |
|  5.00%, 07/15/2027 | 5075.0 | 5158.0 |
|  5.00%, 07/15/2028 | 3170.0 | 3251.0 |
|  5.00%, 07/01/2029 | 950.0 | 951.0 |
|  5.25%, 07/15/2031 | 3035.0 | 3187.0 |
|  5.25%, 07/15/2033 | 2790.0 | 2931.0 |
|  5.25%, 07/15/2034 | 3000.0 | 3130.0 |
|  5.25%, 07/15/2034 | 3070.0 | 3219.0 |
|  5.50%, 07/15/2035 | 4665.0 | 4952.0 |
|  5.50%, 07/15/2036 | 3075.0 | 3241.0 |
|  5.50%, 07/15/2037 | 3600.0 | 3768.0 |
|  5.50%, 07/15/2038 | 5700.0 | 5938.0 |
|  5.50%, 07/15/2039 | 9925.0 | 10283.0 |
|  City of Houston TX Hotel Occupancy Tax & Special Revenue |  |  |
|  0.00%, 09/01/2049 | 600.0 | 183.0 |
|  5.50%, 09/01/2058 | 2750.0 | 2883.0 |
|  5.50%, 09/01/2058 | 3500.0 | 3685.0 |
|  City of Justin TX |  |  |
|  4.00%, 09/01/2051(1) | 350.0 | 282.0 |
|  City of Lavon TX |  |  |
|  4.25%, 09/15/2035 | 500.0 | 495.0 |
|  4.38%, 09/15/2031(1) | 224.0 | 224.0 |
|  5.13%, 09/15/2044(1) | 600.0 | 609.0 |
|  5.38%, 09/15/2045 | 2400.0 | 2404.0 |
|  5.50%, 09/15/2054(1) | 729.0 | 726.0 |
|  5.75%, 09/15/2045(1) | 775.0 | 800.0 |
|  5.75%, 09/15/2055 | 1650.0 | 1626.0 |
|  6.00%, 09/15/2054(1) | 1463.0 | 1495.0 |
|  City of Lowry Crossing TX |  |  |
|  5.75%, 09/15/2045(1) | 500.0 | 514.0 |
|  6.00%, 09/15/2055(1) | 1300.0 | 1322.0 |
|  City of Pflugerville TX |  |  |
|  5.13%, 09/01/2045(1) | 1200.0 | 1195.0 |
|  5.38%, 09/01/2055(1) | 850.0 | 827.0 |
|  City of Pilot Point TX |  |  |
|  6.00%, 09/15/2046 | 500.0 | 497.0 |
|  City of Princeton TX |  |  |
|  5.25%, 09/01/2054(1) | 1000.0 | 967.0 |
|  City of Royse City TX |  |  |
|  5.38%, 09/15/2035(1) | 700.0 | 693.0 |
|  5.75%, 09/15/2045 | 800.0 | 801.0 |
|  City of San Antonio TX Electric & Gas Systems Revenue |  |  |
|  2.90%, 02/01/2055(2) | 595.0 | 592.0 |
|  5.00%, 02/01/2048 | 195.0 | 197.0 |
|  City of San Marcos TX |  |  |
|  4.50%, 09/01/2051(1) | 259.0 | 222.0 |
|  City of Seagoville TX |  |  |
|  6.00%, 09/15/2044(1) | 1000.0 | 1006.0 |
|  6.25%, 09/15/2054(1) | 1500.0 | 1466.0 |
|  Clear Sky Municipal Utility District No 1 of Cooke County |  |  |
|  4.63%, 09/01/2041 | 1095.0 | 1048.0 |
|  Clifton Higher Education Finance Corp. |  |  |
|  4.00%, 08/15/2029 | 250.0 | 253.0 |
|  4.00%, 08/15/2054 | 1470.0 | 1258.0 |
|  4.13%, 08/15/2049 | 3885.0 | 3552.0 |
|  4.25%, 08/15/2053 | 2800.0 | 2495.0 |
|  4.50%, 12/01/2044 | 670.0 | 620.0 |
|  5.75%, 06/15/2044(1) | 100.0 | 96.0 |
|  6.00%, 06/15/2054(1) | 850.0 | 781.0 |
|  6.25%, 06/15/2053(1) | 350.0 | 333.0 |
|  Conroe Local Government Corp. |  |  |
|  5.00%, 10/01/2050(1) | 120.0 | 94.0 |
|  County of Denton TX |  |  |
|  5.25%, 12/31/2044(1) | 149.0 | 150.0 |
|  5.38%, 12/31/2045(1) | 170.0 | 174.0 |
|  5.63%, 12/31/2055(1) | 1690.0 | 1712.0 |
|  5.88%, 12/31/2045(1) | 1035.0 | 1058.0 |
|  6.00%, 12/31/2044(1) | 157.0 | 159.0 |
|  6.13%, 12/31/2054(1) | 112.0 | 111.0 |
|  6.13%, 12/31/2055(1) | 1445.0 | 1474.0 |
|  6.25%, 12/31/2054(1) | 237.0 | 232.0 |
|  County of Harris TX |  |  |
|  5.00%, 09/15/2054 | 300.0 | 308.0 |
|  5.00%, 09/15/2054 | 350.0 | 359.0 |
|  County of Harris TX Toll Road Revenue |  |  |
|  4.00%, 08/15/2054 | 2000.0 | 1724.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  County of Medina TX |  |  |
|  5.50%, 09/01/2044(1) | 255.0 | 258.0 |
|  Cypress-Fairbanks Independent School District |  |  |
|  4.00%, 02/15/2048 | 250.0 | 233.0 |
|  Dallas Area Rapid Transit |  |  |
|  4.00%, 12/01/2051 | 1500.0 | 1329.0 |
|  Dallas Fort Worth International Airport |  |  |
|  5.00%, 11/01/2031 | 6000.0 | 6528.0 |
|  5.00%, 11/01/2050(2) | 415.0 | 448.0 |
|  5.00%, 11/01/2050(2) | 1000.0 | 1055.0 |
|  East Lake Houston Management District |  |  |
|  7.50%, 09/15/2055(1) | 2250.0 | 2235.0 |
|  East Waller County Management District |  |  |
|  6.00%, 09/15/2045(1) | 1100.0 | 1132.0 |
|  6.25%, 09/15/2055(1) | 1300.0 | 1320.0 |
|  El Paso County Hospital District |  |  |
|  4.25%, 02/15/2054 | 235.0 | 214.0 |
|  Fort Bend County Industrial Development Corp. |  |  |
|  4.75%, 05/01/2038 | 1010.0 | 1010.0 |
|  4.75%, 11/01/2042 | 955.0 | 955.0 |
|  Garland Independent School District |  |  |
|  5.00%, 02/15/2048 | 460.0 | 473.0 |
|  Harris County Cultural Education Facilities Finance Corp. |  |  |
|  5.00%, 12/01/2029 | 4860.0 | 5245.0 |
|  5.00%, 12/01/2031 | 7000.0 | 7748.0 |
|  5.00%, 07/01/2038 | 2275.0 | 2454.0 |
|  5.00%, 01/01/2043 | 1290.0 | 1277.0 |
|  5.00%, 01/01/2048 | 1410.0 | 1348.0 |
|  Harris County Municipal Utility District No 478 |  |  |
|  5.00%, 12/01/2050 | 1020.0 | 1018.0 |
|  Harris County-Houston Sports Authority |  |  |
|  5.00%, 11/15/2041 | 850.0 | 907.0 |
|  5.00%, 11/15/2042 | 250.0 | 265.0 |
|  5.00%, 11/15/2043 | 2450.0 | 2583.0 |
|  Hidalgo County Regional Mobility Authority |  |  |
|  4.00%, 12/01/2038 | 1350.0 | 1288.0 |
|  4.00%, 12/01/2039 | 500.0 | 472.0 |
|  4.00%, 12/01/2040 | 70.0 | 66.0 |
|  4.00%, 12/01/2041 | 420.0 | 385.0 |
|  Katy Independent School District |  |  |
|  4.00%, 02/15/2053 | 1000.0 | 880.0 |
|  Kaufman Independent School District |  |  |
|  5.00%, 02/15/2054 | 200.0 | 205.0 |
|  Klein Independent School District |  |  |
|  4.00%, 08/01/2048 | 1525.0 | 1384.0 |
|  Love Field Airport Modernization Corp. |  |  |
|  5.00%, 11/01/2028 | 670.0 | 671.0 |
|  Lower Colorado River Authority |  |  |
|  6.00%, 05/15/2052 | 1825.0 | 1944.0 |
|  Matagorda County Navigation District No 1 |  |  |
|  4.25%, 05/01/2030 | 500.0 | 512.0 |
|  4.40%, 05/01/2030 | 500.0 | 519.0 |
|  Mckinney Municipal Utility District No 2 |  |  |
|  4.00%, 09/01/2049 | 1415.0 | 1236.0 |
|  Medina Valley Independent School District |  |  |
|  2.85%, 02/15/2049(2) | 35.0 | 35.0 |
|  Mission Economic Development Corp. |  |  |
|  4.00%, 06/01/2054(2) | 550.0 | 549.0 |
|  4.63%, 10/01/2031(1) | 9470.0 | 9481.0 |
|  5.00%, 12/01/2064(2) | 1400.0 | 1452.0 |
|  Montgomery County Toll Road Authority |  |  |
|  5.00%, 09/15/2032 | 85.0 | 85.0 |
|  5.00%, 09/15/2033 | 310.0 | 310.0 |
|  5.00%, 09/15/2034 | 95.0 | 95.0 |
|  5.00%, 09/15/2035 | 1185.0 | 1186.0 |
|  5.00%, 09/15/2036 | 170.0 | 170.0 |
|  5.00%, 09/15/2037 | 1245.0 | 1246.0 |
|  5.00%, 09/15/2038 | 215.0 | 215.0 |
|  5.00%, 09/15/2043 | 645.0 | 645.0 |
|  5.00%, 09/15/2048 | 1335.0 | 1335.0 |
|  New Hope Cultural Education Facilities Finance Corp. |  |  |
|  0.00%, 11/15/2061(2) | 499.0 | 230.0 |
|  3.38%, 08/15/2029(1) | 325.0 | 312.0 |
|  4.00%, 01/01/2041 | 1385.0 | 1222.0 |
|  4.00%, 11/01/2049 | 1175.0 | 983.0 |
|  4.25%, 10/01/2030 | 395.0 | 391.0 |
|  4.63%, 10/01/2030 | 470.0 | 462.0 |
|  5.00%, 04/01/2031 | 335.0 | 335.0 |
|  5.00%, 10/01/2031 | 230.0 | 235.0 |
|  5.00%, 10/01/2032 | 30.0 | 31.0 |
|  5.00%, 10/01/2033 | 70.0 | 71.0 |
|  5.00%, 10/01/2034 | 255.0 | 259.0 |
|  5.00%, 07/01/2035 | 2100.0 | 2054.0 |
|  5.00%, 04/01/2036 | 820.0 | 820.0 |
|  5.00%, 01/01/2039 | 185.0 | 187.0 |
|  5.00%, 10/01/2039 | 350.0 | 352.0 |
|  5.00%, 07/01/2040 | 3900.0 | 3093.0 |
|  5.00%, 04/01/2042 | 135.0 | 138.0 |
|  5.00%, 04/01/2046 | 1060.0 | 1060.0 |
|  5.00%, 07/01/2047 | 1075.0 | 1010.0 |
|  5.00%, 08/15/2049(1) | 250.0 | 225.0 |
|  5.00%, 08/15/2054(1) | 1500.0 | 1324.0 |
|  5.00%, 01/01/2055 | 110.0 | 100.0 |
|  5.00%, 11/01/2055 | 2105.0 | 2031.0 |
|  5.00%, 07/01/2057 | 3345.0 | 2320.0 |
|  5.00%, 07/01/2058 | 475.0 | 468.0 |
|  5.00%, 11/01/2060 | 4400.0 | 4197.0 |
|  5.25%, 07/01/2032 | 395.0 | 397.0 |
|  5.25%, 10/01/2049 | 1020.0 | 983.0 |
|  5.38%, 11/15/2036 | 35.0 | 34.0 |
|  5.38%, 01/01/2055 | 1200.0 | 1188.0 |
|  5.38%, 01/01/2060 | 2165.0 | 2126.0 |
|  5.50%, 01/01/2035 | 190.0 | 190.0 |
|  5.50%, 07/01/2045 | 1600.0 | 1446.0 |
|  5.50%, 11/15/2046 | 70.0 | 63.0 |
|  5.50%, 01/01/2049 | 1600.0 | 1600.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.50%, 11/15/2052 | 320 | 278.0 |
|  5.50%, 07/01/2054 | 1190 | 1003.0 |
|  6.50%, 07/01/2056(1) | 1500 | 1463.0 |
|  6.75%, 07/01/2044 | 1625 | 1680.0 |
|  7.13%, 07/01/2056 | 875 | 896.0 |
|  Newark Higher Education Finance Corp. |  |  |
|  4.00%, 08/15/2041 | 250 | 223.0 |
|  4.00%, 08/15/2051 | 225 | 177.0 |
|  North Texas Higher Education Authority, Inc. |  |  |
|  4.13%, 06/01/2045 | 340 | 330.0 |
|  4.50%, 06/01/2046 | 525 | 520.0 |
|  5.00%, 06/01/2033 | 110 | 115.0 |
|  North Texas Tollway Authority |  |  |
|  4.25%, 01/01/2049 | 500 | 456.0 |
|  Port of Beaumont Navigation District |  |  |
|  2.88%, 01/01/2041(1) | 1000 | 711.0 |
|  3.63%, 01/01/2035(1) | 4670 | 4198.0 |
|  4.00%, 01/01/2050(1) | 5495 | 4109.0 |
|  5.13%, 01/01/2044(1) | 1650 | 1564.0 |
|  Prosper Independent School District |  |  |
|  4.00%, 02/15/2054 | 550 | 482.0 |
|  San Antonio Water System |  |  |
|  5.00%, 05/15/2050 | 250 | 254.0 |
|  Tarrant County Cultural Education Facilities Finance Corp. |  |  |
|  4.00%, 05/15/2027 | 55 | 55.0 |
|  4.00%, 05/15/2031 | 130 | 128.0 |
|  5.00%, 11/15/2032 | 1475 | 1640.0 |
|  5.00%, 11/15/2035(4)(5)(6) | 830 | 0.0 |
|  5.00%, 11/15/2035 | 1750 | 1751.0 |
|  5.00%, 05/15/2037 | 735 | 735.0 |
|  5.00%, 11/15/2037 | 170 | 171.0 |
|  5.00%, 11/15/2040 | 265 | 265.0 |
|  5.00%, 11/15/2040 | 1810 | 1810.0 |
|  5.00%, 05/15/2045 | 1750 | 1673.0 |
|  5.00%, 11/15/2045(4)(5)(6) | 1542 | 0.0 |
|  5.00%, 11/15/2046 | 1900 | 1830.0 |
|  5.00%, 11/15/2051(2) | 1000 | 1104.0 |
|  5.00%, 11/15/2051(2) | 2000 | 2195.0 |
|  5.00%, 11/15/2055(2) | 6430 | 6888.0 |
|  5.25%, 11/15/2047(4)(5)(6) | 108 | 0.0 |
|  5.75%, 12/01/2054 | 1747 | 1487.0 |
|  Tarrant County Hospital District |  |  |
|  5.25%, 08/15/2048 | 2145 | 2235.0 |
|  Texas City Independent School District |  |  |
|  4.00%, 08/15/2053 | 255 | 226.0 |
|  Texas Department of Housing & Community Affairs |  |  |
|  5.75%, 07/01/2054 | 1910 | 2074.0 |
|  6.00%, 03/01/2054 | 95 | 104.0 |
|  6.00%, 01/01/2057 | 2780 | 3094.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. I |  |  |
|  6.25%, 12/15/2026 | 620 | 635.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. II |  |  |
|  3.29% (3 Month Term SOFR + 0.86%), 09/15/2027(3) | 290 | 290.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. III |  |  |
|  5.00%, 12/15/2029 | 2250 | 2361.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. IV |  |  |
|  5.50%, 01/01/2054(2) | 1100 | 1201.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. V |  |  |
|  5.00%, 01/01/2055(2) | 6725 | 7144.0 |
|  Texas Municipal Gas Acquisition & Supply Corp. VI |  |  |
|  5.00%, 01/01/2036 | 9075 | 9636.0 |
|  Texas Private Activity Bond Surface Transportation Corp. |  |  |
|  4.00%, 06/30/2039 | 1650 | 1573.0 |
|  5.00%, 12/31/2032 | 1110 | 1172.0 |
|  5.00%, 12/31/2034 | 3000 | 3145.0 |
|  5.00%, 06/30/2058 | 11515 | 11151.0 |
|  5.50%, 12/31/2058 | 1875 | 1906.0 |
|  Texas Transportation Commission State Highway 249 System |  |  |
|  5.00%, 08/01/2057 | 3680 | 3687.0 |
|  Texas Water Development Board |  |  |
|  4.00%, 10/15/2051 | 1000 | 888.0 |
|  Town of Little Elm TX |  |  |
|  4.50%, 09/01/2035(1) | 1000 | 992.0 |
|  5.38%, 09/01/2051(1) | 2765 | 2753.0 |
|  5.63%, 09/01/2045(1) | 1500 | 1505.0 |
|  5.75%, 09/01/2053(1) | 650 | 660.0 |
|  Travis County Development Authority |  |  |
|  5.00%, 09/01/2044(1) | 605 | 612.0 |
|  University Hills Municipal Management District |  |  |
|  5.88%, 09/01/2055(1) | 2200 | 2205.0 |
|  5.88%, 09/01/2055 | 3575 | 3584.0 |
|  Waller County Municipal Utility District No 55A |  |  |
|  4.63%, 09/01/2042 | 1050 | 1024.0 |
|  Waxahachie Independent School District |  |  |
|  4.00%, 02/15/2053 | 1775 | 1579.0 |
|  Total Texas | Total Texas | 389765.0 |
|  **Utah – 2.25%** |  |  |
|  Arrowhead Springs Public Infrastructure District |  |  |
|  5.63%, 12/01/2054(1) | 325 | 325.0 |
|  6.00%, 03/01/2056(1) | 1900 | 1884.0 |
|  Black Desert Public Infrastructure District |  |  |
|  5.63%, 12/01/2053(1) | 4350 | 4353.0 |
|  Black Rock Mountain Resort Public Infrastructure District |  |  |
|  5.88%, 12/01/2054(1) | 1275 | 1306.0 |
|  City of Salt Lake City UT Airport Revenue |  |  |
|  5.00%, 07/01/2046 | 395 | 402.0 |
|  5.00%, 07/01/2047 | 3000 | 3000.0 |
|  5.25%, 07/01/2048 | 3000 | 3034.0 |
|  Copper Rim Infrastructure Financing District |  |  |
|  6.13%, 12/01/2054(1) | 2185 | 2231.0 |
|  Downtown Daybreak Public Infrastructure District No 1 |  |  |
|  5.00%, 03/01/2041(1) | 1370 | 1373.0 |
|  5.63%, 03/01/2046(1) | 745 | 750.0 |
|  5.88%, 03/01/2051(1) | 1175 | 1186.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Downtown Revitalization Public Infrastructure District |  |  |
|  5.00%, 07/15/2035(1) | 200 | 201.0 |
|  Fiddlers Canyon Infrastructure Financing District |  |  |
|  5.63%, 12/01/2053(1) | 965 | 906.0 |
|  Firefly Public Infrastructure District No 1 |  |  |
|  6.63%, 03/01/2054(1) | 1340 | 1368.0 |
|  Firefly Public Infrastructure District No 1 Assessment Area No 1 |  |  |
|  5.63%, 12/01/2043(1) | 3066 | 3119.0 |
|  High Star Ranch Infrastructure Financing District |  |  |
|  6.25%, 12/01/2055(1) | 1500 | 1498.0 |
|  Intermountain Power Agency |  |  |
|  5.00%, 07/01/2041 | 265 | 284.0 |
|  5.00%, 07/01/2042 | 375 | 400.0 |
|  5.00%, 07/01/2043 | 350 | 371.0 |
|  Jordanelle Ridge Public Infrastructure District No 2 |  |  |
|  7.75%, 03/01/2054(1) | 1000 | 1037.0 |
|  Mida Cormont Public Infrastructure District |  |  |
|  0.00%, 06/01/2055(1) | 2385 | 2044.0 |
|  6.25%, 06/01/2055(1) | 1650 | 1718.0 |
|  MIDA Mountain Veterans Program Public Infrastructure District |  |  |
|  5.00%, 06/01/2044(1) | 500 | 502.0 |
|  5.20%, 06/01/2054(1) | 825 | 811.0 |
|  Mida Mountain Village Public Infrastructure District |  |  |
|  0.00%, 06/01/2043(1) | 170 | 129.0 |
|  4.00%, 08/01/2027(1) | 1300 | 1303.0 |
|  4.00%, 08/01/2030(1) | 445 | 446.0 |
|  4.00%, 08/01/2031(1) | 900 | 899.0 |
|  4.00%, 08/01/2050(1) | 4220 | 3509.0 |
|  4.25%, 08/01/2035(1) | 455 | 455.0 |
|  4.50%, 08/01/2040(1) | 1250 | 1244.0 |
|  5.00%, 08/01/2050(1) | 1250 | 1209.0 |
|  5.13%, 06/15/2054(1) | 8740 | 8505.0 |
|  5.75%, 06/15/2044(1) | 860 | 886.0 |
|  6.00%, 06/15/2054(1) | 9985 | 10181.0 |
|  Military Installation Development Authority |  |  |
|  4.00%, 06/01/2036 | 1750 | 1673.0 |
|  4.00%, 06/01/2041 | 200 | 188.0 |
|  4.00%, 06/01/2041 | 3455 | 3212.0 |
|  4.00%, 06/01/2052 | 5860 | 4836.0 |
|  4.00%, 06/01/2052 | 8300 | 6748.0 |
|  NS Public Infrastructure District No 1 |  |  |
|  6.00%, 12/01/2044(1) | 1000 | 951.0 |
|  NWQ Public Infrastructure District |  |  |
|  6.13%, 03/01/2056(1) | 2345 | 2345.0 |
|  Panorama Public Infrastructure District No 1 |  |  |
|  6.25%, 03/01/2055(1) | 1775 | 1778.0 |
|  Pine View Public Infrastructure District No 2 |  |  |
|  6.25%, 12/01/2055(1) | 1000 | 991.0 |
|  Point Phase 1 Public Infrastructure District No 1 |  |  |
|  0.00%, 03/01/2055 | 500 | 405.0 |
|  5.88%, 03/01/2045 | 700 | 725.0 |
|  6.13%, 03/01/2055 | 5225 | 5390.0 |
|  Red Bridge Public Infrastructure District No 1 |  |  |
|  3.63%, 02/01/2035(1) | 591 | 514.0 |
|  4.13%, 02/01/2041(1) | 1000 | 860.0 |
|  4.38%, 02/01/2051(1) | 500 | 390.0 |
|  Ridges Estates Infrastructure Financing District |  |  |
|  6.25%, 12/01/2053(1) | 3325 | 3406.0 |
|  Sawmill Infrastructure Financing District |  |  |
|  6.00%, 12/01/2054(1) | 1500 | 1542.0 |
|  SkyRidge Pegasus Infrastructure Financing District |  |  |
|  5.25%, 12/01/2044(1) | 4136 | 4122.0 |
|  Soleil Hills Public Infrastructure District No 1 |  |  |
|  5.88%, 03/01/2055(1) | 1000 | 987.0 |
|  South Salt Lake Redevelopment Agency |  |  |
|  6.25%, 04/15/2046(1) | 2000 | 2027.0 |
|  Sun Stone Infrastructure Financing District |  |  |
|  6.75%, 06/01/2054(1) | 2415 | 2459.0 |
|  Tech Ridge Public Infrastructure District |  |  |
|  6.25%, 12/01/2054(1) | 4500 | 4624.0 |
|  Three Bridges Public Infrastructure District No 1 |  |  |
|  5.00%, 12/01/2036(1) | 2510 | 2513.0 |
|  6.00%, 12/01/2053(1) | 3615 | 3599.0 |
|  UIPA Crossroads Public Infrastructure District |  |  |
|  4.13%, 06/01/2041(1) | 3000 | 2877.0 |
|  4.38%, 06/01/2052(1) | 5865 | 5291.0 |
|  Utah Housing Corp. |  |  |
|  4.65%, 07/01/2046 | 2000 | 1996.0 |
|  6.00%, 07/01/2054 | 50 | 55.0 |
|  6.25%, 07/01/2055 | 380 | 424.0 |
|  6.50%, 07/01/2055 | 2000 | 2269.0 |
|  6.50%, 07/01/2056 | 1220 | 1389.0 |
|  Wakara Ridge Public Infrastructure District |  |  |
|  5.63%, 12/01/2054(1) | 860 | 872.0 |
|  Wolf Creek Infrastructure Financing District No 1 |  |  |
|  5.75%, 12/01/2044 | 1870 | 1918.0 |
|  Wood Ranch Public Infrastructure District |  |  |
|  5.63%, 12/01/2053(1) | 1458 | 1462.0 |
|  Total Utah | Total Utah | 137707.0 |
|  **Vermont – 0.09%** |  |  |
|  Vermont Economic Development Authority |  |  |
|  4.00%, 05/01/2037 | 325 | 311.0 |
|  4.00%, 05/01/2045 | 2030 | 1734.0 |
|  4.38%, 06/01/2052(1)(2) | 975 | 994.0 |
|  Vermont Student Assistance Corp. |  |  |
|  2.38%, 06/15/2039 | 605 | 553.0 |
|  4.00%, 06/15/2041 | 170 | 160.0 |
|  4.38%, 06/15/2040 | 285 | 278.0 |
|  5.00%, 06/15/2030 | 350 | 364.0 |
|  5.00%, 06/15/2039 | 215 | 213.0 |
|  5.13%, 06/15/2040 | 325 | 322.0 |
|  5.25%, 06/15/2041 | 295 | 292.0 |
|  Total Vermont | Total Vermont | 5221.0 |
|  **Virgin Islands – 0.42%** |  |  |
|  Matching Fund Special Purpose Securitization Corp. |  |  |
|  5.00%, 10/01/2028 | 1245 | 1274.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 10/01/2030 | 1410 | 1456.0 |
|  5.00%, 10/01/2039 | 11100 | 11288.0 |
|  Virgin Islands Hotel Development Financing Corp. |  |  |
|  6.00%, 12/01/2055 | 9025 | 8770.0 |
|  Virgin Islands Public Finance Authority |  |  |
|  5.00%, 10/01/2032 | 2400 | 2407.0 |
|  5.00%, 10/01/2039(1) | 600 | 587.0 |
|  Total Virgin Islands | Total Virgin Islands | 25782.0 |
|  **Virginia – 2.52%** |  |  |
|  Chesapeake Bay Bridge & Tunnel District |  |  |
|  5.00%, 07/01/2046 | 5610 | 5520.0 |
|  5.00%, 07/01/2051 | 1720 | 1637.0 |
|  City of Chesapeake VA Chesapeake Expressway Toll Road Revenue |  |  |
|  4.88%, 07/15/2040 | 510 | 521.0 |
|  Fairfax County Industrial Development Authority |  |  |
|  4.00%, 05/15/2044 | 1000 | 965.0 |
|  Farmville Industrial Development Authority |  |  |
|  5.00%, 01/01/2032 | 1000 | 1023.0 |
|  5.00%, 01/01/2033 | 250 | 255.0 |
|  5.00%, 01/01/2038 | 250 | 251.0 |
|  5.00%, 01/01/2040 | 190 | 189.0 |
|  5.00%, 01/01/2048 | 500 | 459.0 |
|  5.00%, 01/01/2050 | 1100 | 993.0 |
|  Hanover County Economic Development Authority |  |  |
|  4.00%, 07/01/2040(1) | 2000 | 1851.0 |
|  4.00%, 07/01/2047(1) | 2250 | 1878.0 |
|  5.00%, 07/01/2038 | 500 | 503.0 |
|  5.00%, 07/01/2048 | 1210 | 1151.0 |
|  5.00%, 07/01/2051 | 290 | 269.0 |
|  Henrico County Economic Development Authority |  |  |
|  3.00%, 10/01/2035 | 225 | 210.0 |
|  5.00%, 06/01/2039 | 300 | 302.0 |
|  5.00%, 12/01/2047 | 265 | 265.0 |
|  5.00%, 11/01/2048 | 2500 | 2522.0 |
|  Isle Wight County Industrial Development Authority |  |  |
|  5.25%, 07/01/2053 | 1740 | 1792.0 |
|  James City County Economic Development Authority |  |  |
|  4.00%, 12/01/2040 | 715 | 662.0 |
|  4.00%, 06/01/2041 | 125 | 110.0 |
|  4.00%, 06/01/2047 | 385 | 307.0 |
|  4.00%, 12/01/2050 | 1000 | 795.0 |
|  6.88%, 12/01/2058 | 240 | 260.0 |
|  Lexington Industrial Development Authority |  |  |
|  4.00%, 01/01/2037 | 750 | 727.0 |
|  Louisa Industrial Development Authority |  |  |
|  3.80%, 11/01/2035(2) | 1405 | 1421.0 |
|  Lynchburg Economic Development Authority |  |  |
|  3.00%, 01/01/2051 | 250 | 175.0 |
|  4.00%, 01/01/2055 | 345 | 287.0 |
|  Newport News Industrial Development Authority |  |  |
|  5.00%, 07/01/2046(1) | 4900 | 4744.0 |
|  Norfolk Redevelopment & Housing Authority |  |  |
|  5.00%, 01/01/2035 | 255 | 255.0 |
|  5.00%, 01/01/2046 | 715 | 682.0 |
|  5.00%, 01/01/2049 | 740 | 683.0 |
|  5.38%, 01/01/2035 | 390 | 390.0 |
|  5.38%, 01/01/2046 | 290 | 290.0 |
|  Powhatan County Economic Development Authority |  |  |
|  6.13%, 09/01/2060(1) | 1800 | 1765.0 |
|  Tobacco Settlement Financing Corp. |  |  |
|  0.00%, 06/01/2047 | 4835 | 1198.0 |
|  5.00%, 06/01/2047 | 22020 | 18113.0 |
|  Virginia Beach Development Authority |  |  |
|  7.00%, 09/01/2059 | 615 | 668.0 |
|  Virginia College Building Authority |  |  |
|  5.00%, 07/01/2030(1) | 820 | 759.0 |
|  5.00%, 07/01/2045(1) | 710 | 538.0 |
|  5.00%, 07/01/2045(1) | 5905 | 4472.0 |
|  5.25%, 07/01/2030(1) | 100 | 94.0 |
|  5.25%, 07/01/2035(1) | 1120 | 977.0 |
|  Virginia Housing Development Authority |  |  |
|  4.65%, 09/01/2055 | 1600 | 1580.0 |
|  4.70%, 07/01/2055 | 3700 | 3584.0 |
|  4.90%, 10/01/2050 | 5390 | 5403.0 |
|  4.95%, 10/01/2055 | 4610 | 4618.0 |
|  5.25%, 11/01/2057 | 1350 | 1377.0 |
|  Virginia Small Business Financing Authority |  |  |
|  4.00%, 07/01/2029 | 1220 | 1235.0 |
|  4.00%, 01/01/2032 | 1000 | 1011.0 |
|  4.00%, 01/01/2036 | 2000 | 1964.0 |
|  4.00%, 01/01/2037 | 1515 | 1477.0 |
|  4.00%, 01/01/2038 | 330 | 319.0 |
|  4.00%, 01/01/2039 | 6770 | 6438.0 |
|  4.00%, 01/01/2040 | 8765 | 8275.0 |
|  4.00%, 01/01/2041 | 185 | 174.0 |
|  4.00%, 12/01/2041 | 1325 | 1274.0 |
|  4.00%, 01/01/2042 | 205 | 190.0 |
|  4.00%, 01/01/2045 | 650 | 609.0 |
|  4.00%, 01/01/2048 | 11725 | 10392.0 |
|  4.00%, 01/01/2051 | 600 | 521.0 |
|  5.00%, 01/01/2031 | 100 | 105.0 |
|  5.00%, 12/01/2034 | 285 | 309.0 |
|  5.00%, 01/01/2036 | 70 | 73.0 |
|  5.00%, 07/01/2037 | 160 | 166.0 |
|  5.00%, 12/01/2039 | 325 | 343.0 |
|  5.00%, 12/31/2047 | 9275 | 9227.0 |
|  5.00%, 01/01/2048(1)(2) | 500 | 482.0 |
|  5.00%, 12/31/2049 | 4390 | 4216.0 |
|  5.00%, 12/31/2052 | 10620 | 10135.0 |
|  5.00%, 12/31/2056 | 12315 | 11697.0 |
|  5.50%, 12/01/2054 | 3795 | 3901.0 |
|  Total Virginia | Total Virginia | 154023.0 |
|  **Washington – 1.62%** |  |  |
|  Adams County Public Hospital District No 2 |  |  |
|  5.13%, 12/01/2044 | 1180 | 1148.0 |
|  Kalispel Tribe of Indians |  |  |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.00%, 01/01/2032(1) | 1715 | 1736.0 |
|  5.25%, 01/01/2038(1) | 250 | 253.0 |
|  5.25%, 01/01/2038(1) | 770 | 780.0 |
|  Port of Seattle WA |  |  |
|  5.00%, 08/01/2042 | 150 | 157.0 |
|  Skagit County Public Hospital District No 1 |  |  |
|  5.50%, 12/01/2041 | 300 | 318.0 |
|  5.50%, 12/01/2054 | 2715 | 2734.0 |
|  Washington Health Care Facilities Authority |  |  |
|  4.00%, 10/01/2045 | 1685 | 1488.0 |
|  5.00%, 08/15/2033 | 1750 | 1789.0 |
|  5.00%, 12/01/2036 | 275 | 279.0 |
|  5.00%, 10/01/2041 | 1250 | 1251.0 |
|  5.50%, 09/01/2055 | 955 | 997.0 |
|  Washington Higher Education Facilities Authority |  |  |
|  4.00%, 05/01/2045 | 1000 | 911.0 |
|  4.00%, 05/01/2050 | 950 | 804.0 |
|  Washington State Convention Center Public Facilities District |  |  |
|  3.00%, 07/01/2034 | 375 | 351.0 |
|  3.00%, 07/01/2035 | 295 | 272.0 |
|  3.00%, 07/01/2048 | 2290 | 1637.0 |
|  3.00%, 07/01/2058 | 25 | 16.0 |
|  3.00%, 07/01/2058 | 225 | 148.0 |
|  3.00%, 07/01/2058 | 1275 | 818.0 |
|  4.00%, 07/01/2031 | 2560 | 2608.0 |
|  4.00%, 07/01/2034 | 1065 | 1071.0 |
|  4.00%, 07/01/2058 | 100 | 78.0 |
|  4.00%, 07/01/2058 | 100 | 81.0 |
|  5.00%, 07/01/2033 | 100 | 103.0 |
|  5.00%, 07/01/2034 | 550 | 575.0 |
|  5.00%, 07/01/2043 | 1500 | 1509.0 |
|  5.00%, 07/01/2048 | 200 | 199.0 |
|  5.00%, 07/01/2058 | 2000 | 1913.0 |
|  5.00%, 07/01/2058 | 2510 | 2409.0 |
|  Washington State Housing Finance Commission |  |  |
|  0.00%, 11/20/2041(2) | 2545 | 2411.0 |
|  0.00%, 11/20/2041(2) | 5344 | 4924.0 |
|  3.38%, 04/20/2037 | 2877 | 2663.0 |
|  3.50%, 12/20/2035 | 13918 | 13336.0 |
|  3.81%, 03/01/2050(2) | 15981 | 15391.0 |
|  4.00%, 07/01/2026(1) | 100 | 100.0 |
|  4.00%, 01/01/2057(1) | 250 | 162.0 |
|  5.00%, 07/01/2031(1) | 1000 | 1001.0 |
|  5.00%, 07/01/2033(1) | 285 | 287.0 |
|  5.00%, 07/01/2033 | 530 | 563.0 |
|  5.00%, 01/01/2038(1) | 150 | 147.0 |
|  5.00%, 07/01/2038(1) | 100 | 100.0 |
|  5.00%, 01/01/2046(1) | 1220 | 1172.0 |
|  5.00%, 07/01/2046(1) | 1155 | 1074.0 |
|  5.00%, 07/01/2048(1) | 145 | 133.0 |
|  5.00%, 07/01/2048(1) | 195 | 143.0 |
|  5.00%, 07/01/2048 | 1840 | 1796.0 |
|  5.00%, 07/01/2050(1) | 1070 | 936.0 |
|  5.00%, 01/01/2051(1) | 455 | 417.0 |
|  5.00%, 07/01/2051(1) | 900 | 802.0 |
|  5.00%, 07/01/2053(1) | 480 | 332.0 |
|  5.00%, 07/01/2054 | 4395 | 3922.0 |
|  5.00%, 01/01/2055(1) | 4480 | 4035.0 |
|  5.00%, 01/01/2056(1) | 1150 | 993.0 |
|  5.50%, 01/01/2044(1) | 275 | 272.0 |
|  5.50%, 07/01/2050(1) | 3500 | 3508.0 |
|  5.75%, 07/01/2060(1) | 3000 | 3029.0 |
|  5.88%, 01/01/2059(1) | 100 | 96.0 |
|  6.00%, 07/01/2059(1) | 170 | 171.0 |
|  6.00%, 07/01/2060(1) | 1500 | 1506.0 |
|  6.25%, 01/01/2056 | 1335 | 1330.0 |
|  6.25%, 01/01/2061 | 2250 | 2227.0 |
|  7.00%, 07/01/2064(1) | 1800 | 1850.0 |
|  Total Washington | Total Washington | 99262.0 |
|  **West Virginia – 0.38%** |  |  |
|  City of Huntington WV |  |  |
|  5.63%, 06/01/2052 | 1000 | 967.0 |
|  Monongalia County Commission Excise Tax District |  |  |
|  4.13%, 06/01/2043(1) | 835 | 761.0 |
|  4.88%, 06/01/2043(1) | 325 | 324.0 |
|  5.50%, 06/01/2037(1) | 365 | 369.0 |
|  5.75%, 06/01/2043(1) | 365 | 368.0 |
|  7.00%, 06/01/2043(1) | 315 | 331.0 |
|  West Virginia Economic Development Authority |  |  |
|  2.58%, 02/01/2036(2) | 2200 | 2200.0 |
|  4.63%, 04/15/2055(2) | 3005 | 3056.0 |
|  4.70%, 04/01/2036(2) | 9150 | 9163.0 |
|  5.45%, 01/01/2055(1)(2) | 2810 | 3053.0 |
|  West Virginia Hospital Finance Authority |  |  |
|  6.00%, 09/01/2053 | 1330 | 1405.0 |
|  West Virginia Parkways Authority |  |  |
|  4.00%, 06/01/2051 | 1155 | 1016.0 |
|  Total West Virginia | Total West Virginia | 23013.0 |
|  **Wisconsin – 4.65%** |  |  |
|  Public Finance Authority |  |  |
|  0.00%, 12/15/2034(1) | 2460 | 1453.0 |
|  0.00%, 12/15/2036(1) | 5500 | 2795.0 |
|  0.00%, 12/15/2041(1) | 12572 | 4687.0 |
|  0.00%, 12/15/2042(1) | 24065 | 7532.0 |
|  0.00%, 07/01/2062(1)(2) | 6325 | 5155.0 |
|  3.30%, 10/01/2046(2) | 180 | 180.0 |
|  3.75%, 07/01/2031 | 350 | 336.0 |
|  4.00%, 06/15/2029(1) | 35 | 34.0 |
|  4.00%, 07/01/2030(1) | 400 | 393.0 |
|  4.00%, 12/01/2031(1) | 250 | 246.0 |
|  4.00%, 04/01/2032(1) | 190 | 187.0 |
|  4.00%, 10/01/2034 | 290 | 295.0 |
|  4.00%, 08/01/2035 | 7810 | 7477.0 |
|  4.00%, 06/01/2036(1) | 100 | 90.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  4.00%, 11/15/2037 | 165.0 | 165.0 |
|  4.00%, 07/01/2041 | 2335.0 | 2145.0 |
|  4.00%, 12/01/2041 | 1000.0 | 920.0 |
|  4.00%, 12/01/2041(1) | 1150.0 | 1025.0 |
|  4.00%, 01/01/2042 | 325.0 | 306.0 |
|  4.00%, 04/01/2042(1) | 2200.0 | 1965.0 |
|  4.00%, 01/01/2046 | 750.0 | 622.0 |
|  4.00%, 07/01/2046 | 1125.0 | 889.0 |
|  4.00%, 01/01/2047 | 1315.0 | 1161.0 |
|  4.00%, 06/01/2051(1) | 815.0 | 588.0 |
|  4.00%, 07/01/2051(1) | 450.0 | 328.0 |
|  4.00%, 07/01/2051 | 1085.0 | 812.0 |
|  4.00%, 09/30/2051 | 1845.0 | 1518.0 |
|  4.00%, 04/01/2052(1) | 1650.0 | 1287.0 |
|  4.00%, 03/31/2056 | 170.0 | 136.0 |
|  4.00%, 06/01/2056(1) | 2675.0 | 1862.0 |
|  4.00%, 06/01/2061(1) | 100.0 | 68.0 |
|  4.00%, 07/01/2061(1) | 1280.0 | 872.0 |
|  4.05%, 11/01/2030 | 170.0 | 168.0 |
|  4.13%, 01/20/2041(2) | 800.0 | 726.0 |
|  4.13%, 01/20/2041(2) | 2800.0 | 2643.0 |
|  4.25%, 07/15/2044(1) | 305.0 | 277.0 |
|  4.25%, 07/01/2054 | 14210.0 | 11558.0 |
|  4.30%, 11/01/2030 | 4505.0 | 4494.0 |
|  4.50%, 07/15/2049(1) | 800.0 | 702.0 |
|  4.75%, 07/01/2045(1) | 110.0 | 101.0 |
|  4.75%, 03/01/2052 | 285.0 | 267.0 |
|  5.00%, 06/01/2029(1) | 170.0 | 171.0 |
|  5.00%, 07/15/2030(1) | 690.0 | 691.0 |
|  5.00%, 09/01/2030(1) | 55.0 | 55.0 |
|  5.00%, 06/15/2034 | 675.0 | 690.0 |
|  5.00%, 12/15/2036(1) | 2423.0 | 2385.0 |
|  5.00%, 06/01/2037(1) | 1035.0 | 1046.0 |
|  5.00%, 06/15/2037(1) | 1130.0 | 1071.0 |
|  5.00%, 07/01/2037 | 880.0 | 880.0 |
|  5.00%, 09/01/2038(1) | 115.0 | 115.0 |
|  5.00%, 06/01/2039 | 1495.0 | 1503.0 |
|  5.00%, 06/15/2039(1) | 70.0 | 65.0 |
|  5.00%, 06/15/2039(1) | 500.0 | 485.0 |
|  5.00%, 06/15/2039 | 500.0 | 504.0 |
|  5.00%, 06/15/2039(1) | 640.0 | 632.0 |
|  5.00%, 08/01/2039 | 1625.0 | 1641.0 |
|  5.00%, 01/01/2040 | 70.0 | 71.0 |
|  5.00%, 04/01/2040(1) | 400.0 | 401.0 |
|  5.00%, 07/01/2040(1) | 650.0 | 631.0 |
|  5.00%, 10/15/2041(1) | 570.0 | 539.0 |
|  5.00%, 11/15/2041 | 725.0 | 744.0 |
|  5.00%, 10/01/2043(1) | 3205.0 | 3211.0 |
|  5.00%, 12/15/2044(1) | 905.0 | 876.0 |
|  5.00%, 01/01/2045 | 280.0 | 281.0 |
|  5.00%, 01/01/2046 | 750.0 | 738.0 |
|  5.00%, 07/01/2047 | 635.0 | 590.0 |
|  5.00%, 10/01/2048(1) | 1735.0 | 1636.0 |
|  5.00%, 06/15/2049(1) | 420.0 | 383.0 |
|  5.00%, 06/15/2049(1) | 870.0 | 718.0 |
|  5.00%, 06/15/2049 | 1100.0 | 1038.0 |
|  5.00%, 06/15/2049(1) | 2000.0 | 1760.0 |
|  5.00%, 09/01/2049(1) | 125.0 | 115.0 |
|  5.00%, 04/01/2050(1) | 1950.0 | 1795.0 |
|  5.00%, 06/01/2050(1) | 750.0 | 639.0 |
|  5.00%, 06/15/2051(1) | 200.0 | 173.0 |
|  5.00%, 02/01/2052 | 2155.0 | 2069.0 |
|  5.00%, 06/01/2052(1) | 2235.0 | 1968.0 |
|  5.00%, 07/01/2052 | 290.0 | 261.0 |
|  5.00%, 10/01/2053(1) | 915.0 | 838.0 |
|  5.00%, 02/01/2054 | 500.0 | 457.0 |
|  5.00%, 06/15/2054(1) | 655.0 | 580.0 |
|  5.00%, 09/01/2054(1) | 625.0 | 582.0 |
|  5.00%, 12/15/2054(1) | 3000.0 | 2707.0 |
|  5.00%, 01/01/2055(1) | 5050.0 | 4261.0 |
|  5.00%, 07/01/2055(1) | 750.0 | 634.0 |
|  5.00%, 07/01/2055(1) | 880.0 | 789.0 |
|  5.00%, 01/01/2056(1) | 1000.0 | 835.0 |
|  5.00%, 06/15/2056(1) | 130.0 | 109.0 |
|  5.00%, 10/15/2056(1) | 625.0 | 526.0 |
|  5.00%, 07/01/2058 | 3000.0 | 2970.0 |
|  5.00%, 05/01/2060(1) | 5245.0 | 3501.0 |
|  5.00%, 07/01/2060(1) | 140.0 | 123.0 |
|  5.00%, 02/01/2062 | 1025.0 | 966.0 |
|  5.00%, 02/01/2064 | 500.0 | 445.0 |
|  5.13%, 07/15/2037(1) | 1250.0 | 1253.0 |
|  5.13%, 06/15/2047(1) | 180.0 | 154.0 |
|  5.25%, 05/15/2037(1) | 485.0 | 488.0 |
|  5.25%, 07/01/2042 | 1405.0 | 1497.0 |
|  5.25%, 03/01/2047 | 900.0 | 917.0 |
|  5.25%, 05/15/2047(1) | 835.0 | 820.0 |
|  5.25%, 05/15/2052(1) | 655.0 | 620.0 |
|  5.25%, 07/01/2061(1) | 2285.0 | 1752.0 |
|  5.25%, 11/15/2061 | 2665.0 | 2666.0 |
|  5.25%, 06/15/2065 | 2175.0 | 1929.0 |
|  5.38%, 12/15/2032(1) | 700.0 | 697.0 |
|  5.38%, 06/15/2039(1) | 150.0 | 151.0 |
|  5.38%, 07/01/2047 | 2135.0 | 2232.0 |
|  5.38%, 07/15/2047(1) | 365.0 | 348.0 |
|  5.50%, 09/01/2030(1) | 150.0 | 155.0 |
|  5.50%, 11/15/2032(1) | 1205.0 | 1205.0 |
|  5.50%, 12/15/2032(1) | 1529.0 | 1525.0 |
|  5.50%, 06/01/2055 | 3000.0 | 3098.0 |
|  5.63%, 06/15/2054(1) | 1435.0 | 1107.0 |
|  5.63%, 07/01/2055 | 1020.0 | 1063.0 |
|  5.63%, 06/15/2059(1) | 2000.0 | 1512.0 |
|  5.70%, 06/15/2044(1) | 400.0 | 401.0 |
|  5.75%, 09/01/2035(1) | 375.0 | 389.0 |
|  5.75%, 06/01/2045(1) | 220.0 | 220.0 |
|  5.75%, 07/01/2049 | 1110.0 | 1138.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  5.75%, 07/01/2053(1) | 385 | 368 |
|  5.75%, 07/01/2054 | 4840 | 4948 |
|  5.75%, 12/01/2054(1) | 3400 | 3397 |
|  5.75%, 06/30/2060 | 7700 | 7942 |
|  5.75%, 07/01/2062 | 2185 | 2244 |
|  5.75%, 07/01/2063(1) | 5440 | 5084 |
|  5.75%, 12/31/2065 | 22980 | 23451 |
|  5.88%, 11/15/2027(1) | 566 | 566 |
|  5.88%, 06/15/2054(1) | 750 | 730 |
|  6.00%, 11/15/2045(1) | 3500 | 3429 |
|  6.00%, 12/15/2045(1) | 1190 | 1241 |
|  6.00%, 06/01/2055(1) | 240 | 233 |
|  6.00%, 12/15/2055(1) | 335 | 341 |
|  6.00%, 06/01/2060(1) | 225 | 217 |
|  6.00%, 07/01/2060(1) | 12140 | 12272 |
|  6.00%, 02/01/2062(1) | 1150 | 1168 |
|  6.00%, 06/15/2064(1) | 1565 | 1519 |
|  6.13%, 12/15/2029(1) | 100 | 101 |
|  6.25%, 11/15/2029 | 44 | 44 |
|  6.25%, 04/01/2045(1) | 800 | 796 |
|  6.25%, 09/01/2046(1) | 1405 | 1439 |
|  6.25%, 06/15/2053(1) | 1930 | 1846 |
|  6.45%, 04/01/2060(1) | 2000 | 1938 |
|  6.50%, 06/30/2060 | 5520 | 6014 |
|  6.50%, 12/31/2065 | 8320 | 9077 |
|  6.63%, 07/01/2053(1) | 500 | 514 |
|  7.00%, 09/01/2054(1) | 1705 | 1796 |
|  7.25%, 01/01/2061(1) | 500 | 525 |
|  9.00%, 05/01/2071(1) | 2425 | 1172 |
|  10.00%, 11/01/2038(1) | 950 | 1060 |
|  Wisconsin Health & Educational Facilities Authority |  |  |
|  3.00%, 12/01/2031 | 70 | 62 |
|  4.00%, 11/15/2034 | 7500 | 7502 |
|  4.00%, 09/15/2036 | 55 | 53 |
|  4.00%, 09/15/2041 | 50 | 46 |
|  4.00%, 09/15/2041 | 1010 | 929 |
|  4.00%, 09/15/2045 | 45 | 39 |
|  4.00%, 09/15/2045 | 950 | 822 |
|  4.20%, 08/15/2028 | 220 | 220 |
|  4.25%, 08/01/2034 | 500 | 498 |
|  4.50%, 02/15/2054 | 3990 | 3721 |
|  5.00%, 06/01/2037 | 275 | 282 |
|  5.00%, 06/01/2041 | 570 | 584 |
|  5.00%, 06/01/2045 | 770 | 759 |
|  5.00%, 08/01/2049 | 500 | 471 |
|  5.38%, 06/01/2050 | 230 | 229 |
|  5.50%, 02/15/2054 | 1335 | 1376 |
|  5.50%, 06/01/2055 | 1625 | 1618 |
|  5.50%, 06/01/2061 | 595 | 588 |
|  5.63%, 07/01/2045 | 1405 | 1418 |
|  5.88%, 07/01/2055 | 4315 | 4287 |
|  6.00%, 07/01/2060 | 1320 | 1322 |
|  6.13%, 10/01/2059 | 1385 | 1424 |
|  6.25%, 11/15/2055 | 835 | 820 |
|  6.38%, 11/15/2060 | 585 | 576 |
|  6.63%, 07/01/2060 | 3260 | 3397 |
|  Wisconsin Housing & Economic Development Authority Home Ownership Revenue |  |  |
|  5.75%, 09/01/2056 | 490 | 536 |
|  6.00%, 03/01/2054 | 605 | 662 |
|  6.00%, 03/01/2055 | 370 | 400 |
|  6.00%, 03/01/2055 | 1745 | 1901 |
|  Wisconsin Housing & Economic Development Authority Housing Revenue |  |  |
|  5.05%, 11/01/2055 | 3800 | 3831 |
|  Total Wisconsin | Total Wisconsin | 284541 |
|  **Total Municipal Bonds (Cost: $6,024,198)** | **Total Municipal Bonds (Cost: $6,024,198)** | **6039242** |
|  | **Shares<br>(000s)** | **Value<br>(000s)** |
|  **COMMON STOCKS – 0.00%(10)** |  |  |
|  **Basic Materials – 0.00%(10)** |  |  |
|  Ingevity Corp.(5)(6) | 0 | 5 |
|  Total Basic Materials | Total Basic Materials | 5 |
|  **Consumer, Cyclical – 0.00%(10)** |  |  |
|  United Airlines Holdings, Inc.(5)(6) | 0 | 2 |
|  Total Consumer, Cyclical | Total Consumer, Cyclical | 2 |
|  **Total Common Stocks (Cost: $6)** | **Total Common Stocks (Cost: $6)** | **7** |
|  **WARRANTS – 0.00%(10)** |  |  |
|  **Transportation – 0.00%(10)** |  |  |
|  Brightline West, expires 12/01/2035(5)(6)(7)(12) | 50 |  |
|  Total Transportation | Total Transportation |  |
|  **Total Warrants (Cost: $0)** | **Total Warrants (Cost: $0)** |  |
|  **SHORT-TERM INVESTMENTS – 0.54%** |  |  |
|  **Money Market Funds – 0.48%** |  |  |
|  Fidelity Institutional Money Market Government Portfolio - Class I, 3.57%(11) | 29754 | 29754 |
|  **Total Money Market Funds (Cost: $29,754)** |  | **29754** |
|  | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Time Deposits – 0.06%** |  |  |
|  JP Morgan, New York, 3.13% due 04/01/2026 | $813 | 813 |
|  Sumitomo, Tokyo, 3.13% due 04/01/2026 | 2560 | 2560 |
|  **Total Time Deposits (Cost: $3,373)** |  | **3373** |
|  **Total Short-Term Investments (Cost: $33,127)** | **Total Short-Term Investments (Cost: $33,127)** | **33127** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.22%** |  |  |
|  **(Cost: $6,057,331)** |  | **6072376** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.78%** |  | **47865** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**6120241** |

---

Percentages are stated as a percent of net assets.

(1) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $1,526,732, which represents 24.95% of total net assets.

(2) Adjustable rate security. The rate reported is the rate in effect as of March 31, 2026.

(3) Variable rate security based on a reference index and spread. The rate reported is the rate in effect as of
March 31, 2026.

(4) Security in default as of March 31, 2026. The value of these securities totals $60,033, which represents
0.98% of total net assets.

(5) Non-income producing security.

(6) A zero balance may reflect actual amounts rounding to less than one thousand.

(7) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $–, which represents 0.00% of total net assets.

(8) Variable rate security. The coupon is based on an underlying pool of assets. The rate reported is the rate in
effect as of March 31, 2026.

(9) Inverse floating rate security whose interest rate moves in the opposite direction of reference interest rates.
Reference interest rates are typically based on a negative multiplier or slope.

(10) Amount calculated is less than 0.005%.

(11) Represents annualized seven-day yield as of the close of the reporting period.

(12) Security that is restricted at March 31, 2026. The value of these securities totals $-, which represents
0.00% of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts<br>Purchased** | **Reference Entity** | **Expiration<br>Date** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 144 | U.S. 2 Year Note Future | Jun. 2026 | $30087 | $29873 | $(214) |
|  |  |  |  |  | $**(214)** |

---

------

---

| | | |
|:---|:---|:---|
|  | **Percentages of**<br> **Net Assets** |  |
|  **MUNICIPAL BONDS** |  |  |
|  Build America Bonds | 0.03 | % |
|  Education | 8.99 |  |
|  General Obligation | 5.67 |  |
|  General Revenue | 41.95 |  |
|  Healthcare | 17.59 |  |
|  Housing | 10.84 |  |
|  Transportation | 9.11 |  |
|  Utilities | 4.50 |  |
|  **Total Municipal Bonds** | **98.68** |  |
|  **COMMON STOCKS** |  |  |
|  Basic Materials | 0.00 | (1) |
|  Consumer, Cyclical | 0.00 | (1) |
|  **Total Common Stocks** | **0.00** | **(1)** |
|  **WARRANTS** |  |  |
|  Transportation |  | (1) |
|  **Total Warrants** | **—** | **(1)** |
|  **SHORT-TERM INVESTMENTS** | **0.54** |  |
|  **TOTAL INVESTMENTS** | **99.22** |  |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.78** |  |
|  **TOTAL NET ASSETS** | **100.00** | **%** |

---

(1) Amount calculated is less than 0.005%.

The accompanying notes are an integral part of this Schedule of Investments.

------

---

| |
|:---|
| **Bridge Builder Large Cap Growth Fund** |
| **Schedule of Investments** |
| **March 31, 2026 (Unaudited)** |
| **(Amounts in thousands, except number of contracts)** |

---

---

| | | |
|:---|:---|:---|
|  | **Shares<br>(000s)** | **Value<br>(000s)** |
|  **COMMON STOCKS – 97.35%** |  |  |
|  **Communication Services – 11.25%** |  |  |
|  Alphabet, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;3843 | $1105207 |
|  Alphabet, Inc. - Class C | 1883 | 540218 |
|  AST SpaceMobile, Inc. - Class A(1) | 52 | 4308 |
|  Electronic Arts, Inc. | 10 | 2099 |
|  Fox Corp. - Class A | 10 | 571 |
|  Meta Platforms, Inc. - Class A | 1176 | 673013 |
|  Netflix, Inc.(1) | 3987 | 383357 |
|  New York Times Co. - Class A | 19 | 1593 |
|  ROBLOX Corp. - Class A(1) | 913 | 51636 |
|  Spotify Technology SA(1) | 172 | 83481 |
|  Take-Two Interactive Software, Inc.(1) | 1 | 131 |
|  T-Mobile U.S., Inc. | 75 | 15819 |
|  Walt Disney Co. | 752 | 72505 |
|  Warner Bros Discovery, Inc.(1) | 883 | 24260 |
|  Total Communication Services | Total Communication Services | 2958198 |
|  **Consumer Discretionary – 10.89%** |  |  |
|  Amazon.com, Inc.(1) | 6837 | 1424032 |
|  Amer Sports, Inc.(1) | 28 | 919 |
|  Booking Holdings, Inc. | 16 | 65900 |
|  BorgWarner, Inc. | 19 | 1025 |
|  Burlington Stores, Inc.(1) | 9 | 3014 |
|  Carnival Corp. | 845 | 21874 |
|  Carvana Co. - Class A(1) | 46 | 14325 |
|  Chipotle Mexican Grill, Inc. - Class A(1) | 5272 | 168763 |
|  Dillard's, Inc. - Class A | 2 | 1301 |
|  DoorDash, Inc. - Class A(1) | 375 | 56339 |
|  Expedia Group, Inc. | 67 | 15585 |
|  Five Below, Inc.(1) | 75 | 17185 |
|  Gap, Inc. | 71 | 1711 |
|  General Motors Co. | 125 | 9286 |
|  Hasbro, Inc. | 4 | 350 |
|  Home Depot, Inc. | 331 | 108803 |
|  Lowe's Companies, Inc. | 3 | 595 |
|  Macy's, Inc. | 1204 | 21774 |
|  Marriott International, Inc. - Class A | 18 | 5854 |
|  McDonald's Corp. | 358 | 111414 |
|  MercadoLibre, Inc.(1) | 36 | 61939 |
|  NIKE, Inc. - Class B | 2794 | 147582 |
|  QuantumScape Corp. - Class A(1) | 59 | 375 |
|  Ross Stores, Inc. | 15 | 3317 |
|  Royal Caribbean Cruises Ltd. | 24 | 6517 |
|  Sea Ltd. - ADR(1) | 517 | 42806 |
|  SharkNinja, Inc.(1) | 33 | 3544 |
|  Tapestry, Inc. | 140 | 19704 |
|  Tesla, Inc.(1) | 626 | 232583 |
|  TJX Companies, Inc. | 59 | 9408 |
|  TopBuild Corp.(1) | 4 | 1290 |
|  Travel + Leisure Co. | 20 | 1413 |
|  Ulta Beauty, Inc.(1) | 10 | 5066 |
|  Under Armour, Inc. - Class A(1) | 262 | 1551 |
|  Under Armour, Inc. - Class C(1) | 271 | 1569 |
|  VF Corp. | 77 | 1302 |

---

------

---

| | | |
|:---|:---|:---|
|  Viking Holdings Ltd.(1) | 31 | 2288 |
|  Williams-Sonoma, Inc. | 10 | 1750.0 |
|  Yum! Brands, Inc. | 1724 | 268116.0 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 2862169.0 |
|  **Consumer Staples – 2.13%** |  |  |
|  Coca-Cola Co. | &nbsp;&nbsp;&nbsp;&nbsp;1969 | 149761.0 |
|  Colgate-Palmolive Co. | 61 | 5201.0 |
|  Costco Wholesale Corp. | 102 | 101457.0 |
|  Dollar General Corp. | 141 | 16733.0 |
|  Dollar Tree, Inc.(1) | 40 | 4380.0 |
|  Estee Lauder Companies, Inc. - Class A | 17 | 1239.0 |
|  Freshpet, Inc.(1) | 21 | 1253.0 |
|  Monster Beverage Corp.(1) | 51 | 3706.0 |
|  PepsiCo, Inc. | 26 | 4014.0 |
|  Philip Morris International, Inc. | 25 | 4181.0 |
|  Procter & Gamble Co. | 1032 | 149085.0 |
|  Walmart, Inc. | 950 | 118066.0 |
|  Total Consumer Staples | Total Consumer Staples | 559076.0 |
|  **Energy – 1.32%** |  |  |
|  APA Corp. | 48 | 2028.0 |
|  ConocoPhillips | 630 | 83200.0 |
|  EQT Corp. | 34 | 2185.0 |
|  Exxon Mobil Corp. | 1360 | 230820.0 |
|  HF Sinclair Corp. | 39 | 2459.0 |
|  Permian Resources Corp. - Class A | 71 | 1523.0 |
|  Phillips 66 | 16 | 2908.0 |
|  Targa Resources Corp. | 11 | 2648.0 |
|  TechnipFMC Plc | 95 | 6559.0 |
|  Valero Energy Corp. | 11 | 2598.0 |
|  Weatherford International Plc | 82 | 7756.0 |
|  Williams Companies, Inc. | 39 | 2839.0 |
|  Total Energy | Total Energy | 347523.0 |
|  **Financials – 11.65%** |  |  |
|  Adyen NV - ADR(1) | 4360 | 43470.0 |
|  Affiliated Managers Group, Inc. | 45 | 12378.0 |
|  American Express Co. | 701 | 212130.0 |
|  Ameriprise Financial, Inc. | 4 | 1644.0 |
|  Aon Plc - Class A | 570 | 183895.0 |
|  Arthur J. Gallagher & Co. | 182 | 39342.0 |
|  Bank of America Corp. | 3895 | 189894.0 |
|  Bank of New York Mellon Corp. | 24 | 2902.0 |
|  Blackstone, Inc. - Class A | 884 | 101673.0 |
|  Block, Inc. - Class A(1) | 2549 | 153406.0 |
|  Brighthouse Financial, Inc.(1) | 23 | 1368.0 |
|  CBOE Global Markets, Inc. | 6 | 1672.0 |
|  Charles Schwab Corp. | 1120 | 105272.0 |
|  Chubb Ltd. | 384 | 125310.0 |
|  Citigroup, Inc. | 57 | 6440.0 |
|  Citizens Financial Group, Inc. | 29 | 1732.0 |
|  CME Group, Inc. - Class A | 2 | 734.0 |
|  Evercore, Inc. - Class A | 5 | 1479.0 |
|  Figure Technology Solutions, Inc. - Class A(1) | 47 | 1598.0 |
|  Franklin Resources, Inc. | 56 | 1318.0 |
|  Goldman Sachs Group, Inc. | 14 | 11832.0 |
|  Hartford Insurance Group, Inc. | 6 | 806.0 |
|  Interactive Brokers Group, Inc. - Class A | 27 | 1817.0 |
|  Intercontinental Exchange, Inc. | 1186 | 186556.0 |
|  Invesco Ltd. | 105 | 2558.0 |
|  JP Morgan Chase & Co. | 34 | 9994.0 |
|  KeyCorp | 80 | 1603.0 |
|  LPL Financial Holdings, Inc. | 2 | 482.0 |

---

------

---

| | | |
|:---|:---|:---|
|  Marsh & McLennan Companies, Inc. | 510 | 88471.0 |
|  Mastercard, Inc. - Class A | 876 | 437650.0 |
|  Moody's Corp. | 148 | 64624.0 |
|  Morgan Stanley | 24 | 3999.0 |
|  MSCI, Inc. - Class A | 1 | 462.0 |
|  Northern Trust Corp. | 12 | 1707.0 |
|  NU Holdings Ltd. - Class A(1) | 206 | 2965.0 |
|  Popular, Inc. | 11 | 1452.0 |
|  Progressive Corp. | 229 | 45311.0 |
|  RenaissanceRe Holdings Ltd. | 5 | 1534.0 |
|  Rocket Companies, Inc. - Class A(1) | 2021 | 28795.0 |
|  S&P Global, Inc. | 414 | 176016.0 |
|  State Street Corp. | 15 | 1865.0 |
|  Stifel Financial Corp. | 20 | 1504.0 |
|  Tradeweb Markets, Inc. - Class A | 477 | 56085.0 |
|  Travelers Companies, Inc. | 2 | 472.0 |
|  US Bancorp | 1309 | 68086.0 |
|  Visa, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;2235 | 675529.0 |
|  Wells Fargo & Co. | 2 | 156.0 |
|  XP, Inc. - Class A | 87 | 1658.0 |
|  Total Financials | Total Financials | 3061646.0 |
|  **Healthcare – 8.15%** |  |  |
|  AbbVie, Inc. | 14 | 3022.0 |
|  Amgen, Inc. | 36 | 12590.0 |
|  Argenx SE - ADR(1) | 67 | 48579.0 |
|  Biogen, Inc.(1) | 9 | 1735.0 |
|  Boston Scientific Corp.(1) | 1104 | 69297.0 |
|  Cardinal Health, Inc. | 77 | 16221.0 |
|  Charles River Laboratories International, Inc.(1) | 8 | 1459.0 |
|  Cooper Companies, Inc.(1) | 1561 | 111586.0 |
|  CVS Health Corp. | 8 | 552.0 |
|  Danaher Corp. | 1565 | 296664.0 |
|  Elanco Animal Health, Inc.(1) | 373 | 8933.0 |
|  Eli Lilly & Co. | 580 | 533369.0 |
|  Envista Holdings Corp.(1) | 782 | 19830.0 |
|  Exelixis, Inc.(1) | 50 | 2164.0 |
|  Globus Medical, Inc. - Class A(1) | 16 | 1418.0 |
|  HCA Healthcare, Inc. | 3 | 1236.0 |
|  IDEXX Laboratories, Inc.(1) | 8 | 4524.0 |
|  Illumina, Inc.(1) | 26 | 3216.0 |
|  Insmed, Inc.(1) | 24 | 3954.0 |
|  Intuitive Surgical, Inc.(1) | 413 | 190519.0 |
|  Ionis Pharmaceuticals, Inc.(1) | 29 | 2155.0 |
|  Jazz Pharmaceuticals Plc(1) | 8 | 1423.0 |
|  Johnson & Johnson | 28 | 6815.0 |
|  McKesson Corp. | 8 | 7341.0 |
|  Medpace Holdings, Inc.(1) | 11 | 5403.0 |
|  Medtronic Plc | 1100 | 95355.0 |
|  Merck & Co., Inc. | 1128 | 135674.0 |
|  Moderna, Inc.(1) | 382 | 19380.0 |
|  Natera, Inc.(1) | 299 | 59809.0 |
|  Penumbra, Inc.(1) | 7 | 2253.0 |
|  QIAGEN NV | 15 | 612.0 |
|  Regeneron Pharmaceuticals, Inc. | 3 | 2471.0 |
|  Revolution Medicines, Inc.(1) | 16 | 1557.0 |
|  Roivant Sciences Ltd.(1) | 506 | 14007.0 |
|  Sotera Health Co.(1) | 80 | 1152.0 |
|  Stryker Corp. | 238 | 78232.0 |
|  Tenet Healthcare Corp.(1) | 9 | 1646.0 |
|  Thermo Fisher Scientific, Inc. | 156 | 76869.0 |
|  UCB SA | 117 | 35141.0 |

---

------

---

| | | |
|:---|:---|:---|
|  UnitedHealth Group, Inc. | 556 | 150488.0 |
|  Vertex Pharmaceuticals, Inc.(1) | 251 | 112127.0 |
|  Viatris, Inc. | 59 | 801.0 |
|  Total Healthcare | Total Healthcare | 2141579.0 |
|  **Industrials – 8.82%** |  |  |
|  3M Co. | 4 | 603.0 |
|  Advanced Drainage Systems, Inc. | 3 | 344.0 |
|  Amentum Holdings, Inc.(1) | 161 | 4210.0 |
|  AMETEK, Inc. | 561 | 120168.0 |
|  ATI, Inc.(1) | 80 | 11663.0 |
|  Boeing Co.(1) | 1270 | 252772.0 |
|  BWX Technologies, Inc. | 8 | 1710.0 |
|  CACI International, Inc. - Class A(1) | 2 | 1344.0 |
|  Canadian Pacific Kansas City Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;2822 | 221943.0 |
|  Carpenter Technology Corp. | 5 | 1983.0 |
|  Caterpillar, Inc. | 12 | 8411.0 |
|  Clean Harbors, Inc.(1) | 5 | 1521.0 |
|  Comfort Systems USA, Inc. | 7 | 10294.0 |
|  Curtiss-Wright Corp. | 1 | 705.0 |
|  Deere & Co. | 97 | 54628.0 |
|  Equifax, Inc. | 463 | 83283.0 |
|  Everus Construction Group, Inc.(1) | 16 | 1914.0 |
|  FedEx Corp. | 20 | 7094.0 |
|  Ferguson Enterprises, Inc. | 9 | 2070.0 |
|  Flowserve Corp. | 101 | 7405.0 |
|  GE Vernova, Inc. | 23 | 20044.0 |
|  General Electric Co. | 931 | 264104.0 |
|  HEICO Corp. - Class A(2) | 0 | 48.0 |
|  Honeywell International, Inc. | 3 | 607.0 |
|  Howmet Aerospace, Inc. | 475 | 109489.0 |
|  Ingersoll Rand, Inc. | 1093 | 87594.0 |
|  Jacobs Solutions, Inc. | 543 | 69056.0 |
|  JB Hunt Transport Services, Inc. | 7 | 1480.0 |
|  Johnson Controls International Plc | 55 | 7261.0 |
|  Karman Holdings, Inc.(1) | 19 | 1510.0 |
|  Leidos Holdings, Inc. | 9 | 1453.0 |
|  Lockheed Martin Corp. | 4 | 2659.0 |
|  MasTec, Inc.(1) | 7 | 2404.0 |
|  MSA Safety, Inc. | 8 | 1240.0 |
|  nVent Electric Plc | 11 | 1296.0 |
|  Old Dominion Freight Line, Inc. | 501 | 97825.0 |
|  Parker-Hannifin Corp. | 4 | 3903.0 |
|  Quanta Services, Inc. | 7 | 3695.0 |
|  RB Global, Inc. | 524 | 50260.0 |
|  RBC Bearings, Inc.(1) | 10 | 5486.0 |
|  Rocket Lab Corp.(1) | 51 | 3273.0 |
|  Rockwell Automation, Inc. | 6 | 2000.0 |
|  RTX Corp. | 21 | 3972.0 |
|  Southwest Airlines Co. | 34 | 1260.0 |
|  StandardAero, Inc.(1) | 1111 | 28698.0 |
|  Tetra Tech, Inc. | 190 | 5710.0 |
|  Trane Technologies Plc | 180 | 74976.0 |
|  TransDigm Group, Inc.(2) | 0 | 452.0 |
|  United Rentals, Inc. | 82 | 59720.0 |
|  Vertiv Holdings Co. - Class A | 44 | 11007.0 |
|  Waste Management, Inc. | 1762 | 404950.0 |
|  WESCO International, Inc. | 5 | 1478.0 |
|  Westinghouse Air Brake Technologies Corp. | 8 | 1900.0 |
|  Woodward, Inc. | 36 | 12843.0 |
|  WW Grainger, Inc. | 161 | 175376.0 |
|  XPO, Inc.(1) | 25 | 4880.0 |
|  Total Industrials | Total Industrials | 2317974.0 |

---

------

---

| | | |
|:---|:---|:---|
|  **Information Technology – 41.13%** |  |  |
|  Accenture Plc - Class A | 2 | 441.0 |
|  Advanced Micro Devices, Inc.(1) | 932 | 189678.0 |
|  Akamai Technologies, Inc.(1) | 15 | 1763.0 |
|  Allegro MicroSystems, Inc.(1) | 26 | 829.0 |
|  Amkor Technology, Inc. | 307 | 13837.0 |
|  Amphenol Corp. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;2315 | 292513.0 |
|  Analog Devices, Inc. | 442 | 140470.0 |
|  Apple, Inc. | 8016 | 2034441.0 |
|  Applied Materials, Inc. | 65 | 22280.0 |
|  AppLovin Corp. - Class A(1) | 294 | 117007.0 |
|  Arista Networks, Inc.(1) | 887 | 108867.0 |
|  ARM Holdings Plc - ADR(1) | 982 | 148624.0 |
|  Astera Labs, Inc.(1) | 18 | 1965.0 |
|  Broadcom, Inc. | 3936 | 1218287.0 |
|  Cadence Design Systems, Inc.(1) | 202 | 56009.0 |
|  Ciena Corp.(1) | 179 | 69352.0 |
|  Cisco Systems, Inc. | 38 | 2932.0 |
|  Cloudflare, Inc. - Class A(1) | 128 | 26361.0 |
|  Coherent Corp.(1) | 27 | 6487.0 |
|  Corning, Inc. | 2 | 222.0 |
|  Crowdstrike Holdings, Inc. - Class A(1) | 208 | 81097.0 |
|  Datadog, Inc. - Class A(1) | 480 | 56711.0 |
|  Dell Technologies, Inc. - Class C | 10 | 1569.0 |
|  Entegris, Inc. | 513 | 60099.0 |
|  Fabrinet(1) | 87 | 45177.0 |
|  Figma, Inc. - Class A(1) | 863 | 18250.0 |
|  HubSpot, Inc.(1) | 231 | 56390.0 |
|  Intel Corp.(1) | 94 | 4159.0 |
|  International Business Machines Corp. | 19 | 4497.0 |
|  Intuit, Inc. | 577 | 249495.0 |
|  IPG Photonics Corp.(1) | 10 | 1170.0 |
|  KLA Corp. | 92 | 135613.0 |
|  Lam Research Corp. | 157 | 33492.0 |
|  Lattice Semiconductor Corp.(1) | 691 | 64125.0 |
|  Lumentum Holdings, Inc.(1) | 20 | 14137.0 |
|  Marvell Technology, Inc. | 481 | 47665.0 |
|  Micron Technology, Inc. | 50 | 16866.0 |
|  Microsoft Corp. | 4931 | 1825169.0 |
|  MKS, Inc. | 16 | 3681.0 |
|  MongoDB, Inc. - Class A(1) | 158 | 38767.0 |
|  Monolithic Power Systems, Inc. | 2 | 2399.0 |
|  NVIDIA Corp. | 12916 | 2252630.0 |
|  Oracle Corp. | 341 | 50167.0 |
|  Palantir Technologies, Inc. - Class A(1) | 731 | 106940.0 |
|  Palo Alto Networks, Inc.(1) | 498 | 79845.0 |
|  QUALCOMM, Inc. | 566 | 72929.0 |
|  Salesforce, Inc. | 1213 | 226522.0 |
|  Samsara, Inc. - Class A(1) | 1714 | 54311.0 |
|  Sandisk Corp.(1) | 23 | 14904.0 |
|  Seagate Technology Holdings Plc | 34 | 13500.0 |
|  ServiceNow, Inc.(1) | 1721 | 179979.0 |
|  Shopify, Inc. - Class A(1) | 869 | 103049.0 |
|  Snowflake, Inc. - Class A(1) | 250 | 37693.0 |
|  Synopsys, Inc.(1) | 504 | 199799.0 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 354 | 119773.0 |
|  Teradata Corp.(1) | 48 | 1221.0 |
|  Teradyne, Inc. | 49 | 14449.0 |
|  Texas Instruments, Inc. | 29 | 5563.0 |
|  Tower Semiconductor Ltd.(1) | 275 | 48210.0 |

---

------

---

| | | |
|:---|:---|:---|
|  Ubiquiti, Inc. | 1 | 1015 |
|  UiPath, Inc. - Class A(1) | 129 | 1436 |
|  Western Digital Corp. | 54 | 14518 |
|  Zoom Communications, Inc. - Class A(1) | 22 | 1793 |
|  Total Information Technology | Total Information Technology | 10813139 |
|  **Materials – 1.30%** |  |  |
|  Albemarle Corp. | 64 | 11576 |
|  Alcoa Corp. | 26 | 1751 |
|  CF Industries Holdings, Inc. | 7 | 900 |
|  Cleveland-Cliffs, Inc.(1) | 102 | 859 |
|  DuPont de Nemours, Inc. | 34 | 1564 |
|  Ecolab, Inc. | 642 | 170664 |
|  Element Solutions, Inc. | 44 | 1494 |
|  Linde Plc | 285 | 141344 |
|  Newmont Corp. | 119 | 12879 |
|  Total Materials | Total Materials | 343031 |
|  **Real Estate – 0.35%** |  |  |
|  CBRE Group, Inc. - Class A(1) | 605 | 81967 |
|  Host Hotels & Resorts, Inc. | 79 | 1519 |
|  Jones Lang LaSalle, Inc.(1) | 6 | 1782 |
|  Omega Healthcare Investors, Inc. | 27 | 1187 |
|  Prologis, Inc. | 23 | 2991 |
|  STAG Industrial, Inc. | 19 | 679 |
|  Ventas, Inc. | 22 | 1826 |
|  Total Real Estate | Total Real Estate | 91951 |
|  **Utilities – 0.36%** |  |  |
|  AES Corp. | 106 | 1497 |
|  Brookfield Renewable Corp. | 9 | 372 |
|  Clearway Energy, Inc. - Class A | 40 | 1550 |
|  Clearway Energy, Inc. - Class C | 37 | 1473 |
|  Constellation Energy Corp. | 280 | 78162 |
|  NextEra Energy, Inc. | 17 | 1613 |
|  NRG Energy, Inc. | 72 | 10462 |
|  Sempra | 2 | 214 |
|  Total Utilities | Total Utilities | 95343 |
|  **Total Common Stocks (Cost: $17,166,833)** | **Total Common Stocks (Cost: $17,166,833)** | **25591629** |
|  **SHORT-TERM INVESTMENTS – 2.27%** |  |  |
|  **Money Market Funds – 2.26%** |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(3) | 594454 | 594454 |
|  **Total Money Market Funds (Cost: $594,454)** |  | **594454** |
|  | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Time Deposits – 0.01%** |  |  |
|  Citibank, New York, 3.13% due 04/01/2026 | $174 | 174 |
|  JP Morgan, New York, 3.13% due 04/01/2026 | 1066 | 1066 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 3.13% due 04/01/2026 | 909 | 909 |
|  **Total Time Deposits (Cost: $2,149)** |  | **2149** |
|  **Total Short-Term Investments (Cost: $596,603)** | **Total Short-Term Investments (Cost: $596,603)** | **596603** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.62%**<br> **(Cost: $17,763,436)** |  | **26188232** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.38%** |  | **98632** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**26286864** |

---

------

---

| |
|:---|
| Percentages are stated as a percent of net assets. |
| ADR American Depositary Receipt |
| (1) Non-income producing security. |
| (2) A zero balance may reflect actual amounts rounding to less than one thousand. |
| (3) Represents annualized seven-day yield as of the close of the reporting period.  |

---

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts<br>Purchased** | **Reference Entity** | **Expiration Date** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 1961 | S&P 500 E-mini Future | Jun. 2026 | $657639 | $644262 | $(13377) |
|  |  |  |  |  | $**(13377)** |

---

------

**Bridge Builder Large Cap Value Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Shares<br>(000s)** | $nan<br>**Value<br>(000s)** |
|  **COMMON STOCKS – 98.16%** |  |  |
|  **Communication Services – 5.97%** |  |  |
|  Alphabet, Inc. - Class A | 807 | $232098 |
|  Alphabet, Inc. - Class C | 1551 | 445053 |
|  AST SpaceMobile, Inc. - Class A(1) | 1 | 47 |
|  AT&T, Inc. | 2021 | 58581 |
|  Charter Communications, Inc. - Class A(1) | 4 | 817 |
|  Comcast Corp. - Class A | 5647 | 162117 |
|  DoubleVerify Holdings, Inc. - Class Rights(1) | 3 | 27 |
|  Electronic Arts, Inc. | 11 | 2230 |
|  Fox Corp. - Class A | 468 | 27358 |
|  Fox Corp. - Class B | 6 | 342 |
|  GCI Liberty, Inc. - Class A(1)(2) | 0 | 4 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 40 |
|  IAC, Inc.(1) | 3 | 135 |
|  Iridium Communications, Inc. | 4 | 104 |
|  Liberty Broadband Corp. - Class A(1) | 1 | 28 |
|  Liberty Broadband Corp. - Class C(1) | 4 | 188 |
|  Liberty Global Ltd. - Class A(1) | 7 | 90 |
|  Liberty Global Ltd. - Class C(1) | 8 | 90 |
|  Liberty Media Corp.-Liberty Formula One - Class A(1) | 1 | 52 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 6 | 530 |
|  Madison Square Garden Sports Corp. - Class A(1) | 1 | 246 |
|  Match Group, Inc. | 337 | 10355 |
|  Meta Platforms, Inc. - Class A | 152 | 86969 |
|  Millicom International Cellular SA | 4 | 330 |
|  New York Times Co. - Class A | 7 | 603 |
|  News Corp. - Class A | 1422 | 35457 |
|  News Corp. - Class B | 6 | 162 |
|  Nexstar Media Group, Inc. - Class A | 44 | 7873 |
|  NIQ Global Intelligence Plc(1) | 2 | 19 |
|  Omnicom Group, Inc. | 14 | 1034 |
|  Pinterest, Inc. - Class A(1) | 13 | 234 |
|  Playtika Holding Corp. | 496 | 1377 |
|  Roku, Inc. - Class A(1) | 5 | 455 |
|  Shutterstock, Inc. | 79 | 1316 |
|  Sirius XM Holdings, Inc. | 332 | 7666 |
|  Take-Two Interactive Software, Inc.(1) | 5 | 1026 |
|  TKO Group Holdings, Inc. - Class A | 2 | 341 |
|  T-Mobile U.S., Inc. | 192 | 40294 |
|  Trump Media & Technology Group Corp.(1) | 2 | 23 |
|  Universal Music Group NV | 6781 | 131632 |
|  Verizon Communications, Inc. | 920 | 46203 |
|  Versant Media Group, Inc.(1) | 63 | 2341 |
|  Walt Disney Co. | 1645 | 158552 |
|  Warner Bros Discovery, Inc.(1) | 101 | 2760 |
|  Warner Music Group Corp. - Class A | 3330 | 85054 |
|  ZoomInfo Technologies, Inc. - Class A(1) | 897 | 5362 |
|  Total Communication Services | Total Communication Services | 1557615 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Consumer Discretionary – 7.21%** |  |  |
|  Academy Sports & Outdoors, Inc. | 205 | 11561 |
|  ADT, Inc. | 1477 | 9703 |
|  Airbnb, Inc. - Class A(1) | 961 | 121416 |
|  Amazon.com, Inc.(1) | 1077 | 224393 |
|  Amer Sports, Inc.(1) | 6 | 211 |
|  Aptiv Plc(1) | 1270 | 88173 |
|  Aramark | 11 | 459 |
|  Autoliv, Inc. | 116 | 12241 |
|  AutoNation, Inc.(1) | 50 | 9832 |
|  AutoZone, Inc.(1) | 1 | 2060 |
|  Bath & Body Works, Inc. | 9 | 171 |
|  Best Buy Co., Inc. | 79 | 5052 |
|  Birkenstock Holding Plc(1) | 2 | 57 |
|  Bloomin' Brands, Inc. | 260 | 1402 |
|  Booking Holdings, Inc. | 28 | 118979 |
|  BorgWarner, Inc. | 371 | 20106 |
|  Boyd Gaming Corp. | 2 | 205 |
|  Bright Horizons Family Solutions, Inc.(1) | 2 | 174 |
|  Brunswick Corp. | 3 | 197 |
|  Caesars Entertainment, Inc.(1) | 10 | 255 |
|  CarMax, Inc.(1) | 7 | 272 |
|  Carnival Corp. | 4361 | 112865 |
|  Carter's, Inc. | 91 | 3265 |
|  Choice Hotels International, Inc. | 1 | 83 |
|  Churchill Downs, Inc.(2) | 0 | 39 |
|  Columbia Sportswear Co. | 1 | 61 |
|  Covista, Inc.(1) | 61 | 7065 |
|  Crocs, Inc.(1) | 61 | 5030 |
|  Darden Restaurants, Inc.(2) | 0 | 49 |
|  Dick's Sporting Goods, Inc. | 3 | 538 |
|  Dillard's, Inc. - Class A(2) | 0 | 79 |
|  Domino's Pizza, Inc. | 1 | 341 |
|  DR Horton, Inc. | 11 | 1570 |
|  eBay, Inc. | 404 | 36768 |
|  Etsy, Inc.(1) | 2 | 91 |
|  Expedia Group, Inc. | 86 | 19903 |
|  Five Below, Inc.(1) | 2 | 528 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 3 | 152 |
|  Flutter Entertainment Plc(1) | 1 | 132 |
|  Ford Motor Co. | 1039 | 11995 |
|  GameStop Corp. - Class A(1) | 18 | 412 |
|  Gap, Inc. | 319 | 7730 |
|  Garmin Ltd. | 7 | 1639 |
|  Garrett Motion, Inc. | 474 | 8609 |
|  General Motors Co. | 534 | 39783 |
|  Gentex Corp. | 10 | 226 |
|  Genuine Parts Co. | 6 | 629 |
|  Grand Canyon Education, Inc.(1) | 1 | 151 |
|  H&R Block, Inc. | 5 | 159 |
|  Harley-Davidson, Inc. | 232 | 4697 |
|  Hasbro, Inc. | 6 | 567 |
|  Home Depot, Inc. | 598 | 196625 |
|  Hyatt Hotels Corp. - Class A | 2 | 241 |
|  Las Vegas Sands Corp. | 888 | 47862 |
|  La-Z-Boy, Inc. | 211 | 6772 |
|  Lear Corp. | 2 | 275 |
|  Lennar Corp. - Class A | 9 | 770 |
|  Lennar Corp. - Class B | 1 | 43 |
|  Liberty Live Holdings, Inc. - Class A(1)  | 1 | 77 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Liberty Live Holdings, Inc. - Class C(1) | 2 | 185.0 |
|  Lithia Motors, Inc. - Class A | 1 | 243.0 |
|  LKQ Corp. | 11 | 327.0 |
|  Lowe's Companies, Inc. | 24 | 5737.0 |
|  Lucid Group, Inc. - Class A(1) | 5 | 51.0 |
|  Lululemon Athletica, Inc.(1) | 2 | 293.0 |
|  Macy's, Inc. | 363 | 6561.0 |
|  Marriott International, Inc. - Class A | 177 | 57928.0 |
|  Marriott Vacations Worldwide Corp. | 34 | 2240.0 |
|  Mattel, Inc.(1) | 1222 | 17751.0 |
|  McDonald's Corp. | 349 | 108610.0 |
|  MGM Resorts International(1) | 160 | 5910.0 |
|  Mohawk Industries, Inc.(1) | 2 | 217.0 |
|  Newell Brands, Inc. | 18 | 63.0 |
|  NIKE, Inc. - Class B | 2931 | 154813.0 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 2 | 35.0 |
|  NVR, Inc.(1)(2) | 0 | 791.0 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 3 | 251.0 |
|  O'Reilly Automotive, Inc.(1) | 3 | 284.0 |
|  Penn Entertainment, Inc.(1) | 7 | 105.0 |
|  Penske Automotive Group, Inc. | 73 | 10979.0 |
|  Phinia, Inc. | 106 | 7261.0 |
|  Pool Corp. | 1 | 254.0 |
|  PulteGroup, Inc. | 167 | 19587.0 |
|  PVH Corp. | 123 | 8563.0 |
|  QuantumScape Corp. - Class A(1) | 18 | 113.0 |
|  Ralph Lauren Corp. - Class A | 2 | 535.0 |
|  Restaurant Brands International, Inc. | 5 | 372.0 |
|  RH(1) | 1 | 75.0 |
|  Rivian Automotive, Inc. - Class A(1) | 33 | 500.0 |
|  Ross Stores, Inc. | 11 | 2396.0 |
|  Service Corp. International | 6 | 493.0 |
|  SharkNinja, Inc.(1) | 3 | 313.0 |
|  Signet Jewelers Ltd. | 62 | 5214.0 |
|  Starbucks Corp. | 43 | 3830.0 |
|  Tapestry, Inc. | 1 | 104.0 |
|  Thor Industries, Inc. | 2 | 182.0 |
|  TJX Companies, Inc. | 943 | 150603.0 |
|  Toll Brothers, Inc. | 4 | 579.0 |
|  TopBuild Corp.(1) | 184 | 64596.0 |
|  Travel + Leisure Co. | 2 | 125.0 |
|  Ulta Beauty, Inc.(1) | 1 | 759.0 |
|  Under Armour, Inc. - Class A(1) | 8 | 49.0 |
|  Under Armour, Inc. - Class C(1) | 9 | 49.0 |
|  Vail Resorts, Inc.(2) | 0 | 35.0 |
|  Valvoline, Inc.(1) | 1 | 22.0 |
|  VF Corp. | 16 | 266.0 |
|  Wayfair, Inc. - Class A(1) | 4 | 267.0 |
|  Wendy's Co. | 4 | 27.0 |
|  Whirlpool Corp. | 2 | 128.0 |
|  Williams-Sonoma, Inc. | 4 | 788.0 |
|  Wyndham Hotels & Resorts, Inc.(2) | 0 | 28.0 |
|  Wynn Resorts Ltd. | 928 | 94242.0 |
|  YETI Holdings, Inc.(1) | 4 | 130.0 |
|  Yum! Brands, Inc. | 8 | 1233.0 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 1881832.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Consumer Staples – 7.10%** |  |  |
|  Albertsons Companies, Inc. - Class A  | 637 | 10847 |
|  Altria Group, Inc. | 649 | 42820 |
|  Archer-Daniels-Midland Co. | 175 | 12727 |
|  BellRing Brands, Inc.(1) | 5 | 88 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 5 | 470 |
|  Boston Beer Co., Inc. - Class A(1)(2) | 0 | 75 |
|  Brown-Forman Corp. - Class A | 2 | 58 |
|  Brown-Forman Corp. - Class B | 6 | 168 |
|  Bunge Global SA | 6 | 753 |
|  Campbell's Co. | 393 | 8750 |
|  Casey's General Stores, Inc. | 1 | 983 |
|  Church & Dwight Co., Inc. | 11 | 986 |
|  Clorox Co. | 5 | 548 |
|  Coca-Cola Co. | 1356 | 103110 |
|  Coca-Cola Consolidated, Inc. | 2 | 406 |
|  Colgate-Palmolive Co. | 1408 | 119974 |
|  Conagra Brands, Inc. | 704 | 11071 |
|  Constellation Brands, Inc. - Class A | 75 | 11240 |
|  Coty, Inc. - Class A(1) | 18 | 35 |
|  Darling Ingredients, Inc.(1) | 6 | 368 |
|  Dollar General Corp. | 112 | 13312 |
|  Dollar Tree, Inc.(1) | 8 | 927 |
|  Edgewell Personal Care Co. | 115 | 2461 |
|  elf Beauty, Inc.(1) | 2 | 142 |
|  Estee Lauder Companies, Inc. - Class A | 11 | 757 |
|  Flowers Foods, Inc. | 9 | 75 |
|  Freshpet, Inc.(1) | 1 | 84 |
|  General Mills, Inc. | 363 | 13518 |
|  Heineken Holding NV | 1870 | 133112 |
|  Herbalife Ltd.(1) | 208 | 3057 |
|  Hershey Co. | 5 | 1142 |
|  Hormel Foods Corp. | 12 | 281 |
|  Ingredion, Inc. | 91 | 10256 |
|  J.M. Smucker Co. | 84 | 8067 |
|  Kenvue, Inc. | 2068 | 35645 |
|  Kerry Group Plc - Class A | 1644 | 130900 |
|  Keurig Dr Pepper, Inc. | 3716 | 97831 |
|  Kimberly-Clark Corp. | 327 | 31525 |
|  Kraft Heinz Co. | 532 | 11963 |
|  Kroger Co. | 1652 | 119518 |
|  Lamb Weston Holdings, Inc. | 6 | 247 |
|  Maplebear, Inc.(1) | 8 | 289 |
|  McCormick & Co., Inc. | 11 | 548 |
|  Molson Coors Beverage Co. - Class B | 400 | 17211 |
|  Mondelez International, Inc. - Class A | 56 | 3231 |
|  Nestle SA | 1292 | 126739 |
|  PepsiCo, Inc. | 375 | 58257 |
|  Performance Food Group Co.(1) | 6 | 491 |
|  Philip Morris International, Inc. | 1343 | 222087 |
|  Pilgrim's Pride Corp. | 2 | 66 |
|  Post Holdings, Inc.(1) | 2 | 214 |
|  Primo Brands Corp. - Class A | 11 | 207 |
|  Procter & Gamble Co. | 1216 | 175706 |
|  Reynolds Consumer Products, Inc. | 2 | 49 |
|  Seaboard Corp.(2) | 0 | 79 |
|  Smithfield Foods, Inc. | 304 | 8514 |
|  Spectrum Brands Holdings, Inc. | 111 | 8203 |
|  Sprouts Farmers Market, Inc.(1) | 1146 | 88391 |
|  Sysco Corp.  | 10 | 690 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Target Corp. | 20 | 2391.0 |
|  Tyson Foods, Inc. - Class A | 571 | 36580.0 |
|  Unilever Plc - ADR | 665 | 37905.0 |
|  Unilever Plc | 731 | 40125.0 |
|  US Foods Holding Corp.(1) | 10 | 908.0 |
|  Walmart, Inc. | 675 | 83852.0 |
|  Total Consumer Staples | Total Consumer Staples | 1853030.0 |
|  **Energy – 7.88%** |  |  |
|  Antero Midstream Corp. | 14 | 327.0 |
|  Antero Resources Corp.(1) | 12 | 527.0 |
|  APA Corp. | 221 | 9396.0 |
|  Baker Hughes Co. - Class A | 43 | 2628.0 |
|  Cheniere Energy, Inc. | 5 | 1491.0 |
|  Chevron Corp. | 1108 | 229262.0 |
|  Chord Energy Corp. | 2 | 350.0 |
|  ConocoPhillips | 886 | 117001.0 |
|  Coterra Energy, Inc. | 33 | 1164.0 |
|  Devon Energy Corp. | 27 | 1342.0 |
|  Diamondback Energy, Inc. | 725 | 143414.0 |
|  DT Midstream, Inc. | 4 | 586.0 |
|  Enbridge, Inc. | 1334 | 72213.0 |
|  EOG Resources, Inc. | 1598 | 231072.0 |
|  EQT Corp. | 276 | 17552.0 |
|  Expand Energy Corp. | 333 | 36522.0 |
|  Exxon Mobil Corp. | 2476 | 420076.0 |
|  Halliburton Co. | 454 | 17689.0 |
|  HF Sinclair Corp. | 190 | 11840.0 |
|  Kinder Morgan, Inc. | 280 | 9384.0 |
|  Marathon Petroleum Corp. | 111 | 27056.0 |
|  Matador Resources Co. | 252 | 15906.0 |
|  NOV, Inc. | 16 | 301.0 |
|  Occidental Petroleum Corp. | 30 | 1978.0 |
|  ONEOK, Inc. | 27 | 2452.0 |
|  Ovintiv, Inc. | 12 | 739.0 |
|  Permian Resources Corp. - Class A | 4161 | 88721.0 |
|  Phillips 66 | 770 | 140261.0 |
|  Plains GP Holdings LP - Class A(1) | 2184 | 53039.0 |
|  Range Resources Corp. | 10 | 458.0 |
|  Scorpio Tankers, Inc. | 95 | 7063.0 |
|  SLB Ltd. | 4036 | 207421.0 |
|  South Bow Corp. | 443 | 14728.0 |
|  TC Energy Corp. | 287 | 17976.0 |
|  TechnipFMC Plc | 18 | 1232.0 |
|  TotalEnergies SE | 143 | 13024.0 |
|  TotalEnergies SE | 1014 | 93081.0 |
|  Valero Energy Corp. | 92 | 22704.0 |
|  Viper Energy, Inc. - Class A | 8 | 380.0 |
|  Weatherford International Plc | 3 | 289.0 |
|  Williams Companies, Inc. | 342 | 24925.0 |
|  Total Energy | Total Energy | 2057570.0 |
|  **Financials – 19.85%** |  |  |
|  Affiliated Managers Group, Inc. | 50 | 13918.0 |
|  Affirm Holdings, Inc. - Class A(1) | 5 | 231.0 |
|  Aflac, Inc. | 21 | 2292.0 |
|  AGNC Investment Corp. | 47 | 475.0 |
|  Allstate Corp. | 238 | 49293.0 |
|  Ally Financial, Inc. | 11 | 417.0 |
|  American Express Co.  | 696 | 210570.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  American Financial Group, Inc. | 3 | 362 |
|  American International Group, Inc. | 1037 | 78033 |
|  Ameriprise Financial, Inc. | 19 | 8486 |
|  Annaly Capital Management, Inc. | 287 | 6077 |
|  Aon Plc - Class A | 1 | 222 |
|  Apollo Global Management, Inc. | 93 | 10376 |
|  Arch Capital Group Ltd.(1) | 1142 | 109610 |
|  Ares Capital Corp. | 252 | 4537 |
|  Arthur J. Gallagher & Co. | 519 | 112360 |
|  Associated Banc-Corp. | 243 | 6271 |
|  Assurant, Inc. | 2 | 474 |
|  Assured Guaranty Ltd. | 2 | 163 |
|  Axis Capital Holdings Ltd. | 3 | 330 |
|  Bank of America Corp. | 7680 | 374401 |
|  Bank of New York Mellon Corp. | 290 | 34416 |
|  Bank OZK | 172 | 7903 |
|  Berkshire Hathaway, Inc. - Class B(1) | 559 | 267822 |
|  Blackrock, Inc. | 151 | 145246 |
|  Block, Inc. - Class A(1) | 15 | 887 |
|  Blue Owl Capital Corp. | 276 | 3050 |
|  BOK Financial Corp. | 1 | 130 |
|  Brighthouse Financial, Inc.(1) | 2 | 147 |
|  Brookfield Asset Management Ltd. - Class A | 11 | 478 |
|  Brown & Brown, Inc. | 11 | 733 |
|  Bullish(1) | 1 | 43 |
|  Capital One Financial Corp. | 557 | 101657 |
|  Carlyle Group, Inc. | 11 | 544 |
|  CBOE Global Markets, Inc. | 4 | 1263 |
|  Charles Schwab Corp. | 1681 | 157960 |
|  Chubb Ltd. | 871 | 284023 |
|  Cincinnati Financial Corp. | 7 | 1040 |
|  Citigroup, Inc. | 1184 | 134270 |
|  Citizens Financial Group, Inc. | 496 | 29725 |
|  CME Group, Inc. - Class A | 349 | 103006 |
|  CNA Financial Corp. | 1 | 41 |
|  Coinbase Global, Inc. - Class A(1) | 9 | 1518 |
|  Columbia Banking System, Inc. | 13 | 353 |
|  Commerce Bancshares, Inc. | 5 | 269 |
|  Corebridge Financial, Inc. | 766 | 18270 |
|  Credit Acceptance Corp.(1)(2) | 0 | 73 |
|  Cullen/Frost Bankers, Inc. | 3 | 361 |
|  East West Bancorp, Inc. | 6 | 626 |
|  Equitable Holdings, Inc. | 1292 | 47953 |
|  Essent Group Ltd. | 99 | 5803 |
|  Euronet Worldwide, Inc.(1) | 2 | 128 |
|  Evercore, Inc. - Class A | 2 | 466 |
|  Everest Group Ltd. | 20 | 6518 |
|  FactSet Research Systems, Inc. | 2 | 330 |
|  Fidelity National Financial, Inc. | 11 | 517 |
|  Fidelity National Information Services, Inc. | 1161 | 54481 |
|  Fifth Third Bancorp | 1148 | 53346 |
|  Figure Technology Solutions, Inc. - Class A(1) | 1 | 42 |
|  First American Financial Corp. | 4 | 254 |
|  First Citizens BancShares, Inc. - Class A(2) | 0 | 769 |
|  First Hawaiian, Inc. | 6 | 145 |
|  First Horizon Corp. | 755 | 17192 |
|  Fiserv, Inc.(1) | 274 | 15296 |
|  FNB Corp.  | 401 | 6698 |

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------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Franklin Resources, Inc. | 13 | 311 |
|  Freedom Holding Corp.(1)(2) | 0 | 18 |
|  Global Payments, Inc. | 156 | 10520 |
|  Globe Life, Inc. | 4 | 495 |
|  Goldman Sachs Group, Inc. | 148 | 124907 |
|  Hamilton Lane, Inc. - Class A | 1 | 59 |
|  Hanover Insurance Group, Inc. | 2 | 266 |
|  Hartford Insurance Group, Inc. | 299 | 40465 |
|  Houlihan Lokey, Inc. - Class A | 1 | 206 |
|  Huntington Bancshares, Inc. | 2984 | 46707 |
|  Interactive Brokers Group, Inc. - Class A | 18 | 1180 |
|  Intercontinental Exchange, Inc. | 25 | 3898 |
|  Invesco Ltd. | 16 | 379 |
|  Jack Henry & Associates, Inc. | 3 | 517 |
|  Janus Henderson Group Plc | 6 | 297 |
|  Jefferies Financial Group, Inc. | 1204 | 49702 |
|  JP Morgan Chase & Co. | 545 | 160201 |
|  Kemper Corp. | 3 | 85 |
|  KeyCorp | 41 | 813 |
|  KKR & Co., Inc. - Class Miscella | 22 | 2040 |
|  Lazard, Inc. - Class A | 3 | 135 |
|  Lincoln National Corp. | 132 | 4685 |
|  Loews Corp. | 570 | 60888 |
|  M&T Bank Corp. | 34 | 7096 |
|  Markel Group, Inc.(1)(2) | 0 | 813 |
|  MarketAxess Holdings, Inc. | 2 | 273 |
|  Marsh & McLennan Companies, Inc. | 715 | 124051 |
|  Mastercard, Inc. - Class A | 405 | 202155 |
|  MetLife, Inc. | 1445 | 102167 |
|  MGIC Investment Corp. | 476 | 12500 |
|  Morgan Stanley | 560 | 92166 |
|  Morningstar, Inc.(2) | 0 | 55 |
|  MSCI, Inc. - Class A | 2 | 883 |
|  Nasdaq, Inc. | 20 | 1661 |
|  Northern Trust Corp. | 8 | 1156 |
|  Old Republic International Corp. | 10 | 391 |
|  OneMain Holdings, Inc. - Class A | 5 | 271 |
|  PayPal Holdings, Inc. | 318 | 14361 |
|  Pinnacle Financial Partners, Inc. | 6 | 556 |
|  PNC Financial Services Group, Inc. | 613 | 127654 |
|  Popular, Inc. | 3 | 354 |
|  Primerica, Inc. | 1 | 354 |
|  Principal Financial Group, Inc. | 10 | 858 |
|  Progressive Corp. | 418 | 82897 |
|  Prosperity Bancshares, Inc. | 1496 | 100493 |
|  Prudential Financial, Inc. | 15 | 1486 |
|  Radian Group, Inc. | 311 | 10278 |
|  Raymond James Financial, Inc. | 8 | 1136 |
|  Regions Financial Corp. | 674 | 17610 |
|  Reinsurance Group of America, Inc. - Class A | 44 | 9009 |
|  RenaissanceRe Holdings Ltd. | 2 | 609 |
|  Rithm Capital Corp. | 558 | 5287 |
|  RLI Corp. | 4 | 200 |
|  Robinhood Markets, Inc. - Class A(1) | 29 | 1980 |
|  Rocket Companies, Inc. - Class A(1) | 41 | 582 |
|  S&P Global, Inc. | 265 | 112793 |
|  SEI Investments Co. | 5 | 355 |
|  SLM Corp.  | 3608 | 77255 |

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------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  SoFi Technologies, Inc.(1) | 45 | 718.0 |
|  SouthState Bank Corp. | 4 | 398.0 |
|  Starwood Property Trust, Inc. | 15 | 256.0 |
|  State Street Corp. | 459 | 58076.0 |
|  Stifel Financial Corp. | 6 | 475.0 |
|  Synchrony Financial | 232 | 15806.0 |
|  T Rowe Price Group, Inc. | 9 | 846.0 |
|  TFS Financial Corp. | 2 | 23.0 |
|  TPG, Inc. - Class A(2) | 0 | 14.0 |
|  Tradeweb Markets, Inc. - Class A | 5 | 539.0 |
|  Travelers Companies, Inc. | 9 | 2752.0 |
|  Truist Financial Corp. | 195 | 8944.0 |
|  Unum Group | 132 | 9605.0 |
|  US Bancorp | 1262 | 65634.0 |
|  UWM Holdings Corp. | 6 | 23.0 |
|  Virtu Financial, Inc. - Class A | 3 | 152.0 |
|  Visa, Inc. - Class A | 993 | 300258.0 |
|  Voya Financial, Inc. | 77 | 5256.0 |
|  Webster Financial Corp. | 7 | 498.0 |
|  Wells Fargo & Co. | 6682 | 531926.0 |
|  Western Alliance Bancorp | 4 | 259.0 |
|  Western Union Co. | 397 | 3470.0 |
|  WEX, Inc.(1) | 1 | 205.0 |
|  White Mountains Insurance Group Ltd.(2) | 0 | 235.0 |
|  Willis Towers Watson Plc | 156 | 45421.0 |
|  Wintrust Financial Corp. | 3 | 406.0 |
|  WR Berkley Corp. | 10 | 648.0 |
|  XP, Inc. - Class A | 17 | 315.0 |
|  Zions Bancorp N.A. | 207 | 11929.0 |
|  Total Financials | Total Financials | 5180296.0 |
|  **Healthcare – 13.03%** |  |  |
|  Abbott Laboratories | 875 | 89786.0 |
|  Acadia Healthcare Co., Inc.(1) | 4 | 102.0 |
|  Agilent Technologies, Inc. | 12 | 1420.0 |
|  Align Technology, Inc.(1) | 3 | 504.0 |
|  Amgen, Inc. | 6 | 2159.0 |
|  AstraZeneca Plc | 192 | 37849.0 |
|  Avantor, Inc.(1) | 7608 | 59649.0 |
|  Baxter International, Inc. | 3635 | 61074.0 |
|  Becton Dickinson & Co. | 383 | 60249.0 |
|  Biogen, Inc.(1) | 152 | 27882.0 |
|  BioMarin Pharmaceutical, Inc.(1) | 139 | 7833.0 |
|  Bio-Rad Laboratories, Inc. - Class A(1) | 1 | 219.0 |
|  Bio-Techne Corp. | 7 | 352.0 |
|  Boston Scientific Corp.(1) | 53 | 3321.0 |
|  Bristol Myers Squibb Co. | 1116 | 67658.0 |
|  Bruker Corp. | 4 | 160.0 |
|  Cardinal Health, Inc. | 5 | 1089.0 |
|  Caris Life Sciences, Inc.(1) | 2 | 36.0 |
|  Centene Corp.(1) | 21 | 697.0 |
|  Certara, Inc.(1) | 5 | 31.0 |
|  Charles River Laboratories International, Inc.(1) | 62 | 10642.0 |
|  Chemed Corp. | 1 | 205.0 |
|  Cigna Group | 150 | 40042.0 |
|  Cooper Companies, Inc.(1) | 9 | 611.0 |
|  CVS Health Corp. | 1126 | 80838.0 |
|  Danaher Corp. | 670 | 127107.0 |
|  DaVita, Inc.(1)  | 63 | 9698.0 |

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------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Dentsply Sirona, Inc. | 8 | 93 |
|  Edwards Lifesciences Corp.(1) | 25 | 2002 |
|  Elanco Animal Health, Inc.(1) | 2751 | 65825 |
|  Elevance Health, Inc. | 904 | 264569 |
|  Eli Lilly & Co. | 250 | 230284 |
|  Encompass Health Corp. | 4 | 413 |
|  Envista Holdings Corp.(1) | 8 | 198 |
|  Exelixis, Inc.(1) | 319 | 13662 |
|  GE HealthCare Technologies, Inc. | 1328 | 94504 |
|  Gilead Sciences, Inc. | 269 | 37500 |
|  Globus Medical, Inc. - Class A(1) | 5 | 432 |
|  HCA Healthcare, Inc. | 61 | 28879 |
|  Henry Schein, Inc.(1) | 5 | 346 |
|  Hologic, Inc.(1) | 10 | 723 |
|  Humana, Inc. | 5 | 898 |
|  Illumina, Inc.(1) | 7 | 836 |
|  Incyte Corp.(1) | 200 | 18865 |
|  Insmed, Inc.(1) | 1 | 109 |
|  Ionis Pharmaceuticals, Inc.(1)(2) | 0 | 35 |
|  IQVIA Holdings, Inc.(1) | 723 | 123367 |
|  Jazz Pharmaceuticals Plc(1) | 121 | 22800 |
|  Johnson & Johnson | 735 | 179713 |
|  Koninklijke Philips NV | 3703 | 101287 |
|  Labcorp Holdings, Inc. | 4 | 957 |
|  LivaNova Plc(1) | 136 | 8631 |
|  McKesson Corp.(2) | 0 | 358 |
|  Medline, Inc. - Class A(1) | 14 | 627 |
|  Medtronic Plc | 2862 | 248007 |
|  Merck & Co., Inc. | 4095 | 492587 |
|  Mettler-Toledo International, Inc.(1) | 1 | 1125 |
|  Moderna, Inc.(1) | 16 | 793 |
|  Molina Healthcare, Inc.(1) | 1 | 128 |
|  Neurocrine Biosciences, Inc.(1) | 1 | 79 |
|  Novo Nordisk - ADR | 406 | 14920 |
|  Organon & Co. | 12 | 74 |
|  Perrigo Co. Plc | 6 | 65 |
|  Pfizer, Inc. | 1576 | 44254 |
|  QIAGEN NV | 9 | 348 |
|  Quest Diagnostics, Inc. | 5 | 937 |
|  Regeneron Pharmaceuticals, Inc. | 22 | 16987 |
|  Repligen Corp.(1) | 2 | 232 |
|  ResMed, Inc. | 5 | 1085 |
|  Revolution Medicines, Inc.(1) | 7 | 723 |
|  Revvity, Inc. | 5 | 452 |
|  Roivant Sciences Ltd.(1) | 18 | 511 |
|  Royalty Pharma Plc - Class A | 17 | 803 |
|  Sanofi SA | 78 | 7490 |
|  Sanofi SA - ADR | 1202 | 57906 |
|  Sarepta Therapeutics, Inc.(1) | 1 | 27 |
|  Solventum Corp.(1) | 6 | 415 |
|  Sotera Health Co.(1) | 9 | 122 |
|  STERIS Plc | 4 | 931 |
|  Stryker Corp. | 409 | 134312 |
|  Teleflex, Inc. | 2 | 229 |
|  Tenet Healthcare Corp.(1) | 4 | 706 |
|  Thermo Fisher Scientific, Inc. | 352 | 173046 |
|  United Therapeutics Corp.(1) | 18 | 10618 |
|  UnitedHealth Group, Inc.  | 437 | 118134 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Universal Health Services, Inc. - Class B | 55 | 9779.0 |
|  Veeva Systems, Inc. - Class A(1) | 1 | 227.0 |
|  Viatris, Inc. | 4081 | 55135.0 |
|  Viking Therapeutics, Inc.(1) | 4 | 140.0 |
|  Waters Corp.(1) | 56 | 16707.0 |
|  West Pharmaceutical Services, Inc. | 3 | 770.0 |
|  Zimmer Biomet Holdings, Inc. | 536 | 48438.0 |
|  Zoetis, Inc. - Class A | 451 | 53352.0 |
|  Total Healthcare | Total Healthcare | 3401720.0 |
|  **Industrials – 12.06%** |  |  |
|  3M Co. | 91 | 13192.0 |
|  Acuity, Inc. | 1 | 371.0 |
|  Advanced Drainage Systems, Inc. | 3 | 416.0 |
|  AECOM | 841 | 71373.0 |
|  AGCO Corp. | 368 | 42616.0 |
|  Air Lease Corp. - Class A | 4 | 290.0 |
|  Airbus SE | 471 | 88995.0 |
|  Alaska Air Group, Inc.(1) | 4 | 160.0 |
|  Allegion Plc | 4 | 536.0 |
|  Allison Transmission Holdings, Inc. | 132 | 15502.0 |
|  Amentum Holdings, Inc.(1) | 7 | 186.0 |
|  American Airlines Group, Inc.(1) | 417 | 4473.0 |
|  AMETEK, Inc. | 307 | 65726.0 |
|  AO Smith Corp. | 5 | 327.0 |
|  API Group Corp.(1) | 16 | 650.0 |
|  Applied Industrial Technologies, Inc. | 2 | 434.0 |
|  Armstrong World Industries, Inc. | 1 | 213.0 |
|  ATI, Inc.(1) | 6 | 878.0 |
|  Atkore, Inc. | 68 | 4024.0 |
|  Automatic Data Processing, Inc. | 557 | 113236.0 |
|  Avis Budget Group, Inc.(1)(2) | 0 | 68.0 |
|  Boeing Co.(1) | 294 | 58582.0 |
|  Booz Allen Hamilton Holding Corp. - Class A | 259 | 20222.0 |
|  Brink's Co. | 72 | 7410.0 |
|  Broadridge Financial Solutions, Inc.(2) | 0 | 74.0 |
|  Builders FirstSource, Inc.(1) | 5 | 394.0 |
|  BWX Technologies, Inc. | 319 | 65307.0 |
|  CACI International, Inc. - Class A(1) | 182 | 98780.0 |
|  Canadian National Railway Co. | 971 | 99779.0 |
|  Carlisle Companies, Inc. | 2 | 541.0 |
|  Carpenter Technology Corp. | 2 | 670.0 |
|  Carrier Global Corp. | 34 | 1919.0 |
|  Caterpillar, Inc. | 143 | 101505.0 |
|  CH Robinson Worldwide, Inc. | 5 | 837.0 |
|  Clarivate Plc(1) | 18 | 46.0 |
|  Clean Harbors, Inc.(1) | 2 | 623.0 |
|  CNH Industrial NV | 1034 | 11370.0 |
|  Concentrix Corp. | 2 | 58.0 |
|  Copart, Inc.(1) | 3 | 88.0 |
|  Core & Main, Inc. - Class A(1) | 3 | 169.0 |
|  Crane Co. | 2 | 361.0 |
|  CSX Corp. | 1518 | 62314.0 |
|  Cummins, Inc. | 26 | 14125.0 |
|  Curtiss-Wright Corp. | 2 | 1098.0 |
|  Deere & Co. | 114 | 64358.0 |
|  Delta Air Lines, Inc. | 217 | 14404.0 |
|  Donaldson Co., Inc. | 5 | 434.0 |
|  Dover Corp.  | 74 | 15496.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Eaton Corp. Plc | 17 | 6099 |
|  EMCOR Group, Inc. | 1 | 930 |
|  Emerson Electric Co. | 24 | 3192 |
|  Equifax, Inc. | 4 | 790 |
|  Esab Corp. | 3 | 245 |
|  Everus Construction Group, Inc.(1) | 2 | 252 |
|  Expeditors International of Washington, Inc. | 6 | 842 |
|  Fastenal Co. | 9 | 409 |
|  FedEx Corp. | 99 | 35296 |
|  Ferguson Enterprises, Inc. | 8 | 1824 |
|  Flowserve Corp. | 6 | 404 |
|  Fortive Corp. | 1904 | 105262 |
|  Fortune Brands Innovations, Inc. | 5 | 198 |
|  FTI Consulting, Inc.(1) | 1 | 253 |
|  Gates Industrial Corp. Plc(1) | 11 | 244 |
|  Generac Holdings, Inc.(1) | 3 | 489 |
|  General Dynamics Corp. | 35 | 12124 |
|  General Electric Co. | 158 | 44697 |
|  Genpact Ltd. | 204 | 7614 |
|  Graco, Inc. | 7 | 603 |
|  Griffon Corp. | 60 | 4334 |
|  GXO Logistics, Inc.(1) | 5 | 255 |
|  Hayward Holdings, Inc.(1) | 9 | 114 |
|  Hexcel Corp. | 3 | 278 |
|  Honeywell International, Inc. | 713 | 161267 |
|  Hubbell, Inc. - Class B | 2 | 1126 |
|  Huntington Ingalls Industries, Inc. | 26 | 9868 |
|  IDEX Corp. | 3 | 615 |
|  Illinois Tool Works, Inc. | 8 | 2206 |
|  Ingersoll Rand, Inc. | 17 | 1387 |
|  ITT, Inc. | 4 | 694 |
|  Jacobs Solutions, Inc. | 5 | 667 |
|  JB Hunt Transport Services, Inc. | 301 | 63769 |
|  Johnson Controls International Plc | 1154 | 151171 |
|  KBR, Inc. | 5 | 201 |
|  Kirby Corp.(1) | 2 | 312 |
|  Knight-Swift Transportation Holdings, Inc. - Class A | 7 | 404 |
|  L3Harris Technologies, Inc. | 211 | 72663 |
|  Landstar System, Inc. | 2 | 255 |
|  Leidos Holdings, Inc. | 47 | 7367 |
|  Leonardo DRS, Inc. | 2 | 88 |
|  Lincoln Electric Holdings, Inc. | 2 | 579 |
|  Loar Holdings, Inc.(1)(2) | 0 | 13 |
|  Lockheed Martin Corp. | 25 | 14880 |
|  Lyft, Inc. - Class A(1) | 14 | 191 |
|  ManpowerGroup, Inc. | 2 | 70 |
|  Masco Corp. | 9 | 546 |
|  MasTec, Inc.(1) | 2 | 678 |
|  Matson, Inc. | 61 | 9951 |
|  Middleby Corp.(1) | 106 | 14107 |
|  MSA Safety, Inc. | 2 | 273 |
|  MSC Industrial Direct Co., Inc. - Class A | 2 | 171 |
|  Mueller Industries, Inc. | 115 | 12737 |
|  Nordson Corp. | 2 | 615 |
|  Norfolk Southern Corp. | 43 | 12306 |
|  Northrop Grumman Corp. | 268 | 182695 |
|  nVent Electric Plc | 7 | 826 |
|  Old Dominion Freight Line, Inc.  | 8 | 1474 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Oshkosh Corp. | 112 | 16464 |
|  Otis Worldwide Corp. | 17 | 1307 |
|  Owens Corning | 85 | 9225 |
|  PACCAR, Inc. | 22 | 2579 |
|  Parker-Hannifin Corp. | 5 | 4920 |
|  Parsons Corp.(1) | 2 | 111 |
|  Paychex, Inc. | 10 | 879 |
|  Paycom Software, Inc. | 1 | 122 |
|  Paylocity Holding Corp.(1)(2) | 0 | 17 |
|  Pentair Plc | 7 | 611 |
|  Quanta Services, Inc. | 1 | 781 |
|  QXO, Inc.(1) | 27 | 520 |
|  RB Global, Inc. | 7 | 716 |
|  RBC Bearings, Inc.(1) | 1 | 576 |
|  Regal Rexnord Corp. | 3 | 531 |
|  Republic Services, Inc. - Class A | 9 | 1931 |
|  Robert Half, Inc. | 5 | 116 |
|  Rockwell Automation, Inc. | 91 | 32559 |
|  RTX Corp. | 58 | 11207 |
|  Ryder System, Inc. | 101 | 20722 |
|  Safran SA | 360 | 117864 |
|  Saia, Inc.(1) | 1 | 402 |
|  Schneider National, Inc. - Class B | 3 | 70 |
|  Science Applications International Corp. | 82 | 7813 |
|  Sensata Technologies Holding Plc | 6 | 219 |
|  Siemens AG | 223 | 54247 |
|  Simpson Manufacturing Co., Inc. | 2 | 295 |
|  SiteOne Landscape Supply, Inc.(1) | 1 | 187 |
|  Snap-on, Inc. | 26 | 9588 |
|  Southwest Airlines Co. | 1109 | 41671 |
|  SS&C Technologies Holdings, Inc. | 9 | 613 |
|  StandardAero, Inc.(1) | 591 | 15265 |
|  Stanley Black & Decker, Inc. | 806 | 57267 |
|  Tetra Tech, Inc. | 9 | 281 |
|  Textron, Inc. | 285 | 24930 |
|  Timken Co. | 3 | 284 |
|  Toro Co. | 4 | 400 |
|  Trane Technologies Plc | 207 | 86199 |
|  TransDigm Group, Inc. | 2 | 2290 |
|  TransUnion | 8 | 584 |
|  Trex Co., Inc.(1) | 5 | 167 |
|  Uber Technologies, Inc.(1) | 928 | 66763 |
|  U-Haul Holding Co.(1)(2) | 0 | 19 |
|  U-Haul Holding Co. - Class B | 3 | 114 |
|  Union Pacific Corp. | 710 | 172375 |
|  United Airlines Holdings, Inc.(1) | 168 | 15437 |
|  United Parcel Service, Inc. - Class B | 1730 | 170231 |
|  United Rentals, Inc. | 3 | 2009 |
|  Upwork, Inc.(1) | 232 | 2545 |
|  Valmont Industries, Inc. | 1 | 355 |
|  Veralto Corp. | 6 | 559 |
|  Verisk Analytics, Inc. - Class A | 2 | 455 |
|  Vertiv Holdings Co. - Class A | 240 | 60063 |
|  Watsco, Inc. | 1 | 543 |
|  WESCO International, Inc. | 392 | 107141 |
|  Westinghouse Air Brake Technologies Corp. | 7 | 1845 |
|  WillScot Holdings Corp. - Class A | 6 | 101 |
|  Woodward, Inc.  | 3 | 935 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  WW Grainger, Inc.(2) | 0 | 307.0 |
|  XPO, Inc.(1) | 4 | 760.0 |
|  Xylem, Inc. | 10 | 1247.0 |
|  Total Industrials | Total Industrials | 3147884.0 |
|  **Information Technology – 14.76%** |  |  |
|  Accenture Plc - Class A | 1027 | 203705.0 |
|  Adobe, Inc.(1) | 38 | 9213.0 |
|  Advanced Micro Devices, Inc.(1) | 206 | 41845.0 |
|  Akamai Technologies, Inc.(1) | 6 | 707.0 |
|  Allegro MicroSystems, Inc.(1) | 6 | 175.0 |
|  Amdocs Ltd. | 216 | 14092.0 |
|  Amkor Technology, Inc. | 5 | 227.0 |
|  Amphenol Corp. - Class A | 685 | 86570.0 |
|  Analog Devices, Inc. | 21 | 6760.0 |
|  Apple, Inc. | 764 | 193774.0 |
|  Applied Materials, Inc. | 231 | 79018.0 |
|  Arrow Electronics, Inc.(1) | 93 | 13282.0 |
|  ASML Holding NV | 78 | 103121.0 |
|  Aurora Innovation, Inc. - Class A(1) | 50 | 208.0 |
|  Avnet, Inc. | 110 | 6758.0 |
|  BILL Holdings, Inc.(1) | 4 | 154.0 |
|  Broadcom, Inc. | 914 | 282776.0 |
|  CCC Intelligent Solutions Holdings, Inc.(1) | 23 | 140.0 |
|  CDW Corp. | 5 | 634.0 |
|  Ciena Corp.(1) | 6 | 2380.0 |
|  Circle Internet Group, Inc. - Class A(1) | 4 | 398.0 |
|  Cirrus Logic, Inc.(1) | 72 | 10441.0 |
|  Cisco Systems, Inc. | 913 | 70811.0 |
|  Cognex Corp. | 7 | 357.0 |
|  Cognizant Technology Solutions Corp. - Class A | 21 | 1299.0 |
|  Coherent Corp.(1) | 544 | 129608.0 |
|  Corning, Inc. | 34 | 4595.0 |
|  Crane NXT Co. | 47 | 1896.0 |
|  Dell Technologies, Inc. - Class C | 203 | 33332.0 |
|  Docusign, Inc. - Class A(1) | 2 | 100.0 |
|  Dolby Laboratories, Inc. - Class A | 3 | 165.0 |
|  Dropbox, Inc. - Class A(1) | 505 | 11464.0 |
|  DXC Technology Co.(1) | 175 | 2199.0 |
|  Entegris, Inc. | 987 | 115695.0 |
|  EPAM Systems, Inc.(1) | 2 | 316.0 |
|  Everpure, Inc. - Class A(1) | 2 | 116.0 |
|  F5, Inc.(1) | 2 | 715.0 |
|  Fair Isaac Corp.(1)(2) | 0 | 195.0 |
|  First Solar, Inc.(1) | 4 | 859.0 |
|  Flex Ltd.(1) | 150 | 9821.0 |
|  Gen Digital, Inc. | 233 | 4388.0 |
|  GlobalFoundries, Inc.(1) | 5 | 237.0 |
|  Globant SA(1) | 2 | 77.0 |
|  GoDaddy, Inc. - Class A(1) | 80 | 6597.0 |
|  GPGI, Inc. - Class A | 3930 | 67211.0 |
|  Hewlett Packard Enterprise Co. | 5033 | 119833.0 |
|  HP, Inc. | 616 | 11842.0 |
|  Ingram Micro Holding Corp. | 1 | 26.0 |
|  Intel Corp.(1) | 924 | 40794.0 |
|  International Business Machines Corp. | 40 | 9796.0 |
|  Intuit, Inc. | 115 | 49824.0 |
|  IPG Photonics Corp.(1) | 1 | 123.0 |
|  Jabil, Inc.  | 40 | 10751.0 |

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------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Keysight Technologies, Inc.(1) | 7 | 2111.0 |
|  KLA Corp. | 95 | 139880.0 |
|  Kyndryl Holdings, Inc.(1) | 9 | 122.0 |
|  Lam Research Corp. | 386 | 82536.0 |
|  Lattice Semiconductor Corp.(1) | 1 | 76.0 |
|  Littelfuse, Inc. | 298 | 101166.0 |
|  Lumentum Holdings, Inc.(1) | 3 | 1982.0 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 2 | 453.0 |
|  Marvell Technology, Inc. | 35 | 3446.0 |
|  Microchip Technology, Inc. | 1277 | 82504.0 |
|  Micron Technology, Inc. | 49 | 16411.0 |
|  Microsoft Corp. | 885 | 327470.0 |
|  MKS, Inc. | 3 | 675.0 |
|  MongoDB, Inc. - Class A(1) | 3 | 749.0 |
|  Motorola Solutions, Inc. | 4 | 1825.0 |
|  nCino, Inc.(1) | 4 | 59.0 |
|  NetApp, Inc. | 5 | 547.0 |
|  Nutanix, Inc. - Class A(1) | 9 | 323.0 |
|  NXP Semiconductors NV | 589 | 116003.0 |
|  Okta, Inc. - Class A(1) | 4 | 344.0 |
|  ON Semiconductor Corp.(1) | 18 | 1120.0 |
|  Onto Innovation, Inc.(1) | 2 | 334.0 |
|  Oracle Corp. | 461 | 67757.0 |
|  Pegasystems, Inc. | 2 | 106.0 |
|  PTC, Inc.(1) | 5 | 645.0 |
|  Qnity Electronics, Inc. | 1036 | 119554.0 |
|  Qorvo, Inc.(1) | 4 | 282.0 |
|  QUALCOMM, Inc. | 2026 | 260964.0 |
|  Ralliant Corp. | 466 | 19401.0 |
|  Roper Technologies, Inc. | 5 | 1654.0 |
|  Rubrik, Inc. - Class A(1) | 2 | 122.0 |
|  SailPoint, Inc.(1) | 3 | 34.0 |
|  Salesforce, Inc. | 1042 | 194601.0 |
|  Samsung Electronics Co. Ltd. | 780 | 91174.0 |
|  Sandisk Corp.(1) | 42 | 26717.0 |
|  SentinelOne, Inc. - Class A(1) | 3 | 45.0 |
|  Skyworks Solutions, Inc. | 73 | 3924.0 |
|  Strategy, Inc. - Class A(1) | 13 | 1599.0 |
|  Super Micro Computer, Inc.(1) | 12 | 272.0 |
|  Synopsys, Inc.(1) | 2 | 844.0 |
|  TD SYNNEX Corp. | 117 | 19671.0 |
|  TE Connectivity Plc | 23 | 4861.0 |
|  Teledyne Technologies, Inc.(1) | 12 | 7524.0 |
|  Teradata Corp.(1) | 3 | 81.0 |
|  Teradyne, Inc. | 7 | 2045.0 |
|  Texas Instruments, Inc. | 1861 | 361246.0 |
|  Trimble, Inc.(1) | 10 | 667.0 |
|  Twilio, Inc. - Class A(1) | 5 | 633.0 |
|  Tyler Technologies, Inc.(1)(2) | 0 | 113.0 |
|  UiPath, Inc. - Class A(1) | 17 | 190.0 |
|  Unity Software, Inc.(1) | 13 | 281.0 |
|  Universal Display Corp. | 2 | 173.0 |
|  VeriSign, Inc. | 4 | 900.0 |
|  Vontier Corp. | 6 | 223.0 |
|  Western Digital Corp. | 46 | 12456.0 |
|  Zebra Technologies Corp. - Class A(1) | 2 | 456.0 |
|  Zoom Communications, Inc. - Class A(1) | 125 | 10041.0 |
|  Total Information Technology | Total Information Technology | 3852812.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Materials – 3.65%** |  |  |
|  Air Products & Chemicals, Inc. | 313 | 90991.0 |
|  Albemarle Corp. | 5 | 926.0 |
|  Alcoa Corp. | 11 | 747.0 |
|  Amcor Plc | 20 | 801.0 |
|  Anglogold Ashanti Plc | 19 | 1849.0 |
|  AptarGroup, Inc. | 3 | 354.0 |
|  Ashland, Inc. | 2 | 106.0 |
|  Avery Dennison Corp. | 82 | 14200.0 |
|  Axalta Coating Systems Ltd.(1) | 3414 | 94567.0 |
|  Ball Corp. | 12 | 716.0 |
|  Cabot Corp. | 121 | 9082.0 |
|  Celanese Corp. - Class A | 5 | 315.0 |
|  CF Industries Holdings, Inc. | 741 | 96233.0 |
|  Cleveland-Cliffs, Inc.(1) | 24 | 204.0 |
|  Corteva, Inc. | 30 | 2486.0 |
|  CRH Plc | 650 | 68364.0 |
|  Crown Holdings, Inc. | 97 | 9731.0 |
|  Dow, Inc. | 30 | 1264.0 |
|  DuPont de Nemours, Inc. | 1573 | 72059.0 |
|  Eagle Materials, Inc. | 1 | 252.0 |
|  Eastman Chemical Co. | 102 | 7796.0 |
|  Ecolab, Inc. | 8 | 2176.0 |
|  Element Solutions, Inc. | 10 | 342.0 |
|  FMC Corp. | 6 | 96.0 |
|  Freeport-McMoRan, Inc. | 1456 | 85604.0 |
|  Graphic Packaging Holding Co. | 262 | 2606.0 |
|  Huntsman Corp. | 8 | 104.0 |
|  International Flavors & Fragrances, Inc. | 11 | 797.0 |
|  International Paper Co. | 1535 | 54794.0 |
|  James Hardie Industries Plc(1) | 2 | 38.0 |
|  Knife River Corp.(1) | 898 | 73352.0 |
|  Linde Plc | 318 | 157558.0 |
|  Louisiana-Pacific Corp. | 3 | 197.0 |
|  LyondellBasell Industries NV - Class A | 11 | 885.0 |
|  Martin Marietta Materials, Inc. | 3 | 1541.0 |
|  Mosaic Co. | 14 | 345.0 |
|  MP Materials Corp.(1) | 6 | 298.0 |
|  NewMarket Corp. | 16 | 10226.0 |
|  Newmont Corp. | 380 | 41126.0 |
|  Nucor Corp. | 10 | 1692.0 |
|  Olin Corp. | 5 | 159.0 |
|  Packaging Corp. of America | 4 | 804.0 |
|  PPG Industries, Inc. | 10 | 1042.0 |
|  Reliance, Inc. | 2 | 688.0 |
|  Royal Gold, Inc. | 4 | 896.0 |
|  RPM International, Inc. | 5 | 542.0 |
|  Scotts Miracle-Gro Co. | 2 | 116.0 |
|  Sealed Air Corp. | 6 | 263.0 |
|  Sherwin-Williams Co. | 1 | 300.0 |
|  Silgan Holdings, Inc. | 4 | 158.0 |
|  Smurfit WestRock Plc | 22 | 891.0 |
|  Solstice Advanced Materials, Inc. | 7 | 528.0 |
|  Sonoco Products Co. | 5 | 251.0 |
|  Southern Copper Corp. | 4 | 620.0 |
|  Steel Dynamics, Inc. | 62 | 11115.0 |
|  Vulcan Materials Co. | 6 | 1568.0 |
|  West Fraser Timber Co. Ltd.  | 393 | 25647.0 |
|  Westlake Corp. | 2 | 181.0 |
|  Total Materials | Total Materials | 952589.0 |

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------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Real Estate – 2.51%** |  |  |
|  Agree Realty Corp. | 5 | 367 |
|  Alexandria Real Estate Equities, Inc. | 7 | 342 |
|  American Assets Trust, Inc. | 216 | 3973 |
|  American Homes 4 Rent - Class A | 15 | 409 |
|  American Tower Corp. | 338 | 58407 |
|  Americold Realty Trust, Inc. | 13 | 146 |
|  AvalonBay Communities, Inc. | 6 | 997 |
|  Brandywine Realty Trust | 330 | 895 |
|  Brixmor Property Group, Inc. | 13 | 385 |
|  BXP, Inc. | 7 | 353 |
|  Camden Property Trust | 5 | 450 |
|  CBRE Group, Inc. - Class A(1) | 12 | 1560 |
|  CoStar Group, Inc.(1) | 16 | 633 |
|  Cousins Properties, Inc. | 293 | 6604 |
|  Crown Castle, Inc. | 19 | 1539 |
|  CubeSmart | 41 | 1512 |
|  Digital Realty Trust, Inc. | 544 | 97997 |
|  EastGroup Properties, Inc. | 2 | 421 |
|  EPR Properties | 3 | 171 |
|  Equinix, Inc. | 4 | 4165 |
|  Equity LifeStyle Properties, Inc. | 9 | 532 |
|  Equity Residential | 859 | 50822 |
|  Essex Property Trust, Inc. | 3 | 662 |
|  Extra Space Storage, Inc. | 9 | 1185 |
|  Federal Realty Investment Trust | 4 | 382 |
|  First Industrial Realty Trust, Inc. | 5 | 318 |
|  Gaming & Leisure Properties, Inc. | 314 | 13948 |
|  Healthcare Realty Trust, Inc. - Class A | 14 | 239 |
|  Healthpeak Properties, Inc. | 30 | 489 |
|  Highwoods Properties, Inc. | 5 | 99 |
|  Host Hotels & Resorts, Inc. | 701 | 13430 |
|  Howard Hughes Holdings, Inc.(1) | 1 | 82 |
|  Invitation Homes, Inc. | 26 | 652 |
|  Iron Mountain, Inc. | 13 | 1311 |
|  Jones Lang LaSalle, Inc.(1) | 1 | 444 |
|  Kilroy Realty Corp. | 5 | 142 |
|  Kimco Realty Corp. | 29 | 644 |
|  Lineage, Inc. | 3 | 91 |
|  Medical Properties Trust, Inc. | 21 | 99 |
|  Mid-America Apartment Communities, Inc. | 5 | 610 |
|  Millrose Properties, Inc. | 44 | 1220 |
|  National Storage Affiliates Trust | 3 | 109 |
|  NNN REIT, Inc. | 8 | 337 |
|  Omega Healthcare Investors, Inc. | 182 | 7970 |
|  Outfront Media, Inc. | 358 | 9485 |
|  Park Hotels & Resorts, Inc. | 9 | 98 |
|  Prologis, Inc. | 863 | 114113 |
|  Public Storage | 270 | 73123 |
|  Rayonier, Inc. | 1876 | 38693 |
|  Realty Income Corp. | 40 | 2421 |
|  Regency Centers Corp. | 8 | 586 |
|  Rexford Industrial Realty, Inc. | 762 | 24938 |
|  SBA Communications Corp. - Class A | 5 | 793 |
|  Simon Property Group, Inc. | 11 | 2044 |
|  STAG Industrial, Inc.  | 8 | 291 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Sun Communities, Inc. | 79 | 9998 |
|  UDR, Inc. | 13 | 453 |
|  Ventas, Inc. | 20 | 1655 |
|  VICI Properties, Inc. - Class A | 2614 | 71406 |
|  Vornado Realty Trust | 8 | 204 |
|  Welltower, Inc. | 30 | 5902 |
|  Weyerhaeuser Co. | 845 | 20646 |
|  WP Carey, Inc. | 9 | 632 |
|  Zillow Group, Inc. - Class A(1) | 2 | 89 |
|  Zillow Group, Inc. - Class C(1) | 7 | 294 |
|  Total Real Estate | Total Real Estate | 655007 |
|  **Utilities – 4.14%** |  |  |
|  AES Corp. | 30 | 423 |
|  Alliant Energy Corp. | 594 | 42654 |
|  Ameren Corp. | 459 | 50417 |
|  American Electric Power Co., Inc. | 23 | 3038 |
|  American Water Works Co., Inc. | 221 | 30052 |
|  Atmos Energy Corp. | 7 | 1283 |
|  Brookfield Renewable Corp. | 6 | 224 |
|  CenterPoint Energy, Inc. | 2553 | 110184 |
|  Clearway Energy, Inc. - Class A | 1 | 58 |
|  Clearway Energy, Inc. - Class C | 3 | 137 |
|  CMS Energy Corp. | 13 | 1019 |
|  Consolidated Edison, Inc. | 16 | 1780 |
|  Constellation Energy Corp. | 14 | 3804 |
|  Dominion Energy, Inc. | 37 | 2291 |
|  DTE Energy Co. | 9 | 1300 |
|  Duke Energy Corp. | 34 | 4427 |
|  Edison International | 197 | 14391 |
|  Entergy Corp. | 1206 | 135529 |
|  Essential Utilities, Inc. | 12 | 479 |
|  Evergy, Inc. | 10 | 809 |
|  Eversource Energy | 16 | 1118 |
|  Exelon Corp. | 44 | 2154 |
|  FirstEnergy Corp. | 24 | 1219 |
|  IDACORP, Inc. - Class Rights | 2 | 327 |
|  MDU Resources Group, Inc. | 5127 | 106241 |
|  National Fuel Gas Co. | 167 | 15668 |
|  NextEra Energy, Inc. | 516 | 47911 |
|  NiSource, Inc. | 21 | 969 |
|  OGE Energy Corp. | 9 | 440 |
|  PG&E Corp. | 6160 | 108236 |
|  Pinnacle West Capital Corp. | 981 | 98846 |
|  PPL Corp. | 32 | 1213 |
|  Public Service Enterprise Group, Inc. | 22 | 1760 |
|  Sempra | 500 | 48620 |
|  Southern Co. | 1089 | 105069 |
|  Talen Energy Corp.(1) | 2 | 621 |
|  UGI Corp. | 396 | 14434 |
|  WEC Energy Group, Inc. | 14 | 1629 |
|  Xcel Energy, Inc. | 1502 | 119294 |
|  Total Utilities | Total Utilities | 1080068 |
|  **Total Common Stocks (Cost: $19,526,971)** | **Total Common Stocks (Cost: $19,526,971)** | **25620423** |
|  **CONVERTIBLE PREFERRED STOCKS – 0.12%** |  |  |
|  **Industrials – 0.07%** |  |  |
|  Boeing Co., 6.00% | 321 | 20836 |
|  Total Industrials | Total Industrials | 20836 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Utilities – 0.05%** |  |  |
|  Southern Co., 7.13% | 229 | 11766 |
|  Total Utilities | Total Utilities | 11766 |
|  **Total Convertible Preferred Stocks (Cost: $28,814)** | **Total Convertible Preferred Stocks (Cost: $28,814)** | **32602** |
|  **SHORT-TERM INVESTMENTS – 1.61%** |  |  |
|  **Money Market Funds – 1.56%** |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(3) | 408956 | 408956 |
|  **Total Money Market Funds (Cost: $408,956)** |  | **408956** |
|  | **Principal**<br>**Amount**<br>**(000s)** | **Value**<br>**(000s)** |
|  **Time Deposits – 0.05%** |  |  |
|  Brown Brothers Harriman, 1.33% due 04/01/2026(2) | 0 | 0 |
|  Citibank, London, 1.10% due 04/01/2026 | 5373 | 6210 |
|  Citibank, London, 2.92% due 04/01/2026 | 6 | 7 |
|  JP Morgan, New York, 3.13% due 04/01/2026 | $3158 | 3158 |
|  Skandinaviska Enskilda Banken AB, Stockholm, -0.57% due 04/01/2026(2) | 0 | 0 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 0.95% due 04/01/2026(2) | 0 | 0 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 3.13% due 04/01/2026 | $2329 | 2329 |
|  Sumitomo Trust Bank, London, 3.13% due 04/01/2026 | 881.00 | 881 |
|  **Total Time Deposits (Cost: $12,585)** |  | **12585** |
|  **Total Short-Term Investments (Cost: $421,541)** | **Total Short-Term Investments (Cost: $421,541)** | **421541** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.89%**<br> **(Cost: $19,977,326)** |  | **26074566** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.11%** |  | **28788** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**26103354** |

---

Percentages are stated as a percent of net assets.

Principal amounts are denominated in the currency in which the security was purchased.

ADR American Depositary Receipt

REIT Real Estate Investment Trust

CAD Canadian Dollar

CHF Swiss Franc

EUR Euro

GBP British Pound

SEK Swedish Krona

(1) Non-income producing security.

(2) A zero balance may reflect actual amounts rounding to less than one thousand.

(3) Represents annualized seven-day yield as of the close of the reporting
period.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts<br>Purchased** | **Reference Entity** | **Expiration Date** | **Notional**<br>**Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 86 | E-mini Russell 1000 Future | Jun. 2026 | $9162 | $9100 | $(62) |
|  |  |  |  |  | $(62) |

---

------

**Bridge Builder Tax Managed Large Cap Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Shares<br>(000s)** | $nan<br>**Value<br>(000s)** |
|  **COMMON STOCKS – 98.53%** |  |  |
|  **Communication Services – 10.70%** |  |  |
|  Alphabet, Inc. - Class A | 1031 | $296346 |
|  Alphabet, Inc. - Class C | 470 | 134774 |
|  AT&T, Inc. | 144 | 4187 |
|  Electronic Arts, Inc. | 66 | 13487 |
|  Fox Corp. - Class A | 35 | 2056 |
|  Fox Corp. - Class B | 42 | 2232 |
|  Live Nation Entertainment, Inc.(1) | 13 | 1963 |
|  Meta Platforms, Inc. - Class A | 261 | 149569 |
|  Netflix, Inc.(1) | 1131 | 108780 |
|  Omnicom Group, Inc. | 20 | 1475 |
|  ROBLOX Corp. - Class A(1) | 354 | 20035 |
|  Spotify Technology SA(1) | 11 | 5559 |
|  TKO Group Holdings, Inc. - Class A | 15 | 2975 |
|  T-Mobile U.S., Inc. | 115 | 24173 |
|  Trade Desk, Inc. - Class A(1) | 142 | 3230 |
|  Walt Disney Co. | 197 | 18945 |
|  Warner Music Group Corp. - Class A | 858 | 21906 |
|  Total Communication Services | Total Communication Services | 811692 |
|  **Consumer Discretionary – 6.78%** |  |  |
|  Airbnb, Inc. - Class A(1) | 12 | 1526 |
|  Amazon.com, Inc.(1) | 882 | 183655 |
|  Aptiv Plc(1) | 209 | 14488 |
|  Aramark | 207 | 8381 |
|  AutoZone, Inc.(1)(2) | 0 | 645 |
|  Booking Holdings, Inc. | 5 | 20967 |
|  Carnival Corp. | 1465 | 37919 |
|  Chipotle Mexican Grill, Inc. - Class A(1) | 311 | 9939 |
|  Darden Restaurants, Inc.(2) | 0 | 1 |
|  Domino's Pizza, Inc. | 2 | 666 |
|  DoorDash, Inc. - Class A(1) | 79 | 11906 |
|  DR Horton, Inc. | 18 | 2521 |
|  eBay, Inc. | 30 | 2700 |
|  General Motors Co. | 40 | 3008 |
|  Hilton Worldwide Holdings, Inc. | 8 | 2376 |
|  Home Depot, Inc. | 31 | 10150 |
|  Las Vegas Sands Corp. | 117 | 6308 |
|  Lennar Corp. - Class A | 21 | 1858 |
|  Lithia Motors, Inc. - Class A | 7 | 1833 |
|  Marriott International, Inc. - Class A | 18 | 5881 |
|  McDonald's Corp. | 7 | 2089 |
|  MercadoLibre, Inc.(1) | 7 | 12897 |
|  O'Reilly Automotive, Inc.(1) | 16 | 1437 |
|  PulteGroup, Inc. | 23 | 2668 |
|  Ralph Lauren Corp. - Class A | 1 | 391 |
|  Ross Stores, Inc. | 72 | 15696 |
|  Sea Ltd. - ADR(1) | 128 | 10621 |
|  SharkNinja, Inc.(1) | 38 | 4018 |
|  Starbucks Corp. | 29 | 2575 |
|  Tesla, Inc.(1) | 102 | 37915 |
|  TJX Companies, Inc. | 325 | 51896 |
|  TopBuild Corp.(1)  | 44 | 15415 |
|  Wynn Resorts Ltd. | 294 | 29859 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 514205 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  **Consumer Staples – 3.61%** |  |  |
|  Altria Group, Inc. | 29 | 1928.0 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 73 | 7215.0 |
|  Coca-Cola Co. | 387 | 29407.0 |
|  Colgate-Palmolive Co. | 5 | 408.0 |
|  Costco Wholesale Corp. | 4 | 3755.0 |
|  Dollar General Corp. | 15 | 1790.0 |
|  Dollar Tree, Inc.(1) | 47 | 5101.0 |
|  Keurig Dr Pepper, Inc. | 1053 | 27716.0 |
|  Kimberly-Clark Corp. | 12 | 1173.0 |
|  Kroger Co. | 4 | 254.0 |
|  Magnum Ice Cream Co. NV(1) | 58 | 868.0 |
|  McCormick & Co., Inc. | 331 | 16706.0 |
|  Monster Beverage Corp.(1) | 80 | 5811.0 |
|  Philip Morris International, Inc. | 107 | 17647.0 |
|  Procter & Gamble Co. | 328 | 47433.0 |
|  Sprouts Farmers Market, Inc.(1) | 301 | 23199.0 |
|  Unilever Plc - ADR | 121 | 6882.0 |
|  Walmart, Inc. | 618 | 76801.0 |
|  Total Consumer Staples | Total Consumer Staples | 274094.0 |
|  **Energy – 5.30%** |  |  |
|  Baker Hughes Co. - Class A | 68 | 4141.0 |
|  Chevron Corp. | 446 | 92290.0 |
|  ConocoPhillips | 13 | 1763.0 |
|  Devon Energy Corp. | 39 | 1939.0 |
|  Diamondback Energy, Inc. | 41 | 8179.0 |
|  Enbridge, Inc. | 640 | 34659.0 |
|  EOG Resources, Inc. | 13 | 1882.0 |
|  EQT Corp. | 241 | 15319.0 |
|  Exxon Mobil Corp. | 778 | 132043.0 |
|  Halliburton Co. | 142 | 5538.0 |
|  Kinder Morgan, Inc. | 521 | 17453.0 |
|  Marathon Petroleum Corp. | 9 | 2211.0 |
|  ONEOK, Inc. | 23 | 2116.0 |
|  Permian Resources Corp. - Class A | 804 | 17134.0 |
|  Phillips 66 | 207 | 37799.0 |
|  Plains GP Holdings LP - Class A(1) | 818 | 19850.0 |
|  Targa Resources Corp. | 14 | 3422.0 |
|  Texas Pacific Land Corp. | 5 | 2200.0 |
|  Valero Energy Corp. | 6 | 1495.0 |
|  Williams Companies, Inc. | 10 | 707.0 |
|  Total Energy | Total Energy | 402140.0 |
|  **Financials – 13.52%** |  |  |
|  Adyen NV - ADR(1) | 2171 | 21640.0 |
|  Affirm Holdings, Inc. - Class A(1) | 48 | 2193.0 |
|  Aflac, Inc. | 7 | 726.0 |
|  Allstate Corp. | 41 | 8442.0 |
|  American Express Co. | 97 | 29295.0 |
|  American International Group, Inc. | 109 | 8197.0 |
|  Ameriprise Financial, Inc. | 3 | 1508.0 |
|  Aon Plc - Class A | 2 | 779.0 |
|  Apollo Global Management, Inc. | 66 | 7369.0 |
|  Ares Management Corp. - Class A | 20 | 2173.0 |
|  Arthur J. Gallagher & Co.(2) | 0 | 60.0 |
|  Axis Capital Holdings Ltd. | 109 | 11096.0 |
|  Bank of America Corp. | 2111 | 102931.0 |
|  Berkshire Hathaway, Inc. - Class B(1) | 252 | 120651.0 |
|  Blackrock, Inc.  | 8 | 7377.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Blackstone, Inc. - Class A | 19 | 2173.0 |
|  Block, Inc. - Class A(1) | 649 | 39060.0 |
|  Brown & Brown, Inc. | 10 | 657.0 |
|  Capital One Financial Corp. | 157 | 28640.0 |
|  Charles Schwab Corp. | 133 | 12530.0 |
|  Chubb Ltd. | 66 | 21506.0 |
|  Citigroup, Inc. | 27 | 3040.0 |
|  Citizens Financial Group, Inc. | 74 | 4444.0 |
|  CME Group, Inc. - Class A | 45 | 13228.0 |
|  Erie Indemnity Co. - Class A | 12 | 2979.0 |
|  Fidelity National Information Services, Inc. | 262 | 12268.0 |
|  Fifth Third Bancorp | 130 | 6050.0 |
|  Fiserv, Inc.(1) | 142 | 7923.0 |
|  Globe Life, Inc. | 34 | 4733.0 |
|  Goldman Sachs Group, Inc. | 8 | 6577.0 |
|  Hartford Insurance Group, Inc. | 77 | 10428.0 |
|  Intercontinental Exchange, Inc. | 129 | 20282.0 |
|  Jefferies Financial Group, Inc. | 625 | 25798.0 |
|  JP Morgan Chase & Co. | 286 | 83988.0 |
|  KeyCorp | 103 | 2075.0 |
|  M&T Bank Corp. | 37 | 7570.0 |
|  Marsh & McLennan Companies, Inc. | 65 | 11257.0 |
|  Mastercard, Inc. - Class A | 122 | 61031.0 |
|  Moody's Corp. | 2 | 913.0 |
|  MSCI, Inc. - Class A | 1 | 669.0 |
|  Nasdaq, Inc. | 24 | 2040.0 |
|  PNC Financial Services Group, Inc. | 11 | 2237.0 |
|  Progressive Corp. | 101 | 19973.0 |
|  Prosperity Bancshares, Inc. | 363 | 24358.0 |
|  Prudential Financial, Inc. | 21 | 2026.0 |
|  Raymond James Financial, Inc. | 14 | 2093.0 |
|  Regions Financial Corp. | 50 | 1312.0 |
|  Rocket Companies, Inc. - Class A(1) | 265 | 3776.0 |
|  S&P Global, Inc. | 3 | 1122.0 |
|  SLM Corp. | 721 | 15442.0 |
|  State Street Corp. | 2 | 205.0 |
|  Tradeweb Markets, Inc. - Class A | 230 | 27077.0 |
|  Travelers Companies, Inc. | 129 | 37628.0 |
|  US Bancorp | 167 | 8666.0 |
|  Visa, Inc. - Class A | 344 | 104028.0 |
|  Wells Fargo & Co. | 473 | 37672.0 |
|  Willis Towers Watson Plc | 67 | 19362.0 |
|  WR Berkley Corp. | 21 | 1369.0 |
|  Total Financials | Total Financials | 1024642.0 |
|  **Healthcare – 9.08%** |  |  |
|  Abbott Laboratories | 44 | 4548.0 |
|  AbbVie, Inc. | 148 | 32146.0 |
|  Amgen, Inc. | 5 | 1601.0 |
|  Argenx SE - ADR(1) | 14 | 10540.0 |
|  Avantor, Inc.(1) | 1759 | 13792.0 |
|  Baxter International, Inc. | 306 | 5143.0 |
|  Becton Dickinson & Co. | 9 | 1353.0 |
|  Bio-Techne Corp. | 25 | 1309.0 |
|  Boston Scientific Corp.(1) | 106 | 6640.0 |
|  Bristol Myers Squibb Co. | 63 | 3801.0 |
|  Cencora, Inc. - Class A(2) | 0 | 118.0 |
|  Centene Corp.(1) | 89 | 2914.0 |
|  Charles River Laboratories International, Inc.(1) | 11 | 1862.0 |
|  Cigna Group | 19 | 5164.0 |
|  Danaher Corp.  | 42 | 7901.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  DaVita, Inc.(1) | 9 | 1406.0 |
|  DexCom, Inc.(1) | 15 | 960.0 |
|  Edwards Lifesciences Corp.(1) | 50 | 3990.0 |
|  Elanco Animal Health, Inc.(1) | 1304 | 31216.0 |
|  Eli Lilly & Co. | 117 | 107708.0 |
|  GE HealthCare Technologies, Inc. | 352 | 25074.0 |
|  Gilead Sciences, Inc. | 25 | 3416.0 |
|  HCA Healthcare, Inc. | 2 | 1025.0 |
|  Hologic, Inc.(1) | 27 | 2074.0 |
|  IDEXX Laboratories, Inc.(1) | 1 | 546.0 |
|  Incyte Corp.(1) | 27 | 2566.0 |
|  Insulet Corp.(1) | 11 | 2245.0 |
|  Intuitive Surgical, Inc.(1) | 76 | 34999.0 |
|  IQVIA Holdings, Inc.(1) | 13 | 2296.0 |
|  Johnson & Johnson | 261 | 63715.0 |
|  Labcorp Holdings, Inc. | 2 | 621.0 |
|  McKesson Corp. | 3 | 2568.0 |
|  Medtronic Plc | 378 | 32743.0 |
|  Merck & Co., Inc. | 444 | 53467.0 |
|  Natera, Inc.(1) | 87 | 17324.0 |
|  Penumbra, Inc.(1) | 13 | 4109.0 |
|  Regeneron Pharmaceuticals, Inc. | 7 | 5711.0 |
|  ResMed, Inc. | 4 | 870.0 |
|  Sanofi SA - ADR | 495 | 23856.0 |
|  Solventum Corp.(1) | 6 | 386.0 |
|  Stryker Corp. | 175 | 57439.0 |
|  Thermo Fisher Scientific, Inc. | 67 | 32867.0 |
|  UnitedHealth Group, Inc. | 208 | 56338.0 |
|  Vertex Pharmaceuticals, Inc.(1) | 15 | 6796.0 |
|  Waters Corp.(1) | 1 | 347.0 |
|  West Pharmaceutical Services, Inc. | 16 | 4011.0 |
|  Zoetis, Inc. - Class A | 64 | 7569.0 |
|  Total Healthcare | Total Healthcare | 689090.0 |
|  **Industrials – 9.34%** |  |  |
|  3M Co. | 24 | 3435.0 |
|  AECOM | 208 | 17604.0 |
|  AerCap Holdings NV | 115 | 15806.0 |
|  Amentum Holdings, Inc.(1) | 5 | 134.0 |
|  Automatic Data Processing, Inc. | 88 | 17804.0 |
|  Axon Enterprise, Inc.(1) | 6 | 2547.0 |
|  Boeing Co.(1) | 279 | 55489.0 |
|  BWX Technologies, Inc. | 171 | 34903.0 |
|  CACI International, Inc. - Class A(1) | 68 | 36984.0 |
|  Carrier Global Corp. | 21 | 1169.0 |
|  Caterpillar, Inc. | 16 | 11674.0 |
|  Cintas Corp. | 6 | 976.0 |
|  Copart, Inc.(1) | 243 | 8053.0 |
|  CSX Corp. | 41 | 1681.0 |
|  Cummins, Inc.(2) | 0 | 109.0 |
|  Deere & Co. | 6 | 3318.0 |
|  Delta Air Lines, Inc. | 41 | 2755.0 |
|  Dover Corp. | 3 | 661.0 |
|  Eaton Corp. Plc | 140 | 49971.0 |
|  Emerson Electric Co. | 195 | 25598.0 |
|  Everus Construction Group, Inc.(1) | 153 | 18006.0 |
|  Expeditors International of Washington, Inc. | 21 | 3048.0 |
|  Fastenal Co. | 3 | 148.0 |
|  Ferguson Enterprises, Inc. | 26 | 5958.0 |
|  Fortive Corp. | 203 | 11196.0 |
|  GE Vernova, Inc.  | 2 | 2146.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  General Dynamics Corp. | 9 | 3019 |
|  General Electric Co. | 10 | 2967 |
|  Honeywell International, Inc. | 174 | 39317 |
|  Howmet Aerospace, Inc. | 110 | 25269 |
|  Hubbell, Inc. - Class B | 5 | 2280 |
|  Illinois Tool Works, Inc. | 21 | 5461 |
|  Ingersoll Rand, Inc. | 133 | 10632 |
|  Jacobs Solutions, Inc. | 48 | 6142 |
|  JB Hunt Transport Services, Inc. | 74 | 15578 |
|  Johnson Controls International Plc | 361 | 47306 |
|  L3Harris Technologies, Inc. | 27 | 9241 |
|  Leidos Holdings, Inc. | 23 | 3533 |
|  Lockheed Martin Corp. | 5 | 2846 |
|  Norfolk Southern Corp. | 13 | 3680 |
|  Northrop Grumman Corp. | 6 | 4087 |
|  Old Dominion Freight Line, Inc. | 23 | 4486 |
|  Otis Worldwide Corp. | 10 | 744 |
|  PACCAR, Inc. | 7 | 828 |
|  Parker-Hannifin Corp.(2) | 0 | 437 |
|  Paychex, Inc. | 12 | 1131 |
|  Pentair Plc | 21 | 1837 |
|  Quanta Services, Inc. | 8 | 4188 |
|  Republic Services, Inc. - Class A | 4 | 820 |
|  Rockwell Automation, Inc. | 1 | 500 |
|  Rollins, Inc. | 22 | 1201 |
|  RTX Corp. | 214 | 41370 |
|  StandardAero, Inc.(1) | 207 | 5351 |
|  Trane Technologies Plc | 6 | 2669 |
|  Uber Technologies, Inc.(1) | 290 | 20848 |
|  Union Pacific Corp. | 53 | 12795 |
|  Vertiv Holdings Co. - Class A | 127 | 31736 |
|  Waste Management, Inc. | 148 | 34045 |
|  WESCO International, Inc. | 114 | 31125 |
|  Westinghouse Air Brake Technologies Corp.(2) | 0 | 1 |
|  Total Industrials | Total Industrials | 708643 |
|  **Information Technology – 29.70%** |  |  |
|  Accenture Plc - Class A | 13 | 2659 |
|  Advanced Micro Devices, Inc.(1) | 74 | 14953 |
|  Akamai Technologies, Inc.(1) | 14 | 1660 |
|  Amphenol Corp. - Class A | 363 | 45838 |
|  Analog Devices, Inc. | 23 | 7315 |
|  Apple, Inc. | 1413 | 358479 |
|  Applied Materials, Inc. | 7 | 2487 |
|  AppLovin Corp. - Class A(1) | 16 | 6462 |
|  Arista Networks, Inc.(1) | 406 | 49830 |
|  ASM International NV - Class REG | 26 | 19461 |
|  ASML Holding NV - Class REG | 44 | 58418 |
|  Autodesk, Inc.(1) | 13 | 3157 |
|  Broadcom, Inc. | 627 | 193908 |
|  Cadence Design Systems, Inc.(1) | 37 | 10205 |
|  CDW Corp. | 47 | 5741 |
|  Ciena Corp.(1) | 65 | 25264 |
|  Cisco Systems, Inc. | 131 | 10177 |
|  Cognizant Technology Solutions Corp. - Class A | 115 | 7056 |
|  Coherent Corp.(1) | 165 | 39246 |
|  Corning, Inc. | 74 | 10013 |
|  Datadog, Inc. - Class A(1) | 93 | 11003 |
|  Dell Technologies, Inc. - Class C | 23 | 3734 |
|  Entegris, Inc. | 467 | 54775 |
|  Fabrinet(1)  | 13 | 6741 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Fair Isaac Corp.(1) | 3 | 2749.0 |
|  Figma, Inc. - Class A(1) | 310 | 6556.0 |
|  First Solar, Inc.(1) | 22 | 4346.0 |
|  Fortinet, Inc.(1) | 24 | 1953.0 |
|  Gartner, Inc.(1) | 10 | 1509.0 |
|  GPGI, Inc. - Class A | 1024 | 17504.0 |
|  Hewlett Packard Enterprise Co. | 1328 | 31629.0 |
|  HubSpot, Inc.(1) | 103 | 25245.0 |
|  Intel Corp.(1) | 125 | 5499.0 |
|  Intuit, Inc. | 67 | 28997.0 |
|  Keysight Technologies, Inc.(1) | 28 | 7794.0 |
|  KLA Corp. | 6 | 8341.0 |
|  Lam Research Corp. | 66 | 14006.0 |
|  Lattice Semiconductor Corp.(1) | 140 | 12970.0 |
|  Littelfuse, Inc. | 103 | 34981.0 |
|  Microchip Technology, Inc. | 351 | 22698.0 |
|  Micron Technology, Inc. | 37 | 12572.0 |
|  Microsoft Corp. | 985 | 364502.0 |
|  MongoDB, Inc. - Class A(1) | 22 | 5280.0 |
|  Motorola Solutions, Inc. | 2 | 796.0 |
|  NVIDIA Corp. | 2861 | 499045.0 |
|  NXP Semiconductors NV | 18 | 3553.0 |
|  ON Semiconductor Corp.(1) | 44 | 2736.0 |
|  Oracle Corp. | 193 | 28391.0 |
|  Palantir Technologies, Inc. - Class A(1) | 25 | 3706.0 |
|  Palo Alto Networks, Inc.(1) | 142 | 22807.0 |
|  Qnity Electronics, Inc. | 267 | 30847.0 |
|  QUALCOMM, Inc. | 156 | 20125.0 |
|  Salesforce, Inc. | 42 | 7792.0 |
|  Samsara, Inc. - Class A(1) | 463 | 14677.0 |
|  ServiceNow, Inc.(1) | 167 | 17445.0 |
|  Shopify, Inc. - Class A(1) | 141 | 16695.0 |
|  Synopsys, Inc.(1) | 4 | 1465.0 |
|  TE Connectivity Plc | 13 | 2802.0 |
|  Teledyne Technologies, Inc.(1) | 5 | 2909.0 |
|  Teradyne, Inc. | 16 | 4697.0 |
|  Texas Instruments, Inc. | 15 | 2946.0 |
|  Tower Semiconductor Ltd.(1) | 33 | 5731.0 |
|  Trimble, Inc.(1) | 22 | 1433.0 |
|  Workday, Inc. - Class A(1) | 12 | 1518.0 |
|  Zebra Technologies Corp. - Class A(1) | 12 | 2563.0 |
|  Total Information Technology | Total Information Technology | 2252392.0 |
|  **Materials – 4.13%** |  |  |
|  Air Products & Chemicals, Inc. | 91 | 26376.0 |
|  Albemarle Corp. | 22 | 3962.0 |
|  Axalta Coating Systems Ltd.(1) | 1089 | 30174.0 |
|  Corteva, Inc. | 8 | 678.0 |
|  CRH Plc | 348 | 36598.0 |
|  Crown Holdings, Inc. | 70 | 6993.0 |
|  DuPont de Nemours, Inc. | 418 | 19135.0 |
|  Ecolab, Inc. | 69 | 18407.0 |
|  Freeport-McMoRan, Inc. | 383 | 22509.0 |
|  International Flavors & Fragrances, Inc. | 115 | 8323.0 |
|  International Paper Co. | 167 | 5959.0 |
|  Knife River Corp.(1) | 277 | 22621.0 |
|  Linde Plc | 85 | 42117.0 |
|  LyondellBasell Industries NV - Class A | 197 | 15839.0 |
|  Newmont Corp. | 63 | 6771.0 |
|  Nucor Corp. | 9 | 1472.0 |
|  Sherwin-Williams Co.  | 41 | 12992.0 |

---

------

---

| | | |
|:---|:---|:---|
|  | $— | $— |
|  Solstice Advanced Materials, Inc. | 43 | 3312 |
|  Vulcan Materials Co. | 107 | 29127 |
|  Total Materials | Total Materials | 313365 |
|  **Real Estate – 2.39%** |  |  |
|  Alexandria Real Estate Equities, Inc. | 64 | 2965 |
|  American Tower Corp. | 201 | 34686 |
|  AvalonBay Communities, Inc. | 5 | 791 |
|  BXP, Inc. | 22 | 1140 |
|  CBRE Group, Inc. - Class A(1) | 1 | 142 |
|  CoStar Group, Inc.(1) | 168 | 6762 |
|  Crown Castle, Inc. | 28 | 2291 |
|  Digital Realty Trust, Inc. | 115 | 20805 |
|  Equinix, Inc. | 2 | 2171 |
|  Equity Residential | 82 | 4846 |
|  Extra Space Storage, Inc. | 9 | 1125 |
|  Host Hotels & Resorts, Inc. | 162 | 3113 |
|  Howard Hughes Holdings, Inc.(1) | 33 | 2117 |
|  Mid-America Apartment Communities, Inc. | 64 | 7832 |
|  Prologis, Inc. | 303 | 40092 |
|  Public Storage | 67 | 18113 |
|  Realty Income Corp. | 36 | 2221 |
|  Simon Property Group, Inc. | 10 | 1918 |
|  VICI Properties, Inc. - Class A | 661 | 18047 |
|  Weyerhaeuser Co. | 404 | 9860 |
|  Total Real Estate | Total Real Estate | 181037 |
|  **Utilities – 3.98%** |  |  |
|  Alliant Energy Corp. | 44 | 3172 |
|  Ameren Corp. | 15 | 1642 |
|  American Electric Power Co., Inc. | 34 | 4486 |
|  Atmos Energy Corp. | 17 | 3188 |
|  CenterPoint Energy, Inc. | 758 | 32710 |
|  Consolidated Edison, Inc. | 35 | 3917 |
|  Constellation Energy Corp. | 19 | 5204 |
|  DTE Energy Co. | 2 | 317 |
|  Duke Energy Corp. | 36 | 4655 |
|  Entergy Corp. | 687 | 77147 |
|  Eversource Energy | 70 | 4867 |
|  Exelon Corp. | 79 | 3890 |
|  FirstEnergy Corp. | 100 | 5071 |
|  MDU Resources Group, Inc. | 1503 | 31137 |
|  NextEra Energy, Inc. | 81 | 7519 |
|  NiSource, Inc. | 6 | 286 |
|  PG&E Corp. | 1807 | 31757 |
|  Pinnacle West Capital Corp. | 306 | 30877 |
|  PPL Corp. | 46 | 1764 |
|  Sempra | 45 | 4375 |
|  Southern Co. | 59 | 5683 |
|  WEC Energy Group, Inc. | 61 | 7031 |
|  Xcel Energy, Inc. | 396 | 31463 |
|  Total Utilities | Total Utilities | 302158 |
|  **Total Common Stocks (Cost: $5,354,742)** | **Total Common Stocks (Cost: $5,354,742)** | **7473458** |
|  **SHORT-TERM INVESTMENTS – 1.64%** |  |  |
|  **Money Market Funds – 1.64%** |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(3) | 124236 | 124236 |
|  **Total Money Market Funds (Cost: $124,236)** |  | **124236** |

---

------

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Principal**<br>**Amount**<br>**(000s)** | $nan<br>**Value**<br>**(000s)** |
|  **Time Deposits – 0.00%(4)** |  |  |
|  JP Morgan, New York, 3.13% due 04/01/2026 | $331 | 331 |
|  Total Time Deposits (Cost: $331) |  | **331** |
|  **Total Short-Term Investments (Cost: $124,567)** | **Total Short-Term Investments (Cost: $124,567)** | **124567** |
|  **TOTAL INVESTMENTS IN SECURITIES – 100.17%**<br> **(Cost: $5,479,309)** |  | **7598025** |
|  **LIABILITIES IN EXCESS OF OTHER ASSETS – (0.17)%** |  | **(12916)** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**7585109** |

---

Percentages are stated as a percent of net assets.

ADR American Depositary Receipt

(1) Non-income producing security.

(2) A zero balance may reflect actual amounts rounding to less than one thousand.

(3) Represents annualized seven-day yield as of the close of the reporting
period.

(4) Amount calculated is less than 0.005%.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Bridge Builder Small/Mid Cap Growth Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | **Shares<br>(000s)** | **Value<br>(000s)** |
|  **COMMON STOCKS – 96.25%** |  |  |
|  **Communication Services – 2.99%** |  |  |
|  Anterix, Inc.(1) | 2 | $85 |
|  Arena Group Holdings, Inc.(1) | 2 | 5 |
|  AST SpaceMobile, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;208 | &nbsp;&nbsp;&nbsp;&nbsp;17240 |
|  Atlanta Braves Holdings, Inc. - Class A(1) | 1 | 69 |
|  Atlanta Braves Holdings, Inc. - Class C(1) | 9 | 368 |
|  Bandwidth, Inc. - Class A(1) | 1 | 20 |
|  Boston Omaha Corp. - Class A(1)(2) | 0 | 3 |
|  Bumble, Inc. - Class A(1) | 353 | 1152 |
|  Cargurus, Inc. - Class A(1) | 15 | 512 |
|  Cinemark Holdings, Inc. | 20 | 575 |
|  Cogent Communications Holdings, Inc. | 9 | 176 |
|  CuriosityStream, Inc. | 7 | 21 |
|  DoubleVerify Holdings, Inc. - Class Rights(1) | 13 | 124 |
|  Emerald Holding, Inc. | 2 | 10 |
|  Entravision Communications Corp. - Class A | 2 | 7 |
|  EverQuote, Inc. - Class A(1) | 6 | 86 |
|  EW Scripps Co. - Class A(1) | 212 | 787 |
|  fuboTV, Inc. - Class A(1) | 5 | 51 |
|  Gambling.com Group Ltd.(1) | 3 | 12 |
|  GCI Liberty, Inc. - Class A(1)(2) | 0 | 6 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 43 |
|  Globalstar, Inc.(1) | 10 | 635 |
|  Gogo, Inc.(1) | 15 | 60 |
|  Grindr, Inc.(1) | 6 | 75 |
|  Ibotta, Inc. - Class A(1) | 2 | 64 |
|  IDT Corp. - Class B | 2 | 117 |
|  IMAX Corp.(1) | 8 | 316 |
|  Iridium Communications, Inc. | 1 | 38 |
|  John Wiley & Sons, Inc. - Class A | 7 | 275 |
|  Liberty Broadband Corp. - Class A(1) | 1 | 59 |
|  Liberty Broadband Corp. - Class C(1) | 5 | 228 |
|  Liberty Media Corp.-Liberty Formula One - Class A(1) | 1 | 103 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 416 | 35408 |
|  Live Nation Entertainment, Inc.(1) | 328 | 50087 |
|  Lumen Technologies, Inc.(1) | 765 | 5320 |
|  Madison Square Garden Entertainment Corp. - Class A(1) | 8 | 446 |
|  Magnite, Inc.(1) | 27 | 324 |
|  MediaAlpha, Inc. - Class A(1) | 7 | 61 |
|  Meridian Holdings, Inc.(1)(2) | 0 | 2 |
|  Nexstar Media Group, Inc. - Class A(2) | 0 | 67 |
|  NIQ Global Intelligence Plc(1) | 7 | 74 |
|  Optimum Communications, Inc. - Class A(1) | 8 | 10 |
|  Pinterest, Inc. - Class A(1) | 56 | 1026 |
|  Playtika Holding Corp. | 3 | 7 |
|  QuinStreet, Inc.(1) | 87 | 1041 |
|  Reddit, Inc. - Class A(1) | 174 | 23415 |
|  ROBLOX Corp. - Class A(1) | 836 | 47302 |
|  Roku, Inc. - Class A(1) | 3 | 295 |
|  Rumble, Inc.(1) | 5 | 24 |
|  Spotify Technology SA(1) | 112 | 54257 |
|  Stagwell, Inc. - Class A(1) | 21 | 130 |
|  Take-Two Interactive Software, Inc.(1) | 72 | 14294 |

---

------

---

| | | |
|:---|:---|:---|
|  TechTarget, Inc.(1) | 1 | 3 |
|  Thryv Holdings, Inc.(1) | 7 | 20 |
|  TKO Group Holdings, Inc. - Class A | 77 | 15431 |
|  Trade Desk, Inc. - Class A(1) | 84 | 1895 |
|  Travelzoo(1) | 1 | 7 |
|  TripAdvisor, Inc.(1) | 10 | 112 |
|  Trump Media & Technology Group Corp.(1) | 16 | 152 |
|  USA TODAY Co., Inc.(1) | 24 | 172 |
|  Vivid Seats, Inc. - Class A(1)(2) | 0 | 3 |
|  Yelp, Inc. - Class A(1) | 71 | 1747 |
|  ZipRecruiter, Inc. - Class A(1) | 12 | 22 |
|  Total Communication Services | Total Communication Services | &nbsp;&nbsp;&nbsp;&nbsp;276476 |
|  **Consumer Discretionary – 9.92%** |  |  |
|  Abercrombie & Fitch Co. - Class A(1) | 20 | 1824 |
|  Academy Sports & Outdoors, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143 | 8059 |
|  Accel Entertainment, Inc. - Class A(1) | 10 | 108 |
|  Acushnet Holdings Corp. | 165 | 15405 |
|  American Public Education, Inc.(1) | 22 | 1276 |
|  Arhaus, Inc. - Class A | 10 | 68 |
|  Arko Corp. | 1 | 8 |
|  AutoZone, Inc.(1) | 7 | 22435 |
|  Bally's Corp.(1) | 2 | 17 |
|  BARK, Inc.(1) | 14 | 7 |
|  Birkenstock Holding Plc(1) | 2 | 87 |
|  BJ's Restaurants, Inc.(1) | 114 | 3991 |
|  Black Rock Coffee Bar, Inc. - Class A(1) | 2 | 24 |
|  Bloomin' Brands, Inc. | 439 | 2370 |
|  Boot Barn Holdings, Inc.(1) | 74 | 10854 |
|  Bright Horizons Family Solutions, Inc.(1) | 68 | 5548 |
|  Brinker International, Inc.(1) | 35 | 5064 |
|  Buckle, Inc. | 6 | 284 |
|  Build-A-Bear Workshop, Inc. | 2 | 90 |
|  Burlington Stores, Inc.(1) | 92 | 30053 |
|  Camping World Holdings, Inc. - Class A | 12 | 80 |
|  Carnival Corp. | 67 | 1743 |
|  Carriage Services, Inc. - Class A | 3 | 127 |
|  Carvana Co. - Class A(1) | 68 | 21489 |
|  Cava Group, Inc.(1) | 575 | 46509 |
|  Cavco Industries, Inc.(1) | 1 | 719 |
|  Champion Homes, Inc.(1) | 11 | 793 |
|  Cheesecake Factory, Inc. | 9 | 482 |
|  Chewy, Inc. - Class A(1) | 981 | 26494 |
|  Choice Hotels International, Inc. | 2 | 160 |
|  Churchill Downs, Inc. | 11 | 947 |
|  Coupang, Inc. - Class A(1) | 249 | 4703 |
|  Coursera, Inc.(1) | 497 | 2895 |
|  Covista, Inc.(1) | 11 | 1302 |
|  Cracker Barrel Old Country Store, Inc. | 17 | 470 |
|  Darden Restaurants, Inc. | 21 | 4075 |
|  Dave & Buster's Entertainment, Inc.(1) | 5 | 58 |
|  Deckers Outdoor Corp.(1) | 28 | 2764 |
|  Dine Brands Global, Inc. | 1 | 14 |
|  Domino's Pizza, Inc. | 114 | 40891 |
|  DoorDash, Inc. - Class A(1) | 287 | 43036 |
|  Dorman Products, Inc.(1) | 5 | 549 |
|  DraftKings, Inc. - Class A(1) | 92 | 1980 |
|  Dream Finders Homes, Inc. - Class A(1) | 1 | 20 |
|  Driven Brands Holdings, Inc.(1) | 11 | 145 |
|  Duolingo, Inc. - Class A(1) | 7 | 706 |
|  Dutch Bros, Inc. - Class A(1) | 24 | 1202 |
|  Envela Corp.(1) | 2 | 27 |

---

------

---

| | | |
|:---|:---|:---|
|  Ermenegildo Zegna NV | 12 | 125 |
|  Etsy, Inc.(1) | 10 | 524 |
|  European Wax Center, Inc. - Class A(1) | 6 | 33 |
|  EVgo, Inc. - Class A(1) | 165 | 284 |
|  Expedia Group, Inc. | 22 | 5101 |
|  Figs, Inc. - Class A(1) | 17 | 254 |
|  First Watch Restaurant Group, Inc.(1) | 11 | 118 |
|  Five Below, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;180 | &nbsp;&nbsp;&nbsp;&nbsp;41139 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 576 | 29276 |
|  Flutter Entertainment Plc(1) | 25 | 2537 |
|  Fox Factory Holding Corp.(1) | 2 | 35 |
|  Frontdoor, Inc.(1) | 14 | 732 |
|  Genesco, Inc.(1)(2) | 0 | 5 |
|  Genius Sports Ltd.(1) | 1168 | 5176 |
|  Gentherm, Inc.(1) | 19 | 522 |
|  Global Business Travel Group I(1) | 23 | 126 |
|  Grand Canyon Education, Inc.(1) | 1 | 252 |
|  Green Brick Partners, Inc.(1) | 2 | 127 |
|  Group 1 Automotive, Inc. | 1 | 321 |
|  Groupon, Inc. - Class A(1) | 5 | 59 |
|  H&R Block, Inc. | 4 | 121 |
|  Hasbro, Inc. | 102 | 9548 |
|  Hilton Grand Vacations, Inc.(1) | 12 | 450 |
|  Hilton Worldwide Holdings, Inc. | 43 | 13207 |
|  Inspired Entertainment, Inc.(1) | 5 | 36 |
|  Installed Building Products, Inc. | 71 | 18942 |
|  Jack in the Box, Inc.(1) | 3 | 28 |
|  KinderCare Learning Companies, Inc.(1) | 6 | 14 |
|  Kontoor Brands, Inc. | 9 | 597 |
|  Krispy Kreme, Inc. | 1115 | 3781 |
|  Kura Sushi USA, Inc. - Class A(1) | 1 | 86 |
|  Las Vegas Sands Corp. | 58 | 3147 |
|  Latham Group, Inc.(1) | 7 | 40 |
|  Laureate Education, Inc. - Class A(1) | 8 | 291 |
|  LCI Industries(2) | 0 | 59 |
|  Life Time Group Holdings, Inc.(1) | 501 | 13490 |
|  Lincoln Educational Services Corp.(1) | 6 | 229 |
|  Lindblad Expeditions Holdings, Inc.(1) | 7 | 126 |
|  Lithia Motors, Inc. - Class A | 1 | 133 |
|  Livewire Group, Inc.(1) | 4 | 6 |
|  Lovesac Co.(1) | 2 | 26 |
|  Lululemon Athletica, Inc.(1) | 11 | 1730 |
|  Marine Products Corp. | 1 | 6 |
|  MarineMax, Inc.(1)(2) | 0 | 6 |
|  McGraw Hill, Inc.(1) | 4 | 53 |
|  Mister Car Wash, Inc.(1) | 17 | 116 |
|  Monarch Casino & Resort, Inc. | 2 | 233 |
|  Murphy USA, Inc. | 3 | 1602 |
|  Nathan's Famous, Inc.(2) | 0 | 49 |
|  National Vision Holdings, Inc.(1) | 232 | 6008 |
|  Navan, Inc. - Class A(1) | 6 | 80 |
|  Nerdy, Inc.(1) | 12 | 10 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 78 | 1462 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 148 | 13584 |
|  On Holding AG - Class A(1) | 43 | 1466 |
|  OneSpaWorld Holdings Ltd. | 549 | 12604 |
|  Papa John's International, Inc. | 1 | 16 |
|  Patrick Industries, Inc. | 96 | 10667 |
|  Peloton Interactive, Inc. - Class A(1) | 341 | 1462 |
|  Petco Health & Wellness Co., Inc. - Class A(1) | 2 | 5 |
|  Phoenix Education Partners, Inc. | 1 | 21 |

---

------

---

| | | |
|:---|:---|:---|
|  Planet Fitness, Inc. - Class A(1) | 108 | 8019 |
|  Pool Corp. | 19 | 3875 |
|  Pursuit Attractions & Hospitality, Inc.(1)(2) | 0 | 8 |
|  Ralph Lauren Corp. - Class A | 1 | 175 |
|  RCI Hospitality Holdings, Inc. | 1 | 20 |
|  RealReal, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2290 |
|  Red Rock Resorts, Inc. - Class A | 13 | 678 |
|  Restaurant Brands International, Inc. | 41 | 3062 |
|  Revolve Group, Inc. - Class A(1) | 55 | 1234 |
|  RH(1)(2) | 0 | 63 |
|  Ross Stores, Inc. | 12 | 2627 |
|  Royal Caribbean Cruises Ltd. | 48 | 13279 |
|  Rush Street Interactive, Inc.(1) | 108 | 2354 |
|  Sabre Corp.(1) | 18 | 26 |
|  Savers Value Village, Inc.(1) | 7 | 51 |
|  Serve Robotics, Inc.(1) | 11 | 94 |
|  Shake Shack, Inc. - Class A(1) | 16 | 1426 |
|  SharkNinja, Inc.(1) | 98 | 10430 |
|  Six Flags Entertainment Corp.(1) | 15 | 261 |
|  Solid Power, Inc.(1) | 3 | 10 |
|  Somnigroup International, Inc. | 423 | 31255 |
|  Sonic Automotive, Inc. - Class A | 1 | 71 |
|  Sonos, Inc.(1) | 21 | 282 |
|  Sportradar Group AG - Class A(1) | 399 | 6683 |
|  Steven Madden Ltd. | 1 | 42 |
|  Stitch Fix, Inc. - Class A(1) | 2 | 5 |
|  Stride, Inc.(1) | 8 | 703 |
|  Sturm Ruger & Co., Inc. | 1 | 38 |
|  Super Group SGHC Ltd. | 228 | 2459 |
|  Sweetgreen, Inc. - Class A(1) | 1004 | 5210 |
|  Tapestry, Inc. | 222 | 31383 |
|  Texas Roadhouse, Inc. - Class A | 175 | 28870 |
|  ThredUp, Inc. - Class A(1) | 168 | 550 |
|  TopBuild Corp.(1) | 51 | 18005 |
|  Tractor Supply Co. | 1039 | 47068 |
|  Travel + Leisure Co. | 4 | 270 |
|  Udemy, Inc.(1) | 18 | 84 |
|  Ulta Beauty, Inc.(1) | 26 | 13602 |
|  United Parks & Resorts, Inc.(1) | 5 | 160 |
|  Universal Technical Institute, Inc.(1) | 276 | 9965 |
|  Upbound Group, Inc. | 4 | 65 |
|  Urban Outfitters, Inc.(1) | 4 | 274 |
|  Vail Resorts, Inc. | 5 | 685 |
|  Valvoline, Inc.(1) | 21 | 720 |
|  Victoria's Secret & Co.(1) | 74 | 3443 |
|  Viking Holdings Ltd.(1) | 847 | 62215 |
|  Visteon Corp. | 14 | 1312 |
|  Warby Parker, Inc. - Class A(1) | 203 | 4281 |
|  Wayfair, Inc. - Class A(1) | 3 | 246 |
|  Wendy's Co. | 13 | 92 |
|  Williams-Sonoma, Inc. | 3 | 597 |
|  Wingstop, Inc. | 243 | 37611 |
|  Winmark Corp. | 19 | 8326 |
|  Wolverine World Wide, Inc. | 321 | 5234 |
|  Wyndham Hotels & Resorts, Inc. | 343 | 27837 |
|  XPEL, Inc.(1) | 5 | 215 |
|  Xponential Fitness, Inc. - Class A(1) | 5 | 31 |
|  Yum! Brands, Inc. | 18 | 2771 |
|  Zspace, Inc.(1)(2) | 0 | 0 |
|  Total Consumer Discretionary | Total Consumer Discretionary | 916877 |

---

------

---

| | | |
|:---|:---|:---|
|  **Consumer Staples – 2.27%** |  |  |
|  Beauty Health Co.(1) | 19 | 17 |
|  Beyond Meat, Inc.(1) | 5 | 3 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 4 | 355 |
|  BRC, Inc. - Class A(1) | 17 | 14 |
|  Calavo Growers, Inc. | 3 | 77 |
|  Cal-Maine Foods, Inc. | 34 | 2708 |
|  Casey's General Stores, Inc. | 36 | 26042 |
|  Celsius Holdings, Inc.(1) | 529 | 18775 |
|  Chefs' Warehouse, Inc.(1) | 7 | 412 |
|  Coca-Cola Consolidated, Inc. | 1 | 286 |
|  Darling Ingredients, Inc.(1) | 4 | 220 |
|  Dollar Tree, Inc.(1) | 82 | 9013 |
|  elf Beauty, Inc.(1) | 373 | 22599 |
|  Energizer Holdings, Inc. | 9 | 154 |
|  FitLife Brands, Inc.(1) | 1 | 12 |
|  Forafric Global Plc(1) | 1 | 11 |
|  Freshpet, Inc.(1) | 3 | 150 |
|  Herbalife Ltd.(1) | 14 | 212 |
|  Hershey Co. | 3 | 696 |
|  Honest Co., Inc.(1) | 9 | 26 |
|  Interparfums, Inc. | 92 | 8381 |
|  Ispire Technology, Inc.(1) | 4 | 8 |
|  J&J Snack Foods Corp. | 3 | 229 |
|  John B Sanfilippo & Son, Inc. | 1 | 70 |
|  Lifevantage Corp. | 2 | 9 |
|  Lifeway Foods, Inc.(1) | 1 | 18 |
|  Mama's Creations, Inc.(1) | 7 | 107 |
|  Marzetti Co. | 4 | 530 |
|  MGP Ingredients, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;197 | 3624 |
|  National Beverage Corp.(1) | 5 | 152 |
|  Natural Grocers by Vitamin Cottage, Inc. | 3 | 65 |
|  Nature's Sunshine Products, Inc.(1) | 1 | 20 |
|  Niagen Bioscience, Inc.(1) | 10 | 46 |
|  Oil-Dri Corp. of America | 2 | 99 |
|  Performance Food Group Co.(1) | 4 | 303 |
|  PriceSmart, Inc. | 5 | 734 |
|  Primo Brands Corp. - Class A | 288 | 5416 |
|  Simply Good Foods Co.(1) | 61 | 878 |
|  Sprouts Farmers Market, Inc.(1) | 288 | &nbsp;&nbsp;&nbsp;&nbsp;22238 |
|  SunOpta, Inc.(1) | 18 | 117 |
|  Sysco Corp. | 49 | 3487 |
|  Tootsie Roll Industries, Inc. | 4 | 155 |
|  Turning Point Brands, Inc. | 15 | 1265 |
|  US Foods Holding Corp.(1) | 730 | 67353 |
|  Vita Coco Co., Inc.(1) | 48 | 2281 |
|  Vital Farms, Inc.(1) | 66 | 933 |
|  WD-40 Co. | 45 | 9141 |
|  Westrock Coffee Co.(1) | 7 | 30 |
|  Zevia PBC - Class A(1) | 10 | 12 |
|  Total Consumer Staples | Total Consumer Staples | 209483 |
|  **Energy – 4.19%** |  |  |
|  Antero Resources Corp.(1) | 149 | 6339 |
|  Archrock, Inc. | 328 | 11424 |
|  Atlas Energy Solutions, Inc. - Class A | 11 | 139 |
|  Baker Hughes Co. - Class A | 657 | 40115 |
|  Cactus, Inc. - Class A | 13 | 619 |
|  Calumet, Inc.(1) | 1 | 53 |
|  Cameco Corp. | 287 | 31175 |
|  Centrus Energy Corp. - Class A(1) | 2 | 433 |
|  Cheniere Energy, Inc. | 18 | 5183 |
|  Chord Energy Corp. | 67 | 9472 |

---

------

---

| | | |
|:---|:---|:---|
|  Comstock Resources, Inc.(1) | 10 | 207 |
|  Core Natural Resources, Inc. | 3 | 355 |
|  CVR Energy, Inc. | 55 | 1851 |
|  Delek U.S. Holdings, Inc. | 79 | 3544 |
|  DMC Global, Inc.(1) | 1 | 5 |
|  Empire Petroleum Corp.(1) | 3 | 9 |
|  Energy Fuels, Inc.(1) | 12 | 218 |
|  Energy Services of America Corp. | 2 | 30 |
|  EOG Resources, Inc. | 355 | 51323 |
|  Evolution Petroleum Corp. | 7 | 31 |
|  Expand Energy Corp. | 125 | 13676 |
|  FLEX LNG Ltd. | 1 | 28 |
|  Flowco Holdings, Inc. - Class A | 2 | 47 |
|  Gulfport Energy Corp.(1) | 59 | 12512 |
|  Helix Energy Solutions Group, Inc.(1) | 6 | 61 |
|  HF Sinclair Corp. | 3 | 182 |
|  Infinity Natural Resources, Inc. - Class A(1)(2) | 0 | 7 |
|  Kinetik Holdings, Inc. - Class A | 33 | 1616 |
|  Kodiak Gas Services, Inc. | 104 | 6043 |
|  Kolibri Global Energy, Inc.(1) | 1 | 8 |
|  Lightbridge Corp.(1) | 6 | 59 |
|  Magnolia Oil & Gas Corp. - Class A | 344 | 10875 |
|  Matador Resources Co. | 279 | 17628 |
|  National Energy Services Reunited Corp.(1) | 1 | 29 |
|  Natural Gas Services Group, Inc. | 1 | 19 |
|  NexGen Energy Ltd.(1) | &nbsp;&nbsp;&nbsp;&nbsp;2607 | &nbsp;&nbsp;&nbsp;&nbsp;30245 |
|  NextDecade Corp.(1) | 33 | 254 |
|  Oceaneering International, Inc.(1) | 71 | 2502 |
|  OPAL Fuels, Inc. - Class A(1) | 3 | 8 |
|  Par Pacific Holdings, Inc.(1) | 17 | 1067 |
|  Phillips 66 | 6 | 1006 |
|  REX American Resources Corp.(1) | 1 | 66 |
|  Riley Exploration Permian, Inc. | 1 | 19 |
|  Sable Offshore Corp.(1) | 24 | 391 |
|  Seadrill Ltd.(1) | 4 | 202 |
|  Select Water Solutions, Inc. - Class A | 1 | 12 |
|  Solaris Energy Infrastructure, Inc. - Class A | 9 | 498 |
|  Targa Resources Corp. | 40 | 10144 |
|  TechnipFMC Plc | 469 | 32406 |
|  Texas Pacific Land Corp. | 94 | 44602 |
|  Tidewater, Inc.(1) | 78 | 6544 |
|  Transocean Ltd.(1) | 1861 | 12338 |
|  Uranium Energy Corp.(1) | 91 | 1230 |
|  VAALCO Energy, Inc. | 2 | 14 |
|  Venture Global, Inc. - Class A | 621 | 9793 |
|  Verde Clean Fuels, Inc.(1) | 1 | 2 |
|  Viper Energy, Inc. - Class A | 172 | 8061 |
|  World Kinect Corp. | 1 | 31 |
|  Total Energy | Total Energy | 386750 |
|  **Financials – 8.87%** |  |  |
|  Abacus Global Management, Inc. | 2 | 18 |
|  Acadian Asset Management, Inc. | 207 | 11279 |
|  Affirm Holdings, Inc. - Class A(1) | 31 | 1421 |
|  Ally Financial, Inc. | 6 | 249 |
|  Amerant Bancorp, Inc. - Class A | 3 | 64 |
|  American Coastal Insurance Corp. | 3 | 30 |
|  American Integrity Insurance Group, Inc. | 1 | 15 |
|  Ameriprise Financial, Inc. | 16 | 7019 |
|  AMERISAFE, Inc. | 2 | 65 |
|  Angel Oak Mortgage REIT, Inc. | 1 | 12 |
|  Apollo Commercial Real Estate Finance, Inc. | 13 | 141 |

---

------

---

| | | |
|:---|:---|:---|
|  Arch Capital Group Ltd.(1) | 412 | 39548 |
|  Ares Management Corp. - Class A | 36 | 3916 |
|  Arrow Financial Corp.(2) | 0 | 11 |
|  Arthur J. Gallagher & Co. | 70 | &nbsp;&nbsp;&nbsp;&nbsp;15232 |
|  Artisan Partners Asset Management, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | 4816 |
|  Assured Guaranty Ltd. | 81 | 6565 |
|  Ategrity Specialty Holdings LLC(1) | 1 | 12 |
|  Atlanticus Holdings Corp.(1)(2) | 0 | 3 |
|  Axos Financial, Inc.(1) | 15 | 1237 |
|  Bakkt, Inc. - Class A(1) | 1 | 6 |
|  Baldwin Insurance Group, Inc. - Class A(1) | 18 | 400 |
|  Banc of California, Inc. | 2 | 27 |
|  BancFirst Corp. | 4 | 399 |
|  Bancorp, Inc.(1) | 8 | 421 |
|  Bank First Corp.(2) | 0 | 39 |
|  Bank of Hawaii Corp. | 62 | 4567 |
|  Bank of New York Mellon Corp. | 10 | 1169 |
|  Bank7 Corp.(2) | 0 | 6 |
|  BankUnited, Inc. | 203 | 9165 |
|  Bankwell Financial Group, Inc.(2) | 0 | 8 |
|  Banner Corp. | 161 | 9742 |
|  BGC Group, Inc. - Class A | 69 | 679 |
|  Block, Inc. - Class A(1) | 38 | 2270 |
|  Blue Owl Capital, Inc. - Class A | 125 | 1139 |
|  Bowhead Specialty Holdings, Inc.(1) | 3 | 75 |
|  BRC Group Holdings, Inc.(1) | 206 | 1509 |
|  Bridgewater Bancshares, Inc.(1) | 2 | 34 |
|  Brown & Brown, Inc. | 322 | 20981 |
|  Bullish(1) | 185 | 6593 |
|  Burford Capital Ltd. | 25 | 112 |
|  California BanCorp | 1 | 9 |
|  Cantaloupe, Inc.(1) | 11 | 116 |
|  Capital Bancorp, Inc. | 1 | 17 |
|  Carter Bankshares, Inc.(1) | 1 | 18 |
|  Cass Information Systems, Inc. | 2 | 87 |
|  Citizens Financial Services, Inc.(2) | 0 | 5 |
|  City Holding Co. | 2 | 208 |
|  Coastal Financial Corp.(1) | 11 | 850 |
|  Cohen & Steers, Inc. | 104 | 6516 |
|  Coinbase Global, Inc. - Class A(1) | 4 | 731 |
|  Columbia Financial, Inc.(1)(2) | 0 | 7 |
|  Commerce Bancshares, Inc. | 556 | 27340 |
|  Commercial Bancgroup, Inc.(2) | 0 | 5 |
|  Community Financial System, Inc. | 2 | 136 |
|  Community West Bancshares | 1 | 16 |
|  ConnectOne Bancorp, Inc. | 2 | 62 |
|  Corpay, Inc.(1) | 13 | 3766 |
|  Crawford & Co. - Class A | 3 | 31 |
|  Credit Acceptance Corp.(1)(2) | 0 | 51 |
|  Cullen/Frost Bankers, Inc. | 202 | 27690 |
|  Customers Bancorp, Inc.(1)(2) | 0 | 34 |
|  Dave, Inc.(1) | 2 | 346 |
|  Diamond Hill Investment Group, Inc.(2) | 0 | 14 |
|  Dime Community Bancshares, Inc. | 1 | 49 |
|  Donnelley Financial Solutions, Inc.(1) | 4 | 166 |
|  Eagle Bancorp, Inc. | 1 | 25 |
|  Encore Capital Group, Inc.(1) | 178 | 12473 |
|  Enova International, Inc.(1) | 5 | 618 |
|  Equitable Holdings, Inc. | 48 | 1771 |
|  Esquire Financial Holdings, Inc. | 1 | 153 |
|  Evercore, Inc. - Class A | 42 | 12428 |

---

------

---

| | | |
|:---|:---|:---|
|  Everest Group Ltd. | 1 | 362 |
|  EVERTEC, Inc. | 12 | 344 |
|  Exzeo Group, Inc.(1)(2) | 0 | 5 |
|  F&G Annuities & Life, Inc.(2) | 0 | 11 |
|  FactSet Research Systems, Inc. | 1 | 111 |
|  Federal Agricultural Mortgage Corp. - Class C | 50 | 7458 |
|  Figure Technology Solutions, Inc. - Class A(1) | 1 | 38 |
|  Finwise Bancorp(1) | 1 | 15 |
|  First Bancorp | 16 | 346 |
|  First Business Financial Services, Inc.(2) | 0 | 4 |
|  First Community Corp.(2) | 0 | 10 |
|  First Financial Bankshares, Inc. | 26 | 755 |
|  First Financial Corp.(2) | 0 | 19 |
|  First Internet Bancorp | 1 | 16 |
|  First Interstate BancSystem, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321 | &nbsp;&nbsp;&nbsp;&nbsp;10708 |
|  First Merchants Corp. | 230 | 8898 |
|  First Western Financial, Inc.(1) | 1 | 16 |
|  FirstCash Holdings, Inc. | 164 | 30836 |
|  Five Star Bancorp | 2 | 76 |
|  Flywire Corp.(1) | 20 | 237 |
|  Freedom Holding Corp.(1) | 3 | 421 |
|  GBank Financial Holdings, Inc.(1)(2) | 0 | 3 |
|  GCM Grosvenor, Inc. - Class A | 10 | 100 |
|  Glacier Bancorp, Inc. | 5 | 214 |
|  Goosehead Insurance, Inc. - Class A(1) | 4 | 154 |
|  Greene County Bancorp, Inc. | 1 | 20 |
|  Hamilton Insurance Group Ltd. - Class B | 118 | 3505 |
|  Hamilton Lane, Inc. - Class A | 305 | 30350 |
|  HCI Group, Inc. | 18 | 2716 |
|  Heritage Insurance Holdings, Inc.(1) | 4 | 96 |
|  Hingham Institution for Savings(2) | 0 | 9 |
|  Hippo Holdings, Inc.(1) | 2 | 48 |
|  Hope Bancorp, Inc. | 2 | 21 |
|  Houlihan Lokey, Inc. - Class A | 272 | 39065 |
|  Innventure, Inc.(1) | 1 | 4 |
|  International Bancshares Corp. | 1 | 71 |
|  International Money Express, Inc.(1) | 5 | 85 |
|  Investors Title Co.(2) | 0 | 15 |
|  Jefferies Financial Group, Inc. | 7 | 292 |
|  Jefferson Capital, Inc. | 1 | 24 |
|  Kestrel Group Ltd.(1)(2) | 0 | 5 |
|  Kingstone Companies, Inc. | 2 | 32 |
|  Kingsway Financial Services, Inc.(1) | 4 | 42 |
|  Kinsale Capital Group, Inc. | 88 | 30123 |
|  Lakeland Financial Corp. | 129 | 7390 |
|  Lazard, Inc. - Class A | 4 | 159 |
|  Lemonade, Inc.(1) | 43 | 2716 |
|  LendingTree, Inc.(1) | 27 | 1152 |
|  Live Oak Bancshares, Inc. | 3 | 100 |
|  LPL Financial Holdings, Inc. | 48 | 14499 |
|  Marex Group Plc | 53 | 2355 |
|  Markel Group, Inc.(1)(2) | 0 | 926 |
|  MarketAxess Holdings, Inc. | 52 | 8649 |
|  Marqeta, Inc. - Class A(1) | 31 | 127 |
|  Meridian Corp. | 1 | 10 |
|  Metrocity Bankshares, Inc. | 2 | 66 |
|  Metropolitan Bank Holding Corp.(2) | 0 | 35 |
|  Miami International Holdings, Inc.(1) | 2 | 97 |
|  Moelis & Co. - Class A | 58 | 3306 |
|  Morningstar, Inc. | 3 | 484 |
|  MSCI, Inc. - Class A | 57 | 30561 |

---

------

---

| | | |
|:---|:---|:---|
|  NBT Bancorp, Inc. | 205 | 8744 |
|  NCR Atleos Corp.(1) | 90 | 3928 |
|  NerdWallet, Inc. - Class A(1) | 8 | 79 |
|  Nicolet Bankshares, Inc. | 1 | 107 |
|  Northeast Bank | 1 | 97 |
|  Northfield Bancorp, Inc. | 1 | 16 |
|  Northrim BanCorp, Inc. | 2 | 52 |
|  Old National Bancorp | 8 | 173 |
|  OppFi, Inc. | 86 | 663 |
|  Orange County Bancorp, Inc. | 1 | 18 |
|  Origin Bancorp, Inc.(2) | 0 | 12 |
|  Oscar Health, Inc. - Class A(1) | 39 | 444 |
|  Pagseguro Digital Ltd. - Class A | 21 | 212 |
|  Palomar Holdings, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160 | &nbsp;&nbsp;&nbsp;&nbsp;19102 |
|  Pathward Financial, Inc. | 31 | 2787 |
|  Patria Investments Ltd. - Class A | 13 | 165 |
|  Patriot National Bancorp, Inc.(1) | 15 | 20 |
|  Payoneer Global, Inc.(1) | 357 | 1724 |
|  Paysign, Inc.(1) | 7 | 40 |
|  PCB Bancorp(2) | 0 | 8 |
|  Peapack Gladstone Financial Corp. | 1 | 44 |
|  Peoples Financial Services Corp.(2) | 0 | 13 |
|  Perella Weinberg Partners - Class A | 13 | 227 |
|  Piper Sandler Cos | 189 | 14437 |
|  PJT Partners, Inc. - Class A | 84 | 11687 |
|  Popular, Inc. | 1 | 146 |
|  Priority Technology Holdings, Inc.(1) | 5 | 25 |
|  Provident Financial Services, Inc. | 3 | 68 |
|  Regional Management Corp.(2) | 0 | 9 |
|  Remitly Global, Inc.(1) | 33 | 512 |
|  Ridgepost Capital, Inc. - Class A | 11 | 82 |
|  RLI Corp. | 1 | 53 |
|  Robinhood Markets, Inc. - Class A(1) | 229 | 15904 |
|  Rocket Companies, Inc. - Class A(1) | 669 | 9535 |
|  Root, Inc. - Class A(1) | 16 | 713 |
|  Ryan Specialty Holdings, Inc. - Class A | 1051 | 35452 |
|  Selective Insurance Group, Inc. | 85 | 6392 |
|  Selectquote, Inc.(1) | 20 | 13 |
|  ServisFirst Bancshares, Inc. | 10 | 717 |
|  Sezzle, Inc.(1) | 3 | 178 |
|  Shift4 Payments, Inc. - Class A(1) | 13 | 553 |
|  Shore Bancshares, Inc. | 1 | 18 |
|  SiriusPoint Ltd.(1) | 341 | 7335 |
|  Skyward Specialty Insurance Group, Inc.(1) | 142 | 6216 |
|  Slide Insurance Holdings, Inc.(1) | 61 | 1094 |
|  SLM Corp. | 5 | 111 |
|  SmartFinancial, Inc. | 1 | 21 |
|  SoFi Technologies, Inc.(1) | 32 | 503 |
|  Southern Missouri Bancorp, Inc.(2) | 0 | 11 |
|  StepStone Group, Inc. - Class A | 13 | 637 |
|  Stewart Information Services Corp. | 89 | 5486 |
|  Stock Yards Bancorp, Inc. | 5 | 315 |
|  StoneCo Ltd. - Class A(1) | 128 | 1807 |
|  StoneX Group, Inc.(1) | 320 | 25791 |
|  Texas Capital Bancshares, Inc.(1) | 42 | 3952 |
|  Tiptree, Inc. | 1 | 25 |
|  Toast, Inc. - Class A(1) | 1370 | 36317 |
|  TPG, Inc. - Class A | 25 | 1004 |
|  Tradeweb Markets, Inc. - Class A | 683 | 80352 |
|  Triumph Financial, Inc.(1) | 2 | 115 |
|  Trupanion, Inc.(1) | 7 | 183 |

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------

---

| | | |
|:---|:---|:---|
|  Two Harbors Investment Corp. | 10 | 118 |
|  UMB Financial Corp. | 15 | 1743 |
|  Union Bankshares, Inc. | 1 | 14 |
|  Unity Bancorp, Inc. | 1 | 35 |
|  Universal Insurance Holdings, Inc. | 30 | 1040 |
|  Upstart Holdings, Inc.(1) | 17 | 423 |
|  USCB Financial Holdings, Inc. | 1 | 16 |
|  UWM Holdings Corp. | 7 | 25 |
|  Valley National Bancorp | 23 | 287 |
|  Value Line, Inc.(2) | 0 | 5 |
|  Victory Capital Holdings, Inc. - Class A | 79 | 5145 |
|  Wealthfront Corp.(1) | 4 | 38 |
|  Webull Corp.(1) | 7 | 32 |
|  WesBanco, Inc. | 1 | 35 |
|  West BanCorp, Inc.(2) | 0 | 8 |
|  Western Alliance Bancorp | 4 | 314 |
|  WEX, Inc.(1) | 1 | 78 |
|  WisdomTree, Inc. | 24 | 346 |
|  WSFS Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240 | 15743 |
|  XP, Inc. - Class A | 7 | 124 |
|  Total Financials | Total Financials | &nbsp;&nbsp;&nbsp;&nbsp;819057 |
|  **Healthcare – 19.97%** |  |  |
|  10X Genomics, Inc. - Class A(1) | 6 | 121 |
|  4D Molecular Therapeutics, Inc.(1) | 286 | 2664 |
|  Aardvark Therapeutics, Inc.(1) | 1 | 5 |
|  Abeona Therapeutics, Inc.(1) | 8 | 38 |
|  Absci Corp.(1) | 21 | 62 |
|  ACADIA Pharmaceuticals, Inc.(1) | 24 | 537 |
|  Accuray, Inc.(1) | 17 | 7 |
|  Actuate Therapeutics, Inc.(1) | 2 | 5 |
|  Adaptive Biotechnologies Corp.(1) | 29 | 396 |
|  ADC Therapeutics SA(1) | 19 | 72 |
|  Addus HomeCare Corp.(1) | 67 | 6247 |
|  ADMA Biologics, Inc.(1) | 471 | 4245 |
|  Aduro Bioteech, Inc.(1)(3) | 5 | 10 |
|  Agilent Technologies, Inc. | 202 | 23024 |
|  agilon health, Inc.(1) | 2 | 19 |
|  AirSculpt Technologies, Inc.(1) | 2 | 6 |
|  Akebia Therapeutics, Inc.(1) | 6 | 8 |
|  Akero Therapeutics, Inc.(1)(3) | 14 | 9 |
|  Aktis Oncology, Inc.(1) | 2 | 35 |
|  Aldeyra Therapeutics, Inc.(1) | 9 | 15 |
|  Alector, Inc.(1) | 2 | 3 |
|  Align Technology, Inc.(1) | 57 | 9736 |
|  Alignment Healthcare, Inc.(1) | 243 | 4278 |
|  Alkermes Plc(1) | 46 | 1623 |
|  Alnylam Pharmaceuticals, Inc.(1) | 65 | 21643 |
|  Alpha Teknova, Inc.(1) | 2 | 6 |
|  Alphatec Holdings, Inc.(1) | 537 | 5840 |
|  Altimmune, Inc.(1) | 25 | 76 |
|  Amicus Therapeutics, Inc.(1) | 57 | 822 |
|  AMN Healthcare Services, Inc.(1) | 145 | 2658 |
|  Amneal Pharmaceuticals, Inc.(1) | 25 | 313 |
|  Amphastar Pharmaceuticals, Inc.(1)(2) | 0 | 8 |
|  Amylyx Pharmaceuticals, Inc.(1) | 210 | 2918 |
|  AnaptysBio, Inc.(1) | 13 | 730 |
|  Anavex Life Sciences Corp.(1) | 17 | 51 |
|  AngioDynamics, Inc.(1) | 2 | 20 |
|  ANI Pharmaceuticals, Inc.(1) | 26 | 1964 |
|  Anteris Technologies Global Corp.(1) | 15 | 83 |
|  Apellis Pharmaceuticals, Inc.(1) | 21 | 836 |

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------

---

| | | |
|:---|:---|:---|
|  Apogee Therapeutics, Inc.(1) | 362 | 30494 |
|  Aquestive Therapeutics, Inc.(1) | 693 | 2875 |
|  Arbutus Biopharma Corp.(1) | 27 | 124 |
|  Arcellx, Inc.(1) | 7 | 840 |
|  Arcturus Therapeutics Holdings, Inc.(1) | 2 | 14 |
|  Arcus Biosciences, Inc.(1) | 12 | 254 |
|  Arcutis Biotherapeutics, Inc.(1) | 334 | 7879 |
|  Ardelyx, Inc.(1) | 46 | 274 |
|  Ardent Health, Inc.(1)(2) | 0 | 2 |
|  Argenx SE - ADR(1) | 127 | 92463 |
|  ArriVent Biopharma, Inc.(1) | 6 | 141 |
|  Arrowhead Pharmaceuticals, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;273 | &nbsp;&nbsp;&nbsp;&nbsp;17086 |
|  ARS Pharmaceuticals, Inc.(1) | 11 | 91 |
|  Artivion, Inc.(1) | 7 | 245 |
|  Arvinas, Inc.(1) | 297 | 3151 |
|  Ascendis Pharma - ADR(1) | 547 | 125203 |
|  Astrana Health, Inc.(1) | 8 | 189 |
|  Atlantic International Corp.(1) | 1 | 4 |
|  AtriCure, Inc.(1) | 188 | 5351 |
|  Atrium Therapeutics, Inc.(1) | 2 | 27 |
|  aTyr Pharma, Inc.(1) | 16 | 12 |
|  Aura Biosciences, Inc.(1) | 2 | 15 |
|  Aurinia Pharmaceuticals, Inc.(1) | 23 | 340 |
|  Aveanna Healthcare Holdings, Inc.(1) | 439 | 2827 |
|  Avita Medical, Inc.(1) | 3 | 9 |
|  Axogen, Inc.(1) | 9 | 304 |
|  Axsome Therapeutics, Inc.(1) | 39 | 6558 |
|  Azenta, Inc.(1) | 155 | 3268 |
|  Beam Therapeutics, Inc.(1) | 18 | 433 |
|  Benitec Biopharma, Inc.(1) | 4 | 38 |
|  Beta Bionics, Inc.(1) | 7 | 66 |
|  Bicara Therapeutics, Inc.(1)(2) | 0 | 10 |
|  BioCryst Pharmaceuticals, Inc.(1) | 132 | 1259 |
|  Biohaven Ltd.(1) | 22 | 189 |
|  BioLife Solutions, Inc.(1) | 334 | 6381 |
|  Biote Corp. - Class A(1) | 1 | 2 |
|  Bio-Techne Corp. | 808 | 42239 |
|  Bioventus, Inc. - Class A(1) | 9 | 79 |
|  Bridgebio Pharma, Inc.(1) | 332 | 24679 |
|  Bright Minds Biosciences, Inc.(1) | 1 | 96 |
|  BrightSpring Health Services, Inc.(1) | 293 | 12473 |
|  Brookdale Senior Living, Inc.(1) | 104 | 1425 |
|  Butterfly Network, Inc. - Class A(1) | 37 | 150 |
|  Candel Therapeutics, Inc.(1) | 7 | 36 |
|  Capricor Therapeutics, Inc.(1) | 8 | 252 |
|  CapsoVision, Inc.(1) | 3 | 24 |
|  Cardiff Oncology, Inc.(1) | 6 | 10 |
|  Cardinal Health, Inc. | 23 | 4826 |
|  CareDx, Inc.(1) | 10 | 167 |
|  Caris Life Sciences, Inc.(1) | 9 | 153 |
|  Carlsmed, Inc.(1) | 1 | 6 |
|  Cartesian Therapeutics, Inc.(1)(2) | 0 | 2 |
|  Catalyst Pharmaceuticals, Inc.(1) | 251 | 6208 |
|  Celcuity, Inc.(1) | 41 | 4658 |
|  Cencora, Inc. - Class A | 117 | 36708 |
|  Ceribell, Inc.(1) | 5 | 94 |
|  Cerus Corp.(1) | 35 | 63 |
|  CG oncology, Inc.(1) | 41 | 2792 |
|  Chemed Corp.(2) | 0 | 88 |
|  Chinook Therapeutics, Inc.(1)(3) | 3 | 1 |
|  Claritev Corp. - Class A(1) | 2 | 28 |

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------

---

| | | |
|:---|:---|:---|
|  ClearPoint Neuro, Inc.(1) | 5 | 47 |
|  Clover Health Investments Corp. - Class A(1) | 78 | 138 |
|  Codexis, Inc.(1) | 13 | 22 |
|  Cogent Biosciences, Inc.(1) | 26 | 989 |
|  Coherus Oncology, Inc.(1) | 6 | 10 |
|  Collegium Pharmaceutical, Inc.(1) | 6 | 199 |
|  Community Health Systems, Inc.(1) | 16 | 47 |
|  Compass Therapeutics, Inc.(1) | 13 | 70 |
|  Concentra Group Holdings Parent, Inc. | 21 | 449 |
|  Cooper Companies, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526 | &nbsp;&nbsp;&nbsp;&nbsp;37609 |
|  Corcept Therapeutics, Inc.(1) | 18 | 716 |
|  CorMedix, Inc.(1) | 14 | 96 |
|  CorVel Corp.(1) | 6 | 303 |
|  Corvus Pharmaceuticals, Inc.(1) | 12 | 179 |
|  Crinetics Pharmaceuticals, Inc.(1) | 966 | 35072 |
|  CryoPort, Inc.(1) | 126 | 1043 |
|  CVRx, Inc.(1) | 3 | 28 |
|  Cytokinetics, Inc.(1) | 2 | 164 |
|  DaVita, Inc.(1) | 7 | 1034 |
|  Day One Biopharmaceuticals, Inc.(1) | 1 | 16 |
|  Definium Therapeutics, Inc.(1) | 6 | 111 |
|  Delcath Systems, Inc.(1) | 6 | 55 |
|  Denali Therapeutics, Inc.(1) | 1 | 28 |
|  DexCom, Inc.(1) | 260 | 16327 |
|  DiaMedica Therapeutics, Inc.(1) | 6 | 44 |
|  Dianthus Therapeutics, Inc.(1) | 1 | 50 |
|  Disc Medicine, Inc. - Class A(1) | 5 | 335 |
|  Doximity, Inc. - Class A(1) | 25 | 590 |
|  Dyne Therapeutics, Inc.(1) | 8 | 147 |
|  Edgewise Therapeutics, Inc.(1) | 13 | 404 |
|  Edwards Lifesciences Corp.(1) | 637 | 51040 |
|  Elanco Animal Health, Inc.(1) | 238 | 5692 |
|  Electromed, Inc.(1) | 1 | 32 |
|  Eledon Pharmaceuticals, Inc.(1) | 1 | 4 |
|  Embecta Corp. | 1 | 11 |
|  Enliven Therapeutics, Inc.(1) | 7 | 292 |
|  Ensign Group, Inc. | 25 | 5081 |
|  Esperion Therapeutics, Inc.(1) | 15 | 41 |
|  Eton Pharmaceuticals, Inc.(1) | 5 | 125 |
|  Evolent Health, Inc. - Class A(1) | 8 | 17 |
|  Evolus, Inc.(1) | 10 | 41 |
|  Evommune, Inc.(1) | 1 | 23 |
|  Exelixis, Inc.(1) | 605 | 25934 |
|  EyePoint, Inc.(1) | 136 | 1750 |
|  Fennec Pharmaceuticals, Inc.(1) | 2 | 9 |
|  Foghorn Therapeutics, Inc.(1) | 4 | 21 |
|  Fulcrum Therapeutics, Inc.(1) | 1 | 7 |
|  GeneDx Holdings Corp. - Class A(1) | 4 | 235 |
|  Geron Corp.(1) | 104 | 154 |
|  Ginkgo Bioworks Holdings, Inc.(1) | 1 | 4 |
|  Glaukos Corp.(1) | 96 | 10297 |
|  Globus Medical, Inc. - Class A(1) | 357 | 30747 |
|  Gossamer Bio, Inc.(1) | 37 | 12 |
|  Greenwich Lifesciences, Inc.(1) | 1 | 28 |
|  GTX, Inc.(1)(2)(3) | 0 |  |
|  Guardant Health, Inc.(1) | 539 | 49804 |
|  Guardian Pharmacy Services, Inc. - Class A(1) | 4 | 162 |
|  Gyre Therapeutics, Inc.(1) | 2 | 17 |
|  Haemonetics Corp.(1) | 9 | 505 |
|  Halozyme Therapeutics, Inc.(1) | 241 | 15545 |
|  Harmony Biosciences Holdings, Inc.(1) | 82 | 2305 |

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------

---

| | | |
|:---|:---|:---|
|  Harrow, Inc.(1) | 6 | 214 |
|  HealthEquity, Inc.(1) | 101 | 8472 |
|  HealthStream, Inc. | 2 | 38 |
|  HeartFlow, Inc.(1) | 2 | 49 |
|  Heron Therapeutics, Inc.(1) | 4 | 3 |
|  Hims & Hers Health, Inc.(1) | 39 | 812 |
|  Humacyte, Inc.(1) | 5 | 3 |
|  ICON Plc(1) | 77 | 8544 |
|  ICU Medical, Inc.(1) | 3 | 447 |
|  IDEXX Laboratories, Inc.(1) | 30 | &nbsp;&nbsp;&nbsp;&nbsp;17055 |
|  Illumina, Inc.(1) | 62 | 7615 |
|  ImmunityBio, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;371 | 2847 |
|  Immunome, Inc.(1) | 19 | 425 |
|  Immunovant, Inc.(1) | 16 | 386 |
|  Incyte Corp.(1) | 96 | 9075 |
|  Indivior Pharmaceuticals, Inc.(1) | 282 | 8591 |
|  Inhibrx, Inc.(1)(3) | 4 | 3 |
|  Inmune Bio, Inc.(1) | 3 | 3 |
|  Innovage Holding Corp.(1) | 1 | 11 |
|  Innoviva, Inc.(1) | 12 | 289 |
|  Insmed, Inc.(1) | 662 | 108246 |
|  Inspire Medical Systems, Inc.(1) | 5 | 279 |
|  Insulet Corp.(1) | 167 | 35085 |
|  Integer Holdings Corp.(1) | 115 | 10105 |
|  Ionis Pharmaceuticals, Inc.(1) | 154 | 11552 |
|  iRadimed Corp. | 2 | 149 |
|  IRhythm Holdings, Inc.(1) | 354 | 41746 |
|  Ironwood Pharmaceuticals, Inc. - Class A(1) | 901 | 3164 |
|  Janux Therapeutics, Inc.(1) | 3 | 35 |
|  Joint Corp.(1) | 2 | 19 |
|  Journey Medical Corp.(1) | 4 | 17 |
|  KalVista Pharmaceuticals, Inc.(1) | 7 | 150 |
|  Keros Therapeutics, Inc.(1) | 149 | 1648 |
|  Kestra Medical Technologies Ltd.(1) | 4 | 88 |
|  KORU Medical Systems, Inc.(1) | 8 | 34 |
|  Krystal Biotech, Inc.(1) | 15 | 3780 |
|  Kymera Therapeutics, Inc.(1) | 129 | 10740 |
|  Lantheus Holdings, Inc.(1) | 12 | 945 |
|  LB Pharmaceuticals, Inc.(1) | 2 | 51 |
|  LeMaitre Vascular, Inc. | 23 | 2501 |
|  LENSAR, Inc.(1) | 2 | 12 |
|  LENZ Therapeutics, Inc.(1) | 4 | 34 |
|  Lifecore Biomedical, Inc.(1) | 4 | 15 |
|  LifeMD, Inc.(1) | 318 | 1148 |
|  LifeStance Health Group, Inc.(1) | 18 | 112 |
|  Ligand Pharmaceuticals, Inc.(1) | 78 | 15532 |
|  Liquidia Corp.(1) | 128 | 4830 |
|  LivaNova Plc(1) | 116 | 7394 |
|  Lucid Diagnostics, Inc.(1) | 6 | 6 |
|  Lumexa Imaging Holdings, Inc.(1) | 1 | 6 |
|  Madrigal Pharmaceuticals, Inc.(1) | 10 | 5383 |
|  MannKind Corp.(1) | 58 | 143 |
|  MapLight Therapeutics, Inc.(1) | 2 | 39 |
|  Masimo Corp.(1) | 9 | 1533 |
|  Maze Therapeutics, Inc.(1)(2) | 0 | 9 |
|  MediWound Ltd.(1) | 2 | 28 |
|  Medline, Inc. - Class A(1) | 472 | 20991 |
|  Medpace Holdings, Inc.(1) | 31 | 14669 |
|  MeiraGTx Holdings Plc(1) | 6 | 53 |
|  Merit Medical Systems, Inc.(1) | 10 | 713 |
|  Mesa Laboratories, Inc. | 1 | 90 |

---

------

---

| | | |
|:---|:---|:---|
|  Mettler-Toledo International, Inc.(1) | 23 | 29008 |
|  MiMedx Group, Inc.(1) | 23 | 90 |
|  Mineralys Therapeutics, Inc.(1) | 9 | 247 |
|  Mirum Pharmaceuticals, Inc.(1) | 131 | 12059 |
|  Molina Healthcare, Inc.(1) | 5 | 702 |
|  Monopar Therapeutics, Inc.(1) | 1 | 47 |
|  Myomo, Inc.(1) | 7 | 4 |
|  Nano-X Imaging Ltd.(1) | 3 | 6 |
|  Natera, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | &nbsp;&nbsp;&nbsp;&nbsp;21466 |
|  National Research Corp. | 2 | 39 |
|  NeoGenomics, Inc.(1) | 2 | 17 |
|  Neurocrine Biosciences, Inc.(1) | 16 | 2077 |
|  Neuronetics, Inc.(1) | 8 | 11 |
|  NeuroPace, Inc.(1) | 5 | 64 |
|  Novavax, Inc.(1) | 23 | 191 |
|  Novocure Ltd.(1) | 19 | 211 |
|  Nutex Health, Inc.(1) | 1 | 91 |
|  Nuvalent, Inc. - Class A(1) | 115 | 11733 |
|  Nuvation Bio, Inc.(1) | 4 | 17 |
|  Nuvectis Pharma, Inc.(1) | 3 | 24 |
|  Ocular Therapeutix, Inc.(1) | 36 | 302 |
|  Omada Health, Inc.(1) | 4 | 49 |
|  Omeros Corp.(1) | 11 | 121 |
|  OmniAb, Inc.(1) | 2 | 3 |
|  OmniAb, Inc. - Class CR3(1)(2)(3)(6) | 19 |  |
|  OmniAb, Inc. - Class CR4(1)(2)(3)(6) | 19 |  |
|  Oncology Institute, Inc.(1) | 14 | 43 |
|  OptimizeRx Corp.(1) | 3 | 19 |
|  Option Care Health, Inc.(1) | 30 | 819 |
|  Organogenesis Holdings, Inc. - Class A(1) | 14 | 32 |
|  ORIC Pharmaceuticals, Inc.(1) | 4 | 47 |
|  OrthoPediatrics Corp.(1) | 1 | 13 |
|  Outset Medical, Inc.(1) | 1 | 5 |
|  Pacira BioSciences, Inc.(1) | 1 | 16 |
|  PACS Group, Inc.(1) | 8 | 253 |
|  Palvella Therapeutics, Inc.(1) | 1 | 172 |
|  Pennant Group, Inc.(1) | 6 | 198 |
|  Penumbra, Inc.(1) | 128 | 42101 |
|  Phathom Pharmaceuticals, Inc.(1) | 3 | 28 |
|  Phibro Animal Health Corp. - Class A | 66 | 3663 |
|  Phreesia, Inc.(1) | 11 | 91 |
|  Praxis Precision Medicines, Inc.(1) | 130 | 41951 |
|  Precigen, Inc.(1) | 32 | 124 |
|  Prestige Consumer Healthcare, Inc.(1) | 209 | 12401 |
|  Privia Health Group, Inc.(1) | 22 | 456 |
|  PROCEPT BioRobotics Corp.(1) | 66 | 1651 |
|  Pro-Dex, Inc.(1)(2) | 0 | 21 |
|  Progyny, Inc.(1) | 14 | 245 |
|  Protagonist Therapeutics, Inc.(1) | 11 | 1171 |
|  Protalix BioTherapeutics, Inc.(1) | 14 | 30 |
|  Prothena Corp. Plc(1) | 202 | 1960 |
|  PTC Therapeutics, Inc.(1) | 324 | 22097 |
|  Pulmonx Corp.(1) | 8 | 11 |
|  Pulse Biosciences, Inc.(1) | 3 | 73 |
|  Puma Biotechnology, Inc.(1) | 118 | 755 |
|  Quanterix Corp.(1) | 1 | 3 |
|  QuidelOrtho Corp.(1) | 51 | 835 |
|  RadNet, Inc.(1) | 11 | 589 |
|  Recursion Pharmaceuticals, Inc. - Class A(1) | 87 | 267 |
|  Repligen Corp.(1) | 328 | 38700 |
|  ResMed, Inc. | 50 | 11319 |

---

------

---

| | | |
|:---|:---|:---|
|  Rezolute, Inc.(1) | 13 | 41 |
|  Rhythm Pharmaceuticals, Inc.(1) | 47 | 4127 |
|  Rigel Pharmaceuticals, Inc.(1) | 3 | 92 |
|  Rocket Pharmaceuticals, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;426 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1525 |
|  RxSight, Inc.(1) | 289 | 1779 |
|  Sana Biotechnology, Inc.(1) | 4 | 11 |
|  Sanara Medtech, Inc.(1) | 1 | 11 |
|  SANUWAVE Health, Inc.(1) | 1 | 25 |
|  Sarepta Therapeutics, Inc.(1) | 16 | 338 |
|  Savara, Inc.(1) | 28 | 153 |
|  Scholar Rock Holding Corp.(1) | 15 | 751 |
|  Schrodinger, Inc.(1) | 11 | 123 |
|  SELLAS Life Sciences Group, Inc.(1) | 33 | 138 |
|  Shoulder Innovations, Inc.(1) | 1 | 17 |
|  SI-BONE, Inc.(1) | 7 | 93 |
|  SIGA Technologies, Inc. | 7 | 35 |
|  Sight Sciences, Inc.(1) | 8 | 31 |
|  Simulations Plus, Inc.(1) | 3 | 39 |
|  Sionna Therapeutics, Inc.(1) | 3 | 123 |
|  Soleno Therapeutics, Inc.(1) | 10 | 321 |
|  Sonida Senior Living, Inc.(1) | 1 | 22 |
|  Sotera Health Co.(1) | 5 | 72 |
|  Spyre Therapeutics, Inc.(1) | 9 | 445 |
|  STAAR Surgical Co.(1) | 6 | 105 |
|  Stereotaxis, Inc.(1) | 10 | 18 |
|  STERIS Plc | 93 | 20565 |
|  Stoke Therapeutics, Inc.(1) | 9 | 304 |
|  Strive, Inc. - Class B(1) | 2 | 16 |
|  Structure Therapeutics, Inc. - ADR(1) | 148 | 7120 |
|  Summit Therapeutics, Inc.(1) | 23 | 429 |
|  Supernus Pharmaceuticals, Inc.(1) | 217 | 11210 |
|  Syndax Pharmaceuticals, Inc.(1) | 15 | 357 |
|  Tactile Systems Technology, Inc.(1) | 131 | 3410 |
|  Talkspace, Inc.(1) | 27 | 141 |
|  Tandem Diabetes Care, Inc.(1) | 35 | 662 |
|  Tarsus Pharmaceuticals, Inc.(1) | 34 | 2412 |
|  Taysha Gene Therapies, Inc.(1) | 43 | 190 |
|  Tectonic Therapeutic, Inc.(1)(2) | 0 | 12 |
|  Teladoc Health, Inc.(1) | 515 | 2808 |
|  Tempus AI, Inc. - Class A(1) | 19 | 860 |
|  Tevogen Bio Holdings, Inc.(1)(2) | 0 | 0 |
|  TG Therapeutics, Inc.(1) | 28 | 920 |
|  Theravance Biopharma, Inc.(1) | 6 | 95 |
|  TransMedics Group, Inc.(1) | 35 | 3441 |
|  Travere Therapeutics, Inc. - Class Preferre(1) | 333 | 9904 |
|  Treace Medical Concepts, Inc.(1) | 9 | 13 |
|  Trevi Therapeutics, Inc.(1) | 18 | 217 |
|  TriSalus Life Sciences, Inc.(1) | 1 | 4 |
|  TruBridge, Inc.(1) | 2 | 27 |
|  TuHURA Biosciences, Inc.(1) | 7 | 13 |
|  Tvardi Therapeutics, Inc.(1)(2) | 0 | 1 |
|  Twist Bioscience Corp.(1) | 786 | 37343 |
|  UFP Technologies, Inc.(1) | 1 | 280 |
|  Ultragenyx Pharmaceutical, Inc.(1) | 18 | 377 |
|  UroGen Pharma Ltd.(1) | 6 | 113 |
|  US Physical Therapy, Inc. | 2 | 130 |
|  Veeva Systems, Inc. - Class A(1) | 269 | 47185 |
|  Vera Therapeutics, Inc. - Class A(1) | 12 | 474 |
|  Veracyte, Inc.(1) | 873 | 28122 |
|  Verastem, Inc.(1) | 7 | 37 |
|  Vericel Corp.(1) | 212 | 6826 |

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------

---

| | | |
|:---|:---|:---|
|  Viemed Healthcare, Inc.(1) | 6 | 57.0 |
|  Viking Therapeutics, Inc.(1) | 2 | 54.0 |
|  Viridian Therapeutics, Inc.(1) | 141 | 2766.0 |
|  Waters Corp.(1) | 195 | 58108.0 |
|  WaVe Life Sciences Ltd.(1) | 369 | 2677.0 |
|  Waystar Holding Corp.(1) | 626 | 15096.0 |
|  West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315 | 79007.0 |
|  Xenon Pharmaceuticals, Inc.(1) | 473 | 27477.0 |
|  Xeris Biopharma Holdings, Inc.(1) | 372 | 2160.0 |
|  XOMA Royalty Corp.(1) | 1 | 41.0 |
|  Zevra Therapeutics, Inc.(1) | 11 | 100.0 |
|  Zymeworks, Inc.(1) | 9 | 237.0 |
|  Total Healthcare | Total Healthcare | 1845992.0 |
|  **Industrials – 25.95%** |  |  |
|  AAON, Inc. | 583 | 48280.0 |
|  AAR Corp.(1) | 2 | 202.0 |
|  ACV Auctions, Inc. - Class A(1) | 129 | 546.0 |
|  Advanced Drainage Systems, Inc. | 73 | 10003.0 |
|  Aebi Schmidt Holding AG | 1 | 6.0 |
|  Aerovironment, Inc.(1) | 131 | 23912.0 |
|  AIRO Group Holdings, Inc.(1) | 3 | 20.0 |
|  Alamo Group, Inc. | 1 | 98.0 |
|  Alaska Air Group, Inc.(1) | 4 | 133.0 |
|  Albany International Corp. - Class A | 2 | 89.0 |
|  Allegiant Travel Co. - Class A(1)(2) | 0 | 39.0 |
|  Alliance Laundry Holdings, Inc.(1) | 570 | 11813.0 |
|  Allient, Inc.(2) | 0 | 9.0 |
|  Allison Transmission Holdings, Inc. | 152 | 17836.0 |
|  Alta Equipment Group, Inc. | 1 | 6.0 |
|  American Airlines Group, Inc.(1) | 9 | 94.0 |
|  American Superconductor Corp.(1) | 9 | 297.0 |
|  AMETEK, Inc. | 136 | 29153.0 |
|  Amprius Technologies, Inc.(1) | 134 | 2258.0 |
|  API Group Corp.(1) | 1245 | 50436.0 |
|  Apogee Enterprises, Inc. | 21 | 688.0 |
|  Applied Industrial Technologies, Inc. | 42 | 11265.0 |
|  Archer Aviation, Inc. - Class A(1) | 116 | 601.0 |
|  Arcosa, Inc. | 3 | 273.0 |
|  Argan, Inc. | 3 | 1395.0 |
|  Armstrong World Industries, Inc. | 2 | 398.0 |
|  Array Technologies, Inc.(1) | 6 | 46.0 |
|  Astronics Corp.(1) | 5 | 363.0 |
|  ATI, Inc.(1) | 147 | 21400.0 |
|  Atkore, Inc. | 18 | 1049.0 |
|  Atmus Filtration Technologies, Inc. | 299 | 16990.0 |
|  Avis Budget Group, Inc.(1) | 1 | 166.0 |
|  Axon Enterprise, Inc.(1) | 113 | 48193.0 |
|  AZZ, Inc. | 6 | 708.0 |
|  Barrett Business Services, Inc. | 5 | 141.0 |
|  Beta Technologies, Inc. - Class A(1) | 4 | 57.0 |
|  BlackSky Technology, Inc. - Class A(1) | 6 | 151.0 |
|  Bloom Energy Corp. - Class A(1) | 657 | 88971.0 |
|  Blue Bird Corp.(1) | 83 | 4721.0 |
|  Booz Allen Hamilton Holding Corp. - Class A | 23 | 1783.0 |
|  Bowman Consulting Group Ltd. - Class A(1) | 3 | 74.0 |
|  Brink's Co. | 8 | 822.0 |
|  Broadridge Financial Solutions, Inc. | 20 | 3284.0 |
|  Brookfield Business Corp. - Class A(1) | 2 | 49.0 |
|  BWX Technologies, Inc. | 340 | 69532.0 |
|  Byrna Technologies, Inc.(1) | 4 | 33.0 |
|  CACI International, Inc. - Class A(1) | 46 | 24829.0 |

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------

---

| | | |
|:---|:---|:---|
|  Cadre Holdings, Inc. | 226 | 6932 |
|  Cardinal Infrastructure Group, Inc. - Class A(1) | 1 | 34 |
|  Carlisle Companies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;104 | 34667 |
|  Carpenter Technology Corp. | 83 | 32909 |
|  Casella Waste Systems, Inc. - Class A(1) | 12 | 951 |
|  CBIZ, Inc.(1) | 9 | 252 |
|  CECO Environmental Corp.(1) | 6 | 338 |
|  Centuri Holdings, Inc.(1) | 17 | 489 |
|  CH Robinson Worldwide, Inc. | 65 | 10815 |
|  Chart Industries, Inc.(1) | 9 | 1783 |
|  Cimpress Plc(1) | 1 | 50 |
|  Comfort Systems USA, Inc. | 84 | &nbsp;&nbsp;&nbsp;&nbsp;115610 |
|  CompX International, Inc.(2) | 0 | 6 |
|  Construction Partners, Inc. - Class A(1) | 86 | 9550 |
|  Core & Main, Inc. - Class A(1) | 21 | 1043 |
|  CoreCivic, Inc.(1) | 3 | 57 |
|  Costamare Bulkers Holdings Ltd.(1)(2) | 0 | 2 |
|  Covenant Logistics Group, Inc. - Class A | 1 | 20 |
|  CRA International, Inc. | 41 | 6570 |
|  Crane Co. | 57 | 9716 |
|  CSG Systems International, Inc. | 5 | 376 |
|  CSW Industrials, Inc. | 28 | 7418 |
|  Curtiss-Wright Corp. | 54 | 36753 |
|  Distribution Solutions Group, Inc.(1) | 2 | 46 |
|  Douglas Dynamics, Inc. | 4 | 157 |
|  DXP Enterprises, Inc.(1) | 2 | 346 |
|  Dycom Industries, Inc.(1) | 6 | 1885 |
|  EMCOR Group, Inc. | 13 | 9292 |
|  Energy Recovery, Inc.(1) | 10 | 100 |
|  Enerpac Tool Group Corp. - Class A | 10 | 371 |
|  EnerSys | 13 | 2296 |
|  Enovix Corp.(1) | 123 | 635 |
|  Enpro, Inc. | 1 | 129 |
|  Eos Energy Enterprises, Inc.(1) | 2535 | 12575 |
|  Equifax, Inc. | 4 | 727 |
|  Esab Corp. | 406 | 39264 |
|  ESCO Technologies, Inc. | 5 | 1396 |
|  Eve Holding, Inc.(1) | 18 | 45 |
|  Everus Construction Group, Inc.(1) | 118 | 13928 |
|  ExlService Holdings, Inc.(1) | 29 | 897 |
|  Exponent, Inc. | 10 | 621 |
|  Falcon's Beyond Global, Inc. - Class A(1) | 3 | 37 |
|  Fastenal Co. | 1163 | 53942 |
|  Federal Signal Corp. | 31 | 3352 |
|  Ferguson Enterprises, Inc. | 2 | 500 |
|  Firefly Aerospace, Inc.(1) | 3 | 79 |
|  First Advantage Corp.(1) | 10 | 119 |
|  Flowserve Corp. | 206 | 15132 |
|  Fluence Energy, Inc. - Class A(1) | 167 | 2294 |
|  Fluor Corp.(1) | 57 | 2673 |
|  Forgent Power Solutions, Inc. - Class A(1) | 447 | 13070 |
|  Forward Air Corp.(1) | 2 | 26 |
|  Franklin Covey Co.(1) | 138 | 2172 |
|  Franklin Electric Co., Inc. | 7 | 682 |
|  Frontier Group Holdings, Inc.(1) | 8 | 27 |
|  FTAI Aviation Ltd. | 275 | 67330 |
|  FTAI Infrastructure, Inc. | 21 | 102 |
|  Gates Industrial Corp. Plc(1) | 651 | 14725 |
|  GATX Corp. | 1 | 87 |
|  Generac Holdings, Inc.(1) | 38 | 7500 |
|  GEO Group, Inc.(1) | 25 | 427 |

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---

| | | |
|:---|:---|:---|
|  Global Industrial Co. | 18 | 576 |
|  Gorman-Rupp Co. | 4 | 250 |
|  Graco, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | &nbsp;&nbsp;&nbsp;&nbsp;20655 |
|  Graham Corp.(1) | 2 | 156 |
|  Granite Construction, Inc. | 49 | 5848 |
|  Griffon Corp. | 39 | 2856 |
|  Hayward Holdings, Inc.(1) | 708 | 9477 |
|  Healthcare Services Group, Inc.(1) | 6 | 113 |
|  HEICO Corp. | 8 | 2212 |
|  HEICO Corp. - Class A | 82 | 17360 |
|  Herc Holdings, Inc. | 6 | 620 |
|  Hertz Global Holdings, Inc.(1) | 22 | 103 |
|  HireQuest, Inc. | 1 | 6 |
|  HNI Corp. | 5 | 182 |
|  Howmet Aerospace, Inc. | 76 | 17597 |
|  Hubbell, Inc. - Class B | 21 | 10111 |
|  Huron Consulting Group, Inc.(1) | 71 | 9060 |
|  IBEX Holdings Ltd.(1) | 2 | 52 |
|  IDEX Corp. | 212 | 40185 |
|  IES Holdings, Inc.(1) | 2 | 821 |
|  Ingersoll Rand, Inc. | 286 | 22927 |
|  Innodata, Inc.(1) | 6 | 227 |
|  Insperity, Inc. | 89 | 2401 |
|  Insteel Industries, Inc. | 2 | 67 |
|  Interface, Inc. - Class A | 31 | 765 |
|  Intuitive Machines, Inc. - Class A(1) | 1 | 26 |
|  Janus International Group, Inc.(1) | 10 | 50 |
|  JB Hunt Transport Services, Inc. | 33 | 6972 |
|  JBT Marel Corp. | 5 | 614 |
|  JELD-WEN Holding, Inc.(1) | 383 | 475 |
|  Joby Aviation, Inc.(1) | 226 | 1868 |
|  Kadant, Inc. | 2 | 657 |
|  Karat Packaging, Inc. | 2 | 48 |
|  Karman Holdings, Inc.(1) | 613 | 49064 |
|  KBR, Inc. | 2 | 76 |
|  Kforce, Inc. | 36 | 1047 |
|  Korn Ferry | 5 | 285 |
|  Kornit Digital Ltd.(1) | 179 | 2631 |
|  Kratos Defense & Security Solutions, Inc.(1) | 298 | 21036 |
|  KULR Technology Group, Inc.(1) | 7 | 17 |
|  L3Harris Technologies, Inc. | 127 | 43958 |
|  Landstar System, Inc. | 39 | 6240 |
|  Legalzoom.com, Inc.(1) | 24 | 138 |
|  Legence Corp. - Class A(1) | 85 | 4808 |
|  Lennox International, Inc. | 6 | 2805 |
|  Leonardo DRS, Inc. | 276 | 12294 |
|  Limbach Holdings, Inc.(1) | 2 | 161 |
|  Lincoln Electric Holdings, Inc. | 169 | 42156 |
|  Lindsay Corp. | 2 | 238 |
|  Liquidity Services, Inc.(1) | 4 | 135 |
|  Loar Holdings, Inc.(1) | 7 | 417 |
|  LSI Industries, Inc. | 4 | 74 |
|  Lyft, Inc. - Class A(1) | 11 | 151 |
|  MasTec, Inc.(1) | 74 | 23934 |
|  Matrix Service Co.(1) | 1 | 14 |
|  Maximus, Inc. | 117 | 7491 |
|  Mayville Engineering Co., Inc.(1)(2) | 0 | 5 |
|  McGrath RentCorp | 4 | 394 |
|  Mercury Systems, Inc.(1) | 155 | 11288 |
|  Microvast Holdings, Inc.(1) | 25 | 37 |
|  Middleby Corp.(1) | 37 | 4897 |

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------

---

| | | |
|:---|:---|:---|
|  Modine Manufacturing Co.(1) | 111 | 24085 |
|  Moog, Inc. - Class A | 20 | 5821 |
|  MSA Safety, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | &nbsp;&nbsp;&nbsp;&nbsp;21641 |
|  Mueller Water Products, Inc. - Class A | 457 | 12572 |
|  MYR Group, Inc.(1) | 9 | 2514 |
|  NANO Nuclear Energy, Inc.(1) | 7 | 148 |
|  Nextpower, Inc. - Class A(1) | 322 | 38788 |
|  Nordson Corp. | 88 | 23413 |
|  NuScale Power Corp.(1) | 30 | 329 |
|  nVent Electric Plc | 93 | 11000 |
|  Old Dominion Freight Line, Inc. | 2 | 385 |
|  Omega Flex, Inc. | 1 | 23 |
|  Orion Group Holdings, Inc.(1) | 2 | 17 |
|  Park Aerospace Corp. | 2 | 50 |
|  Paychex, Inc. | 19 | 1775 |
|  Paycom Software, Inc. | 5 | 630 |
|  Paylocity Holding Corp.(1) | 8 | 830 |
|  Perma-Fix Environmental Services, Inc.(1) | 1 | 5 |
|  Pitney Bowes, Inc. | 227 | 2512 |
|  Planet Labs PBC(1) | 1451 | 40550 |
|  Powell Industries, Inc. | 26 | 13972 |
|  Power Solutions International, Inc.(1) | 20 | 1219 |
|  Preformed Line Products Co.(2) | 0 | 9 |
|  Primoris Services Corp. | 221 | 31622 |
|  Public Policy Holding Co., Inc.(1)(2) | 0 | 5 |
|  Quad/Graphics, Inc. | 4 | 25 |
|  Quanta Services, Inc. | 90 | 49516 |
|  QXO, Inc.(1) | 253 | 4912 |
|  RB Global, Inc. | 2 | 200 |
|  RBC Bearings, Inc.(1) | 229 | 124457 |
|  RCM Technologies, Inc.(1) | 1 | 20 |
|  Red Cat Holdings, Inc.(1) | 20 | 260 |
|  Redwire Corp.(1) | 20 | 171 |
|  Resolute Holdings Management, Inc.(1)(2) | 0 | 52 |
|  Richtech Robotics, Inc. - Class B(1) | 32 | 66 |
|  Rocket Lab Corp.(1) | 549 | 35250 |
|  Rockwell Automation, Inc. | 26 | 9355 |
|  Rollins, Inc. | 57 | 3043 |
|  Rush Enterprises, Inc. - Class A | 6 | 411 |
|  Rush Enterprises, Inc. - Class B | 1 | 60 |
|  RXO, Inc.(1) | 2 | 29 |
|  Saia, Inc.(1) | 78 | 27568 |
|  Satellogic, Inc. - Class A(1) | 13 | 69 |
|  Shoals Technologies Group, Inc. - Class A(1) | 5 | 36 |
|  Simpson Manufacturing Co., Inc. | 54 | 9265 |
|  SiteOne Landscape Supply, Inc.(1) | 142 | 18933 |
|  Sky Harbour Group Corp. - Class A(1) | 4 | 42 |
|  SKYX Platforms Corp.(1) | 17 | 19 |
|  Southwest Airlines Co. | 9 | 352 |
|  Spire Global, Inc.(1) | 5 | 67 |
|  SPX Technologies, Inc.(1) | 9 | 1839 |
|  StandardAero, Inc.(1) | 4 | 106 |
|  Standex International Corp. | 61 | 15444 |
|  Sterling Infrastructure, Inc.(1) | 49 | 19848 |
|  Sun Country Airlines Holdings, Inc.(1) | 6 | 93 |
|  SunPower, Inc.(1) | 3 | 4 |
|  Tecnoglass, Inc. | 5 | 229 |
|  Terex Corp. | 9 | 535 |
|  Tetra Tech, Inc. | 9 | 279 |
|  Thermon Group Holdings, Inc.(1) | 1 | 36 |
|  TIC Solutions, Inc.(1) | 9 | 58 |

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------

---

| | | |
|:---|:---|:---|
|  Toro Co. | 110 | 10306 |
|  Transcat, Inc.(1) | 1 | 63 |
|  TriNet Group, Inc. | 85 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3080 |
|  Trinity Industries, Inc. | 7 | 230 |
|  TTEC Holdings, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244 | 610 |
|  UFP Industries, Inc. | 1 | 55 |
|  U-Haul Holding Co.(1)(2) | 0 | 18 |
|  U-Haul Holding Co. - Class B | 8 | 342 |
|  UL Solutions, Inc. - Class A | 181 | 15491 |
|  Upwork, Inc.(1) | 23 | 257 |
|  V2X, Inc.(1) | 56 | 3867 |
|  Veralto Corp. | 245 | 21639 |
|  Verisk Analytics, Inc. - Class A | 79 | 15084 |
|  Verra Mobility Corp. - Class A(1) | 30 | 435 |
|  Vertiv Holdings Co. - Class A | 146 | 36583 |
|  Vicor Corp.(1) | 4 | 706 |
|  Virgin Galactic Holdings, Inc.(1) | 173 | 421 |
|  Voyager Technologies, Inc. - Class A(1) | 6 | 152 |
|  VSE Corp. | 32 | 5985 |
|  Waste Connections, Inc. | 184 | 29889 |
|  Watts Water Technologies, Inc. - Class A | 26 | 7490 |
|  Werner Enterprises, Inc. | 2 | 53 |
|  WESCO International, Inc. | 87 | 23688 |
|  Willdan Group, Inc.(1) | 14 | 1105 |
|  Willis Lease Finance Corp.(2) | 0 | 12 |
|  WillScot Holdings Corp. - Class A | 9 | 151 |
|  Woodward, Inc. | 200 | 71448 |
|  Worthington Enterprises, Inc. | 15 | 807 |
|  WW Grainger, Inc. | 41 | 44842 |
|  Xometry, Inc. - Class A(1) | 399 | 16312 |
|  XPO, Inc.(1) | 72 | 14032 |
|  Xylem, Inc. | 421 | 50269 |
|  York Space Systems, Inc.(1) | 2 | 45 |
|  Zurn Elkay Water Solutions Corp. | 363 | 16296 |
|  Total Industrials | Total Industrials | 2397994 |
|  **Information Technology – 18.60%** |  |  |
|  908 Devices, Inc.(1) | 4 | 26 |
|  A10 Networks, Inc. | 72 | 1671 |
|  ACI Worldwide, Inc.(1) | 20 | 809 |
|  Adeia, Inc. | 18 | 436 |
|  ADTRAN Holdings, Inc.(1) | 14 | 179 |
|  Advanced Energy Industries, Inc. | 58 | 18572 |
|  Aehr Test Systems(1) | 4 | 165 |
|  Aeluma, Inc.(1)(2) | 0 | 4 |
|  Aeva Technologies, Inc.(1) | 8 | 100 |
|  Agilysys, Inc.(1) | 125 | 8921 |
|  Airship AI Holdings, Inc.(1) | 3 | 7 |
|  Akamai Technologies, Inc.(1) | 380 | 43643 |
|  Alarm.com Holdings, Inc.(1) | 61 | 2623 |
|  Alkami Technology, Inc.(1) | 13 | 205 |
|  Ambarella, Inc.(1) | 84 | 4298 |
|  Ambiq Micro, Inc.(1) | 2 | 55 |
|  Amplitude, Inc. - Class A(1) | 18 | 126 |
|  Appfolio, Inc. - Class A(1) | 4 | 660 |
|  Appian Corp. - Class A(1) | 8 | 183 |
|  Applied Digital Corp.(1) | 208 | 4942 |
|  Applied Optoelectronics, Inc.(1) | 10 | 847 |
|  Arlo Technologies, Inc.(1) | 19 | 275 |
|  Arteris, Inc.(1) | 213 | 3498 |
|  Asana, Inc. - Class A(1) | 301 | 1924 |
|  ASGN, Inc.(1) | 17 | 643 |

---

------

---

| | | |
|:---|:---|:---|
|  Astera Labs, Inc.(1) | 296 | 32411 |
|  Atomera, Inc.(1) | 6 | 23 |
|  AudioEye, Inc.(1) | 1 | 9 |
|  Autodesk, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;25476 |
|  AvePoint, Inc.(1) | 321 | 3049 |
|  Axcelis Technologies, Inc.(1) | 43 | 3994 |
|  Backblaze, Inc. - Class A(1) | 11 | 37 |
|  Badger Meter, Inc. | 14 | 2076 |
|  Belden, Inc. | 7 | 858 |
|  Bentley Systems, Inc. - Class B | 30 | 1052 |
|  BigBear.ai Holdings, Inc.(1) | 19 | 68 |
|  Bitdeer Technologies Group - Class A(1) | 23 | 201 |
|  BK Technologies Corp.(1) | 1 | 41 |
|  Blackbaud, Inc.(1) | 6 | 223 |
|  BlackLine, Inc.(1) | 57 | 2094 |
|  Blaize Holdings, Inc.(1) | 9 | 16 |
|  Blend Labs, Inc. - Class A(1) | 38 | 65 |
|  Box, Inc. - Class A(1) | 94 | 2213 |
|  Braze, Inc. - Class A(1) | 227 | 5350 |
|  C3.ai, Inc. - Class A(1) | 248 | 2090 |
|  Calix, Inc.(1) | 86 | 4228 |
|  CDW Corp. | 2 | 220 |
|  Cerence, Inc.(1) | 390 | 2464 |
|  CEVA, Inc.(1) | 4 | 82 |
|  Chaince Digital Holdings, Inc.(1)(2) | 0 | 2 |
|  Ciena Corp.(1) | 30 | 11614 |
|  Circle Internet Group, Inc. - Class A(1) | 3 | 317 |
|  Clear Secure, Inc. - Class A | 97 | 4678 |
|  Clearfield, Inc.(1) | 1 | 25 |
|  Clearwater Analytics Holdings, Inc. - Class A(1) | 53 | 1259 |
|  Climb Global Solutions, Inc. | 3 | 61 |
|  Cloudflare, Inc. - Class A(1) | 206 | 42404 |
|  Cognex Corp. | 140 | 6879 |
|  Coherent Corp.(1) | 219 | 52277 |
|  Commerce.com, Inc.(1) | 13 | 34 |
|  Commvault Systems, Inc.(1) | 8 | 657 |
|  Core Scientific, Inc.(1) | 46 | 689 |
|  CPI Card Group, Inc.(1) | 1 | 18 |
|  Credo Technology Group Holding Ltd.(1) | 285 | 26752 |
|  Crexendo, Inc.(1) | 3 | 22 |
|  CS Disco, Inc.(1) | 4 | 14 |
|  CSP, Inc. | 1 | 9 |
|  CTS Corp. | 1 | 36 |
|  Daily Journal Corp.(1)(2) | 0 | 90 |
|  Daktronics, Inc.(1) | 1 | 27 |
|  Datadog, Inc. - Class A(1) | 289 | 34169 |
|  Diebold Nixdorf, Inc.(1) | 4 | 330 |
|  Digi International, Inc.(1) | 70 | 3350 |
|  Digimarc Corp.(1) | 3 | 15 |
|  Digital Turbine, Inc.(1) | 14 | 39 |
|  DigitalOcean Holdings, Inc.(1) | 133 | 11428 |
|  Docusign, Inc. - Class A(1) | 28 | 1351 |
|  Domo, Inc. - Class B(1) | 5 | 17 |
|  Dropbox, Inc. - Class A(1) | 9 | 205 |
|  D-Wave Quantum, Inc.(1) | 149 | 2145 |
|  Dynatrace, Inc.(1) | 234 | 8665 |
|  eGain Corp.(1) | 2 | 17 |
|  Elastic NV(1) | 17 | 870 |
|  Enphase Energy, Inc.(1) | 24 | 913 |
|  Entegris, Inc. | 5 | 552 |
|  EverCommerce, Inc.(1) | 3 | 32 |

---

------

---

| | | |
|:---|:---|:---|
|  Everpure, Inc. - Class A(1) | 1116 | 65881 |
|  Evolv Technologies Holdings, Inc.(1) | 30 | 182 |
|  Expensify, Inc. - Class A(1) | 6 | 5 |
|  Extreme Networks, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;247 | 3724 |
|  Fabrinet(1) | 76 | &nbsp;&nbsp;&nbsp;&nbsp;39680 |
|  Fair Isaac Corp.(1) | 19 | 20667 |
|  Five9, Inc.(1) | 133 | 2023 |
|  FormFactor, Inc.(1) | 49 | 4797 |
|  Frequency Electronics, Inc.(1) | 1 | 58 |
|  Freshworks, Inc. - Class A(1) | 199 | 1594 |
|  Gartner, Inc.(1) | 13 | 2113 |
|  Gen Digital, Inc. | 11 | 215 |
|  Gitlab, Inc. - Class A(1) | 940 | 20345 |
|  Globant SA(1) | 1 | 37 |
|  GoDaddy, Inc. - Class A(1) | 26 | 2117 |
|  GPGI, Inc. - Class A | 30 | 517 |
|  Grid Dynamics Holdings, Inc.(1) | 271 | 1543 |
|  Guidewire Software, Inc.(1) | 324 | 48469 |
|  Hackett Group, Inc. | 35 | 461 |
|  Harmonic, Inc.(1) | 6 | 52 |
|  HubSpot, Inc.(1) | 10 | 2363 |
|  I3 Verticals, Inc. - Class A(1)(2) | 0 | 9 |
|  Impinj, Inc.(1) | 5 | 550 |
|  indie Semiconductor, Inc. - Class A(1) | 658 | 2118 |
|  Information Services Group, Inc. | 2 | 9 |
|  Inseego Corp.(1)(2) | 0 | 4 |
|  Insight Enterprises, Inc.(1) | 15 | 990 |
|  Intapp, Inc.(1) | 125 | 3222 |
|  InterDigital, Inc. | 104 | 31527 |
|  IonQ, Inc.(1) | 126 | 3628 |
|  Itron, Inc.(1) | 19 | 1658 |
|  Jabil, Inc. | 13 | 3425 |
|  JFrog Ltd.(1) | 352 | 16537 |
|  Kaltura, Inc.(1) | 18 | 21 |
|  Knowles Corp.(1) | 501 | 12862 |
|  Kopin Corp.(1) | 33 | 75 |
|  Kulicke & Soffa Industries, Inc. | 6 | 375 |
|  Kyndryl Holdings, Inc.(1) | 3 | 35 |
|  Lattice Semiconductor Corp.(1) | 693 | 64291 |
|  Life360, Inc.(1) | 4 | 161 |
|  Littelfuse, Inc. | 38 | 12800 |
|  LiveRamp Holdings, Inc.(1) | 12 | 316 |
|  Lumentum Holdings, Inc.(1) | 55 | 38588 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 285 | 63208 |
|  Manhattan Associates, Inc.(1) | 70 | 9323 |
|  MaxLinear, Inc. - Class A(1) | 218 | 3783 |
|  Microchip Technology, Inc. | 97 | 6299 |
|  MicroVision, Inc.(1) | 37 | 24 |
|  Mirion Technologies, Inc. - Class A(1) | 571 | 10624 |
|  Mitek Systems, Inc.(1) | 2 | 21 |
|  MKS, Inc. | 70 | 15997 |
|  MongoDB, Inc. - Class A(1) | 189 | 46333 |
|  Monolithic Power Systems, Inc. | 38 | 41090 |
|  M-Tron Industries, Inc.(1)(2) | 0 | 33 |
|  Napco Security Technologies, Inc. | 86 | 3389 |
|  Navitas Semiconductor Corp. - Class A(1) | 149 | 1311 |
|  nCino, Inc.(1) | 3 | 45 |
|  Neonode, Inc.(1) | 2 | 3 |
|  NetApp, Inc. | 15 | 1524 |
|  NextNav, Inc.(1) | 18 | 291 |
|  nLight, Inc.(1) | 28 | 1590 |

---

------

---

| | | |
|:---|:---|:---|
|  Nova Ltd.(1) | 31 | 13659 |
|  Novanta, Inc.(1) | 7 | 814 |
|  Nutanix, Inc. - Class A(1) | 1124 | 42711 |
|  NVE Corp. | 1 | 61 |
|  Okta, Inc. - Class A(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524 | &nbsp;&nbsp;&nbsp;&nbsp;41237 |
|  OneSpan, Inc. | 1 | 10 |
|  Onto Innovation, Inc.(1) | 178 | 36572 |
|  Ooma, Inc.(1) | 5 | 69 |
|  OSI Systems, Inc.(1) | 7 | 1833 |
|  Ouster, Inc.(1) | 11 | 198 |
|  Pagaya Technologies Ltd. - Class A(1) | 45 | 527 |
|  PagerDuty, Inc.(1) | 138 | 854 |
|  Palo Alto Networks, Inc.(1) | 122 | 19559 |
|  PAR Technology Corp.(1) | 209 | 2784 |
|  PDF Solutions, Inc.(1) | 25 | 829 |
|  Pegasystems, Inc. | 6 | 246 |
|  Plexus Corp.(1) | 5 | 956 |
|  Porch Group, Inc.(1) | 13 | 97 |
|  Power Integrations, Inc. | 185 | 9476 |
|  Procore Technologies, Inc.(1) | 599 | 34138 |
|  Progress Software Corp.(1) | 8 | 205 |
|  PTC, Inc.(1) | 46 | 6595 |
|  Q2 Holdings, Inc.(1) | 111 | 5270 |
|  Qnity Electronics, Inc. | 111 | 12776 |
|  Qualys, Inc.(1) | 52 | 4557 |
|  Quantum Computing, Inc.(1) | 39 | 264 |
|  Rackspace Technology, Inc.(1) | 5 | 5 |
|  Rambus, Inc.(1) | 188 | 16209 |
|  Rapid7, Inc.(1) | 12 | 69 |
|  Red Violet, Inc.(1) | 2 | 78 |
|  ReposiTrak, Inc. | 2 | 17 |
|  Rezolve AI Plc(1) | 42 | 107 |
|  Rigetti Computing, Inc.(1) | 202 | 2841 |
|  Rimini Street, Inc.(1) | 1 | 5 |
|  RingCentral, Inc. - Class A | 15 | 552 |
|  Rubrik, Inc. - Class A(1) | 531 | 26006 |
|  SailPoint, Inc.(1) | 392 | 5196 |
|  Samsara, Inc. - Class A(1) | 61 | 1934 |
|  Sanmina Corp.(1) | 5 | 588 |
|  SEMrush Holdings, Inc. - Class A(1) | 9 | 107 |
|  Semtech Corp.(1) | 494 | 37994 |
|  SentinelOne, Inc. - Class A(1) | 436 | 5613 |
|  Shopify, Inc. - Class A(1) | 309 | 36689 |
|  Silicon Laboratories, Inc.(1) | 33 | 6917 |
|  SiTime Corp.(1) | 82 | 28469 |
|  SkyWater Technology, Inc.(1) | 7 | 185 |
|  SoundHound AI, Inc. - Class A(1) | 74 | 507 |
|  SoundThinking, Inc.(1) | 2 | 12 |
|  Sprinklr, Inc. - Class A(1) | 711 | 4267 |
|  Sprout Social, Inc. - Class A(1) | 265 | 1508 |
|  SPS Commerce, Inc.(1) | 181 | 10049 |
|  Super Micro Computer, Inc.(1) | 45 | 1015 |
|  Synaptics, Inc.(1) | 135 | 9421 |
|  Synopsys, Inc.(1) | 125 | 49560 |
|  Teledyne Technologies, Inc.(1) | 72 | 43452 |
|  Tenable Holdings, Inc.(1) | 392 | 6632 |
|  Teradata Corp.(1) | 4 | 107 |
|  Teradyne, Inc. | 126 | 37222 |
|  Terawulf, Inc.(1) | 651 | 9394 |
|  Tower Semiconductor Ltd.(1) | 73 | 12798 |
|  TSS, Inc.(1) | 4 | 55 |

---

------

---

| | | |
|:---|:---|:---|
|  Tucows, Inc. - Class A(1)(2) | 0 | 5 |
|  Turtle Beach Corp.(1) | 2 | 21 |
|  Twilio, Inc. - Class A(1) | 5 | 581 |
|  Tyler Technologies, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;46285 |
|  Ubiquiti, Inc. | 1 | 639 |
|  Ultra Clean Holdings, Inc.(1) | 10 | 626 |
|  Unisys Corp.(1) | 233 | 483 |
|  Unity Software, Inc.(1) | 3 | 76 |
|  Varonis Systems, Inc. - Class B(1) | 327 | 7014 |
|  Veeco Instruments, Inc.(1) | 275 | 9296 |
|  Vertex, Inc. - Class A(1) | 13 | 159 |
|  Via Transportation, Inc. - Class A(1) | 2 | 23 |
|  Viant Technology, Inc. - Class A(1) | 3 | 33 |
|  Viavi Solutions, Inc.(1) | 135 | 4507 |
|  Vistance Networks, Inc.(1) | 230 | 4194 |
|  VTEX - Class A(1) | 10 | 42 |
|  Vuzix Corp.(1) | 12 | 28 |
|  Weave Communications, Inc.(1) | 257 | 1185 |
|  Whitefiber, Inc.(1) | 2 | 18 |
|  WM Technology, Inc.(1) | 19 | 13 |
|  Workiva, Inc. - Class A(1) | 40 | 2393 |
|  Yext, Inc.(1) | 20 | 76 |
|  Zeta Global Holdings Corp. - Class A(1) | 355 | 5652 |
|  Zscaler, Inc.(1) | 235 | 33036 |
|  Total Information Technology | Total Information Technology | 1718308 |
|  **Materials – 1.76%** |  |  |
|  Albemarle Corp. | 67 | 12116 |
|  Alpha Metallurgical Resources, Inc.(1) | 1 | 135 |
|  American Battery Technology Co.(1) | 13 | 36 |
|  Anglogold Ashanti Plc | 12 | 1133 |
|  Ardagh Metal Packaging SA | 7 | 28 |
|  Ashland, Inc. | 158 | 8807 |
|  ASP Isotopes, Inc.(1) | 22 | 95 |
|  Balchem Corp. | 43 | 7255 |
|  Cabot Corp. | 9 | 701 |
|  Century Aluminum Co.(1) | 36 | 2097 |
|  CF Industries Holdings, Inc. | 74 | 9561 |
|  Chemours Co. | 29 | 632 |
|  Coeur Mining, Inc.(1) | 912 | 17120 |
|  Commercial Metals Co. | 51 | 3158 |
|  Compass Minerals International, Inc.(1) | 177 | 4141 |
|  Constellium SE - Class A(1) | 187 | 4600 |
|  Contango Silver & Gold, Inc.(1) | 116 | 2176 |
|  Critical Metals Corp.(1) | 4 | 33 |
|  Dakota Gold Corp.(1) | 17 | 88 |
|  Eagle Materials, Inc.(2) | 0 | 63 |
|  Element Solutions, Inc. | 345 | 11770 |
|  Flotek Industries, Inc.(1) | 1 | 14 |
|  Hawkins, Inc. | 4 | 573 |
|  Hecla Mining Co. | 114 | 2125 |
|  IAMGOLD Corp.(1) | 650 | 12241 |
|  Idaho Strategic Resources, Inc.(1) | 3 | 88 |
|  Ingevity Corp.(1) | 7 | 488 |
|  Innospec, Inc.(2) | 0 | 16 |
|  Ivanhoe Electric, Inc.(1) | 17 | 206 |
|  James Hardie Industries Plc(1) | 315 | 5975 |
|  Kaiser Aluminum Corp. | 2 | 195 |
|  Knife River Corp.(1) | 122 | 9922 |
|  Lifezone Metals Ltd.(1) | 6 | 21 |
|  Materion Corp. | 89 | 12812 |
|  Methanex Corp. | 171 | 10163 |

---

------

---

| | | |
|:---|:---|:---|
|  MP Materials Corp.(1) | 201 | 9713 |
|  Myers Industries, Inc. | 1 | 20 |
|  NioCorp Developments Ltd.(1) | 22 | 99 |
|  Novagold Resources, Inc.(1) | 50 | 449 |
|  O-I Glass, Inc.(1) | 7 | 78 |
|  Perpetua Resources Corp.(1) | 17 | 464 |
|  PureCycle Technologies, Inc.(1) | 25 | 129 |
|  Quaker Chemical Corp. | 4 | 472 |
|  Ramaco Resources, Inc. - Class A(1) | 30 | 461 |
|  Sensient Technologies Corp. | 8 | 697 |
|  Silgan Holdings, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8138 |
|  Smith-Midland Corp.(1) | 1 | 19 |
|  Solesence, Inc.(1) | 4 | 3 |
|  Steel Dynamics, Inc. | 2 | 444 |
|  Sylvamo Corp. | 2 | 72 |
|  Titan America SA(1) | 5 | 73 |
|  United States Antimony Corp.(1) | 23 | 198 |
|  United States Lime & Minerals, Inc. | 2 | 270 |
|  US Gold Corp.(1) | 3 | 39 |
|  US Goldmining, Inc.(1)(2) | 0 | 5 |
|  USA Rare Earth, Inc.(1) | 17 | 263 |
|  Vox Royalty Corp. | 11 | 58 |
|  Total Materials | Total Materials | 162748 |
|  **Real Estate – 1.37%** |  |  |
|  Agree Realty Corp. | 106 | 8019 |
|  Alexander's, Inc.(2) | 0 | 102 |
|  American Healthcare REIT, Inc. | 290 | 13697 |
|  CareTrust REIT, Inc. | 413 | 15151 |
|  CBL & Associates Properties, Inc. | 3 | 104 |
|  CBRE Group, Inc. - Class A(1) | 247 | 33523 |
|  Compass, Inc. - Class A(1) | 94 | 684 |
|  COPT Defense Properties | 297 | 9098 |
|  CoStar Group, Inc.(1) | 142 | 5724 |
|  DiamondRock Hospitality Co. | 23 | 214 |
|  eXp World Holdings, Inc. | 17 | 102 |
|  FirstService Corp. | 40 | 5522 |
|  Gladstone Commercial Corp. | 2 | 19 |
|  Jones Lang LaSalle, Inc.(1) | 2 | 741 |
|  Lamar Advertising Co. - Class A | 16 | 2081 |
|  Maui Land & Pineapple Co., Inc.(1) | 1 | 21 |
|  National Health Investors, Inc. | 2 | 165 |
|  NETSTREIT Corp. | 4 | 74 |
|  Newmark Group, Inc. - Class A | 491 | 7363 |
|  NexPoint Residential Trust, Inc. | 1 | 33 |
|  Outfront Media, Inc. | 313 | 8288 |
|  Phillips Edison & Co., Inc. | 4 | 159 |
|  Real Brokerage, Inc.(1) | 231 | 578 |
|  Ryman Hospitality Properties, Inc. | 12 | 1088 |
|  Saul Centers, Inc. | 2 | 72 |
|  Simon Property Group, Inc. | 14 | 2553 |
|  St Joe Co. | 7 | 455 |
|  Strawberry Fields REIT, Inc. | 2 | 19 |
|  Sun Communities, Inc. | 4 | 550 |
|  Sunstone Hotel Investors, Inc. | 3 | 25 |
|  Tanger, Inc. | 52 | 1782 |
|  Terreno Realty Corp. | 124 | 7621 |
|  UDR, Inc. | 4 | 139 |
|  UMH Properties, Inc. | 15 | 223 |
|  Universal Health Realty Income Trust | 2 | 89 |
|  Xenia Hotels & Resorts, Inc. | 3 | 39 |
|  Total Real Estate | Total Real Estate | 126117 |

---

------

---

| | | |
|:---|:---|:---|
|  **Utilities – 0.36%** |  |  |
|  American States Water Co. | 5 | 367 |
|  Cadiz, Inc.(1) | 11 | 55 |
|  Chesapeake Utilities Corp. | 2 | 193 |
|  Consolidated Water Co. Ltd. | 1 | 32 |
|  Genie Energy Ltd. - Class B(2) | 0 | 4 |
|  Global Water Resources, Inc. | 2 | 16 |
|  Hallador Energy Co.(1) | 6 | 98 |
|  MGE Energy, Inc. | 4 | 286 |
|  Middlesex Water Co. | 1 | 26 |
|  Montauk Renewables, Inc.(1) | 2 | 3 |
|  NRG Energy, Inc. | 39 | 5698 |
|  Oklo, Inc. - Class A(1) | 5 | 270 |
|  Ormat Technologies, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;146 | &nbsp;&nbsp;&nbsp;&nbsp;16312 |
|  Otter Tail Corp.(2) | 0 | 43 |
|  Vistra Corp. | 64 | 9684 |
|  York Water Co.(2) | 0 | 14 |
|  Total Utilities | Total Utilities | 33101 |
|  **Total Common Stocks (Cost: $7,293,797)** | **Total Common Stocks (Cost: $7,293,797)** | **8892903** |
|  **RIGHTS – 0.00%(4)** |  |  |
|  **Information Technology – 0.00%(4)** |  |  |
|  M-Tron Industries, Inc., expires 04/15/2026(1)(2) | 0 | 1 |
|  Total Information Technology | Total Information Technology | 1 |
|  **Total Rights (Cost: $0)** | **Total Rights (Cost: $0)** | **1** |
|  **SHORT-TERM INVESTMENTS – 3.57%** |  |  |
|  **Money Market Funds – 3.56%** |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(5) | 328256 | 328256 |
|  **Total Money Market Funds (Cost: $328,256)** |  | **328256** |
|  | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Time Deposits – 0.01%** |  |  |
|  Citibank, New York, 3.13% due 04/01/2026 | $815 | 815 |
|  JP Morgan, New York, 3.13% due 04/01/2026 | 162 | 162 |
|  Royal Bank of Canada, Toronto, 3.13% due 04/01/2026 | 167 | 167 |
|  **Total Time Deposits (Cost: $1,144)** |  | **1144** |
|  **Total Short-Term Investments (Cost: $329,400)** | **Total Short-Term Investments (Cost: $329,400)** | **329400** |
| **TOTAL INVESTMENTS IN SECURITIES – 99.82%**<br> **(Cost: $7,623,197)** |  | **9222304** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.18%** |  | **16291** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**9238595** |

---

Percentages are stated as a percent of net assets.

---

| | |
|:---|:---|
| ADR | American Depositary Receipt |
| REIT | Real Estate Investment Trust |

---

(1) Non-income producing security.

(2) A zero balance may reflect actual amounts rounding to less than one thousand.

(3) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $23, which represents 0.00% of total net assets.

(4) Amount calculated is less than 0.005%.

(5) Represents annualized seven-day yield as of the close of the reporting period.

(6) Security that is restricted at March 31, 2026. The value of these securities totals $-, which represents 0.00%
of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts**<br>**Purchased** | **Reference Entity** | **Expiration Date** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 4 | E-mini Russell 2000 Future | Jun. 2026 | $499 | $502 | $3 |
| 5 | S&P 500 E-mini Future | Jun. 2026 | 1658 | 1643 | (15) |
| 2 | S&P MidCap 400 E-mini Future | Jun. 2026 | 673 | 679 | 6 |
|  |  |  |  |  | $**(6)** |

---

------

**Bridge Builder Small/Mid Cap Value Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | $nan<br>**Shares<br>(000s)** | $nan<br>**Value<br>(000s)** |
|  **COMMON STOCKS – 97.86%** |  |  |
|  **Communication Services – 1.25%** |  |  |
|  Advantage Solutions, Inc.(1) | 2 | $41 |
|  AMC Entertainment Holdings, Inc. - Class A(1) | 229 | 224 |
|  AMC Networks, Inc. - Class A(1) | 14 | 95 |
|  Angi, Inc. - Class A(1) | 16 | 110 |
|  AST SpaceMobile, Inc. - Class A(1)(2) | 0 | 39 |
|  ATN International, Inc. | 4 | 115 |
|  Bandwidth, Inc. - Class A(1) | 10 | 179 |
|  Boston Omaha Corp. - Class A(1) | 9 | 100 |
|  Bumble, Inc. - Class A(1) | 29 | 94 |
|  Cable One, Inc.(1) | 2 | 212 |
|  Cars.com, Inc.(1) | 24 | 193 |
|  Charter Communications, Inc. - Class A(1) | 2 | 484 |
|  Criteo SA - ADR(1) | 165 | 2967 |
|  CuriosityStream, Inc. | 3 | 9 |
|  DoubleVerify Holdings, Inc. - Class Rights(1) | 2 | 17 |
|  EchoStar Corp. - Class A(1) | 153 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17862 |
|  Electronic Arts, Inc. | 7 | 1411 |
|  Entravision Communications Corp. - Class A | 814 | 2417 |
|  EW Scripps Co. - Class A(1) | 29 | 109 |
|  Fox Corp. - Class A | 277 | 16166 |
|  Fox Corp. - Class B | 4 | 208 |
|  Gaia, Inc. - Class A(1) | 8 | 22 |
|  GCI Liberty, Inc. - Class A(1)(2) | 0 | 3 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 25 |
|  Getty Images Holdings, Inc.(1) | 27 | 22 |
|  Gray Media, Inc. | 40 | 175 |
|  IAC, Inc.(1) | 2 | 74 |
|  IDT Corp. - Class B | 2 | 86 |
|  iHeartMedia, Inc. - Class A(1) | 56 | 163 |
|  Iridium Communications, Inc. | 2 | 67 |
|  John Wiley & Sons, Inc. - Class A | 238 | 9066 |
|  Liberty Broadband Corp. - Class A(1)(2) | 0 | 22 |
|  Liberty Broadband Corp. - Class C(1) | 2 | 117 |
|  Liberty Global Ltd. - Class A(1) | 4 | 47 |
|  Liberty Global Ltd. - Class C(1) | 4 | 50 |
|  Liberty Latin America Ltd. - Class A(1) | 17 | 143 |
|  Liberty Latin America Ltd. - Class C(1) | 58 | 515 |
|  Liberty Media Corp.-Liberty Formula One - Class A(1)(2) | 0 | 28 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 135 | 11507 |
|  Lionsgate Studios Corp.(1) | 93 | 888 |
|  Lumen Technologies, Inc.(1) | 50 | 348 |
|  Madison Square Garden Sports Corp. - Class A(1)(2) | 0 | 145 |
|  Marcus Corp. | 10 | 178 |
|  Match Group, Inc. | 138 | 4241 |
|  Millicom International Cellular SA | 3 | 211 |
|  National CineMedia, Inc. | 29 | 88 |
|  New York Times Co. - Class A | 4 | 365 |
|  News Corp. - Class A | 10 | 258 |
|  News Corp. - Class B | 3 | 93 |
|  Newsmax, Inc. - Class B(1) | 21 | 109 |
|  Nexstar Media Group, Inc. - Class A | 86 | 15510 |
|  Nextdoor Holdings, Inc.(1) | 97 | 135 |

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------

---

| | | |
|:---|:---|:---|
|  Nexxen International Ltd.(1) | 13 | 87 |
|  NIQ Global Intelligence Plc(1) | 34 | 384 |
|  Omnicom Group, Inc. | 9 | 646 |
|  Optimum Communications, Inc. - Class A(1) | 99 | 129 |
|  Pinterest, Inc. - Class A(1) | 8 | 149 |
|  Playstudios, Inc.(1) | 41 | 19 |
|  Playtika Holding Corp. | 435 | 1211 |
|  PubMatic, Inc. - Class A(1) | 17 | 138 |
|  Reservoir Media, Inc.(1) | 8 | 81 |
|  Roku, Inc. - Class A(1) | 3 | 295 |
|  Rumble, Inc.(1) | 37 | 189 |
|  Scholastic Corp. | 9 | 362 |
|  Shenandoah Telecommunications Co. | 22 | 336 |
|  Shutterstock, Inc. | 105 | 1742 |
|  Sinclair, Inc. | 18 | 231 |
|  Sirius XM Holdings, Inc. | 185 | 4259 |
|  Sphere Entertainment Co.(1) | 12 | 1429 |
|  Spok Holdings, Inc. | 9 | 101 |
|  Starz Entertainment Corp.(1) | 6 | 68 |
|  Take-Two Interactive Software, Inc.(1) | 3 | 656 |
|  Teads Holding Co.(1) | 19 | 13 |
|  TechTarget, Inc.(1) | 11 | 44 |
|  Telephone & Data Systems, Inc. | 45 | 1879 |
|  TKO Group Holdings, Inc. - Class A | 1 | 213 |
|  Townsquare Media, Inc. - Class A | 76 | 415 |
|  TripAdvisor, Inc.(1) | 27 | 284 |
|  Trump Media & Technology Group Corp.(1) | 2 | 18 |
|  Uniti Group, Inc.(1) | 74 | 695 |
|  USA TODAY Co., Inc.(1) | 6 | 41 |
|  Vivid Seats, Inc. - Class A(1) | 1 | 3 |
|  Warner Bros Discovery, Inc.(1) | 64 | 1765 |
|  Webtoon Entertainment, Inc.(1) | 8 | 70 |
|  Yelp, Inc. - Class A(1) | 144 | 3553 |
|  Ziff Davis, Inc.(1) | 18 | 737 |
|  ZoomInfo Technologies, Inc. - Class A(1) | 513 | 3068 |
|  Total Communication Services |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;113063 |
|  **Consumer Discretionary – 11.10%** |  |  |
|  1-800-Flowers.com, Inc. - Class A(1) | 9 | 27 |
|  Academy Sports & Outdoors, Inc. | 30 | 1684 |
|  Adient Plc(1) | 35 | 714 |
|  ADT, Inc. | 762 | 5004 |
|  Advance Auto Parts, Inc. | 27 | 1428 |
|  Amer Sports, Inc.(1) | 4 | 137 |
|  American Eagle Outfitters, Inc. | 71 | 1193 |
|  American Outdoor Brands, Inc.(1) | 6 | 53 |
|  American Public Education, Inc.(1) | 1 | 31 |
|  America's Car-Mart, Inc.(1) | 3 | 43 |
|  Aptiv Plc(1) | 6 | 421 |
|  Aramark | 7 | 290 |
|  Arko Corp. | 27 | 152 |
|  Asbury Automotive Group, Inc.(1) | 9 | 1709 |
|  AutoNation, Inc.(1) | 1 | 144 |
|  AutoZone, Inc.(1) | 15 | &nbsp;&nbsp;&nbsp;&nbsp;49320 |
|  BARK, Inc.(1) | 16 | 8 |
|  Barnes & Noble Education, Inc.(1) | 7 | 62 |
|  Bassett Furniture Industries, Inc. | 3 | 47 |
|  Bath & Body Works, Inc. | 512 | 9568 |
|  Beazer Homes USA, Inc.(1) | 12 | 235 |
|  Bed Bath & Beyond, Inc.(1) | 30 | 141 |
|  Best Buy Co., Inc. | 70 | 4477 |
|  Biglari Holdings, Inc. - Class B(1)(2) | 0 | 107 |

---

------

---

| | | |
|:---|:---|:---|
|  Birkenstock Holding Plc(1) | 187 | 6711 |
|  BJ's Restaurants, Inc.(1) | 3 | 112 |
|  Black Rock Coffee Bar, Inc. - Class A(1) | 3 | 33 |
|  Bloomin' Brands, Inc. | 169 | 915 |
|  BorgWarner, Inc. | 196 | 10659 |
|  Boyd Gaming Corp. | 156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12782 |
|  Bright Horizons Family Solutions, Inc.(1) | 1 | 117 |
|  Brightstar Lottery Plc | 454 | 5781 |
|  Brunswick Corp. | 193 | 14076 |
|  Buckle, Inc. | 1 | 40 |
|  Burlington Stores, Inc.(1) | 215 | 70081 |
|  Caesars Entertainment, Inc.(1) | 5 | 145 |
|  Caleres, Inc. | 15 | 157 |
|  Callaway Golf Co.(1) | 59 | 824 |
|  Capri Holdings Ltd.(1) | 52 | 923 |
|  CarMax, Inc.(1) | 4 | 166 |
|  Carnival Corp. | 639 | 16528 |
|  Carter's, Inc. | 16 | 565 |
|  Cavco Industries, Inc.(1) | 16 | 7797 |
|  Century Communities, Inc. | 11 | 653 |
|  Champion Homes, Inc.(1) | 106 | 7900 |
|  Choice Hotels International, Inc. | 1 | 53 |
|  Churchill Downs, Inc. | 56 | 5011 |
|  Citi Trends, Inc.(1) | 2 | 100 |
|  Clarus Corp. | 13 | 35 |
|  Columbia Sportswear Co. | 91 | 5007 |
|  Cooper-Standard Holdings, Inc.(1) | 7 | 209 |
|  Covista, Inc.(1) | 60 | 6889 |
|  Cracker Barrel Old Country Store, Inc. | 7 | 200 |
|  Cricut, Inc. - Class A | 23 | 84 |
|  Crocs, Inc.(1) | 42 | 3524 |
|  Dana, Inc. | 51 | 1708 |
|  Darden Restaurants, Inc. | 39 | 7611 |
|  Dauch Corp.(1) | 103 | 611 |
|  Designer Brands, Inc. - Class A | 16 | 90 |
|  Dick's Sporting Goods, Inc. | 2 | 340 |
|  Dillard's, Inc. - Class A(2) | 0 | 43 |
|  Dine Brands Global, Inc. | 5 | 140 |
|  Domino's Pizza, Inc. | 22 | 7911 |
|  Dorman Products, Inc.(1) | 101 | 10559 |
|  DR Horton, Inc. | 205 | 28086 |
|  Dream Finders Homes, Inc. - Class A(1) | 10 | 138 |
|  eBay, Inc. | 461 | 41956 |
|  El Pollo Loco Holdings, Inc.(1) | 13 | 178 |
|  Escalade, Inc. | 5 | 79 |
|  Ethan Allen Interiors, Inc. | 10 | 220 |
|  Etsy, Inc.(1) | 1 | 56 |
|  EVgo, Inc. - Class A(1) | 47 | 81 |
|  Expedia Group, Inc. | 82 | 18901 |
|  Faraday Future Intelligent Electric, Inc.(1) | 61 | 17 |
|  Five Below, Inc.(1) | 1 | 340 |
|  Flexsteel Industries, Inc. | 1 | 67 |
|  Floor & Decor Holdings, Inc. - Class A(1) | 2 | 98 |
|  Flutter Entertainment Plc(1) | 1 | 76 |
|  Ford Motor Co. | 423 | 4885 |
|  Fox Factory Holding Corp.(1) | 14 | 223 |
|  Frontdoor, Inc.(1) | 285 | 15067 |
|  Funko, Inc. - Class A(1) | 20 | 64 |
|  GameStop Corp. - Class A(1) | 11 | 255 |
|  Gap, Inc. | 1199 | 29011 |
|  Garmin Ltd. | 4 | 1041 |

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------

---

| | | |
|:---|:---|:---|
|  Garrett Motion, Inc. | 80 | 1445 |
|  General Motors Co. | 215 | 16025 |
|  Genesco, Inc.(1) | 4 | 121 |
|  Gentex Corp. | 377 | 8245 |
|  Gentherm, Inc.(1) | 13 | 368 |
|  Genuine Parts Co. | 4 | 402 |
|  GigaCloud Technology, Inc. - Class A(1) | 11 | 492 |
|  G-III Apparel Group Ltd. | 169 | 4692 |
|  Global Business Travel Group I(1) | 6 | 33 |
|  Gold.com, Inc. | 98 | 3917 |
|  Golden Entertainment, Inc. | 8 | 226 |
|  Goodyear Tire & Rubber Co.(1) | 1023 | 6783 |
|  Graham Holdings Co. - Class B | 1 | 1527 |
|  Grand Canyon Education, Inc.(1) | 34 | 5790 |
|  Green Brick Partners, Inc.(1) | 9 | 599 |
|  Group 1 Automotive, Inc. | 27 | 8853 |
|  H&R Block, Inc. | 127 | 4030 |
|  Hamilton Beach Brands Holding Co. - Class A | 3 | 58 |
|  Harley-Davidson, Inc. | 160 | 3244 |
|  Hasbro, Inc. | 4 | 358 |
|  Haverty Furniture Companies, Inc. | 6 | 126 |
|  Helen of Troy Ltd.(1) | 11 | 155 |
|  Holley, Inc.(1) | 34 | 103 |
|  Hovnanian Enterprises, Inc. - Class A(1) | 2 | 239 |
|  Hyatt Hotels Corp. - Class A | 1 | 161 |
|  Installed Building Products, Inc. | 52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13712 |
|  J Jill, Inc. | 4 | 41 |
|  Jack in the Box, Inc.(1) | 1 | 13 |
|  JAKKS Pacific, Inc. | 4 | 83 |
|  Johnson Outdoors, Inc. - Class A | 3 | 129 |
|  KB Home | 80 | 4142 |
|  KinderCare Learning Companies, Inc.(1) | 604 | 1329 |
|  Kohl's Corp. | 49 | 633 |
|  Kontoor Brands, Inc. | 5 | 325 |
|  Krispy Kreme, Inc. | 28 | 96 |
|  Lakeland Industries, Inc. | 4 | 34 |
|  Lands' End, Inc.(1) | 4 | 45 |
|  Latham Group, Inc.(1) | 3 | 16 |
|  Laureate Education, Inc. - Class A(1) | 37 | 1297 |
|  La-Z-Boy, Inc. | 427 | 13738 |
|  LCI Industries | 9 | 1157 |
|  Lear Corp. | 1 | 176 |
|  Legacy Housing Corp.(1) | 4 | 74 |
|  Leggett & Platt, Inc. | 60 | 594 |
|  Lennar Corp. - Class A | 6 | 501 |
|  Lennar Corp. - Class B(2) | 0 | 17 |
|  LGI Homes, Inc.(1) | 9 | 372 |
|  Liberty Live Holdings, Inc. - Class A(1) | 1 | 53 |
|  Liberty Live Holdings, Inc. - Class C(1) | 1 | 120 |
|  Lithia Motors, Inc. - Class A | 1 | 143 |
|  LKQ Corp. | 334 | 9806 |
|  Lovesac Co.(1) | 3 | 42 |
|  Lucid Group, Inc. - Class A(1) | 3 | 33 |
|  Lululemon Athletica, Inc.(1) | 1 | 185 |
|  M/I Homes, Inc.(1) | 112 | 13691 |
|  Macy's, Inc. | 223 | 4040 |
|  Malibu Boats, Inc. - Class A(1) | 8 | 213 |
|  Marine Products Corp. | 2 | 13 |
|  MarineMax, Inc.(1) | 237 | 6400 |
|  Marriott International, Inc. - Class A | 24 | 7918 |
|  Marriott Vacations Worldwide Corp. | 12 | 811 |

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| | | |
|:---|:---|:---|
|  MasterCraft Boat Holdings, Inc.(1) | 7 | 150 |
|  Mattel, Inc.(1) | 307 | 4466 |
|  Matthews International Corp. - Class A | 13 | 347 |
|  McGraw Hill, Inc.(1) | 500 | 6854 |
|  Meritage Homes Corp. | 40 | 2478 |
|  MGM Resorts International(1) | 326 | 12082 |
|  Mister Car Wash, Inc.(1) | 6 | 42 |
|  Mohawk Industries, Inc.(1) | 22 | 2153 |
|  Monro, Inc. | 12 | 195 |
|  Motorcar Parts of America, Inc.(1) | 6 | 67 |
|  Movado Group, Inc. | 7 | 174 |
|  Murphy USA, Inc. | 29 | 14347 |
|  Nathan's Famous, Inc.(2) | 0 | 17 |
|  National Vision Holdings, Inc.(1) | 35 | 911 |
|  Navan, Inc. - Class A(1) | 3 | 42 |
|  Newell Brands, Inc. | 1099 | 3768 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 1 | 22 |
|  NVR, Inc.(1) | 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19967 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 2 | 153 |
|  OneWater Marine, Inc. - Class A(1) | 281 | 2651 |
|  Outdoor Holding Co.(1) | 44 | 89 |
|  Oxford Industries, Inc. | 148 | 5689 |
|  Papa John's International, Inc. | 13 | 431 |
|  Patrick Industries, Inc. | 190 | 21090 |
|  Peloton Interactive, Inc. - Class A(1) | 115 | 491 |
|  Penn Entertainment, Inc.(1) | 4 | 56 |
|  Penske Automotive Group, Inc. | 29 | 4349 |
|  Perdoceo Education Corp. | 29 | 1075 |
|  Pet Valu Holdings Ltd. | 258 | 3973 |
|  Petco Health & Wellness Co., Inc. - Class A(1) | 35 | 98 |
|  Phinia, Inc. | 68 | 4626 |
|  Phoenix Education Partners, Inc. | 144 | 4543 |
|  Polaris, Inc. | 24 | 1308 |
|  Pool Corp. | 1 | 149 |
|  Portillo's, Inc. - Class A(1) | 30 | 157 |
|  PulteGroup, Inc. | 116 | 13636 |
|  Pursuit Attractions & Hospitality, Inc.(1) | 9 | 325 |
|  PVH Corp. | 52 | 3625 |
|  QuantumScape Corp. - Class A(1) | 12 | 79 |
|  Ralph Lauren Corp. - Class A | 45 | 15639 |
|  RCI Hospitality Holdings, Inc. | 1 | 34 |
|  RealReal, Inc.(1) | 36 | 323 |
|  Red Rock Resorts, Inc. - Class A | 401 | 21413 |
|  Restaurant Brands International, Inc. | 3 | 251 |
|  RH(1)(2) | 0 | 47 |
|  Rivian Automotive, Inc. - Class A(1) | 22 | 331 |
|  Rocky Brands, Inc. | 3 | 115 |
|  Ross Stores, Inc. | 94 | 20274 |
|  Royal Caribbean Cruises Ltd. | 61 | 16805 |
|  Sabre Corp.(1) | 124 | 180 |
|  Sally Beauty Holdings, Inc.(1) | 44 | 613 |
|  Savers Value Village, Inc.(1) | 2 | 12 |
|  Serve Robotics, Inc.(1) | 4 | 33 |
|  Service Corp. International | 4 | 305 |
|  SharkNinja, Inc.(1) | 282 | 29890 |
|  Shoe Carnival, Inc. | 8 | 130 |
|  Signet Jewelers Ltd. | 18 | 1501 |
|  Six Flags Entertainment Corp.(1) | 9 | 156 |
|  Sleep Number Corp.(1) | 9 | 16 |
|  Smith & Wesson Brands, Inc. | 20 | 284 |
|  Smith Douglas Homes Corp. - Class A(1) | 98 | 1260 |

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| | | |
|:---|:---|:---|
|  Solid Power, Inc.(1) | 72 | 215 |
|  Somnigroup International, Inc. | 253 | 18677 |
|  Sonic Automotive, Inc. - Class A | 4 | 306 |
|  Sonos, Inc.(1) | 4 | 58 |
|  Standard Motor Products, Inc. | 10 | 334 |
|  Steven Madden Ltd. | 29 | 999 |
|  Stitch Fix, Inc. - Class A(1) | 46 | 152 |
|  Strategic Education, Inc. | 10 | 855 |
|  Strattec Security Corp.(1) | 2 | 146 |
|  Sturm Ruger & Co., Inc. | 4 | 163 |
|  Superior Group of Companies, Inc. | 5 | 52 |
|  Tapestry, Inc.(2) | 0 | 69 |
|  Target Hospitality Corp.(1) | 16 | 144 |
|  Taylor Morrison Home Corp. - Class A(1) | 274 | 15982 |
|  Thor Industries, Inc. | 1 | 114 |
|  Toll Brothers, Inc. | 235 | 32063 |
|  TopBuild Corp.(1) | 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17594 |
|  Torrid Holdings, Inc.(1) | 23 | 40 |
|  Traeger, Inc.(1)(2) | 0 | 9 |
|  Travel + Leisure Co. | 111 | 7673 |
|  TRI Pointe Homes, Inc.(1) | 38 | 1771 |
|  Ulta Beauty, Inc.(1) | 1 | 484 |
|  Under Armour, Inc. - Class A(1) | 6 | 36 |
|  Under Armour, Inc. - Class C(1) | 4 | 24 |
|  United Parks & Resorts, Inc.(1) | 1 | 23 |
|  Upbound Group, Inc. | 16 | 283 |
|  Urban Outfitters, Inc.(1) | 19 | 1204 |
|  Vail Resorts, Inc.(2) | 0 | 22 |
|  Valvoline, Inc.(1) | 364 | 12249 |
|  VF Corp. | 10 | 167 |
|  Victoria's Secret & Co.(1) | 22 | 1030 |
|  Visteon Corp. | 271 | 24652 |
|  Wayfair, Inc. - Class A(1) | 2 | 166 |
|  Wendy's Co. | 2 | 17 |
|  Weyco Group, Inc. | 3 | 81 |
|  Whirlpool Corp. | 34 | 1837 |
|  Williams-Sonoma, Inc. | 84 | 15386 |
|  Winmark Corp. | 1 | 557 |
|  Winnebago Industries, Inc. | 12 | 376 |
|  Wolverine World Wide, Inc. | 261 | 4252 |
|  Wyndham Hotels & Resorts, Inc. | 116 | 9438 |
|  Wynn Resorts Ltd. | 2 | 212 |
|  YETI Holdings, Inc.(1) | 2 | 77 |
|  Yum! Brands, Inc. | 89 | 13779 |
|  Zumiez, Inc.(1) | 6 | 129 |
|  Total Consumer Discretionary |  | 1005092 |
|  **Consumer Staples – 3.82%** |  |  |
|  Albertsons Companies, Inc. - Class A | 469 | 7986 |
|  Alico, Inc. | 2 | 100 |
|  Andersons, Inc. | 15 | 1055 |
|  Archer-Daniels-Midland Co. | 123 | 8937 |
|  B&G Foods, Inc. | 33 | 161 |
|  Beauty Health Co.(1) | 9 | 8 |
|  BellRing Brands, Inc.(1) | 3 | 55 |
|  Beyond Meat, Inc.(1) | 154 | 108 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 3 | 299 |
|  Boston Beer Co., Inc. - Class A(1)(2) | 0 | 55 |
|  Brown-Forman Corp. - Class A | 1 | 40 |
|  Brown-Forman Corp. - Class B | 4 | 100 |
|  Bunge Global SA | 4 | 453 |
|  Calavo Growers, Inc. | 1 | 20 |

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| | | |
|:---|:---|:---|
|  Cal-Maine Foods, Inc. | 80 | 6307 |
|  Campbell's Co. | 102 | 2278 |
|  Casey's General Stores, Inc. | 1 | 630 |
|  Central Garden & Pet Co. - Class A(1) | 4 | 163 |
|  Central Garden & Pet Co. - Class A(1) | 312 | 10110 |
|  Chefs' Warehouse, Inc.(1) | 125 | 7408 |
|  Church & Dwight Co., Inc. | 7 | 613 |
|  Clorox Co. | 3 | 348 |
|  Coca-Cola Consolidated, Inc. | 126 | 24169 |
|  Coca-Cola Europacific Partners Plc | 118 | 10661 |
|  Conagra Brands, Inc. | 261 | 4103 |
|  Constellation Brands, Inc. - Class A | 4 | 585 |
|  Coty, Inc. - Class A(1) | 10 | 21 |
|  Darling Ingredients, Inc.(1) | 4 | 240 |
|  Dole Plc | 30 | 430 |
|  Dollar General Corp. | 6 | 717 |
|  Dollar Tree, Inc.(1) | 5 | 565 |
|  Edgewell Personal Care Co. | 494 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10551 |
|  elf Beauty, Inc.(1) | 2 | 96 |
|  Energizer Holdings, Inc. | 200 | 3276 |
|  Estee Lauder Companies, Inc. - Class A | 7 | 481 |
|  Flowers Foods, Inc. | 5 | 43 |
|  Fresh Del Monte Produce, Inc. | 15 | 598 |
|  Freshpet, Inc.(1) | 1 | 54 |
|  General Mills, Inc. | 557 | 20740 |
|  Grocery Outlet Holding Corp.(1) | 41 | 287 |
|  Hain Celestial Group, Inc.(1) | 41 | 29 |
|  Herbalife Ltd.(1) | 13 | 186 |
|  Hershey Co. | 4 | 735 |
|  HF Foods Group, Inc.(1) | 20 | 37 |
|  Honest Co., Inc.(1) | 21 | 63 |
|  Hormel Foods Corp. | 8 | 181 |
|  Ingles Markets, Inc. - Class A | 7 | 594 |
|  Ingredion, Inc. | 68 | 7709 |
|  J.M. Smucker Co. | 60 | 5792 |
|  John B Sanfilippo & Son, Inc. | 1 | 110 |
|  Kenvue, Inc. | 52 | 898 |
|  Kimberly-Clark Corp. | 87 | 8394 |
|  Kraft Heinz Co. | 236 | 5302 |
|  Kroger Co. | 278 | 20141 |
|  Lamb Weston Holdings, Inc. | 4 | 154 |
|  Limoneira Co. | 8 | 101 |
|  Maplebear, Inc.(1) | 126 | 4735 |
|  Marzetti Co. | 31 | 4233 |
|  McCormick & Co., Inc. | 296 | 14917 |
|  Medifast, Inc.(1) | 5 | 48 |
|  MGP Ingredients, Inc. | 6 | 113 |
|  Mission Produce, Inc.(1) | 19 | 266 |
|  Molson Coors Beverage Co. - Class B | 247 | 10655 |
|  Nature's Sunshine Products, Inc.(1) | 6 | 132 |
|  Nomad Foods Ltd. | 627 | 6029 |
|  Nu Skin Enterprises, Inc. - Class A | 23 | 170 |
|  Oil-Dri Corp. of America | 1 | 65 |
|  Olaplex Holdings, Inc.(1) | 63 | 128 |
|  Performance Food Group Co.(1) | 4 | 313 |
|  Pilgrim's Pride Corp. | 1 | 47 |
|  Post Holdings, Inc.(1) | 295 | 29121 |
|  Primo Brands Corp. - Class A | 7 | 130 |
|  Reynolds Consumer Products, Inc. | 1 | 31 |
|  Seaboard Corp.(2) | 0 | 34 |
|  Seneca Foods Corp. - Class A(1) | 2 | 315 |

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| | | |
|:---|:---|:---|
|  Simply Good Foods Co.(1) | 758.0 | 10872 |
|  Smithfield Foods, Inc. | 33.0 | 913 |
|  Spectrum Brands Holdings, Inc. | 166.0 | 12238 |
|  Sysco Corp. | 426.0 | 30353 |
|  Turning Point Brands, Inc. | 44.0 | 3776 |
|  Tyson Foods, Inc. - Class A | 8.0 | 489 |
|  United Natural Foods, Inc.(1) | 27.0 | 1206 |
|  Universal Corp. | 11.0 | 563 |
|  US Foods Holding Corp.(1) | 379.0 | 34919 |
|  USANA Health Sciences, Inc.(1) | 5.0 | 88 |
|  Utz Brands, Inc. | 448.0 | 3545 |
|  Village Super Market, Inc. - Class A | 4.0 | 174 |
|  Waldencast Plc - Class A(1) | 19.0 | 18 |
|  Weis Markets, Inc. | 6.0 | 406 |
|  Total Consumer Staples |  | 346319 |
|  **Energy – 8.18%** |  |  |
|  Antero Midstream Corp. | 9.0 | 211 |
|  Antero Resources Corp.(1) | 663.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28140 |
|  APA Corp. | 311.0 | 13211 |
|  Ardmore Shipping Corp. | 15.0 | 230 |
|  Atlas Energy Solutions, Inc. - Class A | 10.0 | 137 |
|  Baker Hughes Co. - Class A | 531.0 | 32423 |
|  BKV Corp.(1) | 11.0 | 326 |
|  Borr Drilling Ltd.(1) | 128.0 | 737 |
|  Bristow Group, Inc. | 13.0 | 592 |
|  Cactus, Inc. - Class A | 79.0 | 3751 |
|  California Resources Corp. | 149.0 | 10333 |
|  Calumet, Inc.(1) | 27.0 | 981 |
|  Centrus Energy Corp. - Class A(1) | 2.0 | 294 |
|  Cheniere Energy, Inc. | 3.0 | 910 |
|  Chord Energy Corp. | 80.0 | 11445 |
|  Clean Energy Fuels Corp.(1) | 77.0 | 191 |
|  CNX Resources Corp.(1) | 62.0 | 2381 |
|  Comstock Resources, Inc.(1) | 10.0 | 217 |
|  Core Laboratories, Inc. | 21.0 | 352 |
|  Core Natural Resources, Inc. | 89.0 | 9350 |
|  Coterra Energy, Inc. | 21.0 | 731 |
|  Crescent Energy Co. - Class A | 1037.0 | 13999 |
|  Devon Energy Corp. | 223.0 | 11215 |
|  DHT Holdings, Inc. | 61.0 | 1116 |
|  Diamondback Energy, Inc. | 175.0 | 34646 |
|  Diversified Energy Co. | 28.0 | 483 |
|  DMC Global, Inc.(1) | 6.0 | 32 |
|  Dorian LPG Ltd. | 16.0 | 562 |
|  DT Midstream, Inc. | 3.0 | 370 |
|  Encore Energy Corp.(1) | 85.0 | 153 |
|  Energy Fuels, Inc.(1) | 77.0 | 1408 |
|  Epsilon Energy Ltd. | 7.0 | 43 |
|  EQT Corp. | 271.0 | 17257 |
|  Excelerate Energy, Inc. - Class A | 11.0 | 359 |
|  Expand Energy Corp. | 6.0 | 688 |
|  Expro Group Holdings NV(1) | 697.0 | 12140 |
|  FLEX LNG Ltd. | 12.0 | 345 |
|  Flowco Holdings, Inc. - Class A | 288.0 | 5932 |
|  Forum Energy Technologies, Inc.(1) | 5.0 | 282 |
|  FutureFuel Corp. | 12.0 | 48 |
|  Gevo, Inc.(1) | 101.0 | 276 |
|  Golar LNG Ltd. | 44.0 | 2356 |
|  Granite Ridge Resources, Inc. | 24.0 | 141 |
|  Green Plains, Inc.(1) | 31.0 | 514 |
|  Halliburton Co. | 361.0 | 14083 |

---

------

---

| | | |
|:---|:---|:---|
|  Helix Energy Solutions Group, Inc.(1) | 47.0 | 461 |
|  Helmerich & Payne, Inc. | 44.0 | 1597 |
|  HF Sinclair Corp. | 190.0 | 11824 |
|  HighPeak Energy, Inc. | 9.0 | 65 |
|  Infinity Natural Resources, Inc. - Class A(1) | 216.0 | 3801 |
|  Innovex International, Inc.(1) | 17.0 | 422 |
|  International Seaways, Inc. | 18.0 | 1323 |
|  Kinder Morgan, Inc. | 53.0 | 1794 |
|  Kinetik Holdings, Inc. - Class A | 6.0 | 280 |
|  Kolibri Global Energy, Inc.(1) | 10.0 | 56 |
|  Kosmos Energy Ltd.(1) | 212.0 | 589 |
|  Liberty Energy, Inc. - Class A | 186.0 | 5361 |
|  Mach Natural Resources LP | 303.0 | 4247 |
|  Magnolia Oil & Gas Corp. - Class A | 1032.0 | 32586 |
|  Mammoth Energy Services, Inc.(1) | 12.0 | 31 |
|  Marathon Petroleum Corp. | 164.0 | 40002 |
|  Matador Resources Co. | 674.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42583 |
|  Murphy Oil Corp. | 61.0 | 2500 |
|  Nabors Industries Ltd.(1) | 6.0 | 543 |
|  NACCO Industries, Inc. - Class A | 2.0 | 95 |
|  National Energy Services Reunited Corp.(1) | 27.0 | 579 |
|  Natural Gas Services Group, Inc. | 4.0 | 136 |
|  Navigator Holdings Ltd. | 13.0 | 251 |
|  New Fortress Energy, Inc. - Class A(1) | 76.0 | 45 |
|  NextNRG, Inc.(1) | 6.0 | 2 |
|  Noble Corp. Plc | 57.0 | 2773 |
|  Nordic American Tankers Ltd. | 90.0 | 530 |
|  Northern Oil & Gas, Inc. | 475.0 | 13894 |
|  NOV, Inc. | 360.0 | 6765 |
|  Occidental Petroleum Corp. | 19.0 | 1264 |
|  Oceaneering International, Inc.(1) | 5.0 | 193 |
|  Oil States International, Inc.(1) | 25.0 | 289 |
|  ONEOK, Inc. | 17.0 | 1558 |
|  Ovintiv, Inc. | 101.0 | 5967 |
|  Par Pacific Holdings, Inc.(1) | 16.0 | 1004 |
|  Patterson-UTI Energy, Inc. | 155.0 | 1679 |
|  PBF Energy, Inc. - Class A | 38.0 | 1800 |
|  Peabody Energy Corp. | 268.0 | 8829 |
|  Permian Resources Corp. - Class A | 2209.0 | 47089 |
|  Phillips 66 | 127.0 | 23103 |
|  Plains GP Holdings LP - Class A(1) | 606.0 | 14713 |
|  Prairie Operating Co.(1) | 9.0 | 19 |
|  PrimeEnergy Resources Corp.(1)(2) | 0.0 | 49 |
|  ProFrac Holding Corp. - Class A(1) | 12.0 | 76 |
|  ProPetro Holding Corp.(1) | 44.0 | 633 |
|  Range Resources Corp. | 457.0 | 20639 |
|  Ranger Energy Services, Inc. - Class A | 9.0 | 153 |
|  REX American Resources Corp.(1) | 10.0 | 438 |
|  Riley Exploration Permian, Inc. | 5.0 | 199 |
|  RPC, Inc. | 39.0 | 277 |
|  SandRidge Energy, Inc. | 14.0 | 235 |
|  Scorpio Tankers, Inc. | 90.0 | 6733 |
|  SEACOR Marine Holdings, Inc.(1) | 9.0 | 62 |
|  Seadrill Ltd.(1) | 18.0 | 824 |
|  Select Water Solutions, Inc. - Class A | 40.0 | 611 |
|  SFL Corp. Ltd. - Class B | 53.0 | 574 |
|  SLB Ltd. | 832.0 | 42744 |
|  SM Energy Co. | 112.0 | 3489 |
|  Summit Midstream Corp.(1) | 4.0 | 117 |
|  Talos Energy, Inc.(1) | 57.0 | 900 |
|  TechnipFMC Plc | 1491.0 | 103044 |

---

------

---

| | | |
|:---|:---|:---|
|  Teekay Corp. Ltd. | 24 | 287 |
|  Teekay Tankers Ltd. - Class A | 11 | 800 |
|  TETRA Technologies, Inc.(1) | 56 | 477 |
|  Tidewater, Inc.(1) | 122 | 10235 |
|  Transocean Ltd.(1) | 417 | 2766 |
|  TXO Partners LP | 177 | 2223 |
|  VAALCO Energy, Inc. | 43 | 271 |
|  Valaris Ltd.(1) | 28 | 2742 |
|  Valero Energy Corp. | 34 | 8368 |
|  Viper Energy, Inc. - Class A | 125 | 5852 |
|  Vitesse Energy, Inc. | 14 | 247 |
|  W&T Offshore, Inc. | 47 | 160 |
|  Weatherford International Plc | 2 | 185 |
|  World Kinect Corp. | 287 | 6613 |
|  XCF Global, Inc. - Class A(1) | 14 | 5 |
|  Total Energy |  | 741061 |
|  **Financials – 16.66%** |  |  |
|  1st Source Corp. | 8 | 569 |
|  Abacus Global Management, Inc. | 12 | 98 |
|  Acacia Research Corp.(1) | 16 | 76 |
|  Accelerant Holdings - Class A(1) | 381 | 5096 |
|  ACNB Corp. | 4 | 214 |
|  ACRES Commercial Realty Corp.(1) | 3 | 55 |
|  Adamas Trust, Inc. | 37 | 273 |
|  Affiliated Managers Group, Inc. | 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25617 |
|  Affirm Holdings, Inc. - Class A(1) | 3 | 139 |
|  AGNC Investment Corp. | 30 | 299 |
|  Alerus Financial Corp. | 11 | 251 |
|  Allstate Corp. | 62 | 12806 |
|  Ally Financial, Inc. | 188 | 7372 |
|  AlTi Global, Inc.(1) | 20 | 71 |
|  Amalgamated Financial Corp. | 10 | 402 |
|  Amerant Bancorp, Inc. - Class A | 10 | 212 |
|  American Coastal Insurance Corp. | 5 | 60 |
|  American Financial Group, Inc. | 2 | 240 |
|  American Integrity Insurance Group, Inc. | 3 | 66 |
|  American International Group, Inc. | 642 | 48277 |
|  Ameriprise Financial, Inc. | 99 | 43783 |
|  Ameris Bancorp | 86 | 6707 |
|  AMERISAFE, Inc. | 4 | 125 |
|  Ames National Corp. | 4 | 116 |
|  Angel Oak Mortgage REIT, Inc. | 4 | 31 |
|  Annaly Capital Management, Inc. | 205 | 4337 |
|  Apollo Commercial Real Estate Finance, Inc. | 31 | 326 |
|  Arbor Realty Trust, Inc. | 82 | 633 |
|  Arch Capital Group Ltd.(1) | 147 | 14132 |
|  Ares Commercial Real Estate Corp. | 23 | 110 |
|  Ares Management Corp. - Class A | 68 | 7444 |
|  ARMOUR Residential REIT, Inc. | 50 | 836 |
|  Arrow Financial Corp. | 7 | 231 |
|  Artisan Partners Asset Management, Inc. - Class A | 13 | 463 |
|  Associated Banc-Corp. | 257 | 6635 |
|  Assurant, Inc. | 1 | 304 |
|  Assured Guaranty Ltd. | 1 | 93 |
|  Ategrity Specialty Holdings LLC(1) | 3 | 57 |
|  Atlantic Union Bankshares Corp. | 314 | 11220 |
|  Atlanticus Holdings Corp.(1) | 2 | 121 |
|  Avidbank Holdings, Inc.(1) | 2 | 45 |
|  Axis Capital Holdings Ltd. | 293 | 29682 |
|  Axos Financial, Inc.(1) | 98 | 8342 |
|  Bakkt, Inc. - Class A(1) | 6 | 41 |

---

------

---

| | | |
|:---|:---|:---|
|  Baldwin Insurance Group, Inc. - Class A(1) | 119 | 2605 |
|  Banc of California, Inc. | 56 | 993 |
|  BancFirst Corp. | 86 | 9305 |
|  Banco Latinoamericano de Comercio Exterior SA - Class E | 13 | 642 |
|  Bank First Corp. | 4 | 515 |
|  Bank of Hawaii Corp. | 4 | 285 |
|  Bank of Marin Bancorp | 7 | 172 |
|  Bank of New York Mellon Corp. | 101 | 11959 |
|  Bank of NT Butterfield & Son Ltd. | 82 | 4314 |
|  Bank OZK | 3 | 124 |
|  Bank7 Corp. | 2 | 74 |
|  BankUnited, Inc. | 33 | 1512 |
|  Bankwell Financial Group, Inc. | 3 | 130 |
|  Banner Corp. | 15 | 922 |
|  Bar Harbor Bankshares | 7 | 231 |
|  BayCom Corp. | 4 | 133 |
|  BCB Bancorp, Inc. | 6 | 56 |
|  Beacon Financial Corp. | 342 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10257 |
|  Better Home & Finance Holding Co.(1) | 2 | 86 |
|  Blackstone Mortgage Trust, Inc. - Class A | 72 | 1380 |
|  Block, Inc. - Class A(1) | 9 | 556 |
|  Blue Foundry Bancorp(1) | 7 | 97 |
|  Blue Owl Capital Corp. | 243 | 2691 |
|  Blue Ridge Bankshares, Inc. | 28 | 118 |
|  BOK Financial Corp. | 1 | 66 |
|  Bowhead Specialty Holdings, Inc.(1) | 73 | 1638 |
|  Bread Financial Holdings, Inc. | 14 | 1048 |
|  Bridgewater Bancshares, Inc.(1) | 6 | 99 |
|  Brighthouse Financial, Inc.(1) | 2 | 95 |
|  BrightSpire Capital, Inc. - Class A | 58 | 323 |
|  Brown & Brown, Inc. | 7 | 458 |
|  Bullish(1) | 113 | 4020 |
|  Burford Capital Ltd. | 33 | 148 |
|  Burke & Herbert Financial Services Corp. | 6 | 380 |
|  Business First Bancshares, Inc. | 14 | 380 |
|  BV Financial, Inc.(1) | 4 | 74 |
|  Byline Bancorp, Inc. | 14 | 453 |
|  C&F Financial Corp. | 1 | 108 |
|  California BanCorp | 9 | 159 |
|  Camden National Corp. | 7 | 353 |
|  Cannae Holdings, Inc. | 18 | 208 |
|  Capital Bancorp, Inc. | 4 | 128 |
|  Capital City Bank Group, Inc. | 6 | 267 |
|  Capitol Federal Financial, Inc. | 53 | 378 |
|  Carlyle Group, Inc. | 7 | 348 |
|  Carter Bankshares, Inc.(1) | 9 | 199 |
|  Cass Information Systems, Inc. | 1 | 32 |
|  Cathay General Bancorp | 357 | 17811 |
|  CB Financial Services, Inc. | 2 | 72 |
|  CBOE Global Markets, Inc. | 3 | 807 |
|  Central BanCo, Inc. - Class A | 508 | 12176 |
|  Central Pacific Financial Corp. | 12 | 368 |
|  CF Bankshares, Inc. | 3 | 70 |
|  Chain Bridge Bancorp, Inc. - Class A(1) | 1 | 36 |
|  Chemung Financial Corp. | 2 | 107 |
|  Chicago Atlantic Real Estate Finance, Inc. | 9 | 96 |
|  Chimera Investment Corp. | 37 | 460 |
|  ChoiceOne Financial Services, Inc. | 6 | 170 |
|  Cincinnati Financial Corp. | 4 | 671 |
|  Citizens & Northern Corp. | 7 | 157 |
|  Citizens Community Bancorp, Inc. | 4 | 84 |

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------

---

| | | |
|:---|:---|:---|
|  Citizens Financial Group, Inc. | 228 | 13678 |
|  Citizens Financial Services, Inc. | 2 | 119 |
|  Citizens, Inc. - Class A(1) | 22 | 113 |
|  City Holding Co. | 2 | 268 |
|  Civista Bancshares, Inc. | 9 | 198 |
|  Claros Mortgage Trust, Inc.(1) | 46 | 110 |
|  CNA Financial Corp. | 1 | 35 |
|  CNB Financial Corp. | 13 | 374 |
|  CNO Financial Group, Inc. | 150 | 6171 |
|  CoastalSouth Bancshares, Inc. | 3 | 82 |
|  Cohen & Steers, Inc. | 1 | 72 |
|  Coinbase Global, Inc. - Class A(1) | 6 | 968 |
|  Colony Bankcorp, Inc. | 9 | 171 |
|  Columbia Banking System, Inc. | 1093 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29982 |
|  Columbia Financial, Inc.(1) | 11 | 187 |
|  Commerce Bancshares, Inc. | 4 | 182 |
|  Commercial Bancgroup, Inc. | 2 | 62 |
|  Community Financial System, Inc. | 19 | 1086 |
|  Community Trust Bancorp, Inc. | 7 | 445 |
|  Community West Bancshares | 6 | 149 |
|  Compass Diversified Holdings | 621 | 4883 |
|  ConnectOne Bancorp, Inc. | 16 | 431 |
|  Consumer Portfolio Services, Inc.(1) | 5 | 37 |
|  Corebridge Financial, Inc. | 184 | 4385 |
|  Corpay, Inc.(1) | 32 | 9356 |
|  Credit Acceptance Corp.(1) | 28 | 11729 |
|  Cullen/Frost Bankers, Inc. | 2 | 228 |
|  Customers Bancorp, Inc.(1) | 13 | 913 |
|  CVB Financial Corp. | 1425 | 27630 |
|  Diamond Hill Investment Group, Inc. | 1 | 157 |
|  DigitalBridge Group, Inc. | 79 | 1219 |
|  Dime Community Bancshares, Inc. | 15 | 506 |
|  Donegal Group, Inc. - Class A | 8 | 131 |
|  Donnelley Financial Solutions, Inc.(1) | 3 | 157 |
|  Dynex Capital, Inc. | 89 | 1140 |
|  Eagle Bancorp Montana, Inc. | 3 | 66 |
|  Eagle Bancorp, Inc. | 10 | 260 |
|  Eagle Financial Services, Inc. | 2 | 78 |
|  East West Bancorp, Inc. | 304 | 32498 |
|  Eastern Bankshares, Inc. | 674 | 13185 |
|  ECB Bancorp, Inc.(1) | 3 | 48 |
|  eHealth, Inc.(1) | 14 | 18 |
|  Ellington Financial, Inc. | 54 | 636 |
|  Employers Holdings, Inc. | 9 | 357 |
|  Enact Holdings, Inc. | 13 | 514 |
|  Encore Capital Group, Inc.(1) | 10 | 679 |
|  Enterprise Financial Services Corp. | 17 | 904 |
|  Equitable Holdings, Inc. | 348 | 12905 |
|  Equity Bancshares, Inc. - Class A | 7 | 323 |
|  Essent Group Ltd. | 110 | 6425 |
|  Euronet Worldwide, Inc.(1) | 195 | 12956 |
|  Evercore, Inc. - Class A | 34 | 10105 |
|  Everest Group Ltd. | 13 | 4281 |
|  EVERTEC, Inc. | 560 | 15815 |
|  Exzeo Group, Inc.(1) | 2 | 27 |
|  F&G Annuities & Life, Inc. | 16 | 409 |
|  FactSet Research Systems, Inc. | 1 | 207 |
|  Farmers & Merchants Bancorp, Inc. | 6 | 150 |
|  Farmers National Banc Corp. | 24 | 321 |
|  FB Bancorp, Inc.(1) | 7 | 92 |
|  FB Financial Corp. | 20 | 1022 |

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------

---

| | | |
|:---|:---|:---|
|  Federal Agricultural Mortgage Corp. - Class C(2) | 0 | 68 |
|  Federated Hermes, Inc. - Class B | 152 | 8609 |
|  Fidelis Insurance Holdings Ltd. | 26 | 488 |
|  Fidelity D&D Bancorp, Inc. | 2 | 93 |
|  Fidelity National Financial, Inc. | 7 | 325 |
|  Fidelity National Information Services, Inc. | 14 | 671 |
|  Fifth Third Bancorp | 274 | 12724 |
|  Figure Technology Solutions, Inc. - Class A(1) | 1 | 26 |
|  Finance Of America Companies, Inc. - Class A(1) | 2 | 37 |
|  Financial Institutions, Inc. | 9 | 277 |
|  Finward Bancorp | 1 | 52 |
|  Finwise Bancorp(1) | 2 | 25 |
|  First American Financial Corp. | 215 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12963 |
|  First Bancorp | 18 | 1027 |
|  First Bancorp | 123 | 2621 |
|  First Bancorp, Inc. | 5 | 143 |
|  First Bank | 11 | 172 |
|  First Busey Corp. | 38 | 964 |
|  First Business Financial Services, Inc. | 4 | 197 |
|  First Capital, Inc. | 2 | 75 |
|  First Citizens BancShares, Inc. - Class A(2) | 0 | 454 |
|  First Commonwealth Financial Corp. | 45 | 799 |
|  First Community Bankshares, Inc. | 7 | 293 |
|  First Community Corp. | 2 | 68 |
|  First Financial Bancorp | 46 | 1290 |
|  First Financial Corp. | 4 | 279 |
|  First Foundation, Inc.(1) | 30 | 175 |
|  First Hawaiian, Inc. | 503 | 12395 |
|  First Horizon Corp. | 370 | 8417 |
|  First Internet Bancorp | 2 | 38 |
|  First Interstate BancSystem, Inc. - Class A | 424 | 14149 |
|  First Merchants Corp. | 26 | 1025 |
|  First Mid Bancshares, Inc. | 10 | 407 |
|  First National Corp. | 3 | 84 |
|  First United Corp. | 3 | 105 |
|  First Western Financial, Inc.(1) | 3 | 67 |
|  Firstsun Capital Bancorp(1) | 5 | 200 |
|  Five Star Bancorp | 3 | 95 |
|  Flagstar Bank N.A. | 137 | 1801 |
|  Flushing Financial Corp. | 14 | 215 |
|  Flywire Corp.(1) | 6 | 65 |
|  FNB Corp. | 10 | 159 |
|  Franklin BSP Realty Trust, Inc. | 36 | 307 |
|  Franklin Financial Services Corp. | 2 | 95 |
|  Franklin Resources, Inc. | 8 | 180 |
|  Freedom Holding Corp.(1)(2) | 0 | 10 |
|  FS Bancorp, Inc. | 3 | 112 |
|  FS KKR Capital Corp. | 122 | 1243 |
|  Fulton Financial Corp. | 82 | 1664 |
|  FVCBankcorp, Inc. | 7 | 108 |
|  GBank Financial Holdings, Inc.(1) | 4 | 95 |
|  GCM Grosvenor, Inc. - Class A | 2 | 23 |
|  Genworth Financial, Inc. - Class A(1) | 178 | 1443 |
|  German American Bancorp, Inc. | 16 | 674 |
|  Glacier Bancorp, Inc. | 442 | 19761 |
|  Global Payments, Inc. | 6 | 435 |
|  Globe Life, Inc. | 2 | 316 |
|  GoHealth, Inc. - Class A(1) | 3 | 4 |
|  Goosehead Insurance, Inc. - Class A(1) | 2 | 95 |
|  Great Southern Bancorp, Inc. | 4 | 242 |
|  Green Dot Corp. - Class A(1) | 25 | 282 |

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------

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| | | |
|:---|:---|:---|
|  Greene County Bancorp, Inc. | 1 | 23 |
|  Greenlight Capital Re Ltd. - Class A(1) | 13 | 221 |
|  HA Sustainable Infrastructure Capital, Inc. | 56 | 2057 |
|  Hamilton Insurance Group Ltd. - Class B | 121 | 3606 |
|  Hamilton Lane, Inc. - Class A(2) | 0 | 39 |
|  Hancock Whitney Corp. | 231 | 14677 |
|  Hanmi Financial Corp. | 14 | 361 |
|  Hanover Bancorp, Inc. | 2 | 41 |
|  Hanover Insurance Group, Inc. | 51 | 8764 |
|  Hartford Insurance Group, Inc. | 164 | 22166 |
|  Hawthorn Bancshares, Inc. | 3 | 91 |
|  HBT Financial, Inc. | 5 | 136 |
|  Heritage Commerce Corp. | 27 | 342 |
|  Heritage Financial Corp. | 15 | 391 |
|  Heritage Insurance Holdings, Inc.(1) | 3 | 70 |
|  Hilltop Holdings, Inc. | 20 | 701 |
|  Hingham Institution for Savings | 1 | 192 |
|  Hippo Holdings, Inc.(1) | 4 | 92 |
|  Home Bancorp, Inc. | 3 | 189 |
|  Home Bancshares, Inc. | 618 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16653 |
|  HomeTrust Bancshares, Inc. | 7 | 312 |
|  Hope Bancorp, Inc. | 52 | 582 |
|  Horace Mann Educators Corp. | 18 | 779 |
|  Horizon Bancorp, Inc. | 21 | 349 |
|  Houlihan Lokey, Inc. - Class A | 1 | 139 |
|  Huntington Bancshares, Inc. | 1890 | 29586 |
|  Independent Bank Corp. | 9 | 293 |
|  Independent Bank Corp. | 191 | 14372 |
|  Innventure, Inc.(1) | 20 | 77 |
|  International Bancshares Corp. | 179 | 12071 |
|  Invesco Ltd. | 10 | 245 |
|  Invesco Mortgage Capital, Inc. | 35 | 285 |
|  Investar Holding Corp. | 5 | 147 |
|  Investors Title Co. | 1 | 118 |
|  Jack Henry & Associates, Inc. | 2 | 311 |
|  Jackson Financial, Inc. - Class A | 101 | 10627 |
|  James River Group Holdings, Inc. | 19 | 117 |
|  Janus Henderson Group Plc | 3 | 172 |
|  Jefferies Financial Group, Inc. | 3 | 134 |
|  Jefferson Capital, Inc. | 7 | 128 |
|  John Marshall Bancorp, Inc. | 6 | 124 |
|  Kearny Financial Corp. | 26 | 197 |
|  Kemper Corp. | 2 | 51 |
|  Kestrel Group Ltd.(1)(2) | 0 | 3 |
|  KeyCorp | 26 | 522 |
|  Kingstone Companies, Inc. | 1 | 17 |
|  KKR Real Estate Finance Trust, Inc. | 25 | 155 |
|  Ladder Capital Corp. - Class A | 52 | 510 |
|  Lakeland Financial Corp. | 225 | 12908 |
|  Landmark Bancorp, Inc. | 2 | 52 |
|  Lazard, Inc. - Class A | 2 | 94 |
|  LCNB Corp. | 6 | 94 |
|  LendingClub Corp.(1) | 51 | 736 |
|  LendingTree, Inc.(1)(2) | 0 | 14 |
|  Lincoln National Corp. | 315 | 11193 |
|  LINKBANCORP, Inc. | 8 | 66 |
|  Live Oak Bancshares, Inc. | 9 | 307 |
|  loanDepot, Inc. - Class A(1) | 51 | 72 |
|  Loews Corp. | 5 | 501 |
|  LPL Financial Holdings, Inc. | 161 | 48369 |
|  Lument Finance Trust, Inc. | 27 | 35 |

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------

---

| | | |
|:---|:---|:---|
|  M&T Bank Corp. | 4 | 863 |
|  MainStreet Bancshares, Inc. | 3 | 61 |
|  Marex Group Plc | 242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10778 |
|  Markel Group, Inc.(1) | 12 | 23514 |
|  MarketAxess Holdings, Inc. | 1 | 162 |
|  MarketWise, Inc. | 1 | 24 |
|  Marqeta, Inc. - Class A(1) | 89 | 363 |
|  MBIA, Inc.(1) | 20 | 115 |
|  Mechanics Bancorp - Class A | 21 | 316 |
|  Medallion Financial Corp. | 7 | 64 |
|  Mercantile Bank Corp. | 7 | 359 |
|  Merchants Bancorp | 11 | 492 |
|  Mercury General Corp. | 12 | 1065 |
|  Meridian Corp. | 4 | 67 |
|  Metrocity Bankshares, Inc. | 3 | 98 |
|  Metropolitan Bank Holding Corp. | 3 | 251 |
|  MFA Financial, Inc. | 46 | 443 |
|  MGIC Investment Corp. | 280 | 7346 |
|  Miami International Holdings, Inc.(1) | 5 | 192 |
|  Mid Penn Bancorp, Inc. | 9 | 286 |
|  Midland States Bancorp, Inc. | 9 | 208 |
|  Morningstar, Inc.(2) | 0 | 36 |
|  MSCI, Inc. - Class A | 1 | 538 |
|  MVB Financial Corp. | 5 | 132 |
|  Nasdaq, Inc. | 12 | 1061 |
|  National Bank Holdings Corp. - Class A | 17 | 652 |
|  National Bankshares, Inc. | 3 | 102 |
|  Navient Corp. | 208 | 1701 |
|  NB Bancorp, Inc. | 17 | 364 |
|  NBT Bancorp, Inc. | 277 | 11787 |
|  NCR Atleos Corp.(1) | 39 | 1711 |
|  Nelnet, Inc. - Class A | 6 | 742 |
|  NewtekOne, Inc. | 11 | 126 |
|  Nexpoint Real Estate Finance, Inc. | 3 | 44 |
|  NI Holdings, Inc.(1) | 3 | 35 |
|  Nicolet Bankshares, Inc. | 113 | 16790 |
|  NMI Holdings, Inc. - Class A(1) | 35 | 1303 |
|  Northeast Bank | 25 | 2805 |
|  Northeast Community Bancorp, Inc. | 6 | 141 |
|  Northern Trust Corp. | 5 | 710 |
|  Northfield Bancorp, Inc. | 14 | 186 |
|  Northpointe Bancshares, Inc. | 10 | 169 |
|  Northrim BanCorp, Inc. | 5 | 110 |
|  Northwest Bancshares, Inc. | 65 | 822 |
|  Norwood Financial Corp. | 4 | 127 |
|  Oak Valley Bancorp | 3 | 105 |
|  OceanFirst Financial Corp. | 26 | 462 |
|  Octave Specialty Group, Inc.(1) | 16 | 76 |
|  OFG Bancorp | 20 | 789 |
|  Ohio Valley Banc Corp. | 2 | 79 |
|  Old National Bancorp | 1633 | 36090 |
|  Old Republic International Corp. | 242 | 9645 |
|  Old Second Bancorp, Inc. | 23 | 461 |
|  OneMain Holdings, Inc. - Class A | 3 | 175 |
|  Onity Group, Inc.(1) | 3 | 128 |
|  OP Bancorp | 5 | 71 |
|  Open Lending Corp. - Class A(1) | 48 | 60 |
|  Oportun Financial Corp.(1) | 19 | 87 |
|  Orange County Bancorp, Inc. | 4 | 112 |
|  Orchid Island Capital, Inc. - Class A | 83 | 584 |
|  Origin Bancorp, Inc. | 303 | 12572 |

---

------

---

| | | |
|:---|:---|:---|
|  Orrstown Financial Services, Inc. | 9 | 313 |
|  Pagseguro Digital Ltd. - Class A | 31 | 313 |
|  Park National Corp. | 7 | 1094 |
|  Parke Bancorp, Inc. | 4 | 128 |
|  Pathward Financial, Inc. | 43 | 3861 |
|  Paysafe Ltd.(1) | 15 | 104 |
|  PCB Bancorp | 4 | 100 |
|  Peapack Gladstone Financial Corp. | 4 | 151 |
|  PennantPark Investment Corp. | 103 | 463 |
|  PennyMac Financial Services, Inc. | 76 | 6665 |
|  PennyMac Mortgage Investment Trust | 40 | 471 |
|  Peoples Bancorp of North Carolina, Inc. | 2 | 69 |
|  Peoples Bancorp, Inc. | 15 | 508 |
|  Peoples Financial Services Corp. | 4 | 200 |
|  Pinnacle Financial Partners, Inc. | 4 | 351 |
|  Pioneer Bancorp, Inc.(1) | 5 | 69 |
|  Plumas Bancorp | 3 | 134 |
|  Ponce Financial Group, Inc.(1) | 8 | 140 |
|  Popular, Inc. | 143 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19226 |
|  PRA Group, Inc.(1) | 17 | 295 |
|  Preferred Bank | 3 | 283 |
|  Primerica, Inc. | 1 | 241 |
|  Primis Financial Corp. | 11 | 141 |
|  Princeton Bancorp, Inc. | 2 | 74 |
|  Principal Financial Group, Inc. | 6 | 564 |
|  ProAssurance Corp.(1) | 23 | 573 |
|  PROG Holdings, Inc. | 94 | 2696 |
|  Prosperity Bancshares, Inc. | 212 | 14217 |
|  Provident Financial Services, Inc. | 48 | 1011 |
|  Prudential Financial, Inc. | 10 | 942 |
|  QCR Holdings, Inc. | 7 | 626 |
|  Radian Group, Inc. | 145 | 4787 |
|  Raymond James Financial, Inc. | 5 | 709 |
|  RBB Bancorp | 8 | 161 |
|  Ready Capital Corp. | 65 | 105 |
|  Red River Bancshares, Inc. | 2 | 211 |
|  Redwood Trust, Inc. | 57 | 320 |
|  Regional Management Corp. | 4 | 113 |
|  Regions Financial Corp. | 448 | 11702 |
|  Reinsurance Group of America, Inc. - Class A | 2 | 373 |
|  RenaissanceRe Holdings Ltd. | 62 | 18363 |
|  Renasant Corp. | 43 | 1538 |
|  Repay Holdings Corp. - Class A(1) | 496 | 1290 |
|  Republic Bancorp, Inc. - Class A | 4 | 264 |
|  Rhinebeck Bancorp, Inc.(1) | 3 | 41 |
|  Richmond Mutual BanCorp, Inc. | 3 | 45 |
|  Ridgepost Capital, Inc. - Class A | 795 | 5775 |
|  Rithm Capital Corp. | 15 | 143 |
|  Rithm Property Trust, Inc. | 3 | 39 |
|  Riverview Bancorp, Inc. | 9 | 49 |
|  RLI Corp. | 2 | 120 |
|  Robinhood Markets, Inc. - Class A(1) | 18 | 1251 |
|  Rocket Companies, Inc. - Class A(1) | 3096 | 44124 |
|  S&T Bancorp, Inc. | 17 | 703 |
|  Safety Insurance Group, Inc. | 7 | 482 |
|  SB Financial Group, Inc. | 3 | 57 |
|  Seacoast Banking Corp. of Florida | 43 | 1304 |
|  Security National Financial Corp. - Class A(1) | 8 | 71 |
|  SEI Investments Co. | 120 | 9451 |
|  Selective Insurance Group, Inc. | 109 | 8248 |
|  Selectquote, Inc.(1) | 21 | 13 |

---

------

---

| | | |
|:---|:---|:---|
|  Seven Hills Realty Trust | 9 | 77 |
|  Sezzle, Inc.(1) | 1 | 48 |
|  Shore Bancshares, Inc. | 12 | 221 |
|  Siebert Financial Corp.(1) | 6 | 12 |
|  Sierra Bancorp | 5 | 184 |
|  Silvercrest Asset Management Group, Inc. - Class A | 4 | 49 |
|  Simmons First National Corp. - Class A | 325 | 6319 |
|  SiriusPoint Ltd.(1) | 130 | 2799 |
|  Slide Insurance Holdings, Inc.(1) | 251 | 4526 |
|  SLM Corp. | 328 | 7016 |
|  SmartFinancial, Inc. | 6 | 219 |
|  SoFi Technologies, Inc.(1) | 29 | 455 |
|  Sound Financial Bancorp, Inc. | 1 | 44 |
|  South Plains Financial, Inc. | 5 | 227 |
|  Southern First Bancshares, Inc.(1) | 3 | 184 |
|  Southern Missouri Bancorp, Inc. | 4 | 258 |
|  Southside Bancshares, Inc. | 13 | 405 |
|  SouthState Bank Corp. | 207 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19166 |
|  SR Bancorp, Inc. | 3 | 50 |
|  Starwood Property Trust, Inc. | 10 | 168 |
|  State Street Corp. | 172 | 21812 |
|  Stellar Bancorp, Inc. | 21 | 753 |
|  Sterling Bancorp, Inc.(1)(2)(3) | 10 |  |
|  Stewart Information Services Corp. | 113 | 6983 |
|  Stifel Financial Corp. | 273 | 20144 |
|  Stock Yards Bancorp, Inc. | 1 | 52 |
|  StoneX Group, Inc.(1) | 99 | 7991 |
|  Sunrise Realty Trust, Inc. | 5 | 37 |
|  SWK Holdings Corp. | 1 | 19 |
|  Synchrony Financial | 236 | 16021 |
|  T Rowe Price Group, Inc. | 6 | 536 |
|  Texas Capital Bancshares, Inc.(1) | 128 | 12139 |
|  TFS Financial Corp. | 1 | 20 |
|  Third Coast Bancshares, Inc.(1) | 6 | 221 |
|  Timberland Bancorp, Inc. | 4 | 139 |
|  Tiptree, Inc. | 8 | 130 |
|  Tompkins Financial Corp. | 6 | 485 |
|  Towne Bank | 38 | 1274 |
|  TPG Mortgage Investment Trust, Inc. | 15 | 112 |
|  TPG RE Finance Trust, Inc. | 31 | 245 |
|  TPG, Inc. - Class A(2) | 0 | 18 |
|  Tradeweb Markets, Inc. - Class A | 3 | 348 |
|  Travelers Companies, Inc. | 44 | 12941 |
|  TriCo Bancshares | 14 | 657 |
|  Triumph Financial, Inc.(1) | 6 | 337 |
|  Truist Financial Corp. | 103 | 4735 |
|  TrustCo Bank Corp. NY | 8 | 332 |
|  Trustmark Corp. | 25 | 1048 |
|  Two Harbors Investment Corp. | 23 | 260 |
|  UMB Financial Corp. | 245 | 27622 |
|  United Bankshares, Inc. | 416 | 17232 |
|  United Community Banks, Inc. | 420 | 13233 |
|  United Fire Group, Inc. | 9 | 349 |
|  United Security Bancshares | 7 | 78 |
|  Unity Bancorp, Inc. | 2 | 97 |
|  Universal Insurance Holdings, Inc. | 9 | 306 |
|  Univest Financial Corp. | 12 | 428 |
|  Unum Group | 102 | 7472 |
|  USCB Financial Holdings, Inc. | 3 | 58 |
|  UWM Holdings Corp. | 6 | 23 |
|  Valley National Bancorp | 165 | 2021 |

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------

---

| | | |
|:---|:---|:---|
|  Velocity Financial, Inc.(1) | 5 | 93 |
|  Virginia National Bankshares Corp. | 2 | 83 |
|  Virtu Financial, Inc. - Class A | 2 | 94 |
|  Virtus Investment Partners, Inc. | 3 | 402 |
|  Voya Financial, Inc. | 140 | 9543 |
|  Vroom, Inc.(1) | 1 | 8 |
|  WaFd, Inc. | 34 | 1070 |
|  Walker & Dunlop, Inc. | 15 | 664 |
|  Washington Trust Bancorp, Inc. | 8 | 275 |
|  Waterstone Financial, Inc. | 6 | 116 |
|  Wealthfront Corp.(1) | 5 | 45 |
|  Webster Financial Corp. | 99 | 6903 |
|  Webull Corp.(1) | 109 | 521 |
|  WesBanco, Inc. | 40 | 1374 |
|  West BanCorp, Inc. | 6 | 138 |
|  Westamerica BanCorp | 11 | 554 |
|  Western Alliance Bancorp | 114 | 8073 |
|  Western New England Bancorp, Inc. | 8 | 108 |
|  Western Union Co. | 193 | 1681 |
|  Westwood Holdings Group, Inc. | 3 | 54 |
|  WEX, Inc.(1) | 68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10396 |
|  White Mountains Insurance Group Ltd.(2) | 0 | 143 |
|  Willis Towers Watson Plc | 56 | 16294 |
|  Wintrust Financial Corp. | 2 | 246 |
|  World Acceptance Corp.(1) | 1 | 145 |
|  WR Berkley Corp. | 6 | 412 |
|  WSFS Financial Corp. | 24 | 1574 |
|  XP, Inc. - Class A | 10 | 187 |
|  Zions Bancorp N.A. | 285 | 16398 |
|  Total Financials |  | 1509509 |
|  **Healthcare – 8.42%** |  |  |
|  10X Genomics, Inc. - Class A(1) | 37 | 785 |
|  4D Molecular Therapeutics, Inc.(1) | 20 | 184 |
|  Aardvark Therapeutics, Inc.(1) | 2 | 9 |
|  Absci Corp.(1) | 14 | 43 |
|  Acadia Healthcare Co., Inc.(1) | 3 | 60 |
|  ACADIA Pharmaceuticals, Inc.(1) | 291 | 6476 |
|  Accendra Health, Inc.(1) | 34 | 78 |
|  Aclaris Therapeutics, Inc.(1) | 42 | 159 |
|  Acme United Corp. | 2 | 69 |
|  AdaptHealth Corp. - Class A(1) | 46 | 549 |
|  Addus HomeCare Corp.(1) | 166 | 15576 |
|  Aduro Bioteech, Inc.(1)(3) | 1 | 2 |
|  Agilent Technologies, Inc. | 151 | 17185 |
|  Agios Pharmaceuticals, Inc.(1) | 25 | 850 |
|  AirSculpt Technologies, Inc.(1) | 1 | 4 |
|  Akebia Therapeutics, Inc.(1) | 101 | 141 |
|  Aktis Oncology, Inc.(1) | 4 | 75 |
|  Aldeyra Therapeutics, Inc.(1) | 5 | 9 |
|  Alector, Inc.(1) | 40 | 86 |
|  Align Technology, Inc.(1) | 29 | 5041 |
|  Alkermes Plc(1) | 19 | 658 |
|  Allogene Therapeutics, Inc.(1) | 72 | 176 |
|  Alumis, Inc.(1) | 31 | 675 |
|  AMN Healthcare Services, Inc.(1) | 17 | 316 |
|  Amneal Pharmaceuticals, Inc.(1) | 10 | 121 |
|  Amphastar Pharmaceuticals, Inc.(1) | 15 | 294 |
|  Amylyx Pharmaceuticals, Inc.(1) | 9 | 126 |
|  AngioDynamics, Inc.(1) | 13 | 149 |
|  Anika Therapeutics, Inc.(1) | 5 | 75 |
|  Annexon, Inc.(1) | 59 | 326 |

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------

---

| | | |
|:---|:---|:---|
|  Aquestive Therapeutics, Inc.(1) | 31 | 127 |
|  Arbutus Biopharma Corp.(1) | 5 | 24 |
|  Arcturus Therapeutics Holdings, Inc.(1) | 7 | 57 |
|  Arcus Biosciences, Inc.(1) | 10 | 223 |
|  Ardent Health, Inc.(1) | 11 | 90 |
|  Artivion, Inc.(1) | 4 | 128 |
|  Arvinas, Inc.(1) | 22 | 238 |
|  Atea Pharmaceuticals, Inc.(1) | 30 | 163 |
|  Atrium Therapeutics, Inc.(1)(2) | 0 | 6 |
|  aTyr Pharma, Inc.(1) | 3 | 3 |
|  Aura Biosciences, Inc.(1) | 12 | 84 |
|  Avanos Medical, Inc.(1) | 19 | 271 |
|  Avantor, Inc.(1) | 580 | 4549 |
|  Aveanna Healthcare Holdings, Inc.(1) | 7 | 48 |
|  Azenta, Inc.(1) | 467 | 9867 |
|  Baxter International, Inc. | 180 | 3019 |
|  Beta Bionics, Inc.(1) | 2 | 20 |
|  Bicara Therapeutics, Inc.(1) | 13 | 262 |
|  Billiontoone, Inc. - Class A(1) | 24 | 1927 |
|  BioAge Labs, Inc.(1) | 13 | 235 |
|  BioCryst Pharmaceuticals, Inc.(1) | 11 | 103 |
|  Biogen, Inc.(1) | 113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20625 |
|  BioMarin Pharmaceutical, Inc.(1) | 83 | 4667 |
|  Bio-Rad Laboratories, Inc. - Class A(1) | 1 | 144 |
|  Biote Corp. - Class A(1) | 9 | 12 |
|  Bio-Techne Corp. | 4 | 225 |
|  Boston Scientific Corp.(1) | 137 | 8618 |
|  Brookdale Senior Living, Inc.(1) | 12 | 158 |
|  Bruker Corp. | 3 | 103 |
|  Candel Therapeutics, Inc.(1) | 3 | 16 |
|  CapsoVision, Inc.(1) | 5 | 39 |
|  Cardiff Oncology, Inc.(1) | 17 | 27 |
|  Cardinal Health, Inc. | 3 | 693 |
|  Caris Life Sciences, Inc.(1) | 1 | 23 |
|  Carlsmed, Inc.(1) | 1 | 11 |
|  Cartesian Therapeutics, Inc.(1) | 4 | 22 |
|  Castle Biosciences, Inc.(1) | 13 | 312 |
|  Celcuity, Inc.(1) | 1 | 95 |
|  Celldex Therapeutics, Inc.(1) | 30 | 937 |
|  Cencora, Inc. - Class A | 94 | 29417 |
|  Centene Corp.(1) | 94 | 3084 |
|  Certara, Inc.(1) | 3 | 18 |
|  Charles River Laboratories International, Inc.(1) | 1 | 233 |
|  Chemed Corp.(2) | 0 | 129 |
|  Chinook Therapeutics, Inc.(1)(3) | 17 | 3 |
|  Cigna Group | 62 | 16477 |
|  Codexis, Inc.(1) | 8 | 13 |
|  Cogent Biosciences, Inc.(1) | 4 | 138 |
|  Coherus Oncology, Inc.(1) | 36 | 61 |
|  Collegium Pharmaceutical, Inc.(1) | 166 | 5482 |
|  Community Health Systems, Inc.(1) | 21 | 63 |
|  Compass Therapeutics, Inc.(1) | 27 | 144 |
|  Concentra Group Holdings Parent, Inc. | 424 | 9091 |
|  CONMED Corp. | 144 | 5104 |
|  Cooper Companies, Inc.(1) | 101 | 7208 |
|  CRISPR Therapeutics AG(1) | 41 | 1944 |
|  Cross Country Healthcare, Inc.(1) | 14 | 129 |
|  CryoPort, Inc.(1) | 18 | 148 |
|  Cullinan Therapeutics, Inc.(1) | 24 | 337 |
|  Cytek Biosciences, Inc.(1) | 54 | 238 |
|  Cytokinetics, Inc.(1) | 48 | 3141 |

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---

| | | |
|:---|:---|:---|
|  DaVita, Inc.(1) | 38.0 | 5856 |
|  Day One Biopharmaceuticals, Inc.(1) | 34.0 | 722 |
|  Definitive Healthcare Corp. - Class A(1) | 18.0 | 22 |
|  Definium Therapeutics, Inc.(1) | 30.0 | 571 |
|  Denali Therapeutics, Inc.(1) | 60.0 | 1151 |
|  Dentsply Sirona, Inc. | 5.0 | 62 |
|  Design Therapeutics, Inc.(1) | 12.0 | 124 |
|  Dianthus Therapeutics, Inc.(1) | 15.0 | 1229 |
|  DocGo, Inc.(1) | 39.0 | 25 |
|  Dyne Therapeutics, Inc.(1) | 41.0 | 735 |
|  Editas Medicine, Inc. - Class A(1) | 40.0 | 98 |
|  Elanco Animal Health, Inc.(1) | 14.0 | 326 |
|  Eledon Pharmaceuticals, Inc.(1) | 33.0 | 102 |
|  Embecta Corp. | 420.0 | 3709 |
|  Emergent BioSolutions, Inc.(1) | 24.0 | 198 |
|  Enanta Pharmaceuticals, Inc.(1) | 12.0 | 153 |
|  Encompass Health Corp. | 3.0 | 262 |
|  Enhabit, Inc.(1) | 21.0 | 302 |
|  Enovis Corp.(1) | 570.0 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12968 |
|  Entrada Therapeutics, Inc.(1) | 12.0 | 155 |
|  Envista Holdings Corp.(1) | 307.0 | 7778 |
|  Erasca, Inc.(1) | 85.0 | 1373 |
|  Esperion Therapeutics, Inc.(1) | 69.0 | 188 |
|  Evolent Health, Inc. - Class A(1) | 36.0 | 83 |
|  Evommune, Inc.(1) | 2.0 | 49 |
|  Exelixis, Inc.(1) | 263.0 | 11298 |
|  EyePoint, Inc.(1) | 35.0 | 452 |
|  Fate Therapeutics, Inc.(1) | 46.0 | 55 |
|  Fennec Pharmaceuticals, Inc.(1) | 8.0 | 49 |
|  Foghorn Therapeutics, Inc.(1) | 6.0 | 30 |
|  Fortrea Holdings, Inc.(1) | 42.0 | 393 |
|  Fulcrum Therapeutics, Inc.(1) | 25.0 | 188 |
|  Fulgent Genetics, Inc.(1) | 9.0 | 143 |
|  GE HealthCare Technologies, Inc. | 189.0 | 13460 |
|  Ginkgo Bioworks Holdings, Inc.(1) | 18.0 | 111 |
|  Globus Medical, Inc. - Class A(1) | 3.0 | 268 |
|  GRAIL, Inc.(1) | 16.0 | 821 |
|  Haemonetics Corp.(1) | 173.0 | 9776 |
|  Halozyme Therapeutics, Inc.(1) | 134.0 | 8636 |
|  Harmony Biosciences Holdings, Inc.(1) | 147.0 | 4106 |
|  Health Catalyst, Inc.(1) | 32.0 | 41 |
|  HealthStream, Inc. | 6.0 | 121 |
|  HeartFlow, Inc.(1) | 4.0 | 98 |
|  Henry Schein, Inc.(1) | 3.0 | 209 |
|  Heron Therapeutics, Inc.(1) | 65.0 | 52 |
|  Hologic, Inc.(1) | 6.0 | 465 |
|  Humacyte, Inc.(1) | 63.0 | 38 |
|  Humana, Inc. | 116.0 | 20146 |
|  ICON Plc(1) | 128.0 | 14198 |
|  Icosavax, Inc.(1)(3) | 11.0 | 3 |
|  ICU Medical, Inc.(1) | 113.0 | 14542 |
|  Ideaya Biosciences, Inc.(1) | 38.0 | 1260 |
|  Illumina, Inc.(1) | 124.0 | 15248 |
|  ImmunityBio, Inc.(1) | 24.0 | 186 |
|  Incyte Corp.(1) | 161.0 | 15195 |
|  Indivior Pharmaceuticals, Inc.(1) | 8.0 | 256 |
|  Inhibikase Therapeutics, Inc.(1) | 43.0 | 71 |
|  Inhibrx Biosciences, Inc.(1) | 4.0 | 272 |
|  Inhibrx, Inc.(1)(3) | 5.0 | 3 |
|  Innovage Holding Corp.(1) | 5.0 | 39 |
|  Innoviva, Inc.(1) | 4.0 | 85 |

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------

---

| | | |
|:---|:---|:---|
|  Inogen, Inc.(1) | 12 | 73 |
|  Insmed, Inc.(1)(2) | 0 | 59 |
|  Integer Holdings Corp.(1) | 218 | 19166 |
|  Integra LifeSciences Holdings Corp.(1) | 30 | 280 |
|  Intellia Therapeutics, Inc.(1) | 50 | 637 |
|  Ionis Pharmaceuticals, Inc.(1) | 87 | 6560 |
|  Iovance Biotherapeutics, Inc.(1) | 151 | 529 |
|  IQVIA Holdings, Inc.(1) | 88 | 15025 |
|  Ironwood Pharmaceuticals, Inc. - Class A(1) | 5 | 19 |
|  Jade Biosciences, Inc. | 14 | 200 |
|  Janux Therapeutics, Inc.(1) | 13 | 185 |
|  Jazz Pharmaceuticals Plc(1) | 93 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17622 |
|  Keros Therapeutics, Inc.(1) | 13 | 143 |
|  Kestra Medical Technologies Ltd.(1) | 1 | 20 |
|  Kodiak Sciences, Inc.(1) | 17 | 645 |
|  Korro Bio, Inc.(1) | 3 | 32 |
|  Kura Oncology, Inc.(1) | 35 | 288 |
|  Labcorp Holdings, Inc. | 94 | 24970 |
|  Lantheus Holdings, Inc.(1) | 93 | 7087 |
|  Larimar Therapeutics, Inc.(1) | 20 | 89 |
|  LB Pharmaceuticals, Inc.(1) | 4 | 99 |
|  Lexeo Therapeutics, Inc.(1) | 28 | 161 |
|  Lifecore Biomedical, Inc.(1) | 4 | 14 |
|  LifeMD, Inc.(1) | 5 | 18 |
|  LifeStance Health Group, Inc.(1) | 33 | 208 |
|  Ligand Pharmaceuticals, Inc.(1) | 60 | 11888 |
|  LivaNova Plc(1) | 101 | 6426 |
|  Lucid Diagnostics, Inc.(1) | 19 | 22 |
|  Lumexa Imaging Holdings, Inc.(1) | 479 | 4118 |
|  MapLight Therapeutics, Inc.(1) | 5 | 92 |
|  Maravai LifeSciences Holdings, Inc. - Class A(1) | 49 | 139 |
|  MaxCyte, Inc.(1) | 46 | 33 |
|  Maze Therapeutics, Inc.(1) | 11 | 329 |
|  MBX Biosciences, Inc.(1) | 13 | 379 |
|  McKesson Corp. | 18 | 15962 |
|  Medline, Inc. - Class A(1) | 9 | 395 |
|  MeiraGTx Holdings Plc(1) | 5 | 45 |
|  Merit Medical Systems, Inc.(1) | 2 | 127 |
|  Mettler-Toledo International, Inc.(1) | 1 | 715 |
|  Mirum Pharmaceuticals, Inc.(1) | 81 | 7505 |
|  Moderna, Inc.(1) | 10 | 503 |
|  Molina Healthcare, Inc.(1) | 1 | 84 |
|  Monte Rosa Therapeutics, Inc.(1) | 27 | 445 |
|  Myriad Genetics, Inc.(1) | 41 | 184 |
|  Nano-X Imaging Ltd.(1) | 23 | 53 |
|  National HealthCare Corp. | 6 | 917 |
|  Neogen Corp.(1) | 99 | 918 |
|  NeoGenomics, Inc.(1) | 53 | 396 |
|  Neurocrine Biosciences, Inc.(1)(2) | 0 | 51 |
|  Neurogene, Inc.(1) | 5 | 94 |
|  Nkarta, Inc.(1) | 24 | 51 |
|  Novavax, Inc.(1) | 13 | 104 |
|  Nurix Therapeutics, Inc.(1) | 46 | 711 |
|  Nuvation Bio, Inc.(1) | 99 | 425 |
|  Olema Pharmaceuticals, Inc.(1) | 31 | 466 |
|  Omada Health, Inc.(1) | 5 | 69 |
|  Omeros Corp.(1) | 3 | 36 |
|  OmniAb, Inc.(1) | 36 | 57 |
|  OmniAb, Inc. - Class CR3(1)(2)(3)(5) | 2 |  |
|  OmniAb, Inc. - Class CR4(1)(2)(3)(5) | 2 |  |
|  Omnicell, Inc.(1) | 20 | 668 |

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| | | |
|:---|:---|:---|
|  OPKO Health, Inc.(1) | 182 | 208 |
|  Option Care Health, Inc.(1) | 267 | 7188 |
|  OraSure Technologies, Inc.(1) | 33 | 100 |
|  Organon & Co. | 319 | 1911 |
|  ORIC Pharmaceuticals, Inc.(1) | 21 | 266 |
|  Orthofix Medical, Inc.(1) | 17 | 196 |
|  OrthoPediatrics Corp.(1) | 6 | 97 |
|  Oruka Therapeutics, Inc.(1) | 17 | 842 |
|  Outset Medical, Inc.(1) | 5 | 20 |
|  Pacific Biosciences of California, Inc.(1) | 125 | 166 |
|  Pacira BioSciences, Inc.(1) | 17 | 376 |
|  PACS Group, Inc.(1) | 1 | 47 |
|  Palvella Therapeutics, Inc.(1)(2) | 0 | 28 |
|  Pediatrix Medical Group, Inc.(1) | 648 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13858 |
|  Perrigo Co. Plc | 4 | 42 |
|  Personalis, Inc.(1) | 22 | 141 |
|  Perspective Therapeutics, Inc.(1) | 28 | 117 |
|  Phathom Pharmaceuticals, Inc.(1) | 15 | 167 |
|  Praxis Precision Medicines, Inc.(1) | 11 | 3425 |
|  Precigen, Inc.(1) | 6 | 23 |
|  Prestige Consumer Healthcare, Inc.(1) | 327 | 19361 |
|  Prime Medicine, Inc.(1) | 44 | 154 |
|  Protara Therapeutics, Inc.(1) | 23 | 118 |
|  Prothena Corp. Plc(1) | 17 | 164 |
|  PTC Therapeutics, Inc.(1) | 7 | 450 |
|  Puma Biotechnology, Inc.(1) | 21 | 134 |
|  QIAGEN NV | 248 | 9924 |
|  Quanterix Corp.(1) | 17 | 61 |
|  Quantum-Si, Inc.(1) | 67 | 52 |
|  Quest Diagnostics, Inc. | 86 | 16784 |
|  QuidelOrtho Corp.(1) | 359 | 5901 |
|  RadNet, Inc.(1) | 6 | 324 |
|  Rapport Therapeutics, Inc.(1) | 13 | 418 |
|  Regeneron Pharmaceuticals, Inc. | 9 | 7031 |
|  REGENXBIO, Inc.(1) | 21 | 175 |
|  Relay Therapeutics, Inc.(1) | 63 | 624 |
|  Repligen Corp.(1) | 1 | 150 |
|  Replimune Group, Inc. - Class Rights(1) | 33 | 251 |
|  ResMed, Inc. | 3 | 689 |
|  Revolution Medicines, Inc.(1) | 5 | 454 |
|  Revvity, Inc. | 158 | 13837 |
|  Rezolute, Inc.(1) | 4 | 13 |
|  Rocket Pharmaceuticals, Inc.(1) | 34 | 121 |
|  Roivant Sciences Ltd.(1) | 12 | 322 |
|  Royalty Pharma Plc - Class A | 10 | 504 |
|  Sana Biotechnology, Inc.(1) | 65 | 188 |
|  Sarepta Therapeutics, Inc.(1)(2) | 0 | 10 |
|  SBC Medical Group Holdings, Inc.(1) | 4 | 16 |
|  Scholar Rock Holding Corp.(1) | 3 | 159 |
|  Select Medical Holdings Corp. | 48 | 781 |
|  Septerna, Inc.(1) | 10 | 240 |
|  Shoulder Innovations, Inc.(1) | 1 | 17 |
|  SIGA Technologies, Inc. | 3 | 16 |
|  Solid Biosciences, Inc.(1) | 25 | 181 |
|  Solventum Corp.(1) | 382 | 24970 |
|  Sonida Senior Living, Inc.(1) | 1 | 23 |
|  Sotera Health Co.(1) | 6 | 88 |
|  Spyre Therapeutics, Inc.(1) | 10 | 510 |
|  STAAR Surgical Co.(1) | 2 | 41 |
|  Standard BioTools, Inc.(1) | 128 | 117 |
|  STERIS Plc | 60 | 13235 |

---

------

---

| | | |
|:---|:---|:---|
|  Strata Critical Medical, Inc.(1) | 30 | 124 |
|  Strive, Inc. - Class B(1) | 19 | 195 |
|  Supernus Pharmaceuticals, Inc.(1) | 22 | 1159 |
|  Surgery Partners, Inc.(1) | 34 | 405 |
|  Syndax Pharmaceuticals, Inc.(1) | 3 | 61 |
|  Tactile Systems Technology, Inc.(1) | 10 | 267 |
|  Tango Therapeutics, Inc.(1) | 50 | 1039 |
|  Tectonic Therapeutic, Inc.(1) | 4 | 134 |
|  Teladoc Health, Inc.(1) | 63 | 343 |
|  Teleflex, Inc. | 117 | 14038 |
|  Tenet Healthcare Corp.(1) | 122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23054 |
|  Terns Pharmaceuticals, Inc.(1) | 43 | 2261 |
|  Theravance Biopharma, Inc.(1) | 4 | 60 |
|  Third Harmonic Bio, Inc.(1)(2)(3) | 12 |  |
|  Tonix Pharmaceuticals Holding Corp.(1) | 7 | 91 |
|  Travere Therapeutics, Inc. - Class Preferre(1) | 2 | 69 |
|  TriSalus Life Sciences, Inc.(1) | 11 | 42 |
|  Tvardi Therapeutics, Inc.(1) | 2 | 6 |
|  Tyra Biosciences, Inc.(1) | 11 | 436 |
|  UFP Technologies, Inc.(1) | 33 | 6317 |
|  United Therapeutics Corp.(1) | 15 | 8931 |
|  Universal Health Services, Inc. - Class B | 43 | 7649 |
|  Upstream Bio, Inc.(1) | 15 | 134 |
|  UroGen Pharma Ltd.(1) | 3 | 62 |
|  US Physical Therapy, Inc. | 3 | 188 |
|  Utah Medical Products, Inc. | 1 | 70 |
|  Vanda Pharmaceuticals, Inc.(1) | 26 | 180 |
|  Varex Imaging Corp.(1) | 19 | 197 |
|  Vaxcyte, Inc.(1) | 56 | 3232 |
|  Veeva Systems, Inc. - Class A(1) | 1 | 148 |
|  Verastem, Inc.(1) | 14 | 76 |
|  Viatris, Inc. | 441 | 5962 |
|  Viking Therapeutics, Inc.(1) | 3 | 90 |
|  Vir Biotechnology, Inc.(1) | 41 | 371 |
|  Viridian Therapeutics, Inc.(1) | 7 | 145 |
|  Voyager Therapeutics, Inc.(1) | 21 | 79 |
|  Waters Corp.(1) | 2 | 546 |
|  WaVe Life Sciences Ltd.(1) | 6 | 47 |
|  Waystar Holding Corp.(1) | 588 | 14171 |
|  West Pharmaceutical Services, Inc. | 2 | 498 |
|  Xencor, Inc.(1) | 32 | 382 |
|  XOMA Royalty Corp.(1) | 1 | 37 |
|  Zenas Biopharma, Inc.(1) | 10 | 205 |
|  Zimmer Biomet Holdings, Inc. | 5 | 493 |
|  Zoetis, Inc. - Class A | 88 | 10456 |
|  Total Healthcare |  | 762437 |
|  **Industrials – 20.98%** |  |  |
|  3D Systems Corp.(1) | 63 | 119 |
|  3M Co. | 82 | 11925 |
|  AAR Corp.(1) | 13 | 1454 |
|  ABM Industries, Inc. | 162 | 6243 |
|  ACCO Brands Corp. | 42 | 125 |
|  Acuity, Inc. | 1 | 238 |
|  Advanced Drainage Systems, Inc. | 2 | 268 |
|  Aebi Schmidt Holding AG | 15 | 145 |
|  AECOM | 4 | 301 |
|  AerSale Corp.(1) | 15 | 91 |
|  AGCO Corp. | 44 | 5084 |
|  Air Lease Corp. - Class A | 3 | 186 |
|  AirJoule Technologies Corp. - Class A(1) | 16 | 39 |
|  AIRO Group Holdings, Inc.(1) | 3 | 22 |

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------

---

| | | |
|:---|:---|:---|
|  Alamo Group, Inc. | 3 | 534 |
|  Alaska Air Group, Inc.(1) | 126 | 4651 |
|  Albany International Corp. - Class A | 262 | 13697 |
|  Alight, Inc. - Class A | 203 | 118 |
|  Allegiant Travel Co. - Class A(1) | 5 | 443 |
|  Allegion Plc | 272 | 39456 |
|  Alliance Laundry Holdings, Inc.(1) | 292 | 6064 |
|  Allient, Inc. | 6 | 363 |
|  Allison Transmission Holdings, Inc. | 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28152 |
|  Alta Equipment Group, Inc. | 8 | 41 |
|  Amentum Holdings, Inc.(1) | 4 | 115 |
|  Ameresco, Inc. - Class A(1) | 14 | 360 |
|  American Airlines Group, Inc.(1) | 17 | 179 |
|  American Woodmark Corp.(1) | 7 | 260 |
|  AMETEK, Inc. | 165 | 35276 |
|  AO Smith Corp. | 3 | 209 |
|  API Group Corp.(1) | 10 | 404 |
|  Apogee Enterprises, Inc. | 10 | 329 |
|  Applied Industrial Technologies, Inc. | 1 | 272 |
|  ArcBest Corp. | 102 | 10022 |
|  Arcosa, Inc. | 477 | 50670 |
|  Argan, Inc. | 36 | 19550 |
|  Armstrong World Industries, Inc. | 1 | 135 |
|  Array Technologies, Inc.(1) | 54 | 394 |
|  Astec Industries, Inc. | 10 | 547 |
|  Astronics Corp.(1) | 1 | 90 |
|  Asure Software, Inc.(1) | 11 | 96 |
|  ATI, Inc.(1) | 4 | 536 |
|  Atkore, Inc. | 77 | 4556 |
|  Atmus Filtration Technologies, Inc. | 395 | 22442 |
|  Avis Budget Group, Inc.(1)(2) | 0 | 43 |
|  Beta Technologies, Inc. - Class A(1) | 5 | 78 |
|  Blue Bird Corp.(1) | 83 | 4734 |
|  BlueLinx Holdings, Inc.(1) | 4 | 190 |
|  Boise Cascade Co. | 68 | 5166 |
|  Bowman Consulting Group Ltd. - Class A(1)(2) | 0 | 5 |
|  BrightView Holdings, Inc.(1) | 33 | 386 |
|  Brink's Co. | 344 | 35687 |
|  Broadridge Financial Solutions, Inc.(2) | 0 | 47 |
|  Brookfield Business Corp. - Class A | 7 | 220 |
|  Builders FirstSource, Inc.(1) | 108 | 8863 |
|  BWX Technologies, Inc. | 132 | 27002 |
|  CACI International, Inc. - Class A(1) | 34 | 18355 |
|  Cardinal Infrastructure Group, Inc. - Class A(1) | 1 | 58 |
|  Carlisle Companies, Inc. | 23 | 7690 |
|  Carpenter Technology Corp. | 1 | 432 |
|  Carrier Global Corp. | 159 | 8970 |
|  Casella Waste Systems, Inc. - Class A(1) | 141 | 11154 |
|  CBIZ, Inc.(1) | 183 | 4922 |
|  CH Robinson Worldwide, Inc. | 3 | 539 |
|  Cimpress Plc(1) | 6 | 444 |
|  Clarivate Plc(1) | 10 | 24 |
|  Clean Harbors, Inc.(1) | 1 | 400 |
|  CNH Industrial NV | 520 | 5715 |
|  Columbus McKinnon Corp. | 13 | 182 |
|  Concentrix Corp. | 55 | 1516 |
|  Concrete Pumping Holdings, Inc.(1) | 9 | 65 |
|  Conduent, Inc.(1) | 72 | 93 |
|  Construction Partners, Inc. - Class A(1) | 277 | 30826 |
|  Copart, Inc.(1) | 212 | 7031 |
|  Core & Main, Inc. - Class A(1) | 2 | 111 |

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------

---

| | | |
|:---|:---|:---|
|  CoreCivic, Inc.(1) | 39 | 740 |
|  Costamare Bulkers Holdings Ltd.(1) | 3 | 53 |
|  Costamare, Inc. | 20 | 332 |
|  Covenant Logistics Group, Inc. - Class A | 5 | 142 |
|  Crane Co. | 172 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29468 |
|  CSG Systems International, Inc. | 28 | 2265 |
|  Cummins, Inc. | 16 | 8388 |
|  Curtiss-Wright Corp. | 66 | 45181 |
|  Custom Truck One Source, Inc.(1) | 28 | 183 |
|  Delta Air Lines, Inc. | 177 | 11742 |
|  Deluxe Corp. | 105 | 2890 |
|  DIRTT Environmental Solutions(1) | 604 | 354 |
|  Distribution Solutions Group, Inc.(1) | 1 | 16 |
|  DNOW, Inc.(1) | 83 | 985 |
|  Donaldson Co., Inc. | 3 | 270 |
|  Douglas Dynamics, Inc. | 1 | 58 |
|  Dover Corp. | 56 | 11663 |
|  Ducommun, Inc.(1) | 13 | 1554 |
|  Eastern Co. | 3 | 60 |
|  Embraer SA - ADR | 260 | 15422 |
|  EMCOR Group, Inc. | 1 | 588 |
|  EnerSys | 72 | 12498 |
|  Ennis, Inc. | 10 | 218 |
|  Enpro, Inc. | 8 | 2057 |
|  Enviri Corp.(1) | 35 | 678 |
|  Equifax, Inc. | 3 | 503 |
|  EquipmentShare.com, Inc. - Class A(1) | 339 | 6898 |
|  Esab Corp. | 115 | 11094 |
|  ESCO Technologies, Inc. | 108 | 30414 |
|  Everus Construction Group, Inc.(1) | 1 | 162 |
|  EVI Industries, Inc. | 3 | 59 |
|  Expeditors International of Washington, Inc. | 165 | 23573 |
|  Falcon's Beyond Global, Inc. - Class A(1) | 2 | 22 |
|  Fastenal Co. | 6 | 261 |
|  Federal Signal Corp. | 92 | 9950 |
|  FedEx Corp. | 25 | 9011 |
|  Ferguson Enterprises, Inc. | 58 | 13447 |
|  Firefly Aerospace, Inc.(1) | 4 | 120 |
|  First Advantage Corp.(1) | 12 | 143 |
|  Flowserve Corp. | 609 | 44735 |
|  Fluence Energy, Inc. - Class A(1) | 7 | 91 |
|  Fluor Corp.(1) | 72 | 3365 |
|  Forrester Research, Inc.(1) | 5 | 30 |
|  Fortive Corp. | 9 | 481 |
|  Fortune Brands Innovations, Inc. | 266 | 10358 |
|  Forward Air Corp.(1) | 6 | 100 |
|  Franklin Covey Co.(1) | 1 | 12 |
|  Frontier Group Holdings, Inc.(1) | 8 | 27 |
|  FTI Consulting, Inc.(1) | 69 | 12224 |
|  Gates Industrial Corp. Plc(1) | 362 | 8194 |
|  GATX Corp. | 15 | 2526 |
|  GE Vernova, Inc. | 18 | 15612 |
|  Genco Shipping & Trading Ltd. | 14 | 316 |
|  Gencor Industries, Inc.(1) | 4 | 67 |
|  Generac Holdings, Inc.(1) | 104 | 20304 |
|  Genpact Ltd. | 149 | 5565 |
|  Gibraltar Industries, Inc.(1) | 14 | 539 |
|  Graco, Inc. | 4 | 379 |
|  Granite Construction, Inc. | 3 | 333 |
|  Great Lakes Dredge & Dock Corp.(1) | 30 | 518 |
|  Greenbrier Companies, Inc. | 105 | 5543 |

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| | | |
|:---|:---|:---|
|  Griffon Corp. | 72 | 5262 |
|  GXO Logistics, Inc.(1) | 3 | 158 |
|  Hammond Power Solutions, Inc. - Class A | 26 | 3231 |
|  Hayward Holdings, Inc.(1) | 627 | 8385 |
|  Healthcare Services Group, Inc.(1) | 17 | 318 |
|  Heartland Express, Inc. | 19 | 203 |
|  Helios Technologies, Inc. | 494 | 31977 |
|  Herc Holdings, Inc. | 158 | 15707 |
|  Hexcel Corp. | 225 | 18225 |
|  Hillman Solutions Corp.(1) | 2015 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16768 |
|  Himalaya Shipping Ltd.(1) | 13 | 174 |
|  HireQuest, Inc. | 2 | 17 |
|  HNI Corp. | 19 | 618 |
|  Howmet Aerospace, Inc. | 240 | 55395 |
|  Hub Group, Inc. - Class A | 94 | 3400 |
|  Hubbell, Inc. - Class B | 129 | 63471 |
|  Hudson Technologies, Inc.(1) | 17 | 101 |
|  Huntington Ingalls Industries, Inc. | 95 | 36186 |
|  Hyliion Holdings Corp.(1) | 53 | 93 |
|  Hyster-Yale, Inc. | 5 | 172 |
|  IBEX Holdings Ltd.(1) | 27 | 735 |
|  ICF International, Inc. | 122 | 7936 |
|  IDEX Corp. | 2 | 397 |
|  Ingersoll Rand, Inc. | 11 | 876 |
|  Insteel Industries, Inc. | 4 | 138 |
|  Interface, Inc. - Class A | 342 | 8518 |
|  Intuitive Machines, Inc. - Class A(1) | 47 | 866 |
|  ITT, Inc. | 46 | 8820 |
|  Jacobs Solutions, Inc. | 3 | 413 |
|  Janus International Group, Inc.(1) | 745 | 3839 |
|  JB Hunt Transport Services, Inc. | 2 | 445 |
|  JBT Marel Corp. | 79 | 10055 |
|  JELD-WEN Holding, Inc.(1) | 37 | 46 |
|  JetBlue Airways Corp.(1) | 132 | 584 |
|  Johnson Controls International Plc | 77 | 10054 |
|  Kadant, Inc. | 19 | 5541 |
|  KBR, Inc. | 3 | 123 |
|  Kelly Services, Inc. - Class A | 13 | 116 |
|  Kennametal, Inc. | 34 | 1237 |
|  Kforce, Inc. | 1 | 35 |
|  Kirby Corp.(1) | 55 | 7255 |
|  Knight-Swift Transportation Holdings, Inc. - Class A | 4 | 251 |
|  Korn Ferry | 164 | 10340 |
|  L3Harris Technologies, Inc. | 107 | 36925 |
|  Landstar System, Inc. | 66 | 10517 |
|  LB Foster Co. - Class A(1) | 5 | 137 |
|  Legence Corp. - Class A(1) | 184 | 10406 |
|  Leidos Holdings, Inc. | 56 | 8715 |
|  Leonardo DRS, Inc. | 1 | 56 |
|  Lincoln Electric Holdings, Inc. | 186 | 46397 |
|  Loar Holdings, Inc.(1)(2) | 0 | 5 |
|  Loomis AB - Class B | 70 | 3202 |
|  LSI Industries, Inc. | 3 | 52 |
|  Luxfer Holdings Plc | 12 | 147 |
|  Lyft, Inc. - Class A(1) | 290 | 3851 |
|  Manitowoc Co., Inc.(1) | 15 | 179 |
|  ManpowerGroup, Inc. | 74 | 2193 |
|  Marten Transport Ltd. | 25 | 328 |
|  Masco Corp. | 702 | 42393 |
|  MasTec, Inc.(1) | 1 | 428 |
|  Masterbrand, Inc.(1) | 483 | 4015 |

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| | | |
|:---|:---|:---|
|  Matrix Service Co.(1) | 9 | 99 |
|  Matson, Inc. | 14 | 2267 |
|  Mayville Engineering Co., Inc.(1) | 5 | 88 |
|  McGrath RentCorp | 3 | 283 |
|  Mercury Systems, Inc.(1) | 19 | 1366 |
|  Microvast Holdings, Inc.(1) | 34 | 52 |
|  Middleby Corp.(1) | 1 | 172 |
|  Miller Industries, Inc. | 5 | 225 |
|  MillerKnoll, Inc. | 31 | 447 |
|  Mistras Group, Inc.(1) | 6 | 83 |
|  Mobile Infrastructure Corp. - Class A(1) | 6 | 14 |
|  Montrose Environmental Group, Inc.(1) | 15 | 324 |
|  MSA Safety, Inc. | 1 | 170 |
|  MSC Industrial Direct Co., Inc. - Class A | 112 | 10332 |
|  Mueller Industries, Inc. | 75 | 8286 |
|  MYR Group, Inc.(1) | 25 | 7084 |
|  NANO Nuclear Energy, Inc.(1) | 1 | 17 |
|  National Presto Industries, Inc. | 2 | 313 |
|  Net Power, Inc.(1) | 17 | 27 |
|  Nextpower, Inc. - Class A(1) | 13 | 1570 |
|  NL Industries, Inc. | 5 | 29 |
|  Nordson Corp. | 1 | 389 |
|  NPK International, Inc.(1) | 37 | 531 |
|  nVent Electric Plc | 54 | 6412 |
|  NWPX Infrastructure, Inc.(1) | 4 | 332 |
|  Old Dominion Freight Line, Inc. | 132 | 25767 |
|  OPENLANE, Inc.(1) | 357 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10412 |
|  Orion Group Holdings, Inc.(1) | 14 | 157 |
|  Oshkosh Corp. | 80 | 11795 |
|  Otis Worldwide Corp. | 11 | 830 |
|  Owens Corning | 59 | 6402 |
|  Palladyne AI Corp.(1) | 14 | 87 |
|  PAMT Corp.(1) | 3 | 24 |
|  Pangaea Logistics Solutions Ltd. | 15 | 103 |
|  Park Aerospace Corp. | 4 | 97 |
|  Parker-Hannifin Corp. | 64 | 56891 |
|  Park-Ohio Holdings Corp. | 5 | 113 |
|  Parsons Corp.(1) | 1 | 80 |
|  Paychex, Inc. | 6 | 566 |
|  Paycom Software, Inc. | 1 | 76 |
|  Paylocity Holding Corp.(1)(2) | 0 | 11 |
|  Pentair Plc | 4 | 388 |
|  Perma-Fix Environmental Services, Inc.(1) | 7 | 71 |
|  Pitney Bowes, Inc. | 338 | 3730 |
|  Plug Power, Inc.(1) | 593 | 1340 |
|  Power Solutions International, Inc.(1)(2) | 0 | 17 |
|  Preformed Line Products Co. | 1 | 293 |
|  Primoris Services Corp. | 2 | 227 |
|  Proficient Auto Logistics, Inc.(1) | 216 | 1465 |
|  Proto Labs, Inc.(1) | 11 | 603 |
|  Public Policy Holding Co., Inc.(1) | 1 | 19 |
|  Quad/Graphics, Inc. | 6 | 38 |
|  Quanex Building Products Corp. | 21 | 374 |
|  Quanta Services, Inc. | 1 | 503 |
|  QXO, Inc.(1) | 18 | 343 |
|  Radiant Logistics, Inc.(1) | 14 | 99 |
|  RB Global, Inc. | 152 | 14562 |
|  RBC Bearings, Inc.(1) | 1 | 371 |
|  Regal Rexnord Corp. | 178 | 33408 |
|  Rentokil Initial Plc - ADR | 209 | 6578 |
|  Resideo Technologies, Inc.(1) | 514 | 17311 |

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| | | |
|:---|:---|:---|
|  Resolute Holdings Management, Inc.(1) | 1 | 189 |
|  Resources Connection, Inc. | 14 | 52 |
|  Robert Half, Inc. | 3 | 68 |
|  Rockwell Automation, Inc. | 52 | 18730 |
|  Rush Enterprises, Inc. - Class A | 13 | 835 |
|  Rush Enterprises, Inc. - Class B | 2 | 120 |
|  RXO, Inc.(1) | 323 | 4724 |
|  Ryder System, Inc. | 48 | 9762 |
|  Safe Bulkers, Inc. | 22 | 141 |
|  Saia, Inc.(1) | 1 | 260 |
|  Satellogic, Inc. - Class A(1) | 7 | 39 |
|  Schneider National, Inc. - Class B | 1 | 34 |
|  Science Applications International Corp. | 107 | 10130 |
|  Sensata Technologies Holding Plc | 161 | 5684 |
|  Shoals Technologies Group, Inc. - Class A(1) | 65 | 426 |
|  Simpson Manufacturing Co., Inc. | 1 | 176 |
|  SiteOne Landscape Supply, Inc.(1) | 1 | 114 |
|  Skillsoft Corp.(1) | 2 | 9 |
|  SkyWest, Inc.(1) | 18 | 1676 |
|  Snap-on, Inc. | 1 | 517 |
|  Southland Holdings, Inc.(1) | 7 | 9 |
|  Southwest Airlines Co. | 11 | 425 |
|  SS&C Technologies Holdings, Inc. | 6 | 385 |
|  StandardAero, Inc.(1) | 238 | 6154 |
|  Standex International Corp. | 84 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21419 |
|  Stanley Black & Decker, Inc. | 4 | 304 |
|  Sun Country Airlines Holdings, Inc.(1) | 229 | 3778 |
|  SunPower, Inc.(1) | 24 | 30 |
|  Sunrun, Inc.(1) | 102 | 1387 |
|  T1 Energy, Inc.(1) | 91 | 399 |
|  Tecnoglass, Inc. | 139 | 6174 |
|  Tennant Co. | 115 | 7646 |
|  Terex Corp. | 175 | 10347 |
|  Tetra Tech, Inc. | 6 | 175 |
|  Textron, Inc. | 478 | 41859 |
|  Thermon Group Holdings, Inc.(1) | 13 | 640 |
|  TIC Solutions, Inc.(1) | 70 | 458 |
|  Timken Co. | 165 | 16574 |
|  Titan International, Inc.(1) | 22 | 151 |
|  Titan Machinery, Inc.(1) | 9 | 152 |
|  Toro Co. | 88 | 8254 |
|  Transcat, Inc.(1) | 2 | 158 |
|  TransUnion | 178 | 12338 |
|  Trex Co., Inc.(1) | 3 | 110 |
|  TriNet Group, Inc. | 125 | 4544 |
|  Trinity Industries, Inc. | 19 | 625 |
|  TrueBlue, Inc.(1) | 14 | 56 |
|  TTEC Holdings, Inc.(1) | 10 | 24 |
|  Tutor Perini Corp. | 20 | 1541 |
|  UFP Industries, Inc. | 140 | 12870 |
|  U-Haul Holding Co.(1)(2) | 0 | 9 |
|  U-Haul Holding Co. - Class B | 2 | 79 |
|  UniFirst Corp. | 7 | 1649 |
|  United Airlines Holdings, Inc.(1) | 100 | 9183 |
|  United Rentals, Inc. | 2 | 1275 |
|  Universal Logistics Holdings, Inc. | 3 | 68 |
|  Upwork, Inc.(1) | 270 | 2960 |
|  V2X, Inc.(1) | 11 | 748 |
|  Valmont Industries, Inc. | 40 | 16126 |
|  Veralto Corp. | 4 | 363 |
|  Verisk Analytics, Inc. - Class A | 2 | 294 |

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---

| | | |
|:---|:---|:---|
|  Verra Mobility Corp. - Class A(1) | 207 | 2955 |
|  Vertiv Holdings Co. - Class A | 38 | 9503 |
|  Vestis Corp.(1) | 41 | 324 |
|  Virco Mfg. Corp. | 6 | 35 |
|  Voyager Technologies, Inc. - Class A(1) | 6 | 141 |
|  VSE Corp. | 2 | 311 |
|  Wabash National Corp. | 18 | 157 |
|  Watsco, Inc. | 1 | 349 |
|  Watts Water Technologies, Inc. - Class A | 50 | 14553 |
|  Werner Enterprises, Inc. | 22 | 644 |
|  WESCO International, Inc. | 98 | 26921 |
|  Westinghouse Air Brake Technologies Corp. | 5 | 1167 |
|  Willdan Group, Inc.(1) | 2 | 161 |
|  Willis Lease Finance Corp. | 1 | 203 |
|  WillScot Holdings Corp. - Class A | 4 | 63 |
|  Woodward, Inc. | 2 | 595 |
|  Worthington Enterprises, Inc. | 9 | 495 |
|  WW Grainger, Inc.(2) | 0 | 194 |
|  XPO, Inc.(1) | 103 | 19959 |
|  Xylem, Inc. | 7 | 799 |
|  York Space Systems, Inc.(1) | 3 | 64 |
|  Total Industrials |  | 1901439 |
|  **Information Technology – 10.06%** |  |  |
|  8x8, Inc.(1) | 61 | 101 |
|  908 Devices, Inc.(1) | 3 | 19 |
|  A10 Networks, Inc. | 5 | 120 |
|  ACI Worldwide, Inc.(1) | 201 | 8252 |
|  ACM Research, Inc. - Class A(1) | 23 | 900 |
|  Adeia, Inc. | 6 | 147 |
|  Advanced Energy Industries, Inc. | 107 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34580 |
|  Aehr Test Systems(1) | 3 | 105 |
|  Aeluma, Inc.(1) | 5 | 67 |
|  Airship AI Holdings, Inc.(1) | 3 | 7 |
|  Akamai Technologies, Inc.(1) | 4 | 446 |
|  Allegro MicroSystems, Inc.(1) | 3 | 104 |
|  Alpha & Omega Semiconductor Ltd.(1) | 11 | 251 |
|  Ambiq Micro, Inc.(1) | 3 | 74 |
|  Amdocs Ltd. | 86 | 5611 |
|  Amkor Technology, Inc. | 187 | 8430 |
|  Applied Digital Corp.(1) | 25 | 605 |
|  Applied Optoelectronics, Inc.(1) | 6 | 514 |
|  Arrow Electronics, Inc.(1) | 182 | 26164 |
|  Arteris, Inc.(1) | 12 | 201 |
|  ASGN, Inc.(1) | 19 | 743 |
|  Aurora Innovation, Inc. - Class A(1) | 32 | 132 |
|  Aviat Networks, Inc.(1) | 5 | 117 |
|  Avnet, Inc. | 118 | 7276 |
|  Axcelis Technologies, Inc.(1) | 109 | 10137 |
|  Bel Fuse, Inc. - Class A | 1 | 132 |
|  Bel Fuse, Inc. - Class B | 42 | 8392 |
|  Belden, Inc. | 167 | 19150 |
|  Benchmark Electronics, Inc. | 16 | 882 |
|  BigBear.ai Holdings, Inc.(1) | 149 | 524 |
|  BILL Holdings, Inc.(1) | 2 | 85 |
|  Bit Digital, Inc.(1) | 150 | 197 |
|  Blackbaud, Inc.(1) | 3 | 131 |
|  Blaize Holdings, Inc.(1) | 11 | 20 |
|  Box, Inc. - Class A(1) | 14 | 332 |
|  CCC Intelligent Solutions Holdings, Inc.(1) | 17 | 102 |
|  CDW Corp. | 132 | 16014 |
|  Cerence, Inc.(1) | 13 | 80 |

---

------

---

| | | |
|:---|:---|:---|
|  CEVA, Inc.(1) | 2 | 30 |
|  Chaince Digital Holdings, Inc.(1) | 15 | 58 |
|  Check Point Software Technologies Ltd.(1) | 53 | 7615 |
|  Ciena Corp.(1) | 65 | 25252 |
|  Cipher Mining, Inc.(1) | 146 | 1873 |
|  Circle Internet Group, Inc. - Class A(1) | 3 | 251 |
|  Cirrus Logic, Inc.(1) | 77 | 11092 |
|  Cleanspark, Inc.(1) | 114 | 967 |
|  Clearfield, Inc.(1) | 3 | 73 |
|  Cognex Corp. | 5 | 229 |
|  Cognizant Technology Solutions Corp. - Class A | 13 | 820 |
|  Coherent Corp.(1) | 89 | 21238 |
|  Cohu, Inc.(1) | 21 | 635 |
|  Consensus Cloud Solutions, Inc.(1) | 8 | 195 |
|  Core Scientific, Inc.(1) | 23 | 338 |
|  Corning, Inc. | 21 | 2920 |
|  Corsair Gaming, Inc.(1) | 21 | 115 |
|  Crane NXT Co. | 1 | 53 |
|  CS Disco, Inc.(1) | 3 | 11 |
|  CSP, Inc. | 2 | 20 |
|  CTS Corp. | 11 | 534 |
|  Daily Journal Corp.(1)(2) | 0 | 68 |
|  Daktronics, Inc.(1) | 15 | 286 |
|  Diebold Nixdorf, Inc.(1) | 1 | 59 |
|  Digi International, Inc.(1) | 182 | 8775 |
|  Digital Turbine, Inc.(1) | 18 | 51 |
|  Diodes, Inc.(1) | 20 | 1397 |
|  Docusign, Inc. - Class A(1) | 1 | 60 |
|  Dolby Laboratories, Inc. - Class A | 2 | 104 |
|  Domo, Inc. - Class B(1) | 2 | 7 |
|  Dropbox, Inc. - Class A(1) | 376 | 8554 |
|  DXC Technology Co.(1) | 119 | 1496 |
|  Eastman Kodak Co.(1) | 29 | 259 |
|  eGain Corp.(1) | 3 | 22 |
|  Entegris, Inc. | 3 | 407 |
|  EPAM Systems, Inc.(1) | 98 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13249 |
|  ePlus, Inc. | 179 | 13481 |
|  Everpure, Inc. - Class A(1) | 1 | 75 |
|  Expensify, Inc. - Class A(1) | 14 | 12 |
|  F5, Inc.(1) | 2 | 447 |
|  Fabrinet(1) | 21 | 10720 |
|  Fair Isaac Corp.(1)(2) | 0 | 124 |
|  Fastly, Inc. - Class A(1) | 64 | 1846 |
|  First Solar, Inc.(1) | 3 | 550 |
|  Flex Ltd.(1) | 224 | 14644 |
|  FormFactor, Inc.(1) | 91 | 8834 |
|  Gen Digital, Inc. | 799 | 15039 |
|  GlobalFoundries, Inc.(1) | 3 | 151 |
|  Globant SA(1) | 1 | 50 |
|  GoDaddy, Inc. - Class A(1) | 139 | 11479 |
|  GPGI, Inc. - Class A | 9 | 148 |
|  Grid Dynamics Holdings, Inc.(1) | 7 | 38 |
|  Hackett Group, Inc. | 1 | 12 |
|  Harmonic, Inc.(1) | 38 | 346 |
|  Hewlett Packard Enterprise Co. | 469 | 11176 |
|  HP, Inc. | 441 | 8481 |
|  Hut 8 Corp.(1) | 44 | 2063 |
|  I3 Verticals, Inc. - Class A(1) | 9 | 204 |
|  Ichor Holdings Ltd.(1) | 15 | 717 |
|  Immersion Corp. | 14 | 76 |
|  indie Semiconductor, Inc. - Class A(1) | 53 | 170 |

---

------

---

| | | |
|:---|:---|:---|
|  Information Services Group, Inc. | 13 | 49 |
|  Ingram Micro Holding Corp. | 178 | 4152 |
|  Inseego Corp.(1) | 5 | 52 |
|  Insight Enterprises, Inc.(1) | 78 | 5217 |
|  InterDigital, Inc. | 53 | 15963 |
|  IPG Photonics Corp.(1) | 1 | 81 |
|  Itron, Inc.(1) | 88 | 7862 |
|  Jabil, Inc. | 60 | 15936 |
|  Keysight Technologies, Inc.(1) | 96 | 27162 |
|  Kimball Electronics, Inc.(1) | 11 | 263 |
|  Knowles Corp.(1) | 36 | 916 |
|  Kulicke & Soffa Industries, Inc. | 113 | 7444 |
|  Kyndryl Holdings, Inc.(1) | 6 | 77 |
|  Lattice Semiconductor Corp.(1) | 1 | 47 |
|  Littelfuse, Inc. | 1 | 226 |
|  LiveRamp Holdings, Inc.(1) | 23 | 615 |
|  Lumentum Holdings, Inc.(1) | 2 | 1261 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 1 | 305 |
|  MARA Holdings, Inc.(1) | 170 | 1390 |
|  Marvell Technology, Inc. | 443 | 43903 |
|  MaxLinear, Inc. - Class A(1) | 31 | 547 |
|  Methode Electronics, Inc. | 16 | 87 |
|  Microchip Technology, Inc. | 745 | 48120 |
|  MicroVision, Inc.(1) | 43 | 28 |
|  Mirion Technologies, Inc. - Class A(1) | 244 | 4540 |
|  Mitek Systems, Inc.(1) | 16 | 210 |
|  MKS, Inc. | 2 | 422 |
|  MongoDB, Inc. - Class A(1) | 2 | 482 |
|  Monolithic Power Systems, Inc. | 46 | 50260 |
|  N-able, Inc.(1) | 33 | 154 |
|  Navitas Semiconductor Corp. - Class A(1) | 76 | 665 |
|  nCino, Inc.(1) | 214 | 3203 |
|  NCR Voyix Corp.(1) | 64 | 406 |
|  Neonode, Inc.(1) | 1 | 1 |
|  NetApp, Inc. | 216 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22095 |
|  NETGEAR, Inc.(1) | 12 | 270 |
|  NetScout Systems, Inc.(1) | 218 | 6916 |
|  nLight, Inc.(1) | 20 | 1144 |
|  Nutanix, Inc. - Class A(1) | 5 | 208 |
|  Okta, Inc. - Class A(1) | 3 | 220 |
|  ON Semiconductor Corp.(1) | 11 | 685 |
|  ON24, Inc.(1) | 18 | 142 |
|  OneSpan, Inc. | 16 | 168 |
|  Onto Innovation, Inc.(1) | 1 | 217 |
|  Opera Ltd. - ADR | 199 | 2831 |
|  PAR Technology Corp.(1) | 8 | 102 |
|  PC Connection, Inc. | 5 | 306 |
|  Pegasystems, Inc. | 2 | 74 |
|  Penguin Solutions, Inc.(1) | 24 | 425 |
|  Photronics, Inc.(1) | 217 | 8755 |
|  Plexus Corp.(1) | 146 | 29494 |
|  Porch Group, Inc.(1) | 8 | 56 |
|  Powerfleet, Inc.(1) | 56 | 172 |
|  Progress Software Corp.(1) | 73 | 1883 |
|  PTC, Inc.(1) | 3 | 411 |
|  Qnity Electronics, Inc. | 66 | 7658 |
|  Qorvo, Inc.(1) | 56 | 4332 |
|  Rackspace Technology, Inc.(1) | 26 | 25 |
|  Ralliant Corp. | 3 | 131 |
|  Ribbon Communications, Inc.(1) | 45 | 96 |
|  Richardson Electronics Ltd. | 6 | 65 |

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------

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| | | |
|:---|:---|:---|
|  Rimini Street, Inc.(1) | 19 | 61 |
|  RingCentral, Inc. - Class A | 170 | 6315 |
|  Riot Platforms, Inc.(1) | 987 | 12201 |
|  Rogers Corp.(1) | 8 | 860 |
|  Rubrik, Inc. - Class A(1) | 2 | 80 |
|  SailPoint, Inc.(1) | 2 | 21 |
|  Sandisk Corp.(1) | 73 | 46538 |
|  Sanmina Corp.(1) | 193 | 24970 |
|  ScanSource, Inc.(1) | 86 | 3105 |
|  SentinelOne, Inc. - Class A(1) | 2 | 31 |
|  Silvaco Group, Inc.(1) | 5 | 34 |
|  Skyworks Solutions, Inc. | 4 | 223 |
|  Super Micro Computer, Inc.(1) | 8 | 174 |
|  Synaptics, Inc.(1) | 16 | 1110 |
|  TD SYNNEX Corp. | 68 | 11522 |
|  TE Connectivity Plc | 26 | 5428 |
|  Teledyne Technologies, Inc.(1) | 20 | 12331 |
|  Telos Corp.(1) | 23 | 98 |
|  Teradata Corp.(1) | 218 | 5598 |
|  Teradyne, Inc. | 4 | 1279 |
|  Terawulf, Inc.(1) | 7 | 106 |
|  Trimble, Inc.(1) | 7 | 427 |
|  TTM Technologies, Inc.(1) | 113 | 10989 |
|  Tucows, Inc. - Class A(1) | 3 | 43 |
|  Turtle Beach Corp.(1) | 2 | 22 |
|  Twilio, Inc. - Class A(1) | 3 | 410 |
|  Tyler Technologies, Inc.(1)(2) | 0 | 67 |
|  UiPath, Inc. - Class A(1) | 11 | 125 |
|  Ultra Clean Holdings, Inc.(1) | 19 | 1152 |
|  Unisys Corp.(1) | 8 | 16 |
|  Unity Software, Inc.(1) | 8 | 182 |
|  Universal Display Corp. | 1 | 114 |
|  Veeco Instruments, Inc.(1) | 26 | 894 |
|  VeriSign, Inc. | 46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11396 |
|  Via Transportation, Inc. - Class A(1) | 1 | 13 |
|  Viasat, Inc.(1) | 55 | 2537 |
|  Vishay Intertechnology, Inc. | 55 | 984 |
|  Vishay Precision Group, Inc.(1) | 6 | 241 |
|  Vistance Networks, Inc.(1) | 37 | 681 |
|  Vontier Corp. | 613 | 21737 |
|  Western Digital Corp. | 23 | 6108 |
|  Whitefiber, Inc.(1) | 2 | 22 |
|  Wix.com Ltd.(1) | 108 | 9743 |
|  Xerox Holdings Corp. | 55 | 71 |
|  Xperi, Inc.(1) | 20 | 113 |
|  Zebra Technologies Corp. - Class A(1) | 69 | 14397 |
|  Zoom Communications, Inc. - Class A(1) | 54 | 4326 |
|  Total Information Technology |  | 910962 |
|  **Materials – 5.59%** |  |  |
|  AdvanSix, Inc. | 12 | 284 |
|  Albemarle Corp. | 3 | 578 |
|  Alcoa Corp. | 7 | 474 |
|  Alpha Metallurgical Resources, Inc.(1) | 4 | 746 |
|  Amcor Plc | 13 | 501 |
|  American Battery Technology Co.(1) | 24 | 67 |
|  American Vanguard Corp.(1) | 12 | 31 |
|  Anglogold Ashanti Plc | 12 | 1189 |
|  AptarGroup, Inc. | 2 | 223 |
|  Ardagh Metal Packaging SA | 49 | 200 |
|  Arq, Inc.(1) | 13 | 34 |
|  Ascent Industries Co.(1) | 3 | 46 |

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------

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| | | |
|:---|:---|:---|
|  Ashland, Inc. | 563 | 31290 |
|  Aspen Aerogels, Inc.(1) | 29 | 100 |
|  Avery Dennison Corp. | 2 | 365 |
|  Avient Corp. | 645 | 23401 |
|  Axalta Coating Systems Ltd.(1) | 6 | 162 |
|  Ball Corp. | 305 | 18040 |
|  Cabot Corp. | 41 | 3064 |
|  Caledonia Mining Corp. Plc | 8 | 170 |
|  Celanese Corp. - Class A | 3 | 196 |
|  CF Industries Holdings, Inc. | 218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;28368 |
|  Chemours Co. | 289 | 6373 |
|  Clearwater Paper Corp.(1) | 7 | 107 |
|  Cleveland-Cliffs, Inc.(1) | 15 | 129 |
|  Coeur Mining, Inc.(1) | 228 | 4285 |
|  Commercial Metals Co. | 242 | 14866 |
|  Compass Minerals International, Inc.(1) | 3 | 74 |
|  Constellium SE - Class A(1) | 39 | 963 |
|  Core Molding Technologies, Inc.(1) | 4 | 89 |
|  Corteva, Inc. | 19 | 1560 |
|  Critical Metals Corp.(1) | 16 | 128 |
|  Crown Holdings, Inc. | 48 | 4820 |
|  Dow, Inc. | 20 | 815 |
|  DuPont de Nemours, Inc. | 11 | 525 |
|  Eagle Materials, Inc. | 1 | 156 |
|  Eastman Chemical Co. | 82 | 6223 |
|  Ecovyst, Inc.(1) | 50 | 648 |
|  Element Solutions, Inc. | 915 | 31240 |
|  Ferroglobe Plc | 54 | 222 |
|  Flotek Industries, Inc.(1) | 5 | 86 |
|  FMC Corp. | 3 | 60 |
|  Freeport-McMoRan, Inc. | 261 | 15335 |
|  Friedman Industries, Inc. | 3 | 51 |
|  Graphic Packaging Holding Co. | 894 | 8888 |
|  Greif, Inc. - Class A | 10 | 702 |
|  Greif, Inc. - Class B | 2 | 201 |
|  HB Fuller Co. | 158 | 9728 |
|  Hecla Mining Co. | 217 | 4046 |
|  Hudbay Minerals, Inc. | 820 | 17136 |
|  Huntsman Corp. | 4 | 58 |
|  Ingevity Corp.(1) | 155 | 11030 |
|  Innospec, Inc. | 10 | 766 |
|  International Flavors & Fragrances, Inc. | 7 | 510 |
|  International Paper Co. | 118 | 4226 |
|  Intrepid Potash, Inc.(1) | 5 | 197 |
|  Ivanhoe Electric, Inc.(1) | 7 | 82 |
|  James Hardie Industries Plc(1) | 2 | 36 |
|  Kaiser Aluminum Corp. | 3 | 418 |
|  Knife River Corp.(1) | 116 | 9463 |
|  Koppers Holdings, Inc. | 93 | 3588 |
|  Kronos Worldwide, Inc. | 10 | 67 |
|  Louisiana-Pacific Corp. | 71 | 5175 |
|  LSB Industries, Inc.(1) | 24 | 357 |
|  LyondellBasell Industries NV - Class A | 7 | 570 |
|  Magnera Corp.(1) | 14 | 134 |
|  Martin Marietta Materials, Inc. | 24 | 13853 |
|  Materion Corp. | 8 | 1089 |
|  Mativ Holdings, Inc. | 25 | 215 |
|  Metallus, Inc.(1) | 17 | 275 |
|  Minerals Technologies, Inc. | 123 | 8729 |
|  Mosaic Co. | 187 | 4772 |
|  MP Materials Corp.(1) | 4 | 189 |

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| | | |
|:---|:---|:---|
|  Myers Industries, Inc. | 14 | 297 |
|  NewMarket Corp. | 26 | 16681 |
|  Novagold Resources, Inc.(1) | 8 | 75 |
|  Nucor Corp. | 124 | 21027 |
|  O-I Glass, Inc.(1) | 53 | 553 |
|  Olin Corp. | 3 | 90 |
|  OR Royalties, Inc. | 209 | 7949 |
|  Orion SA | 24 | 157 |
|  Packaging Corp. of America | 106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22423 |
|  Perimeter Solutions, Inc.(1) | 63 | 1528 |
|  PPG Industries, Inc. | 6 | 661 |
|  Quaker Chemical Corp. | 73 | 9095 |
|  Ranpak Holdings Corp. - Class A(1) | 20 | 72 |
|  Rayonier Advanced Materials, Inc.(1) | 28 | 315 |
|  Reliance, Inc. | 72 | 21778 |
|  Royal Gold, Inc. | 2 | 587 |
|  RPM International, Inc. | 4 | 351 |
|  Ryerson Holding Corp. | 20 | 454 |
|  Scotts Miracle-Gro Co. | 1 | 72 |
|  Sealed Air Corp. | 4 | 172 |
|  Silgan Holdings, Inc. | 231 | 8968 |
|  Smurfit WestRock Plc | 14 | 575 |
|  Sonoco Products Co. | 164 | 8854 |
|  SSR Mining, Inc.(1) | 390 | 11465 |
|  Steel Dynamics, Inc. | 40 | 7258 |
|  Stepan Co. | 10 | 483 |
|  SunCoke Energy, Inc. | 240 | 1559 |
|  Sylvamo Corp. | 114 | 4824 |
|  Titan America SA(1) | 224 | 3362 |
|  Tredegar Corp.(1) | 12 | 96 |
|  TriMas Corp. | 203 | 7312 |
|  Trinseo Plc | 16 | 2 |
|  Tronox Holdings Plc - Class A | 55 | 533 |
|  USA Rare Earth, Inc.(1) | 42 | 629 |
|  Valhi, Inc. | 1 | 18 |
|  Vulcan Materials Co. | 140 | 38257 |
|  Warrior Met Coal, Inc. | 23 | 2176 |
|  Westlake Corp. | 1 | 110 |
|  Worthington Steel, Inc. | 15 | 454 |
|  Total Materials |  | 506056 |
|  **Real Estate – 5.82%** |  |  |
|  Acadia Realty Trust | 540 | 10327 |
|  Agree Realty Corp. | 3 | 236 |
|  AH Realty Trust, Inc. | 36 | 198 |
|  Alexandria Real Estate Equities, Inc. | 5 | 218 |
|  Alpine Income Property Trust, Inc. | 6 | 101 |
|  American Assets Trust, Inc. | 279 | 5130 |
|  American Healthcare REIT, Inc. | 52 | 2444 |
|  American Homes 4 Rent - Class A | 10 | 265 |
|  American Realty Investors, Inc.(1) | 1 | 10 |
|  Americold Realty Trust, Inc. | 821 | 9408 |
|  Apple Hospitality REIT, Inc. | 525 | 6038 |
|  AvalonBay Communities, Inc. | 4 | 639 |
|  Braemar Hotels & Resorts, Inc. | 26 | 61 |
|  Brandywine Realty Trust | 295 | 800 |
|  Brixmor Property Group, Inc. | 162 | 4659 |
|  Broadstone Net Lease, Inc. - Class A | 331 | 6039 |
|  BRT Apartments Corp. | 6 | 75 |
|  BXP, Inc. | 4 | 228 |
|  Camden Property Trust | 3 | 283 |
|  CareTrust REIT, Inc. | 91 | 3330 |

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------

---

| | | |
|:---|:---|:---|
|  CBL & Associates Properties, Inc. | 2 | 79 |
|  CBRE Group, Inc. - Class A(1) | 7 | 990 |
|  Centerspace | 175 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10077 |
|  Chatham Lodging Trust | 128 | 1004 |
|  Chiron Real Estate, Inc. | 6 | 201 |
|  Clipper Realty, Inc. | 6 | 18 |
|  Community Healthcare Trust, Inc. | 12 | 190 |
|  Compass, Inc. - Class A(1) | 69 | 502 |
|  COPT Defense Properties | 51 | 1571 |
|  CoStar Group, Inc.(1) | 10 | 408 |
|  Cousins Properties, Inc. | 581 | 13116 |
|  Crown Castle, Inc. | 12 | 977 |
|  CTO Realty Growth, Inc. | 14 | 258 |
|  CubeSmart | 539 | 19750 |
|  Curbline Properties Corp. | 44 | 1122 |
|  Cushman & Wakefield Ltd.(1) | 1227 | 15045 |
|  DiamondRock Hospitality Co. | 41 | 386 |
|  Digital Realty Trust, Inc. | 9 | 1708 |
|  Diversified Healthcare Trust | 98 | 651 |
|  Douglas Elliman, Inc.(1) | 35 | 58 |
|  Douglas Emmett, Inc. | 70 | 658 |
|  Easterly Government Properties, Inc. - Class A | 19 | 408 |
|  EastGroup Properties, Inc. | 88 | 16244 |
|  Empire State Realty Trust, Inc. - Class A | 65 | 339 |
|  EPR Properties | 253 | 12632 |
|  Equity LifeStyle Properties, Inc. | 188 | 11709 |
|  Equity Residential | 164 | 9685 |
|  Essential Properties Realty Trust, Inc. | 436 | 13222 |
|  Essex Property Trust, Inc. | 42 | 10261 |
|  Extra Space Storage, Inc. | 171 | 22360 |
|  Farmland Partners, Inc. | 18 | 200 |
|  Federal Realty Investment Trust | 2 | 253 |
|  Fermi, Inc.(1) | 1 | 6 |
|  First Industrial Realty Trust, Inc. | 3 | 198 |
|  Forestar Group, Inc.(1) | 9 | 208 |
|  Four Corners Property Trust, Inc. | 345 | 8154 |
|  Franklin Street Properties Corp. | 34 | 22 |
|  FrontView REIT, Inc. | 9 | 146 |
|  FRP Holdings, Inc.(1) | 6 | 121 |
|  Gaming & Leisure Properties, Inc. | 135 | 6005 |
|  Getty Realty Corp. | 24 | 772 |
|  Gladstone Commercial Corp. | 17 | 192 |
|  Gladstone Land Corp. | 16 | 164 |
|  Global Net Lease, Inc. | 88 | 825 |
|  Healthcare Realty Trust, Inc. - Class A | 9 | 154 |
|  Healthpeak Properties, Inc. | 19 | 314 |
|  Highwoods Properties, Inc. | 192 | 4113 |
|  Host Hotels & Resorts, Inc. | 425 | 8143 |
|  Howard Hughes Holdings, Inc.(1) | 1 | 54 |
|  Hudson Pacific Properties, Inc.(1) | 24 | 143 |
|  Independence Realty Trust, Inc. | 782 | 11641 |
|  Industrial Logistics Properties Trust | 25 | 144 |
|  Innovative Industrial Properties, Inc. - Class A | 48 | 2405 |
|  InvenTrust Properties Corp. | 36 | 1087 |
|  Invitation Homes, Inc. | 17 | 419 |
|  Iron Mountain, Inc. | 8 | 828 |
|  Janus Living, Inc. - Class A(1) | 393 | 9257 |
|  JBG SMITH Properties | 27 | 390 |
|  Jones Lang LaSalle, Inc.(1) | 1 | 288 |
|  Kennedy-Wilson Holdings, Inc. | 54 | 580 |
|  Kilroy Realty Corp. | 3 | 91 |

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| | | |
|:---|:---|:---|
|  Kimco Realty Corp. | 18 | 405 |
|  Kite Realty Group Trust | 98 | 2403 |
|  Lamar Advertising Co. - Class A | 214 | 27094 |
|  Lineage, Inc. | 2 | 64 |
|  Logistic Properties Of The Americas(1) | 3 | 10 |
|  LTC Properties, Inc. | 169 | 6272 |
|  LXP Industrial Trust | 26 | 1212 |
|  Macerich Co. | 116 | 2191 |
|  Marcus & Millichap, Inc. | 11 | 291 |
|  Medical Properties Trust, Inc. | 14 | 63 |
|  Mid-America Apartment Communities, Inc. | 108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13222 |
|  Millrose Properties, Inc. | 4 | 119 |
|  Modiv Industrial, Inc. - Class C | 4 | 60 |
|  National Health Investors, Inc. | 16 | 1316 |
|  National Storage Affiliates Trust | 2 | 74 |
|  NET Lease Office Properties | 7 | 77 |
|  NETSTREIT Corp. | 28 | 532 |
|  Newmark Group, Inc. - Class A | 69 | 1033 |
|  NexPoint Diversified Real Estate Trust | 16 | 76 |
|  NexPoint Residential Trust, Inc. | 7 | 179 |
|  NNN REIT, Inc. | 5 | 221 |
|  Omega Healthcare Investors, Inc. | 105 | 4604 |
|  One Liberty Properties, Inc. | 8 | 171 |
|  Outfront Media, Inc. | 264 | 6999 |
|  Park Hotels & Resorts, Inc. | 6 | 62 |
|  Peakstone Realty Trust | 16 | 342 |
|  Pebblebrook Hotel Trust | 51 | 649 |
|  Phillips Edison & Co., Inc. | 47 | 1744 |
|  Piedmont Realty Trust, Inc. - Class A(1) | 252 | 1653 |
|  Postal Realty Trust, Inc. - Class A | 11 | 200 |
|  Rayonier, Inc. | 643 | 13259 |
|  Realty Income Corp. | 25 | 1548 |
|  Regency Centers Corp. | 254 | 19240 |
|  REX Holdings, Inc. - Class A(1) | 10 | 56 |
|  Rexford Industrial Realty, Inc. | 225 | 7359 |
|  RLJ Lodging Trust | 58 | 429 |
|  RMR Group, Inc. - Class A | 8 | 118 |
|  Ryman Hospitality Properties, Inc. | 245 | 22645 |
|  Sabra Health Care REIT, Inc. | 538 | 10337 |
|  Safehold, Inc. | 26 | 347 |
|  Saul Centers, Inc. | 1 | 17 |
|  SBA Communications Corp. - Class A | 96 | 16545 |
|  Seaport Entertainment Group, Inc.(1) | 3 | 73 |
|  Service Properties Trust | 70 | 95 |
|  Sila Realty Trust, Inc. | 25 | 590 |
|  Simon Property Group, Inc. | 161 | 29950 |
|  SITE Centers Corp. | 24 | 128 |
|  SL Green Realty Corp. | 33 | 1201 |
|  Smartstop Self Storage REIT, Inc. | 497 | 15040 |
|  STAG Industrial, Inc. | 5 | 183 |
|  Stratus Properties, Inc.(1) | 3 | 90 |
|  Strawberry Fields REIT, Inc. | 2 | 18 |
|  Summit Hotel Properties, Inc. | 47 | 209 |
|  Sun Communities, Inc. | 3 | 335 |
|  Sunstone Hotel Investors, Inc. | 76 | 685 |
|  Tanger, Inc. | 5 | 164 |
|  Tejon Ranch Co.(1) | 10 | 183 |
|  Terreno Realty Corp. | 183 | 11257 |
|  Transcontinental Realty Investors, Inc.(1)(2) | 0 | 17 |
|  UDR, Inc. | 9 | 294 |
|  Universal Health Realty Income Trust | 1 | 35 |

---

------

---

| | | |
|:---|:---|:---|
|  Urban Edge Properties | 450 | 8993 |
|  Ventas, Inc. | 116 | 9472 |
|  Veris Residential, Inc. | 36 | 674 |
|  VICI Properties, Inc. - Class A | 242 | 6599 |
|  Vornado Realty Trust | 5 | 129 |
|  Weyerhaeuser Co. | 20 | 489 |
|  Whitestone REIT - Class B | 20 | 326 |
|  WP Carey, Inc. | 6 | 408 |
|  Xenia Hotels & Resorts, Inc. | 37 | 541 |
|  Zillow Group, Inc. - Class A(1) | 2 | 63 |
|  Zillow Group, Inc. - Class C(1) | 4 | 180 |
|  Total Real Estate |  | 527094 |
|  **Utilities – 5.98%** |  |  |
|  AES Corp. | 20 | 276 |
|  Alliant Energy Corp. | 784 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56238 |
|  Ameren Corp. | 7 | 819 |
|  American States Water Co. | 6 | 449 |
|  American Water Works Co., Inc. | 5 | 726 |
|  Atmos Energy Corp. | 4 | 807 |
|  Avista Corp. | 37 | 1466 |
|  Black Hills Corp. | 34 | 2368 |
|  Brookfield Infrastructure Corp. - Class A | 227 | 8956 |
|  Brookfield Renewable Corp. | 4 | 149 |
|  California Water Service Group | 27 | 1222 |
|  CenterPoint Energy, Inc. | 233 | 10045 |
|  Chesapeake Utilities Corp. | 7 | 871 |
|  Clearway Energy, Inc. - Class A | 1 | 32 |
|  Clearway Energy, Inc. - Class C | 3 | 99 |
|  CMS Energy Corp. | 735 | 57053 |
|  Consolidated Edison, Inc. | 10 | 1127 |
|  Consolidated Water Co. Ltd. | 5 | 163 |
|  DTE Energy Co. | 163 | 23797 |
|  Edison International | 147 | 10722 |
|  Entergy Corp. | 141 | 15883 |
|  Essential Utilities, Inc. | 8 | 310 |
|  Evergy, Inc. | 694 | 56821 |
|  Eversource Energy | 129 | 8938 |
|  Exelon Corp. | 28 | 1366 |
|  FirstEnergy Corp. | 264 | 13360 |
|  Genie Energy Ltd. - Class B | 9 | 129 |
|  H2O America | 15 | 868 |
|  Hallador Energy Co.(1) | 1 | 18 |
|  Hawaiian Electric Industries, Inc.(1) | 74 | 1092 |
|  IDACORP, Inc. - Class Rights | 1 | 209 |
|  MDU Resources Group, Inc. | 265 | 5488 |
|  MGE Energy, Inc. | 81 | 6266 |
|  Middlesex Water Co. | 7 | 351 |
|  Montauk Renewables, Inc.(1) | 24 | 28 |
|  National Fuel Gas Co. | 140 | 13141 |
|  New Jersey Resources Corp. | 245 | 13447 |
|  NiSource, Inc. | 13 | 605 |
|  Northwest Natural Holding Co. | 19 | 990 |
|  Northwestern Energy Group, Inc. | 192 | 12654 |
|  NRG Energy, Inc. | 34 | 5008 |
|  OGE Energy Corp. | 366 | 17573 |
|  Oklo, Inc. - Class A(1) | 42 | 2078 |
|  ONE Gas, Inc. | 261 | 22466 |
|  Ormat Technologies, Inc. | 27 | 3063 |
|  Otter Tail Corp. | 91 | 8028 |
|  PG&E Corp. | 60 | 1058 |
|  Pinnacle West Capital Corp. | 3 | 332 |

---

------

---

| | | |
|:---|:---|:---|
|  Portland General Electric Co. | 303 | 16008 |
|  PPL Corp. | 20 | 777 |
|  Public Service Enterprise Group, Inc. | 14 | 1117 |
|  Pure Cycle Corp.(1) | 8 | 82 |
|  RGC Resources, Inc. | 4 | 81 |
|  Southwest Gas Holdings, Inc. | 31 | 2677 |
|  Spire, Inc. | 157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14235 |
|  Talen Energy Corp.(1) | 34 | 10851 |
|  TXNM Energy, Inc. | 45 | 2634 |
|  UGI Corp. | 834 | 30375 |
|  Unitil Corp. | 8 | 417 |
|  WEC Energy Group, Inc. | 491 | 56883 |
|  Xcel Energy, Inc. | 209 | 16579 |
|  York Water Co. | 5 | 157 |
|  Total Utilities |  | 541828 |
|  **Total Common Stocks (Cost: $7,072,808)** |  | **8864860** |
|  **SHORT-TERM INVESTMENTS – 1.90%** |  |  |
|  **Money Market Funds – 1.84%** |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(4) | 166929 | 166929 |
|  **Total Money Market Funds (Cost: $166,929)** |  | **166929** |
|  | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Time Deposits – 0.06%** |  |  |
|  Citibank, New York, 3.13% due 04/01/2026 | $5250 | 5251 |
|  JP Morgan, New York, 3.13% due 04/01/2026 | 310 | 310 |
|  Royal Bank of Canada, Toronto, 1.33% due 04/01/2026(2) | 0 | 0 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 0.95% due 04/01/2026(2) | 0 | 0 |
|  Sumitomo Trust Bank, London, 3.13% due 04/01/2026 | $55 | 55 |
|  **Total Time Deposits (Cost: $5,616)** |  | **5616** |
|  **Total Short-Term Investments (Cost: $172,545)** |  | **172545** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.76%** |  |  |
|  **(Cost: $7,245,353)** |  | **9037405** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.24%** |  | **21450** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**9058855** |

---

Percentages are stated as a percent of net assets.

Principal amounts are denominated in the currency in which the security was purchased.

ADR American Depositary Receipt

REIT Real Estate Investment Trust

CAD Canadian Dollar

SEK Swedish Krona

(1) Non-income producing security.

(2) A zero balance may reflect actual amounts rounding to less than one thousand.

(3) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $11, which represents 0.00% of total net assets.

(4) Represents annualized seven-day yield as of the close of the reporting
period.

(5) Security that is restricted at March 31, 2026. The value of these securities totals $-, which represents
0.00% of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of Contracts<br>Purchased** | **Reference Entity** | **Expiration Date** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 9 | E-mini Russell 1000 Future | Jun. 2026 | $960 | $952 | $(8) |
| 42 | E-mini Russell 2000 Future | Jun. 2026 | 5265 | 5277 | 12 |
| 2 | S&P MidCap 400 E-mini Future | Jun. 2026 | 677 | 679 | 2 |
|  |  |  |  |  | $**6** |

---

------

**Bridge Builder Tax Managed Small/Mid Cap Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | **Shares<br>(000s)** | **Value<br>(000s)** |
|  **COMMON STOCKS – 97.63%** |  |  |
|  **Communication Services – 1.60%** |  |  |
|  AST SpaceMobile, Inc. - Class A(1) | 10 | $863 |
|  Atlanta Braves Holdings, Inc. - Class C(1) | 23 | 1000 |
|  Bumble, Inc. - Class A(1) | 170 | 554 |
|  EchoStar Corp. - Class A(1) | 10 | 1161 |
|  GCI Liberty, Inc. - Class C(1) | 1 | 34 |
|  Ibotta, Inc. - Class A(1) | 27 | 809 |
|  John Wiley & Sons, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;107 | 4077 |
|  Liberty Media Corp.-Liberty Formula One - Class C(1) | 28 | 2420 |
|  Live Nation Entertainment, Inc.(1) | 17 | 2630 |
|  Lumen Technologies, Inc.(1) | 97 | 672 |
|  Madison Square Garden Sports Corp. - Class A(1) | 1 | 164 |
|  News Corp. - Class B | 1 | 41 |
|  Nexstar Media Group, Inc. - Class A | 34 | 6153 |
|  NIQ Global Intelligence Plc(1) | 122 | 1388 |
|  Reddit, Inc. - Class A(1) | 22 | 2962 |
|  ROBLOX Corp. - Class A(1) | 82 | 4630 |
|  Roku, Inc. - Class A(1) | 118 | 11129 |
|  Scholastic Corp. | 33 | 1284 |
|  Shutterstock, Inc. | 21 | 343 |
|  Sphere Entertainment Co.(1) | 1 | 136 |
|  Spotify Technology SA(1) | 2 | 1058 |
|  Take-Two Interactive Software, Inc.(1) | 14 | 2793 |
|  Telephone & Data Systems, Inc. | 23 | 949 |
|  Webtoon Entertainment, Inc.(1) | 45 | 413 |
|  ZoomInfo Technologies, Inc. - Class A(1) | 160 | 955 |
|  Total Communication Services |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48618 |
|  **Consumer Discretionary – 9.39%** |  |  |
|  Abercrombie & Fitch Co. - Class A(1) | 2 | 168 |
|  Adient Plc(1) | 88 | 1776 |
|  ADT, Inc. | 867 | 5693 |
|  Amer Sports, Inc.(1) | 255 | 8386 |
|  Aptiv Plc(1) | 104 | 7242 |
|  Aramark | 14 | 584 |
|  Asbury Automotive Group, Inc.(1) | 1 | 220 |
|  AutoNation, Inc.(1) | 17 | 3390 |
|  AutoZone, Inc.(1) | 3 | 11650 |
|  Bath & Body Works, Inc. | 277 | 5178 |
|  Birkenstock Holding Plc(1) | 45 | 1616 |
|  Boot Barn Holdings, Inc.(1) | 5 | 740 |
|  BorgWarner, Inc. | 198 | 10751 |
|  Bright Horizons Family Solutions, Inc.(1) | 74 | 6039 |
|  Brunswick Corp. | 81 | 5865 |
|  Burlington Stores, Inc.(1) | 10 | 3383 |
|  CarMax, Inc.(1) | 31 | 1300 |
|  Carter's, Inc. | 18 | 659 |
|  Carvana Co. - Class A(1) | 17 | 5343 |
|  Century Communities, Inc. | 3 | 187 |
|  Champion Homes, Inc.(1) | 10 | 755 |

---

------

---

| | | |
|:---|:---|:---|
|  Chipotle Mexican Grill, Inc. - Class A(1) | 27 | 863 |
|  Choice Hotels International, Inc. | 6 | 605 |
|  Churchill Downs, Inc. | 9 | 831 |
|  Coupang, Inc. - Class A(1) | 51 | 972 |
|  Darden Restaurants, Inc. | 5 | 902 |
|  Dave & Buster's Entertainment, Inc.(1) | 1 | 7 |
|  Deckers Outdoor Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14 | 1391 |
|  Dick's Sporting Goods, Inc. | 8 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1580 |
|  Dillard's, Inc. - Class A | 2 | 896 |
|  Dine Brands Global, Inc. | 23 | 595 |
|  Domino's Pizza, Inc. | 3 | 957 |
|  DoorDash, Inc. - Class A(1) | 17 | 2492 |
|  Dorman Products, Inc.(1) | 4 | 437 |
|  DR Horton, Inc. | 44 | 6034 |
|  Driven Brands Holdings, Inc.(1) | 25 | 320 |
|  Duolingo, Inc. - Class A(1) | 9 | 867 |
|  Dutch Bros, Inc. - Class A(1) | 125 | 6350 |
|  eBay, Inc. | 2 | 176 |
|  Expedia Group, Inc. | 2 | 522 |
|  Five Below, Inc.(1) | 7 | 1504 |
|  Frontdoor, Inc.(1) | 135 | 7139 |
|  GameStop Corp. - Class A(1) | 15 | 354 |
|  Garmin Ltd. | 12 | 2718 |
|  G-III Apparel Group Ltd. | 14 | 378 |
|  Golden Entertainment, Inc. | 26 | 689 |
|  Graham Holdings Co. - Class B(2) | 0 | 62 |
|  Green Brick Partners, Inc.(1) | 1 | 82 |
|  Group 1 Automotive, Inc. | 2 | 636 |
|  H&R Block, Inc. | 34 | 1082 |
|  Hasbro, Inc. | 87 | 8156 |
|  Hilton Worldwide Holdings, Inc. | 32 | 9842 |
|  Hyatt Hotels Corp. - Class A | 10 | 1409 |
|  Installed Building Products, Inc. | 19 | 5017 |
|  KB Home | 15 | 800 |
|  Kontoor Brands, Inc. | 14 | 1016 |
|  Las Vegas Sands Corp. | 9 | 468 |
|  Laureate Education, Inc. - Class A(1) | 246 | 8553 |
|  La-Z-Boy, Inc. | 1 | 20 |
|  Lear Corp. | 8 | 914 |
|  Levi Strauss & Co. - Class A | 130 | 2401 |
|  LGI Homes, Inc.(1) | 12 | 489 |
|  Liberty Live Holdings, Inc. - Class C(1) | 1 | 86 |
|  Lithia Motors, Inc. - Class A | 1 | 155 |
|  Macy's, Inc. | 20 | 364 |
|  Mattel, Inc.(1) | 64 | 923 |
|  Meritage Homes Corp. | 4 | 234 |
|  Murphy USA, Inc. | 3 | 1607 |
|  Newell Brands, Inc. | 238 | 815 |
|  Norwegian Cruise Line Holdings Ltd.(1) | 14 | 256 |
|  Ollie's Bargain Outlet Holdings, Inc.(1) | 5 | 414 |
|  On Holding AG - Class A(1) | 92 | 3135 |
|  Patrick Industries, Inc. | 1 | 128 |
|  Peloton Interactive, Inc. - Class A(1) | 154 | 659 |
|  Penske Automotive Group, Inc.(2) | 0 | 49 |
|  Phinia, Inc. | 13 | 902 |
|  Planet Fitness, Inc. - Class A(1) | 20 | 1511 |
|  PulteGroup, Inc. | 28 | 3258 |

---

------

---

| | | |
|:---|:---|:---|
|  PVH Corp. | 81 | 5616 |
|  Ralph Lauren Corp. - Class A | 8 | 2702 |
|  Red Rock Resorts, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | 6496 |
|  RH(1) | 5 | 728 |
|  Ross Stores, Inc. | 11 | 2442 |
|  Royal Caribbean Cruises Ltd. | 38 | 10406 |
|  Rush Street Interactive, Inc.(1) | 39 | 838 |
|  SharkNinja, Inc.(1) | 88 | 9278 |
|  Signet Jewelers Ltd. | 11 | 907 |
|  Somnigroup International, Inc. | 160 | 11818 |
|  Sonic Automotive, Inc. - Class A | 1 | 79 |
|  Sonos, Inc.(1) | 68 | 907 |
|  Stride, Inc.(1) | 14 | 1244 |
|  Sweetgreen, Inc. - Class A(1) | 141 | 734 |
|  Tapestry, Inc. | 115 | 16239 |
|  Taylor Morrison Home Corp. - Class A(1) | 47 | 2730 |
|  Texas Roadhouse, Inc. - Class A | 34 | 5687 |
|  Thor Industries, Inc. | 12 | 986 |
|  TopBuild Corp.(1) | 4 | 1553 |
|  Tractor Supply Co. | 76 | 3451 |
|  Travel + Leisure Co. | 1 | 67 |
|  Ulta Beauty, Inc.(1) | 7 | 3695 |
|  United Parks & Resorts, Inc.(1) | 17 | 564 |
|  Urban Outfitters, Inc.(1) | 2 | 130 |
|  Valvoline, Inc.(1) | 38 | 1296 |
|  Victoria's Secret & Co.(1) | 10 | 481 |
|  Viking Holdings Ltd.(1) | 47 | 3422 |
|  Visteon Corp. | 8 | 751 |
|  Williams-Sonoma, Inc. | 12 | 2204 |
|  Wingstop, Inc. | 5 | 817 |
|  Wyndham Hotels & Resorts, Inc. | 8 | 654 |
|  Wynn Resorts Ltd. | 95 | 9603 |
|  XPEL, Inc.(1) | 14 | 611 |
|  Yum! Brands, Inc.(2) | 0 | 25 |
|  Total Consumer Discretionary |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285108 |
|  **Consumer Staples – 3.58%** |  |  |
|  Albertsons Companies, Inc. - Class A | 76 | 1294 |
|  Andersons, Inc. | 4 | 321 |
|  BellRing Brands, Inc.(1) | 76 | 1219 |
|  BJ's Wholesale Club Holdings, Inc.(1) | 116 | 11373 |
|  Cal-Maine Foods, Inc. | 14 | 1139 |
|  Casey's General Stores, Inc. | 17 | 12239 |
|  Celsius Holdings, Inc.(1) | 228 | 8072 |
|  Central Garden & Pet Co. - Class A(1) | 8 | 261 |
|  Church & Dwight Co., Inc. | 184 | 17158 |
|  Coca-Cola Consolidated, Inc. | 7 | 1274 |
|  Dollar General Corp. | 9 | 1037 |
|  Dollar Tree, Inc.(1) | 74 | 8107 |
|  elf Beauty, Inc.(1) | 8 | 496 |
|  Ingles Markets, Inc. - Class A | 11 | 969 |
|  J&J Snack Foods Corp. | 13 | 1000 |
|  Kenvue, Inc. | 41 | 700 |
|  Keurig Dr Pepper, Inc. | 446 | 11741 |
|  Kroger Co. | 5 | 376 |
|  Nature's Sunshine Products, Inc.(1) | 12 | 295 |
|  Performance Food Group Co.(1) | 46 | 3980 |
|  Post Holdings, Inc.(1) | 3 | 248 |

---

------

---

| | | |
|:---|:---|:---|
|  PriceSmart, Inc. | 1 | 199 |
|  Primo Brands Corp. - Class A | 231 | 4341 |
|  Reynolds Consumer Products, Inc. | 23 | 480 |
|  Simply Good Foods Co.(1) | 117 | 1672 |
|  Sprouts Farmers Market, Inc.(1) | 11 | 857 |
|  Universal Corp. | 2 | 79 |
|  US Foods Holding Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;112 | 10364 |
|  Village Super Market, Inc. - Class A | 1 | 28 |
|  WD-40 Co. | 35 | 7208 |
|  Total Consumer Staples |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108527 |
|  **Energy – 5.86%** |  |  |
|  Antero Resources Corp.(1) | 19 | 813 |
|  Archrock, Inc. | 71 | 2480 |
|  Baker Hughes Co. - Class A | 256 | 15608 |
|  Bristow Group, Inc. | 19 | 895 |
|  California Resources Corp. | 22 | 1540 |
|  Cameco Corp. | 16 | 1785 |
|  Cheniere Energy, Inc. | 16 | 4434 |
|  CNX Resources Corp.(1) | 212 | 8185 |
|  Comstock Resources, Inc.(1) | 26 | 554 |
|  Core Laboratories, Inc. | 43 | 727 |
|  Core Natural Resources, Inc. | 7 | 701 |
|  Coterra Energy, Inc. | 29 | 1020 |
|  Crescent Energy Co. - Class A | 182 | 2451 |
|  CVR Energy, Inc. | 22 | 734 |
|  Diamondback Energy, Inc. | 3 | 550 |
|  Dorian LPG Ltd. | 5 | 186 |
|  Encore Energy Corp.(1) | 251 | 451 |
|  EOG Resources, Inc. | 101 | 14559 |
|  EQT Corp. | 170 | 10813 |
|  Expand Energy Corp. | 8 | 833 |
|  Expro Group Holdings NV(1) | 57 | 991 |
|  FLEX LNG Ltd. | 29 | 851 |
|  Golar LNG Ltd. | 15 | 788 |
|  Helix Energy Solutions Group, Inc.(1) | 80 | 790 |
|  Helmerich & Payne, Inc. | 32 | 1164 |
|  HF Sinclair Corp. | 57 | 3551 |
|  Innovex International, Inc.(1) | 48 | 1176 |
|  International Seaways, Inc. | 12 | 890 |
|  Kinetik Holdings, Inc. - Class A | 9 | 448 |
|  Kodiak Gas Services, Inc. | 17 | 1018 |
|  Magnolia Oil & Gas Corp. - Class A | 256 | 8072 |
|  Matador Resources Co. | 161 | 10166 |
|  Noble Corp. Plc | 34 | 1691 |
|  Northern Oil & Gas, Inc. | 215 | 6296 |
|  ONEOK, Inc.(2) | 0 | 34 |
|  Peabody Energy Corp. | 33 | 1085 |
|  Permian Resources Corp. - Class A | 277 | 5907 |
|  Range Resources Corp. | 17 | 765 |
|  REX American Resources Corp.(1) | 7 | 306 |
|  RPC, Inc. | 219 | 1553 |
|  Scorpio Tankers, Inc. | 11 | 803 |
|  SM Energy Co. | 35 | 1091 |
|  Targa Resources Corp. | 13 | 3377 |
|  TechnipFMC Plc | 396 | 27346 |
|  Teekay Corp. Ltd. | 35 | 429 |
|  Tidewater, Inc.(1) | 97 | 8075 |

---

------

---

| | | |
|:---|:---|:---|
|  Transocean Ltd.(1) | 173 | 1149 |
|  Uranium Energy Corp.(1) | 58 | 782 |
|  Valero Energy Corp. | 41 | 10117 |
|  Viper Energy, Inc. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;119 | 5576 |
|  Vitesse Energy, Inc. | 16 | 288 |
|  Williams Companies, Inc. | 28 | 2058 |
|  Total Energy |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177952 |
|  **Financials – 12.57%** |  |  |
|  1st Source Corp. | 1 | 50 |
|  Affiliated Managers Group, Inc. | 1 | 215 |
|  Affirm Holdings, Inc. - Class A(1) | 115 | 5274 |
|  Aflac, Inc. | 2 | 233 |
|  AGNC Investment Corp. | 15 | 149 |
|  Allstate Corp. | 13 | 2731 |
|  Ally Financial, Inc. | 9 | 341 |
|  American Financial Group, Inc. | 57 | 7248 |
|  American International Group, Inc. | 42 | 3169 |
|  Ameriprise Financial, Inc. | 1 | 251 |
|  Annaly Capital Management, Inc. | 573 | 12120 |
|  Apollo Commercial Real Estate Finance, Inc. | 74 | 784 |
|  Apollo Global Management, Inc. | 4 | 449 |
|  Arch Capital Group Ltd.(1) | 117 | 11270 |
|  Ares Management Corp. - Class A | 21 | 2275 |
|  Arthur J. Gallagher & Co. | 7 | 1423 |
|  Artisan Partners Asset Management, Inc. - Class A | 19 | 693 |
|  Associated Banc-Corp. | 2 | 46 |
|  Atlantic Union Bankshares Corp. | 14 | 496 |
|  Axis Capital Holdings Ltd. | 21 | 2096 |
|  Axos Financial, Inc.(1) | 6 | 513 |
|  Banc of California, Inc. | 63 | 1101 |
|  BancFirst Corp. | 5 | 510 |
|  Banco Latinoamericano de Comercio Exterior SA - Class E | 9 | 477 |
|  Bank First Corp. | 1 | 91 |
|  Bank of Hawaii Corp. | 7 | 545 |
|  Bank of Marin Bancorp | 9 | 237 |
|  BankUnited, Inc. | 74 | 3359 |
|  Beacon Financial Corp. | 12 | 374 |
|  Blackstone Mortgage Trust, Inc. - Class A | 22 | 417 |
|  BOK Financial Corp. | 12 | 1595 |
|  Bread Financial Holdings, Inc. | 5 | 408 |
|  Bridgewater Bancshares, Inc.(1) | 32 | 562 |
|  Brown & Brown, Inc. | 81 | 5271 |
|  Burke & Herbert Financial Services Corp. | 10 | 602 |
|  Byline Bancorp, Inc. | 1 | 33 |
|  Capital One Financial Corp. | 13 | 2302 |
|  CBOE Global Markets, Inc. | 24 | 6883 |
|  Central Pacific Financial Corp. | 11 | 355 |
|  Cincinnati Financial Corp.(2) | 0 | 67 |
|  Citizens Financial Group, Inc. | 13 | 774 |
|  City Holding Co. | 1 | 132 |
|  CNA Financial Corp. | 17 | 769 |
|  CNO Financial Group, Inc. | 18 | 721 |
|  Coinbase Global, Inc. - Class A(1) | 4 | 701 |
|  Columbia Banking System, Inc. | 16 | 429 |
|  Commerce Bancshares, Inc. | 10 | 476 |
|  Community Financial System, Inc. | 83 | 4894 |
|  Community Trust Bancorp, Inc.(2) | 0 | 1 |

---

------

---

| | | |
|:---|:---|:---|
|  Corpay, Inc.(1) | 1 | 372 |
|  Cullen/Frost Bankers, Inc. | 23 | 3157 |
|  Customers Bancorp, Inc.(1) | 9 | 602 |
|  CVB Financial Corp. | 21 | 401 |
|  Dime Community Bancshares, Inc. | 17 | 580 |
|  Eastern Bankshares, Inc. | 41 | 805 |
|  Enact Holdings, Inc. | 22 | 891 |
|  Essent Group Ltd. | 16 | 922 |
|  Evercore, Inc. - Class A(2) | 0 | 74 |
|  Everest Group Ltd. | 4 | 1379 |
|  FactSet Research Systems, Inc. | 9 | 1907 |
|  Fifth Third Bancorp | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19502 |
|  Figure Technology Solutions, Inc. - Class A(1) | 29 | 971 |
|  Financial Institutions, Inc. | 18 | 584 |
|  First Bancorp | 238 | 5080 |
|  First Citizens BancShares, Inc. - Class A | 7 | 13561 |
|  First Financial Bancorp | 75 | 2098 |
|  First Foundation, Inc.(1) | 54 | 317 |
|  First Hawaiian, Inc. | 160 | 3938 |
|  First Interstate BancSystem, Inc. - Class A | 10 | 341 |
|  FirstCash Holdings, Inc. | 6 | 1162 |
|  Flagstar Bank N.A. | 430 | 5661 |
|  FNB Corp. | 2 | 34 |
|  Fulton Financial Corp. | 31 | 638 |
|  Genworth Financial, Inc. - Class A(1) | 39 | 313 |
|  German American Bancorp, Inc. | 1 | 56 |
|  Glacier Bancorp, Inc. | 35 | 1578 |
|  Globe Life, Inc. | 61 | 8555 |
|  Goosehead Insurance, Inc. - Class A(1) | 21 | 914 |
|  HA Sustainable Infrastructure Capital, Inc. | 294 | 10806 |
|  Hagerty, Inc. - Class A(1) | 199 | 2096 |
|  Hamilton Lane, Inc. - Class A | 7 | 742 |
|  Hancock Whitney Corp. | 4 | 252 |
|  Hanover Insurance Group, Inc. | 55 | 9459 |
|  HBT Financial, Inc. | 4 | 114 |
|  Heritage Commerce Corp. | 19 | 242 |
|  Heritage Financial Corp. | 22 | 573 |
|  Horace Mann Educators Corp. | 16 | 670 |
|  Horizon Bancorp, Inc. | 23 | 385 |
|  Houlihan Lokey, Inc. - Class A | 13 | 1921 |
|  Huntington Bancshares, Inc. | 45 | 706 |
|  Independent Bank Corp. | 3 | 94 |
|  Independent Bank Corp. | 64 | 4813 |
|  Interactive Brokers Group, Inc. - Class A | 53 | 3572 |
|  International Bancshares Corp. | 14 | 948 |
|  Invesco Ltd. | 398 | 9661 |
|  Jack Henry & Associates, Inc. | 35 | 5472 |
|  Jackson Financial, Inc. - Class A | 6 | 685 |
|  Jefferies Financial Group, Inc. | 59 | 2424 |
|  KeyCorp | 418 | 8380 |
|  Kinsale Capital Group, Inc. | 5 | 1661 |
|  Lincoln National Corp. | 12 | 408 |
|  Live Oak Bancshares, Inc. | 14 | 469 |
|  Loews Corp. | 92 | 9769 |
|  LPL Financial Holdings, Inc. | 36 | 10764 |
|  M&T Bank Corp. | 2 | 346 |
|  MarketAxess Holdings, Inc. | 34 | 5679 |

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------

---

| | | |
|:---|:---|:---|
|  Marqeta, Inc. - Class A(1) | 166 | 677 |
|  Mechanics Bancorp - Class A | 25 | 372 |
|  Mercury General Corp. | 13 | 1130 |
|  Metropolitan Bank Holding Corp. | 4 | 293 |
|  MFA Financial, Inc. | 6 | 62 |
|  Moelis & Co. - Class A | 24 | 1396 |
|  MSCI, Inc. - Class A | 10 | 5173 |
|  NBT Bancorp, Inc. | 1 | 46 |
|  NCR Atleos Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8664 |
|  Nelnet, Inc. - Class A | 4 | 553 |
|  NMI Holdings, Inc. - Class A(1) | 2 | 89 |
|  NU Holdings Ltd. - Class A(1) | 62 | 892 |
|  OFG Bancorp | 2 | 101 |
|  Old Second Bancorp, Inc. | 5 | 97 |
|  Pagseguro Digital Ltd. - Class A | 66 | 661 |
|  Park National Corp. | 2 | 367 |
|  Pinnacle Financial Partners, Inc. | 3 | 221 |
|  Primis Financial Corp. | 44 | 589 |
|  PROG Holdings, Inc. | 1 | 31 |
|  Prosperity Bancshares, Inc. | 69 | 4636 |
|  Provident Financial Services, Inc. | 51 | 1079 |
|  QCR Holdings, Inc.(2) | 0 | 37 |
|  Radian Group, Inc. | 10 | 330 |
|  Raymond James Financial, Inc. | 12 | 1773 |
|  RBB Bancorp | 19 | 413 |
|  Regions Financial Corp. | 184 | 4799 |
|  Reinsurance Group of America, Inc. - Class A | 9 | 1788 |
|  Remitly Global, Inc.(1) | 61 | 950 |
|  Renasant Corp. | 25 | 918 |
|  Republic Bancorp, Inc. - Class A | 8 | 534 |
|  RLI Corp. | 23 | 1314 |
|  Robinhood Markets, Inc. - Class A(1) | 44 | 3024 |
|  Rocket Companies, Inc. - Class A(1) | 172 | 2445 |
|  Ryan Specialty Holdings, Inc. - Class A | 106 | 3570 |
|  Seacoast Banking Corp. of Florida | 12 | 368 |
|  SEI Investments Co.(2) | 0 | 26 |
|  Selective Insurance Group, Inc. | 7 | 532 |
|  ServisFirst Bancshares, Inc. | 8 | 566 |
|  SiriusPoint Ltd.(1) | 20 | 440 |
|  Southern First Bancshares, Inc.(1) | 8 | 433 |
|  SouthState Bank Corp. | 13 | 1224 |
|  Starwood Property Trust, Inc. | 31 | 540 |
|  Stellar Bancorp, Inc. | 12 | 424 |
|  Stewart Information Services Corp. | 86 | 5320 |
|  Stifel Financial Corp. | 76 | 5636 |
|  StoneX Group, Inc.(1) | 7 | 541 |
|  Synchrony Financial | 1 | 96 |
|  Texas Capital Bancshares, Inc.(1) | 66 | 6293 |
|  TFS Financial Corp. | 58 | 815 |
|  Toast, Inc. - Class A(1) | 169 | 4480 |
|  Tompkins Financial Corp. | 4 | 307 |
|  TPG, Inc. - Class A | 33 | 1329 |
|  Tradeweb Markets, Inc. - Class A | 24 | 2853 |
|  TriCo Bancshares | 5 | 228 |
|  Triumph Financial, Inc.(1) | 12 | 734 |
|  UMB Financial Corp. | 101 | 11414 |
|  United Community Banks, Inc. | 30 | 944 |

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------

---

| | | |
|:---|:---|:---|
|  Universal Insurance Holdings, Inc. | 12 | 394 |
|  Valley National Bancorp | 92 | 1126 |
|  Virtu Financial, Inc. - Class A | 14 | 603 |
|  WaFd, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179 | 5613 |
|  Walker & Dunlop, Inc. | 16 | 690 |
|  Webster Financial Corp. | 47 | 3233 |
|  WesBanco, Inc. | 32 | 1087 |
|  Westamerica BanCorp | 4 | 203 |
|  Western Alliance Bancorp | 3 | 204 |
|  White Mountains Insurance Group Ltd. | 4 | 9003 |
|  Wintrust Financial Corp. | 45 | 6184 |
|  XP, Inc. - Class A | 29 | 559 |
|  Zions Bancorp N.A. | 44 | 2548 |
|  Total Financials |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381430 |
|  **Healthcare – 12.41%** |  |  |
|  10X Genomics, Inc. - Class A(1) | 40 | 842 |
|  4D Molecular Therapeutics, Inc.(1) | 51 | 475 |
|  Abiomed, Inc.(1)(2)(3) | 0 | 0 |
|  Abivax SA - ADR(1) | 65 | 7287 |
|  Adaptive Biotechnologies Corp.(1) | 237 | 3295 |
|  ADMA Biologics, Inc.(1) | 74 | 670 |
|  Agilent Technologies, Inc. | 10 | 1166 |
|  Agios Pharmaceuticals, Inc.(1) | 6 | 215 |
|  Alcon AG | 135 | 10186 |
|  Align Technology, Inc.(1) | 5 | 885 |
|  Alignment Healthcare, Inc.(1) | 22 | 396 |
|  Alkermes Plc(1) | 66 | 2345 |
|  Alnylam Pharmaceuticals, Inc.(1) | 22 | 7329 |
|  Amicus Therapeutics, Inc.(1) | 73 | 1055 |
|  Amneal Pharmaceuticals, Inc.(1) | 59 | 736 |
|  Arcellx, Inc.(1) | 9 | 1056 |
|  Arcus Biosciences, Inc.(1) | 51 | 1110 |
|  Arrowhead Pharmaceuticals, Inc.(1) | 29 | 1811 |
|  Ascendis Pharma - ADR(1) | 127 | 29030 |
|  Atrium Therapeutics, Inc.(1) | 1 | 13 |
|  Avantor, Inc.(1) | 141 | 1108 |
|  Axsome Therapeutics, Inc.(1) | 5 | 761 |
|  BioCryst Pharmaceuticals, Inc.(1) | 32 | 308 |
|  Bio-Techne Corp. | 369 | 19287 |
|  Bridgebio Pharma, Inc.(1) | 15 | 1091 |
|  Caris Life Sciences, Inc.(1) | 46 | 815 |
|  Celldex Therapeutics, Inc.(1) | 19 | 615 |
|  Cencora, Inc. - Class A | 21 | 6666 |
|  Charles River Laboratories International, Inc.(1) | 73 | 12517 |
|  Chemed Corp. | 9 | 3553 |
|  Cooper Companies, Inc.(1) | 9 | 626 |
|  CorVel Corp.(1) | 47 | 2593 |
|  Crinetics Pharmaceuticals, Inc.(1) | 6 | 216 |
|  Cullinan Therapeutics, Inc.(1) | 52 | 736 |
|  Cytokinetics, Inc.(1) | 12 | 782 |
|  DaVita, Inc.(1) | 2 | 328 |
|  Denali Therapeutics, Inc.(1) | 33 | 632 |
|  DexCom, Inc.(1) | 48 | 3012 |
|  Dyne Therapeutics, Inc.(1) | 27 | 497 |
|  Embecta Corp. | 45 | 395 |
|  Encompass Health Corp. | 78 | 7540 |
|  Ensign Group, Inc. | 14 | 2755 |

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------

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| | | |
|:---|:---|:---|
|  Envista Holdings Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10506 |
|  Exelixis, Inc.(1) | 25 | 1068 |
|  GE HealthCare Technologies, Inc. | 8 | 581 |
|  GeneDx Holdings Corp. - Class A(1) | 42 | 2729 |
|  Glaukos Corp.(1) | 18 | 1911 |
|  Globus Medical, Inc. - Class A(1) | 148 | 12729 |
|  Guardant Health, Inc.(1) | 62 | 5771 |
|  Haemonetics Corp.(1) | 49 | 2737 |
|  Halozyme Therapeutics, Inc.(1) | 15 | 982 |
|  Hologic, Inc.(1) | 41 | 3122 |
|  ICON Plc(1) | 62 | 6852 |
|  ICU Medical, Inc.(1) | 4 | 518 |
|  Ideaya Biosciences, Inc.(1) | 21 | 698 |
|  IDEXX Laboratories, Inc.(1) | 3 | 1955 |
|  Immunovant, Inc.(1) | 29 | 732 |
|  Innoviva, Inc.(1) | 28 | 654 |
|  Insmed, Inc.(1) | 140 | 22952 |
|  Insulet Corp.(1) | 3 | 692 |
|  Integer Holdings Corp.(1) | 95 | 8374 |
|  Ionis Pharmaceuticals, Inc.(1) | 63 | 4750 |
|  IQVIA Holdings, Inc.(1) | 12 | 2004 |
|  IRhythm Holdings, Inc.(1) | 9 | 1110 |
|  Jazz Pharmaceuticals Plc(1) | 11 | 2136 |
|  Krystal Biotech, Inc.(1) | 6 | 1454 |
|  Labcorp Holdings, Inc. | 69 | 18364 |
|  Legend Biotech Corp. - ADR(1) | 70 | 1260 |
|  LeMaitre Vascular, Inc. | 3 | 378 |
|  Madrigal Pharmaceuticals, Inc.(1) | 1 | 727 |
|  Masimo Corp.(1) | 39 | 6970 |
|  McKesson Corp. | 2 | 2108 |
|  Medpace Holdings, Inc.(1) | 3 | 1380 |
|  Merit Medical Systems, Inc.(1) | 12 | 813 |
|  Mettler-Toledo International, Inc.(1) | 2 | 2239 |
|  Mineralys Therapeutics, Inc.(1) | 14 | 376 |
|  Natera, Inc.(1) | 62 | 12478 |
|  National HealthCare Corp. | 6 | 913 |
|  Neogen Corp.(1) | 178 | 1650 |
|  Neurocrine Biosciences, Inc.(1) | 40 | 5209 |
|  Newamsterdam Pharma Co. NV(1) | 82 | 2620 |
|  Nuvalent, Inc. - Class A(1) | 19 | 1994 |
|  OmniAb, Inc. - Class CR3(1)(2)(3)(5) | 0 |  |
|  OmniAb, Inc. - Class CR4(1)(2)(3)(5) | 0 |  |
|  Omnicell, Inc.(1) | 17 | 568 |
|  Option Care Health, Inc.(1) | 20 | 529 |
|  Pacira BioSciences, Inc.(1) | 37 | 845 |
|  PACS Group, Inc.(1) | 31 | 991 |
|  Pediatrix Medical Group, Inc.(1) | 37 | 781 |
|  Penumbra, Inc.(1) | 10 | 3359 |
|  Phibro Animal Health Corp. - Class A | 4 | 222 |
|  Privia Health Group, Inc.(1) | 23 | 475 |
|  PTC Therapeutics, Inc.(1) | 7 | 445 |
|  QIAGEN NV | 100 | 4023 |
|  Quest Diagnostics, Inc.(2) | 0 | 44 |
|  RadNet, Inc.(1) | 14 | 792 |
|  Rapport Therapeutics, Inc.(1) | 20 | 627 |
|  Replimune Group, Inc. - Class Rights(1) | 55 | 424 |
|  ResMed, Inc. | 5 | 1074 |

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------

---

| | | |
|:---|:---|:---|
|  Revolution Medicines, Inc.(1) | 87 | 8429 |
|  Revvity, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125 | 10953 |
|  Rhythm Pharmaceuticals, Inc.(1) | 104 | 9061 |
|  Roivant Sciences Ltd.(1) | 44 | 1227 |
|  Royalty Pharma Plc - Class A | 18 | 849 |
|  Sarepta Therapeutics, Inc.(1) | 28 | 603 |
|  Sotera Health Co.(1) | 41 | 589 |
|  Stevanato Group SpA | 95 | 1313 |
|  Supernus Pharmaceuticals, Inc.(1) | 19 | 979 |
|  Tenet Healthcare Corp.(1) | 52 | 9887 |
|  TransMedics Group, Inc.(1) | 6 | 601 |
|  Travere Therapeutics, Inc. - Class Preferre(1) | 17 | 499 |
|  Twist Bioscience Corp.(1) | 12 | 572 |
|  Ultragenyx Pharmaceutical, Inc.(1) | 44 | 924 |
|  Universal Health Services, Inc. - Class B | 5 | 981 |
|  Varex Imaging Corp.(1) | 54 | 577 |
|  Vaxcyte, Inc.(1) | 192 | 11178 |
|  Veeva Systems, Inc. - Class A(1) | 18 | 3177 |
|  Veracyte, Inc.(1) | 21 | 691 |
|  Voyager Therapeutics, Inc.(1) | 157 | 606 |
|  West Pharmaceutical Services, Inc. | 3 | 768 |
|  Xencor, Inc.(1) | 40 | 488 |
|  Xenon Pharmaceuticals, Inc.(1) | 55 | 3190 |
|  Total Healthcare |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;376572 |
|  **Industrials – 24.93%** |  |  |
|  AAON, Inc. | 11 | 949 |
|  AAR Corp.(1) | 7 | 814 |
|  ABM Industries, Inc. | 14 | 543 |
|  Advanced Drainage Systems, Inc. | 2 | 328 |
|  AECOM | 16 | 1328 |
|  AerCap Holdings NV | 91 | 12439 |
|  Aerovironment, Inc.(1) | 2 | 331 |
|  Air Lease Corp. - Class A | 34 | 2240 |
|  Allegiant Travel Co. - Class A(1) | 9 | 707 |
|  Allegion Plc | 15 | 2182 |
|  Amentum Holdings, Inc.(1) | 32 | 834 |
|  AMETEK, Inc. | 10 | 2038 |
|  AO Smith Corp. | 1 | 89 |
|  API Group Corp.(1) | 247 | 10017 |
|  Applied Industrial Technologies, Inc. | 2 | 568 |
|  ArcBest Corp. | 92 | 9021 |
|  Arcosa, Inc. | 66 | 6993 |
|  Armstrong World Industries, Inc. | 27 | 4490 |
|  ATI, Inc.(1) | 22 | 3210 |
|  Atkore, Inc. | 9 | 507 |
|  Atmus Filtration Technologies, Inc. | 11 | 634 |
|  Axon Enterprise, Inc.(1) | 29 | 12370 |
|  AZZ, Inc. | 3 | 383 |
|  Barrett Business Services, Inc. | 15 | 426 |
|  Bloom Energy Corp. - Class A(1) | 54 | 7358 |
|  Boeing Co.(1) | 6 | 1103 |
|  Boise Cascade Co. | 71 | 5419 |
|  Booz Allen Hamilton Holding Corp. - Class A | 72 | 5657 |
|  Brady Corp. - Class A | 80 | 6537 |
|  BrightView Holdings, Inc.(1) | 27 | 316 |
|  Brink's Co. | 11 | 1182 |
|  Broadridge Financial Solutions, Inc. | 18 | 2917 |

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------

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| | | |
|:---|:---|:---|
|  Builders FirstSource, Inc.(1) | 11 | 898 |
|  BWX Technologies, Inc. | 8 | 1727 |
|  CACI International, Inc. - Class A(1) | 16 | 8565 |
|  Canadian Pacific Kansas City Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;156 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12289 |
|  Carlisle Companies, Inc. | 24 | 8106 |
|  Carpenter Technology Corp. | 4 | 1502 |
|  Casella Waste Systems, Inc. - Class A(1) | 61 | 4877 |
|  CBIZ, Inc.(1) | 87 | 2338 |
|  CH Robinson Worldwide, Inc. | 120 | 19846 |
|  Chart Industries, Inc.(1) | 4 | 922 |
|  Clarivate Plc(1) | 363 | 919 |
|  Clean Harbors, Inc.(1) | 19 | 5384 |
|  CNH Industrial NV | 468 | 5145 |
|  Comfort Systems USA, Inc. | 40 | 54971 |
|  Copart, Inc.(1) | 62 | 2055 |
|  Core & Main, Inc. - Class A(1) | 207 | 10224 |
|  Crane Co. | 27 | 4662 |
|  CSW Industrials, Inc. | 2 | 618 |
|  Cummins, Inc.(2) | 0 | 52 |
|  Custom Truck One Source, Inc.(1) | 91 | 598 |
|  Delta Air Lines, Inc. | 21 | 1393 |
|  Donaldson Co., Inc. | 39 | 3297 |
|  Ducommun, Inc.(1) | 1 | 101 |
|  Dycom Industries, Inc.(1) | 7 | 2517 |
|  EMCOR Group, Inc. | 7 | 5025 |
|  Enerpac Tool Group Corp. - Class A | 84 | 3046 |
|  EnerSys | 4 | 673 |
|  Enpro, Inc. | 3 | 839 |
|  Esab Corp. | 48 | 4618 |
|  ESCO Technologies, Inc. | 13 | 3699 |
|  ExlService Holdings, Inc.(1) | 6 | 184 |
|  Expeditors International of Washington, Inc. | 3 | 457 |
|  Fastenal Co. | 15 | 714 |
|  Federal Signal Corp. | 23 | 2476 |
|  Ferguson Enterprises, Inc. | 7 | 1703 |
|  First Advantage Corp.(1) | 360 | 4229 |
|  Fluor Corp.(1) | 46 | 2140 |
|  Fortive Corp. | 9 | 518 |
|  Fortune Brands Innovations, Inc. | 1 | 50 |
|  Franklin Electric Co., Inc. | 1 | 134 |
|  FTAI Aviation Ltd. | 126 | 30747 |
|  FTI Consulting, Inc.(1) | 5 | 884 |
|  Gates Industrial Corp. Plc(1) | 788 | 17815 |
|  GATX Corp. | 37 | 6284 |
|  Generac Holdings, Inc.(1) | 2 | 325 |
|  Gibraltar Industries, Inc.(1) | 112 | 4464 |
|  Graco, Inc. | 38 | 3249 |
|  Granite Construction, Inc. | 1 | 89 |
|  GXO Logistics, Inc.(1) | 175 | 9094 |
|  HEICO Corp. | 8 | 2294 |
|  HEICO Corp. - Class A | 28 | 5950 |
|  Herc Holdings, Inc. | 6 | 629 |
|  Hexcel Corp. | 92 | 7443 |
|  HNI Corp. | 2 | 78 |
|  Howmet Aerospace, Inc. | 42 | 9659 |
|  Hubbell, Inc. - Class B | 7 | 3604 |
|  IDEX Corp. | 36 | 6755 |

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------

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| | | |
|:---|:---|:---|
|  Ingersoll Rand, Inc. | 52 | 4149 |
|  ITT, Inc. | 62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11756 |
|  Jacobs Solutions, Inc. | 74 | 9457 |
|  JB Hunt Transport Services, Inc. | 4 | 778 |
|  JBT Marel Corp. | 55 | 6997 |
|  Karman Holdings, Inc.(1) | 13 | 1002 |
|  Kirby Corp.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;149 | 19785 |
|  Knight-Swift Transportation Holdings, Inc. - Class A | 370 | 21301 |
|  Korn Ferry | 21 | 1322 |
|  Kratos Defense & Security Solutions, Inc.(1) | 62 | 4405 |
|  L3Harris Technologies, Inc. | 28 | 9562 |
|  Landstar System, Inc. | 5 | 835 |
|  Lincoln Electric Holdings, Inc. | 46 | 11539 |
|  Loar Holdings, Inc.(1) | 16 | 897 |
|  ManpowerGroup, Inc. | 50 | 1473 |
|  MasTec, Inc.(1) | 15 | 4667 |
|  Masterbrand, Inc.(1) | 1 | 11 |
|  Matson, Inc. | 6 | 994 |
|  Maximus, Inc. | 1 | 42 |
|  Mercury Systems, Inc.(1) | 17 | 1229 |
|  Miller Industries, Inc. | 8 | 369 |
|  Moog, Inc. - Class A | 12 | 3571 |
|  Mueller Industries, Inc. | 35 | 3833 |
|  National Presto Industries, Inc. | 1 | 201 |
|  Nextpower, Inc. - Class A(1) | 10 | 1193 |
|  Nordson Corp. | 8 | 2080 |
|  nVent Electric Plc | 21 | 2531 |
|  OPENLANE, Inc.(1) | 14 | 420 |
|  Oshkosh Corp. | 73 | 10673 |
|  Owens Corning | 13 | 1443 |
|  Parker-Hannifin Corp.(2) | 0 | 98 |
|  Parsons Corp.(1) | 15 | 820 |
|  Pentair Plc | 70 | 6078 |
|  Planet Labs PBC(1) | 35 | 976 |
|  Primoris Services Corp. | 11 | 1527 |
|  Quanta Services, Inc. | 15 | 8076 |
|  RB Global, Inc. | 9 | 847 |
|  RBC Bearings, Inc.(1) | 21 | 11256 |
|  Regal Rexnord Corp. | 106 | 19786 |
|  Republic Services, Inc. - Class A | 78 | 17097 |
|  Resideo Technologies, Inc.(1) | 13 | 454 |
|  Robert Half, Inc. | 308 | 7827 |
|  Rocket Lab Corp.(1) | 224 | 14403 |
|  Rockwell Automation, Inc.(2) | 0 | 164 |
|  Rollins, Inc. | 90 | 4805 |
|  Saia, Inc.(1) | 6 | 2034 |
|  Schneider National, Inc. - Class B | 2 | 65 |
|  Simpson Manufacturing Co., Inc. | 12 | 2038 |
|  SkyWest, Inc.(1) | 6 | 583 |
|  SPX Technologies, Inc.(1) | 15 | 2978 |
|  StandardAero, Inc.(1) | 392 | 10124 |
|  Standex International Corp.(2) | 0 | 106 |
|  Terex Corp. | 125 | 7400 |
|  Tetra Tech, Inc. | 36 | 1098 |
|  Timken Co. | 13 | 1299 |
|  Toro Co. | 199 | 18581 |
|  Trane Technologies Plc | 9 | 3749 |

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---

| | | |
|:---|:---|:---|
|  TransDigm Group, Inc.(2) | 0 | 66 |
|  Tutor Perini Corp. | 19 | 1442 |
|  Uber Technologies, Inc.(1) | 9 | 611 |
|  U-Haul Holding Co.(1) | 4 | 212 |
|  UL Solutions, Inc. - Class A | 63 | 5433 |
|  United Airlines Holdings, Inc.(1) | 1 | 123 |
|  United Rentals, Inc. | 1 | 678 |
|  V2X, Inc.(1) | 13 | 869 |
|  Valmont Industries, Inc. | 21 | 8225 |
|  Verra Mobility Corp. - Class A(1) | 22 | 312 |
|  Vertiv Holdings Co. - Class A | 40 | 10098 |
|  Vicor Corp.(1) | 5 | 852 |
|  Voyager Technologies, Inc. - Class A(1) | 30 | 696 |
|  VSE Corp. | 8 | 1430 |
|  Watsco, Inc. | 8 | 2951 |
|  Watts Water Technologies, Inc. - Class A | 11 | 3085 |
|  WESCO International, Inc. | 34 | 9237 |
|  Westinghouse Air Brake Technologies Corp. | 8 | 1889 |
|  WillScot Holdings Corp. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;367 | 6373 |
|  Woodward, Inc. | 23 | 8195 |
|  Worthington Enterprises, Inc.(2) | 0 | 24 |
|  WW Grainger, Inc.(2) | 0 | 113 |
|  XPO, Inc.(1) | 65 | 12632 |
|  Xylem, Inc. | 8 | 926 |
|  Zurn Elkay Water Solutions Corp. | 8 | 350 |
|  Total Industrials |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;756410 |
|  **Information Technology – 14.91%** |  |  |
|  ACI Worldwide, Inc.(1) | 102 | 4165 |
|  Adeia, Inc. | 44 | 1060 |
|  Advanced Energy Industries, Inc. | 6 | 1943 |
|  Agilysys, Inc.(1) | 6 | 394 |
|  Ambarella, Inc.(1) | 11 | 548 |
|  Amdocs Ltd. | 43 | 2787 |
|  Amkor Technology, Inc. | 44 | 1973 |
|  AppLovin Corp. - Class A(1) | 2 | 750 |
|  Arista Networks, Inc.(1) | 23 | 2877 |
|  Arlo Technologies, Inc.(1) | 42 | 600 |
|  Astera Labs, Inc.(1) | 55 | 6026 |
|  AvePoint, Inc.(1) | 6 | 57 |
|  Avnet, Inc. | 167 | 10306 |
|  Badger Meter, Inc. | 7 | 1018 |
|  Belden, Inc. | 25 | 2850 |
|  Benchmark Electronics, Inc. | 18 | 989 |
|  Bentley Systems, Inc. - Class B | 32 | 1140 |
|  Calix, Inc.(1) | 126 | 6195 |
|  CCC Intelligent Solutions Holdings, Inc.(1) | 425 | 2550 |
|  CDW Corp. | 97 | 11690 |
|  Ciena Corp.(1) | 32 | 12547 |
|  Cloudflare, Inc. - Class A(1) | 36 | 7413 |
|  Coherent Corp.(1) | 27 | 6523 |
|  Commvault Systems, Inc.(1) | 27 | 2108 |
|  Core Scientific, Inc.(1) | 107 | 1606 |
|  Corsair Gaming, Inc.(1) | 144 | 802 |
|  Crane NXT Co. | 137 | 5562 |
|  Credo Technology Group Holding Ltd.(1) | 12 | 1102 |
|  Crowdstrike Holdings, Inc. - Class A(1) | 6 | 2393 |
|  CyberArk Software Ltd.(1) | 10 | 437 |

---

------

---

| | | |
|:---|:---|:---|
|  Datadog, Inc. - Class A(1) | 37 | 4362 |
|  Descartes Systems Group, Inc.(1) | 14 | 1029 |
|  DigitalOcean Holdings, Inc.(1) | 16 | 1411 |
|  DXC Technology Co.(1) | 69 | 865 |
|  Dynatrace, Inc.(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215 | 7934 |
|  Elastic NV(1) | 16 | 797 |
|  Enphase Energy, Inc.(1) | 15 | 582 |
|  Entegris, Inc. | 37 | 4335 |
|  ePlus, Inc. | 2 | 152 |
|  Everpure, Inc. - Class A(1) | 70 | 4150 |
|  F5, Inc.(1) | 62 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17951 |
|  Fabrinet(1) | 15 | 7580 |
|  Fair Isaac Corp.(1) | 3 | 3448 |
|  Five9, Inc.(1) | 54 | 814 |
|  FormFactor, Inc.(1) | 103 | 9946 |
|  Gen Digital, Inc. | 82 | 1538 |
|  Globant SA(1) | 92 | 4237 |
|  Guidewire Software, Inc.(1) | 14 | 2144 |
|  HubSpot, Inc.(1) | 34 | 8191 |
|  Impinj, Inc.(1) | 4 | 418 |
|  Insight Enterprises, Inc.(1) | 13 | 898 |
|  IonQ, Inc.(1) | 17 | 495 |
|  IPG Photonics Corp.(1) | 45 | 5196 |
|  Itron, Inc.(1) | 6 | 502 |
|  Jabil, Inc. | 33 | 8684 |
|  Keysight Technologies, Inc.(1) | 78 | 21928 |
|  Knowles Corp.(1) | 36 | 920 |
|  Kyndryl Holdings, Inc.(1) | 87 | 1135 |
|  Lattice Semiconductor Corp.(1) | 73 | 6734 |
|  Littelfuse, Inc. | 17 | 5835 |
|  Lumentum Holdings, Inc.(1) | 3 | 1857 |
|  MACOM Technology Solutions Holdings, Inc.(1) | 29 | 6524 |
|  Manhattan Associates, Inc.(1) | 32 | 4229 |
|  MARA Holdings, Inc.(1) | 189 | 1542 |
|  Marvell Technology, Inc. | 11 | 1069 |
|  Microchip Technology, Inc. | 60 | 3860 |
|  Mirion Technologies, Inc. - Class A(1) | 44 | 816 |
|  MKS, Inc. | 72 | 16642 |
|  MongoDB, Inc. - Class A(1) | 7 | 1754 |
|  Monolithic Power Systems, Inc. | 3 | 3270 |
|  N-able, Inc.(1) | 238 | 1112 |
|  NetApp, Inc. | 4 | 381 |
|  Nice Ltd. - ADR(1) | 26 | 2886 |
|  Novanta, Inc.(1) | 14 | 1694 |
|  Nutanix, Inc. - Class A(1) | 19 | 718 |
|  Okta, Inc. - Class A(1) | 140 | 11034 |
|  ON Semiconductor Corp.(1) | 404 | 25011 |
|  Onto Innovation, Inc.(1) | 8 | 1540 |
|  OSI Systems, Inc.(1)(2) | 0 | 125 |
|  PagerDuty, Inc.(1) | 146 | 907 |
|  Palantir Technologies, Inc. - Class A(1) | 7 | 1094 |
|  Palo Alto Networks, Inc.(1) | 35 | 5625 |
|  PC Connection, Inc. | 17 | 972 |
|  Pegasystems, Inc. | 2 | 72 |
|  Plexus Corp.(1) | 34 | 6898 |
|  Power Integrations, Inc. | 108 | 5543 |
|  Procore Technologies, Inc.(1) | 15 | 834 |

---

------

---

| | | |
|:---|:---|:---|
|  PTC, Inc.(1) | 6 | 902 |
|  Q2 Holdings, Inc.(1) | 6 | 296 |
|  Qnity Electronics, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;129 | 14874 |
|  Qualys, Inc.(1) | 4 | 384 |
|  Rambus, Inc.(1) | 32 | 2711 |
|  Rigetti Computing, Inc.(1) | 188 | 2643 |
|  Riot Platforms, Inc.(1) | 117 | 1441 |
|  Rubrik, Inc. - Class A(1) | 15 | 730 |
|  Samsara, Inc. - Class A(1) | 319 | 10110 |
|  Sandisk Corp.(1) | 1 | 860 |
|  Sanmina Corp.(1) | 4 | 543 |
|  ScanSource, Inc.(1) | 4 | 128 |
|  Semtech Corp.(1) | 95 | 7290 |
|  Silicon Laboratories, Inc.(1) | 16 | 3332 |
|  SiTime Corp.(1) | 4 | 1512 |
|  Snowflake, Inc. - Class A(1) | 10 | 1546 |
|  SPS Commerce, Inc.(1) | 66 | 3648 |
|  Strategy, Inc. - Class A(1) | 2 | 286 |
|  Super Micro Computer, Inc.(1) | 12 | 284 |
|  TD SYNNEX Corp. | 55 | 9345 |
|  Teledyne Technologies, Inc.(1) | 4 | 2523 |
|  Tenable Holdings, Inc.(1) | 46 | 784 |
|  Teradyne, Inc. | 64 | 18865 |
|  Trimble, Inc.(1) | 6 | 363 |
|  Twilio, Inc. - Class A(1) | 16 | 2069 |
|  Tyler Technologies, Inc.(1) | 14 | 4638 |
|  Ubiquiti, Inc. | 1 | 1145 |
|  Universal Display Corp. | 64 | 5894 |
|  Varonis Systems, Inc. - Class B(1) | 46 | 989 |
|  Veeco Instruments, Inc.(1) | 31 | 1051 |
|  Viavi Solutions, Inc.(1) | 49 | 1622 |
|  Vishay Intertechnology, Inc. | 47 | 842 |
|  Vontier Corp. | 28 | 977 |
|  Western Digital Corp. | 3 | 890 |
|  Zebra Technologies Corp. - Class A(1) | 18 | 3743 |
|  Zoom Communications, Inc. - Class A(1) | 7 | 572 |
|  Zscaler, Inc.(1) | 2 | 213 |
|  Total Information Technology |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452676 |
|  **Materials – 4.62%** |  |  |
|  Albemarle Corp. | 7 | 1273 |
|  Alcoa Corp. | 6 | 426 |
|  Alpha Metallurgical Resources, Inc.(1) | 4 | 857 |
|  Amcor Plc | 40 | 1591 |
|  Amrize Ltd.(1) | 85 | 4745 |
|  AptarGroup, Inc. | 42 | 5298 |
|  Ashland, Inc. | 24 | 1332 |
|  Avery Dennison Corp. | 9 | 1481 |
|  Avient Corp. | 134 | 4865 |
|  Axalta Coating Systems Ltd.(1) | 6 | 166 |
|  Balchem Corp. | 4 | 597 |
|  Celanese Corp. - Class A | 28 | 1853 |
|  CF Industries Holdings, Inc. | 2 | 307 |
|  Chemours Co. | 80 | 1756 |
|  Coeur Mining, Inc.(1) | 75 | 1412 |
|  Commercial Metals Co. | 25 | 1522 |
|  Corteva, Inc. | 1 | 104 |
|  Crown Holdings, Inc. | 3 | 277 |

---

------

---

| | | |
|:---|:---|:---|
|  Eagle Materials, Inc. | 19 | 3608 |
|  Eastman Chemical Co. | 109 | 8302 |
|  Element Solutions, Inc. | 140 | 4792 |
|  FMC Corp. | 69 | 1187 |
|  Freeport-McMoRan, Inc. | 143 | 8432 |
|  Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1312 | 13037 |
|  Hecla Mining Co. | 61 | 1133 |
|  James Hardie Industries Plc(1) | 97 | 1840 |
|  Louisiana-Pacific Corp. | 3 | 249 |
|  Martin Marietta Materials, Inc. | 3 | 1837 |
|  Mativ Holdings, Inc. | 69 | 603 |
|  Novagold Resources, Inc.(1) | 69 | 620 |
|  Nucor Corp. | 11 | 1886 |
|  O-I Glass, Inc.(1) | 524 | 5511 |
|  Packaging Corp. of America | 34 | 7245 |
|  Reliance, Inc. | 34 | 10232 |
|  Royal Gold, Inc. | 6 | 1604 |
|  RPM International, Inc. | 228 | 22680 |
|  Silgan Holdings, Inc. | 1 | 40 |
|  SSR Mining, Inc.(1) | 37 | 1075 |
|  Steel Dynamics, Inc. | 2 | 386 |
|  Stepan Co. | 17 | 872 |
|  Titan America SA(1) | 36 | 533 |
|  United States Lime & Minerals, Inc. | 4 | 563 |
|  Vulcan Materials Co. | 42 | 11374 |
|  Warrior Met Coal, Inc. | 8 | 735 |
|  Worthington Steel, Inc.(2) | 0 | 14 |
|  Total Materials |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140252 |
|  **Real Estate – 3.77%** |  |  |
|  Acadia Realty Trust | 5 | 98 |
|  American Healthcare REIT, Inc. | 134 | 6324 |
|  American Homes 4 Rent - Class A | 12 | 342 |
|  Americold Realty Trust, Inc. | 97 | 1117 |
|  Brixmor Property Group, Inc. | 91 | 2629 |
|  Broadstone Net Lease, Inc. - Class A | 169 | 3096 |
|  BXP, Inc. | 54 | 2826 |
|  Camden Property Trust | 2 | 205 |
|  CareTrust REIT, Inc. | 15 | 531 |
|  CBL & Associates Properties, Inc. | 23 | 880 |
|  CBRE Group, Inc. - Class A(1) | 88 | 11900 |
|  Colliers International Group, Inc. | 31 | 3316 |
|  COPT Defense Properties | 263 | 8054 |
|  Cousins Properties, Inc. | 22 | 485 |
|  CubeSmart | 138 | 5046 |
|  Cushman & Wakefield Ltd.(1) | 76 | 933 |
|  Douglas Emmett, Inc. | 107 | 1003 |
|  EastGroup Properties, Inc.(2) | 0 | 51 |
|  Empire State Realty Trust, Inc. - Class A | 12 | 63 |
|  Equity LifeStyle Properties, Inc. | 35 | 2180 |
|  Essential Properties Realty Trust, Inc. | 25 | 762 |
|  Essex Property Trust, Inc. | 1 | 168 |
|  Extra Space Storage, Inc. | 5 | 672 |
|  First Industrial Realty Trust, Inc. | 32 | 1836 |
|  FirstService Corp. | 26 | 3676 |
|  Forestar Group, Inc.(1) | 19 | 453 |
|  Getty Realty Corp. | 30 | 968 |
|  Healthcare Realty Trust, Inc. - Class A | 12 | 197 |

---

------

---

| | | |
|:---|:---|:---|
|  Howard Hughes Holdings, Inc.(1) | 8 | 526 |
|  Independence Realty Trust, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440 | 6554 |
|  InvenTrust Properties Corp. | 10 | 294 |
|  Jones Lang LaSalle, Inc.(1) | 70 | 21321 |
|  Kennedy-Wilson Holdings, Inc. | 86 | 933 |
|  Kilroy Realty Corp. | 5 | 138 |
|  Kimco Realty Corp. | 12 | 276 |
|  Kite Realty Group Trust | 61 | 1490 |
|  Lamar Advertising Co. - Class A | 4 | 535 |
|  Macerich Co. | 9 | 166 |
|  National Health Investors, Inc. | 3 | 267 |
|  Outfront Media, Inc. | 16 | 433 |
|  Pebblebrook Hotel Trust | 56 | 707 |
|  Phillips Edison & Co., Inc. | 9 | 345 |
|  Rayonier, Inc. | 30 | 609 |
|  Rexford Industrial Realty, Inc. | 19 | 638 |
|  Ryman Hospitality Properties, Inc. | 30 | 2761 |
|  Sabra Health Care REIT, Inc. | 8 | 145 |
|  Simon Property Group, Inc.(2) | 0 | 67 |
|  SL Green Realty Corp. | 17 | 628 |
|  St Joe Co. | 9 | 590 |
|  STAG Industrial, Inc. | 135 | 4854 |
|  Tanger, Inc. | 13 | 444 |
|  Terreno Realty Corp. | 11 | 654 |
|  Veris Residential, Inc. | 37 | 695 |
|  Vornado Realty Trust | 9 | 233 |
|  Weyerhaeuser Co. | 338 | 8259 |
|  Total Real Estate |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114373 |
|  **Utilities – 3.99%** |  |  |
|  Alliant Energy Corp. | 110 | 7928 |
|  American Electric Power Co., Inc. | 152 | 19894 |
|  American States Water Co. | 46 | 3506 |
|  American Water Works Co., Inc. | 90 | 12304 |
|  Avista Corp. | 17 | 681 |
|  Black Hills Corp. | 22 | 1547 |
|  Brookfield Infrastructure Corp. - Class A | 31 | 1232 |
|  California Water Service Group | 21 | 940 |
|  CenterPoint Energy, Inc. | 27 | 1164 |
|  Chesapeake Utilities Corp. | 40 | 5028 |
|  Clearway Energy, Inc. - Class A | 15 | 594 |
|  Consolidated Edison, Inc. | 2 | 199 |
|  Constellation Energy Corp. | 1 | 249 |
|  DTE Energy Co. | 2 | 302 |
|  Essential Utilities, Inc. | 30 | 1222 |
|  Exelon Corp. | 15 | 711 |
|  FirstEnergy Corp. | 351 | 17793 |
|  H2O America | 26 | 1533 |
|  IDACORP, Inc. - Class Rights | 88 | 12599 |
|  MGE Energy, Inc. | 7 | 517 |
|  New Jersey Resources Corp. | 6 | 351 |
|  Northwest Natural Holding Co. | 23 | 1235 |
|  Northwestern Energy Group, Inc. | 15 | 973 |
|  NRG Energy, Inc. | 5 | 756 |
|  OGE Energy Corp. | 12 | 559 |
|  ONE Gas, Inc. | 62 | 5310 |
|  Ormat Technologies, Inc. | 24 | 2694 |
|  Pinnacle West Capital Corp. | 13 | 1275 |

---

------

---

| | | |
|:---|:---|:---|
|  Portland General Electric Co. | 14 | 718 |
|  Southwest Gas Holdings, Inc. | 11 | 945 |
|  Talen Energy Corp.(1) | 10 | 3098 |
|  TXNM Energy, Inc. | 53 | 3077 |
|  UGI Corp. | 126 | 4588 |
|  Vistra Corp. | 32 | 4850 |
|  WEC Energy Group, Inc.(2) | 0 | 19 |
|  Xcel Energy, Inc. | 11 | 836 |
|  Total Utilities |  | 121227 |
|  **Total Common Stocks (Cost: $2,385,241)** |  | **2963145** |
|  **SHORT-TERM INVESTMENTS – 2.16%** |  |  |
|  **Money Market Funds – 2.07%** |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(4) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62881 | 62881 |
|  **Total Money Market Funds (Cost: $62,881)** |  | **62881** |
|  | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Time Deposits – 0.09%** |  |  |
|  Citibank, New York, 3.13% due 04/01/2026 | $2682 | 2682 |
|  **Total Time Deposits (Cost: $2,682)** |  | **2682** |
|  **Total Short-Term Investments (Cost: $65,563)** |  | **65563** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.79%** |  |  |
|  **(Cost: $2,450,804)** |  | **3028708** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.21%** |  | **6331** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**3035039** |

---

Percentages are stated as a percent of net assets.

ADR American Depositary Receipt

REIT Real Estate Investment Trust

(1) Non-income producing security.

(2) A zero balance may reflect actual amounts rounding to less than one thousand.

(3) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $0, which represents 0.00% of total net assets.

(4) Represents annualized seven-day yield as of the close of the reporting
period.

(5) Security that is restricted at March 31, 2026. The value of these securities totals $-, which represents
0.00% of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Bridge Builder International Equity Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | **Shares<br>(000s)** | **Value<br>(000s)** |
|  **COMMON STOCKS – 96.98%** |  |  |
|  **Australia – 1.39%** |  |  |
|  ALS Ltd. | 653 | $9589 |
|  ANZ Group Holdings Ltd. | 179 | 4499 |
|  APA Group | 77 | 532 |
|  Aristocrat Leisure Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1211 | 38495 |
|  ASX Ltd. | 12 | 421 |
|  BHP Group Ltd. | 1418 | 51300 |
|  Brambles Ltd. | 82 | 1290 |
|  CAR Group Ltd. | 23 | 367 |
|  Cochlear Ltd. | 4 | 457 |
|  Coles Group Ltd. | 81 | 1232 |
|  Commonwealth Bank of Australia | 100 | 11729 |
|  Computershare Ltd. | 31 | 614 |
|  CSL Ltd. | 286 | 28049 |
|  Deterra Royalties Ltd. | 1854 | 5237 |
|  Domino's Pizza Enterprises Ltd. | 271 | 3067 |
|  Evolution Mining Ltd. | 123 | 1109 |
|  Fortescue Ltd. | 101 | 1449 |
|  Goodman Group | 124 | 2218 |
|  Insurance Australia Group Ltd. | 141 | 715 |
|  IPH Ltd. | 4030 | 9175 |
|  Lottery Corp. Ltd. | 2349 | 8774 |
|  Lynas Rare Earths Ltd.(1) | 54 | 734 |
|  Macquarie Group Ltd. | 22 | 3102 |
|  Medibank Pvt Ltd. | 164 | 498 |
|  National Australia Bank Ltd. | 182 | 5267 |
|  Northern Star Resources Ltd. | 1719 | 24991 |
|  Origin Energy Ltd. | 102 | 879 |
|  Orora Ltd. | 7613 | 9999 |
|  Pro Medicus Ltd. | 3 | 284 |
|  Qantas Airways Ltd. | 1649 | 9686 |
|  QBE Insurance Group Ltd. | 1439 | 21230 |
|  REA Group Ltd. | 3 | 354 |
|  Rio Tinto Ltd. | 22 | 2492 |
|  Santos Ltd. | 5014 | 27444 |
|  Scentre Group | 308 | 711 |
|  SGH Ltd. | 12 | 343 |
|  Sigma Healthcare Ltd. | 310 | 573 |
|  Sonic Healthcare Ltd. | 28 | 392 |
|  South32 Ltd. | 274 | 831 |
|  Stockland | 146 | 439 |
|  Suncorp Group Ltd. | 64 | 717 |
|  Telstra Group Ltd. | 237 | 876 |
|  Transurban Group | 186 | 1816 |
|  Treasury Wine Estates Ltd. | 1462 | 3773 |
|  Vicinity Ltd. | 240 | 391 |
|  Washington H Soul Pattinson & Co. Ltd. | 20 | 568 |
|  Wesfarmers Ltd. | 68 | 3472 |
|  Westpac Banking Corp. | 203 | 5622 |
|  WiseTech Global Ltd. | 540 | 14569 |
|  Woodside Energy Group Ltd. | 112 | 2657 |
|  Woolworths Group Ltd. | 73 | 1855 |
|  Total Australia | Total Australia | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326883 |
|  **Austria – 0.21%** |  |  |
|  Andritz AG | 254 | 17668 |
|  BAWAG Group AG(1)(2) | 5 | 699 |
|  Erste Group Bank AG | 18 | 1963 |
|  OMV AG | 9 | 637 |
|  Raiffeisen Bank International AG(1) | 8 | 332 |
|  Verbund AG | 4 | 316 |
|  Wienerberger AG - Class Bearer | 1079 | 28700 |
|  Total Austria | Total Austria | 50315 |
|  **Belgium – 0.05%** |  |  |
|  Ageas SA | 9 | 636 |
|  Anheuser-Busch InBev SA | 59 | 4114 |
|  D'ieteren Group | 1 | 234 |
|  Elia Group SA - Class B(1) | 3 | 431 |
|  Financiere de Tubize SA | 1 | 293 |
|  Groupe Bruxelles Lambert NV | 5 | 426 |
|  KBC Group NV | 14 | 1656 |
|  Lotus Bakeries NV(3) | 0 | 260 |
|  Sofina SA | 1 | 249 |
|  Syensqo SA | 4 | 246 |
|  UCB SA | 8 | 2284 |
|  Total Belgium | Total Belgium | 10829 |
|  **Bermuda – 0.44%** |  |  |
|  Arch Capital Group Ltd.(1) | 819 | 78581 |
|  Hiscox Ltd. | 1236 | 24942 |
|  Total Bermuda | Total Bermuda | 103523 |

---

------

---

| | | |
|:---|:---|:---|
|  **Brazil – 1.24%** |  |  |
|  Ambev SA | 13654 | 40197 |
|  B3 SA - Brasil Bolsa Balcao | 18262 | 64871 |
|  Banco BTG Pactual SA | 2615 | 28418 |
|  Banco do Brasil SA | 6607 | 29338 |
|  NU Holdings Ltd. - Class A(1) | 4408 | 63342 |
|  PRIO SA(1) | 803 | 10262 |
|  TOTVS SA | 3000 | 20235 |
|  Vale SA | 920 | 14649 |
|  XP, Inc. - Class A | 1081 | 20591 |
|  Total Brazil | Total Brazil | 291903 |
|  **Canada – 2.63%** |  |  |
|  Agnico Eagle Mines Ltd. | 634 | 128638 |
|  Canadian Natural Resources Ltd. | 1443 | 70379 |
|  Canadian Pacific Kansas City Ltd. | 1043 | 82050 |
|  Element Fleet Management Corp. | 2032 | 44068 |
|  First Quantum Minerals Ltd.(1) | 155 | 3695 |
|  Franco-Nevada Corp. | 465 | 115142 |
|  Magna International, Inc. | 1463 | 81672 |
|  Shopify, Inc. - Class A(1) | 424 | 50298 |
|  Waste Connections, Inc. | 256 | 41650 |
|  Total Canada | Total Canada | 617592 |
|  **Chile – 0.02%** |  |  |
|  Antofagasta Plc | 24 | 1075 |
|  Empresa Nacional de Telecomunicaciones SA | 1066 | 4225 |
|  Total Chile | Total Chile | 5300 |
|  **China – 1.22%** |  |  |
|  China Merchants Bank Co. Ltd. - Class H | 5633 | 35793 |
|  Haier Smart Home Co. Ltd. - Class A | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10495 | 28115 |
|  Kingsoft Corp. Ltd. | 3057 | 8906 |
|  Li Ning Co. Ltd. | 734 | 2027 |
|  Midea Group Co. Ltd. - Class A | 565 | 6310 |
|  Sany Heavy Industry Co. Ltd. - Class A | 2536 | 7144 |
|  Shenzhou International Group Holdings Ltd. | 513 | 3137 |
|  Tencent Holdings Ltd. | 3037 | 191519 |
|  Vipshop Holdings Ltd. - ADR | 293 | 4608 |
|  Yangzijiang Shipbuilding Holdings Ltd. | 153 | 454 |
|  Total China | Total China | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288013 |
|  **Czech Republic – 0.00%(4)** |  |  |
|  CSG NV(1) | 12 | 323 |
|  Total Czech Republic | Total Czech Republic | 323 |
|  **Denmark – 1.21%** |  |  |
|  AP Moller - Maersk - Class A(3) | 0 | 441 |
|  AP Moller - Maersk - Class B(3) | 0 | 577 |
|  Carlsberg AS - Class B | 297 | 37123 |
|  Coloplast - Class B | 315 | 21429 |
|  Danske Bank | 1500 | 73935 |
|  Demant(1) | 626 | 18958 |
|  DSV | 12 | 2975 |
|  Genmab(1) | 4 | 985 |
|  GN Store Nord AS(1) | 242 | 3876 |
|  Novo Nordisk - Class B | 2035 | 74468 |
|  Novonesis Novozymes B - Class B | 21 | 1257 |
|  Orsted AS(1)(2) | 32 | 784 |
|  Pandora | 5 | 335 |
|  ROCKWOOL - Class B | 6 | 169 |
|  Tryg | 20 | 469 |
|  Vestas Wind Systems | 1522 | 45906 |
|  Total Denmark | Total Denmark | 283687 |
|  **Faroe Islands – 0.07%** |  |  |
|  Bakkafrost P/F | 366 | 17166 |
|  Total Faroe Islands | Total Faroe Islands | 17166 |
|  **Finland – 0.52%** |  |  |
|  Elisa OYJ | 8 | 405 |
|  Fortum OYJ | 26 | 672 |
|  Kesko OYJ - Class B | 17 | 374 |
|  Kone OYJ - Class B | 20 | 1284 |
|  Metso OYJ | 40 | 698 |
|  Neste OYJ | 25 | 821 |
|  Nokia OYJ | 1446 | 11603 |
|  Nokia OYJ - ADR | 5192 | 41741 |
|  Nordea Bank Abp | 184 | 3163 |
|  Orion OYJ - Class B | 7 | 542 |
|  Sampo OYJ - Class A | 3117 | 33322 |
|  Stora Enso OYJ - Class R | 35 | 410 |
|  UPM-Kymmene OYJ | 32 | 990 |
|  Wartsila OYJ Abp | 687 | 25593 |
|  Total Finland | Total Finland | 121618 |
|  **France – 10.89%** |  |  |
|  Accor SA | 519 | 24908 |
|  Aeroports de Paris SA | 2 | 259 |
|  Air Liquide SA | 482 | 99661 |
|  Airbus SE | 36 | 6758 |
|  Alstom SA(1) | 21 | 586 |
|  Alten SA | 154 | 9578 |
|  Amundi SA(2) | 764 | 65632 |

---

------

---

| | | |
|:---|:---|:---|
|  Arkema SA | 779 | 53498 |
|  AXA SA | 99 | 4561 |
|  Ayvens SA(2) | 21 | 247 |
|  BioMerieux | 141 | 15047 |
|  BNP Paribas SA | 1224 | 116617 |
|  Bollore SE | 40 | 229 |
|  Bouygues SA | 3231 | 187283 |
|  Bureau Veritas SA | 21 | 619 |
|  Capgemini SE | 1473 | 173769 |
|  Carrefour SA | 34 | 631 |
|  Cie de Saint-Gobain SA | 26 | 2191 |
|  Cie Generale des Etablissements Michelin SCA | 2623 | 89849 |
|  Covivio | 3 | 198 |
|  Credit Agricole SA | 64 | 1194 |
|  Danone SA | 38 | 3049 |
|  Dassault Aviation SA | 1 | 434 |
|  Dassault Systemes SE | 2826 | 57215 |
|  Edenred SE | 973 | 19388 |
|  Eiffage SA | 4 | 613 |
|  Elis SA | 568 | 16083 |
|  Engie SA | 109 | 3504 |
|  EssilorLuxottica SA | 194 | 45321 |
|  Gecina SA | 3 | 205 |
|  Getlink SE | 19 | 405 |
|  Hermes International SCA | 2 | 3592 |
|  Ipsen SA | 2 | 429 |
|  Kering SA | 242 | 73374 |
|  Klepierre SA | 13 | 489 |
|  Legrand SA | 164 | 25460 |
|  L'Oreal SA | 14 | 5892 |
|  LVMH Moet Hennessy Louis Vuitton SE | 230 | 125564 |
|  Orange SA | 110 | 2252 |
|  Pernod Ricard SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2307 | 171556 |
|  Publicis Groupe SA | 834 | 69064 |
|  Renault SA | 11 | 389 |
|  Rexel SA | 2531 | 100301 |
|  Safran SA | 306 | 100270 |
|  Sanofi SA | 3063 | 295837 |
|  Sartorius Stedim Biotech | 2 | 352 |
|  Schneider Electric SE | 894 | 243589 |
|  Societe Generale SA | 696 | 50785 |
|  Sodexo SA | 212 | 10902 |
|  Technip Energies NV | 602 | 25458 |
|  Teleperformance SE | 967 | 56836 |
|  Thales SA | 6 | 1624 |
|  TotalEnergies SE | 117 | 10781 |
|  Unibail-Rodamco-Westfield | 7 | 797 |
|  Veolia Environnement SA | 38 | 1431 |
|  Vinci SA | 1233 | 185081 |
|  Total France | Total France | 2561637 |
|  **Germany – 9.48%** |  |  |
|  Adidas AG | 166 | 26809 |
|  Allianz SE | 491 | 207419 |
|  BASF SE | 1851 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114008 |
|  Bayer AG | 1429 | 66147 |
|  Bayerische Motoren Werke AG | 149 | 13749 |
|  Beiersdorf AG | 6 | 511 |
|  Brenntag SE | 388 | 26308 |
|  Commerzbank AG | 43 | 1586 |
|  Continental AG | 611 | 42626 |
|  CTS Eventim AG & Co. KGaA | 4 | 225 |
|  Daimler Truck Holding AG | 2130 | 104882 |
|  Delivery Hero SE - Class A(1)(2) | 12 | 216 |
|  Deutsche Bank AG | 110 | 3259 |
|  Deutsche Boerse AG | 501 | 146639 |
|  Deutsche Lufthansa AG | 35 | 297 |
|  Deutsche Post AG | 3715 | 195816 |
|  Deutsche Telekom AG | 220 | 8204 |
|  E.ON SE | 136 | 2973 |
|  Evonik Industries AG | 9310 | 182689 |
|  Fresenius Medical Care AG | 1559 | 70637 |
|  Fresenius SE & Co. KGaA | 25 | 1309 |
|  GEA Group AG | 1260 | 90388 |
|  Hannover Rueck SE | 97 | 30570 |
|  Heidelberg Materials AG | 8 | 1686 |
|  Henkel AG & Co. KGaA | 6 | 444 |
|  Hensoldt AG | 4 | 342 |
|  HOCHTIEF AG | 1 | 422 |
|  Infineon Technologies AG | 79 | 3565 |
|  Knorr-Bremse AG | 4 | 502 |
|  LEG Immobilien SE | 4 | 283 |
|  Mercedes-Benz Group AG - Class REGISTERED | 390 | 23955 |
|  Merck KGaA | 1627 | 206744 |
|  MTU Aero Engines AG | 3 | 1181 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 8 | 4901 |
|  Nemetschek SE | 3 | 249 |

---

------

---

| | | |
|:---|:---|:---|
|  Rational AG(3) | 0 | 219 |
|  Rheinmetall AG | 30 | 50248 |
|  RWE AG | 37 | 2522 |
|  SAP SE | 1235 | 210518 |
|  Scout24 SE(2) | 105 | 8137 |
|  Siemens AG | 45 | 11044 |
|  Siemens Energy AG | 1641 | 282990 |
|  Siemens Healthineers AG(2) | 20 | 857 |
|  Stabilus SE | 135 | 2533 |
|  Symrise AG - Class A | 639 | 54587 |
|  Talanx AG | 4 | 490 |
|  Vonovia SE | 45 | 1136 |
|  Zalando SE(1)(2) | 937 | 22880 |
|  Total Germany | Total Germany | 2229702 |
|  **Greece – 0.04%** |  |  |
|  National Bank of Greece SA | 538 | 8306 |
|  Total Greece | Total Greece | 8306 |
|  **Hong Kong – 3.67%** |  |  |
|  AIA Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32542 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361579 |
|  Alibaba Group Holding Ltd. | 5629 | 88238 |
|  BOC Hong Kong Holdings Ltd. | 218 | 1203 |
|  China Overseas Land & Investment Ltd. | 16861 | 25145 |
|  China Resources Gas Group Ltd. | 4573 | 11144 |
|  China Resources Land Ltd. | 1407 | 5216 |
|  CK Asset Holdings Ltd. | 117 | 669 |
|  CK Hutchison Holdings Ltd. | 22945 | 176122 |
|  CK Infrastructure Holdings Ltd. | 37 | 297 |
|  CLP Holdings Ltd. | 100 | 941 |
|  Futu Holdings Ltd. - ADR(1) | 4 | 488 |
|  Galaxy Entertainment Group Ltd. | 16528 | 74705 |
|  Henderson Land Development Co. Ltd. | 3248 | 12067 |
|  HKT Trust & HKT Ltd. - Class Miscella | 229 | 358 |
|  Hong Kong & China Gas Co. Ltd. | 666 | 606 |
|  Hong Kong Exchanges & Clearing Ltd. | 288 | 14526 |
|  Hongkong Land Holdings Ltd. | 63 | 493 |
|  Jardine Matheson Holdings Ltd. | 298 | 21414 |
|  Link Real Estate Investment Trust | 157 | 727 |
|  MTR Corp. Ltd. | 91 | 373 |
|  Power Assets Holdings Ltd. | 81 | 632 |
|  Prudential Plc | 2818 | 39182 |
|  Sino Land Co. Ltd. | 214 | 315 |
|  SITC International Holdings Co. Ltd. | 77 | 337 |
|  Sun Hung Kai Properties Ltd. | 86 | 1432 |
|  Swire Pacific Ltd. - Class A | 811 | 8859 |
|  Techtronic Industries Co. Ltd. | 1079 | 14323 |
|  WH Group Ltd.(2) | 493 | 648 |
|  Wharf Holdings Ltd. | 58 | 161 |
|  Wharf Real Estate Investment Co. Ltd. | 99 | 288 |
|  Total Hong Kong | Total Hong Kong | 862488 |
|  **India – 0.81%** |  |  |
|  Havells India Ltd. | 204 | 2565 |
|  HDFC Bank Ltd. | 7884 | 61986 |
|  ICICI Bank Ltd. | 1207 | 15522 |
|  ICICI Bank Ltd. - ADR | 2131 | 55197 |
|  Marico Ltd. | 805 | 6247 |
|  Reliance Industries Ltd. | 2100 | 30304 |
|  UPL Ltd. | 2925 | 17763 |
|  Total India | Total India | 189584 |
|  **Indonesia – 0.10%** |  |  |
|  Bank Central Asia Tbk PT | 11339 | 4380 |
|  Bank Rakyat Indonesia Persero Tbk PT | 92168 | 18417 |
|  Total Indonesia | Total Indonesia | 22797 |
|  **Ireland – 2.07%** |  |  |
|  Accenture Plc - Class A | 318 | 62994 |
|  AerCap Holdings NV | 10 | 1419 |
|  AIB Group Plc | 124 | 1320 |
|  Bank of Ireland Group Plc | 7863 | 142666 |
|  DCC Plc | 335 | 20768 |
|  Experian Plc | 2909 | 100648 |
|  Irish Continental Group Plc | 1057 | 7747 |
|  James Hardie Industries Plc(1) | 1413 | 26063 |
|  Kerry Group Plc - Class A | 10 | 757 |
|  Kingspan Group Plc | 182 | 15529 |
|  Medtronic Plc | 1217 | 105425 |
|  Ryanair Holdings Plc | 51 | 1436 |
|  Total Ireland | Total Ireland | 486772 |
|  **Israel – 0.34%** |  |  |
|  Azrieli Group Ltd. | 3 | 353 |
|  Bank Hapoalim BM | 74 | 1730 |
|  Bank Leumi Le-Israel BM | 87 | 1937 |
|  Check Point Software Technologies Ltd.(1) | 5 | 746 |
|  CyberArk Software Ltd.(1) | 3 | 136 |
|  Elbit Systems Ltd. | 2 | 1413 |
|  ICL Group Ltd. | 46 | 239 |
|  Israel Discount Bank Ltd. - Class A | 72 | 729 |
|  Mizrahi Tefahot Bank Ltd. | 9 | 685 |

---

------

---

| | | |
|:---|:---|:---|
|  Monday.com Ltd.(1) | 3 | 179 |
|  Nice Ltd.(1) | 4 | 407 |
|  Nova Ltd.(1) | 2 | 783 |
|  Phoenix Financial Ltd. | 14 | 737 |
|  Teva Pharmaceutical Industries Ltd. - ADR(1) | 2279 | 68657 |
|  Tower Semiconductor Ltd.(1) | 7 | 1195 |
|  Total Israel | Total Israel | 79926 |
|  **Italy – 2.48%** |  |  |
|  Amplifon SpA | 542 | 5976 |
|  Banca Mediolanum SpA | 13 | 259 |
|  Banca Monte dei Paschi di Siena SpA | 116 | 1015 |
|  Banco BPM SpA | 67 | 933 |
|  BPER Banca SPA | 87 | 1140 |
|  Buzzi SpA | 5 | 228 |
|  Davide Campari-Milano NV | 4325 | 30900 |
|  Enel SpA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20722 | 226546 |
|  ENI SpA | 122 | 3473 |
|  Ferrari NV | 8 | 2581 |
|  FinecoBank Banca Fineco SpA | 36 | 798 |
|  Generali | 51 | 2045 |
|  Intesa Sanpaolo SpA | 827 | 5001 |
|  Italgas SpA | 36 | 421 |
|  Leonardo SpA | 24 | 1622 |
|  Moncler SpA | 14 | 857 |
|  Poste Italiane SpA(2) | 27 | 644 |
|  Prysmian SpA | 17 | 2001 |
|  Recordati Industria Chimica e Farmaceutica SpA | 7 | 381 |
|  Snam SpA | 27252 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;206446 |
|  Telecom Italia SpA(1) | 360 | 297 |
|  Telecom Italia SpA(1) | 711 | 499 |
|  Terna - Rete Elettrica Nazionale | 83 | 949 |
|  UniCredit SpA | 1233 | 88452 |
|  Unipol Assicurazioni SpA | 21 | 485 |
|  Total Italy | Total Italy | 583949 |
|  **Japan – 16.05%** |  |  |
|  ABC-Mart, Inc. | 900 | 14373 |
|  Advantest Corp. | 46 | 6362 |
|  Aeon Co. Ltd. | 134 | 1596 |
|  AGC, Inc. | 12 | 418 |
|  Air Water, Inc. | 362 | 4903 |
|  Aisin Corp. | 29 | 407 |
|  Ajinomoto Co., Inc. | 54 | 1536 |
|  ANA Holdings, Inc. | 10 | 170 |
|  Asahi Group Holdings Ltd. | 2595 | 25913 |
|  Asahi Kasei Corp. | 76 | 746 |
|  Asics Corp. | 42 | 1118 |
|  Astellas Pharma, Inc. | 107 | 1738 |
|  Bandai Namco Holdings, Inc. | 35 | 854 |
|  Bridgestone Corp. | 3347 | 69750 |
|  Canon, Inc. | 51 | 1410 |
|  Capcom Co. Ltd. | 21 | 450 |
|  Central Japan Railway Co. | 46 | 1191 |
|  Chiba Bank Ltd. | 34 | 435 |
|  Chubu Electric Power Co., Inc. | 42 | 686 |
|  Chugai Pharmaceutical Co. Ltd. | 41 | 2234 |
|  Dai Nippon Printing Co. Ltd. | 23 | 426 |
|  Daiei Kankyo Co. Ltd. | 259 | 6417 |
|  Daifuku Co. Ltd. | 20 | 689 |
|  Dai-ichi Life Holdings, Inc. | 210 | 1933 |
|  Daiichi Sankyo Co. Ltd. | 2371 | 42412 |
|  Daikin Industries Ltd. | 1050 | 125908 |
|  Daito Trust Construction Co. Ltd. | 18 | 422 |
|  Daiwa House Industry Co. Ltd. | 907 | 28468 |
|  Daiwa Securities Group, Inc. | 80 | 762 |
|  Denso Corp. | 102 | 1284 |
|  Disco Corp. | 6 | 2242 |
|  Dowa Holdings Co. Ltd. | 336 | 19260 |
|  East Japan Railway Co. | 772 | 17652 |
|  Ebara Corp. | 28 | 781 |
|  Eisai Co. Ltd. | 16 | 488 |
|  ENEOS Holdings, Inc. | 565 | 5089 |
|  FANUC Corp. | 55 | 1928 |
|  Fast Retailing Co. Ltd. | 11 | 4504 |
|  Fuji Electric Co. Ltd. | 8 | 588 |
|  FUJIFILM Holdings Corp. | 9302 | 177248 |
|  Fujikura Ltd. | 91 | 2492 |
|  Fujitsu Ltd. | 7784 | 159182 |
|  Fukuoka Financial Group, Inc. | 778 | 29794 |
|  Hakuhodo DY Holdings, Inc. | 645 | 4252 |
|  Hankyu Hanshin Holdings, Inc. | 14 | 411 |
|  Hikari Tsushin, Inc. | 1 | 254 |
|  Hitachi Ltd. | 3391 | 99462 |
|  Honda Motor Co. Ltd. | 10721 | 86775 |
|  Hoya Corp. | 20 | 3519 |
|  Hulic Co. Ltd. | 27 | 314 |
|  Ibiden Co. Ltd. | 14 | 721 |

---

------

---

| | | |
|:---|:---|:---|
|  Idemitsu Kosan Co. Ltd. | 1430 | 14039 |
|  IHI Corp. | 730 | 15058 |
|  Iida Group Holdings Co. Ltd. | 860 | 13227 |
|  Inpex Corp. | 473 | 13976 |
|  Isuzu Motors Ltd. | 31 | 451 |
|  ITOCHU Corp. | 356 | 4528 |
|  Japan Airlines Co. Ltd. | 9 | 140 |
|  Japan Exchange Group, Inc. | 58 | 680 |
|  Japan Post Bank Co. Ltd. | 2130 | 34733 |
|  Japan Post Holdings Co. Ltd. | 1925 | 22223 |
|  Japan Post Insurance Co. Ltd. | 34 | 345 |
|  Japan Tobacco, Inc. | 72 | 2751 |
|  JFE Holdings, Inc. | 36 | 416 |
|  JX Advanced Metals Corp. | 33 | 738 |
|  Kajima Corp. | 25 | 965 |
|  Kanadevia Corp. | 227 | 1485 |
|  Kansai Electric Power Co., Inc. | 56 | 934 |
|  Kao Corp. | 27 | 1067 |
|  Kawasaki Heavy Industries Ltd. | 45 | 846 |
|  Kawasaki Kisen Kaisha Ltd. | 22 | 373 |
|  KDDI Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12512 | 213038 |
|  Keyence Corp. | 12 | 4157 |
|  Kikkoman Corp. | 40 | 364 |
|  Kinden Corp. | 207 | 9317 |
|  Kioxia Holdings Corp.(1) | 11 | 1463 |
|  Kirin Holdings Co. Ltd. | 1171 | 18620 |
|  Komatsu Ltd. | 3047 | 121337 |
|  Konami Group Corp. | 6 | 752 |
|  Kubota Corp. | 3915 | 62743 |
|  Kyocera Corp. | 76 | 1161 |
|  Kyowa Kirin Co. Ltd. | 14 | 231 |
|  Lasertec Corp. | 5 | 1091 |
|  LY Corp. | 7231 | 17435 |
|  M3, Inc. | 26 | 267 |
|  Makita Corp. | 14 | 447 |
|  Marubeni Corp. | 84 | 3080 |
|  MatsukiyoCocokara & Co. | 20 | 312 |
|  Megmilk Snow Brand Co. Ltd. | 253 | 5171 |
|  Minebea Mitsumi, Inc. | 3361 | 55805 |
|  Mitsubishi Chemical Group Corp. | 74 | 431 |
|  Mitsubishi Corp. | 663 | 22759 |
|  Mitsubishi Electric Corp. | 3502 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114534 |
|  Mitsubishi Estate Co. Ltd. | 63 | 1749 |
|  Mitsubishi HC Capital, Inc. | 53 | 475 |
|  Mitsubishi Heavy Industries Ltd. | 1928 | 52967 |
|  Mitsubishi Logistics Corp. | 1095 | 9249 |
|  Mitsubishi Motors Corp. | 3743 | 7516 |
|  Mitsubishi UFJ Financial Group, Inc. | 2371 | 40152 |
|  Mitsui & Co. Ltd. | 147 | 5666 |
|  Mitsui Fudosan Co. Ltd. | 160 | 1708 |
|  Mitsui OSK Lines Ltd. | 21 | 856 |
|  Mizuho Financial Group, Inc. | 148 | 5979 |
|  Monotaro Co. Ltd. | 15 | 158 |
|  MS&AD Insurance Group Holdings, Inc. | 76 | 1979 |
|  Murata Manufacturing Co. Ltd. | 3373 | 75685 |
|  NEC Corp. | 418 | 10401 |
|  Nexon Co. Ltd. | 22 | 418 |
|  NH Foods Ltd. | 326 | 14473 |
|  Nidec Corp. | 51 | 641 |
|  Nikon Corp. | 794 | 9696 |
|  Nintendo Co. Ltd. | 1371 | 78247 |
|  Nippon Building Fund, Inc.(3) | 0 | 392 |
|  Nippon Paint Holdings Co. Ltd. | 56 | 351 |
|  Nippon Sanso Holdings Corp. | 10 | 362 |
|  Nippon Steel Corp. | 285 | 1051 |
|  Nippon Television Holdings, Inc. | 614 | 12383 |
|  Nippon Yusen KK | 24 | 889 |
|  Nissan Motor Co. Ltd.(1) | 133 | 288 |
|  Nitori Holdings Co. Ltd. | 2061 | 32749 |
|  Nitto Denko Corp. | 40 | 804 |
|  Nomura Holdings, Inc. | 3782 | 29778 |
|  Nomura Research Institute Ltd. | 1405 | 38438 |
|  NTT, Inc. | 59623 | 59651 |
|  Obayashi Corp. | 1089 | 26369 |
|  Obic Co. Ltd. | 1268 | 30776 |
|  Olympus Corp. | 8797 | 83809 |
|  Oracle Corp. | 461 | 25093 |
|  Oriental Land Co. Ltd. | 65 | 1103 |
|  ORIX Corp. | 69 | 2038 |
|  Osaka Gas Co. Ltd. | 21 | 867 |
|  OSAKA Titanium Technologies Co. Ltd. | 199 | 3236 |
|  Otsuka Corp. | 13 | 257 |
|  Otsuka Holdings Co. Ltd. | 26 | 1852 |
|  Pan Pacific International Holdings Corp. | 4517 | 27557 |
|  Panasonic Holdings Corp. | 138 | 2321 |
|  Rakuten Group, Inc.(1) | 93 | 432 |

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------

---

| | | |
|:---|:---|:---|
|  Recruit Holdings Co. Ltd. | 85 | 3686 |
|  Renesas Electronics Corp. | 106 | 1517 |
|  Resona Holdings, Inc. | 7000 | 79850 |
|  Resonac Holdings Corp. | 1287 | 83750 |
|  Ryohin Keikaku Co. Ltd. | 31 | 670 |
|  Sanrio Co. Ltd. | 53 | 326 |
|  SBI Holdings, Inc. | 33 | 608 |
|  SCREEN Holdings Co. Ltd. | 10 | 572 |
|  Secom Co. Ltd. | 2966 | 112989 |
|  Sega Sammy Holdings, Inc. | 719 | 11070 |
|  Seibu Holdings, Inc. | 13 | 352 |
|  Sekisui Chemical Co. Ltd. | 22 | 364 |
|  Sekisui House Ltd. | 35 | 793 |
|  Seria Co. Ltd. | 180 | 4290 |
|  Seven & i Holdings Co. Ltd. | 984 | 13240 |
|  Shimadzu Corp. | 14 | 333 |
|  Shimano, Inc. | 4 | 459 |
|  Shimizu Corp. | 30 | 536 |
|  Shin-Etsu Chemical Co. Ltd. | 2777 | 113091 |
|  Shionogi & Co. Ltd. | 45 | 991 |
|  Ship Healthcare Holdings, Inc. | 601 | 9282 |
|  Shiseido Co. Ltd. | 1111 | 22696 |
|  SMC Corp. | 3 | 1337 |
|  SoftBank Corp. | 1690 | 2261 |
|  SoftBank Group Corp. | 222 | 5403 |
|  Sompo Holdings, Inc. | 53 | 2075 |
|  Sony Financial Group, Inc. | 369 | 338 |
|  Sony Group Corp. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240945 |
|  Subaru Corp. | 35 | 570 |
|  Sugi Holdings Co. Ltd. | 930 | 20470 |
|  Sumitomo Corp. | 64 | 2402 |
|  Sumitomo Electric Industries Ltd. | 43 | 2426 |
|  Sumitomo Metal Mining Co. Ltd. | 788 | 45864 |
|  Sumitomo Mitsui Financial Group, Inc. | 795 | 26127 |
|  Sumitomo Mitsui Trust Group, Inc. | 1314 | 41844 |
|  Sumitomo Realty & Development Co. Ltd. | 37 | 1039 |
|  Suntory Beverage & Food Ltd. | 2957 | 83495 |
|  Suzuki Motor Corp. | 95 | 1153 |
|  Sysmex Corp. | 685 | 5977 |
|  T&D Holdings, Inc. | 28 | 707 |
|  Taiheiyo Cement Corp. | 652 | 14692 |
|  Taisei Corp. | 118 | 12185 |
|  Takeda Pharmaceutical Co. Ltd. | 1306 | 48094 |
|  TBS Holdings, Inc. | 385 | 13858 |
|  TDK Corp. | 4583 | 59538 |
|  Terumo Corp. | 2892 | 38848 |
|  TIS, Inc. | 13 | 269 |
|  Toho Co. Ltd. | 32 | 331 |
|  Tokio Marine Holdings, Inc. | 1225 | 57503 |
|  Tokyo Electron Ltd. | 27 | 6658 |
|  Tokyo Gas Co. Ltd. | 19 | 909 |
|  Tokyu Corp. | 30 | 352 |
|  TOPPAN Holdings, Inc. | 14 | 367 |
|  Toray Industries, Inc. | 2548 | 18146 |
|  Toyo Seikan Group Holdings Ltd. | 569 | 12946 |
|  Toyo Suisan Kaisha Ltd. | 177 | 12420 |
|  Toyota Industries Corp.(1) | 2 | 269 |
|  Toyota Motor Corp. | 562 | 11692 |
|  Toyota Tsusho Corp. | 41 | 1589 |
|  Tsumura & Co. | 445 | 10582 |
|  Tsuruha Holdings, Inc. | 15 | 242 |
|  Unicharm Corp. | 68 | 398 |
|  USS Co. Ltd. | 1934 | 20339 |
|  West Japan Railway Co. | 691 | 13684 |
|  Yamaha Motor Co. Ltd. | 55 | 397 |
|  Yokogawa Electric Corp. | 13 | 414 |
|  Yokohama Financial Group, Inc. | 62 | 553 |
|  Zensho Holdings Co. Ltd. | 6 | 333 |
|  ZOZO, Inc. | 3356 | 23503 |
|  Total Japan | Total Japan | 3773327 |
|  **Luxembourg – 0.87%** |  |  |
|  ArcelorMittal SA | 2135 | 110726 |
|  Befesa SA(2) | 171 | 5865 |
|  CVC Capital Partners Plc(2) | 14 | 179 |
|  Eurofins Scientific SE | 430 | 31367 |
|  Millicom International Cellular SA | 111 | 8348 |
|  Tenaris SA | 1675 | 48960 |
|  Total Luxembourg | Total Luxembourg | 205445 |
|  **Macau – 0.08%** |  |  |
|  Sands China Ltd. | 8972 | 19122 |
|  Total Macau | Total Macau | 19122 |
|  **Mexico – 0.26%** |  |  |
|  Arca Continental SAB de CV | 494 | 5693 |
|  Cemex SAB de CV - ADR | 474 | 5423 |
|  Fresnillo Plc | 14 | 599 |
|  Grupo Financiero Banorte SAB de CV - Class O | 4392 | 48628 |
|  Total Mexico | Total Mexico | 60343 |

---

------

---

| | | |
|:---|:---|:---|
|  **Netherlands – 4.25%** |  |  |
|  ABN AMRO Bank NV | 35 | 1099 |
|  Adyen NV(1)(2) | 48 | 48199 |
|  Aegon Ltd. | 78 | 572 |
|  Akzo Nobel NV | 345 | 19849 |
|  Argenx SE(1) | 4 | 2702 |
|  ASM International NV | 69 | 52473 |
|  ASML Holding NV | 158 | 209959 |
|  ASML Holding NV - Class REG | 92 | 121120 |
|  ASR Nederland NV | 9 | 632 |
|  BE Semiconductor Industries NV | 4 | 929 |
|  Euronext NV(2) | 5 | 724 |
|  EXOR NV | 6 | 422 |
|  Ferrovial SE | 31 | 2003 |
|  Heineken Holding NV | 8 | 556 |
|  Heineken NV | 1214 | 93404 |
|  ING Groep NV | 3456 | 89705 |
|  JDE Peet's NV | 10 | 369 |
|  Koninklijke Ahold Delhaize NV | 787 | 36670 |
|  Koninklijke KPN NV | 229 | 1277 |
|  Koninklijke Philips NV | 7468 | 204257 |
|  Magnum Ice Cream Co. NV(1) | 1909 | 28041 |
|  Nebius Group NV - Class A(1) | 13 | 1314 |
|  NN Group NV | 16 | 1238 |
|  Prosus NV(1) | 79 | 3637 |
|  Qiagen NV | 919 | 37221 |
|  Randstad NV | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1413 | 36882 |
|  Stellantis NV | 119 | 859 |
|  Universal Music Group NV | 66 | 1284 |
|  Wolters Kluwer NV | 14 | 1053 |
|  X5 Retail Group NV - GDR(1)(3)(5) | 65 |  |
|  Total Netherlands | Total Netherlands | 998450 |
|  **New Zealand – 0.01%** |  |  |
|  Auckland International Airport Ltd. | 99 | 455 |
|  Contact Energy Ltd. | 52 | 274 |
|  Fisher & Paykel Healthcare Corp. Ltd. | 36 | 784 |
|  Infratil Ltd. | 59 | 395 |
|  Meridian Energy Ltd. | 81 | 258 |
|  Xero Ltd.(1) | 10 | 517 |
|  Total New Zealand | Total New Zealand | 2683 |
|  **Norway – 1.06%** |  |  |
|  Aker BP ASA | 19 | 709 |
|  DNB Bank ASA | 1671 | 52269 |
|  Equinor ASA | 3954 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;168455 |
|  Gjensidige Forsikring ASA | 12 | 307 |
|  Kongsberg Gruppen ASA | 26 | 1126 |
|  Mowi ASA | 28 | 646 |
|  Norsk Hydro ASA | 82 | 876 |
|  Orkla ASA | 41 | 517 |
|  Salmar ASA | 388 | 22737 |
|  Telenor ASA | 36 | 632 |
|  Yara International ASA | 10 | 594 |
|  Total Norway | Total Norway | 248868 |
|  **Peru – 0.31%** |  |  |
|  Credicorp Ltd. | 218 | 73896 |
|  Total Peru | Total Peru | 73896 |
|  **Poland – 0.00%(4)** |  |  |
|  InPost SA(1) | 15 | 260 |
|  Total Poland | Total Poland | 260 |
|  **Portugal – 0.01%** |  |  |
|  Banco Comercial Portugues SA - Class R | 446 | 434 |
|  EDP SA | 190 | 1003 |
|  Galp Energia SGPS SA | 25 | 594 |
|  Jeronimo Martins SGPS SA | 17 | 410 |
|  Total Portugal | Total Portugal | 2441 |
|  **Russia – 0.00%(4)** |  |  |
|  Severstal PAO - GDR(1)(3)(5)(7) | 147 |  |
|  Total Russia | Total Russia |  |
|  **Singapore – 2.05%** |  |  |
|  ASMPT Ltd. | 473 | 6117 |
|  BOC Aviation Ltd.(2) | 412 | 4112 |
|  CapitaLand Ascendas REIT | 232 | 448 |
|  CapitaLand Integrated Commercial Trust | 372 | 668 |
|  Capitaland Investment Ltd. | 134 | 285 |
|  DBS Group Holdings Ltd. | 2475 | 110146 |
|  Grab Holdings Ltd. - Class A(1) | 145 | 531 |
|  Keppel Ltd. | 87 | 801 |
|  Oversea-Chinese Banking Corp. Ltd. | 200 | 3417 |
|  Sea Ltd. - ADR(1) | 1556 | 128872 |
|  Sembcorp Industries Ltd. | 51 | 265 |
|  Singapore Airlines Ltd. | 97 | 500 |
|  Singapore Exchange Ltd. | 51 | 784 |
|  Singapore Technologies Engineering Ltd. | 94 | 800 |
|  Singapore Telecommunications Ltd. | 444 | 1711 |
|  United Overseas Bank Ltd. | 7788 | 222924 |

---

------

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| | | |
|:---|:---|:---|
|  Wilmar International Ltd. | 120 | 359 |
|  Total Singapore | Total Singapore | 482740 |
|  **South Africa – 0.14%** |  |  |
|  AVI Ltd. | 913 | 5606 |
|  Capitec Bank Holdings Ltd. | 43 | 10503 |
|  Naspers Ltd. - Class N | 193 | 9991 |
|  Valterra Platinum Ltd. | 95 | 7991 |
|  Total South Africa | Total South Africa | 34091 |
|  **South Korea – 0.84%** |  |  |
|  Amorepacific Corp. | 248 | 22900 |
|  NAVER Corp. | 195 | 26504 |
|  Samsung Electronics Co. Ltd. | 477 | 55838 |
|  Shinhan Financial Group Co. Ltd. | 559 | 33289 |
|  SK hynix, Inc. | 103 | 58609 |
|  Total South Korea | Total South Korea | 197140 |
|  **Spain – 1.86%** |  |  |
|  Acciona SA | 2 | 436 |
|  Acerinox SA | 374 | 5235 |
|  ACS Actividades de Construccion y Servicios SA | 11 | 1318 |
|  Aena SME SA(2) | 45 | 1338 |
|  Amadeus IT Group SA | 1096 | 62695 |
|  Banco Bilbao Vizcaya Argentaria SA | 341 | 7356 |
|  Banco de Sabadell SA | 298 | 1069 |
|  Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16162 | 181187 |
|  Bankinter SA | 40 | 641 |
|  CaixaBank SA | 7694 | 92233 |
|  Cellnex Telecom SA(2) | 29 | 922 |
|  EDP Renovaveis SA | 19 | 306 |
|  Endesa SA | 19 | 776 |
|  Fluidra SA | 909 | 21080 |
|  Grifols SA | 18 | 186 |
|  Iberdrola SA | 1902 | 43550 |
|  Indra Sistemas SA | 5 | 267 |
|  Industria de Diseno Textil SA | 66 | 3814 |
|  Mapfre SA | 54 | 241 |
|  Naturgy Energy Group SA | 14 | 429 |
|  Redeia Corp. SA | 18 | 302 |
|  Repsol SA | 68 | 1908 |
|  Telefonica SA | 221 | 967 |
|  Viscofan SA | 125 | 8692 |
|  Total Spain | Total Spain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;436948 |
|  **Sweden – 1.53%** |  |  |
|  AddTech AB - Class B | 16 | 545 |
|  Alfa Laval AB | 418 | 22859 |
|  Assa Abloy AB - Class B | 3688 | 133310 |
|  Atlas Copco AB - Class A | 2291 | 40425 |
|  Atlas Copco AB - Class B | 94 | 1470 |
|  Beijer Ref AB - Class B | 25 | 349 |
|  Boliden AB(1) | 17 | 879 |
|  Epiroc AB - Class A | 39 | 959 |
|  Epiroc AB - Class B | 24 | 508 |
|  EQT AB | 29 | 915 |
|  Essity AB - Class B | 35 | 911 |
|  Evolution AB(2) | 8 | 496 |
|  Fastighets AB Balder - Class B(1) | 43 | 254 |
|  H & M Hennes & Mauritz AB - Class B | 29 | 546 |
|  Hexagon AB - Class B | 123 | 1199 |
|  Holmen AB - Class B | 4 | 153 |
|  Industrivarden AB - Class A | 7 | 335 |
|  Industrivarden AB - Class C | 10 | 492 |
|  Indutrade AB | 16 | 370 |
|  Investment AB Latour - Class B | 9 | 201 |
|  Investor AB - Class B | 108 | 4081 |
|  L E Lundbergforetagen AB - Class B | 4 | 252 |
|  Lifco AB - Class B | 14 | 430 |
|  Nibe Industrier AB - Class B | 92 | 383 |
|  Saab AB - Class B | 19 | 1258 |
|  Sagax AB - Class B | 13 | 240 |
|  Sandvik AB | 822 | 31605 |
|  Securitas AB - Class B | 30 | 504 |
|  Skandinaviska Enskilda Banken AB - Class A | 89 | 1648 |
|  Skanska AB - Class B | 20 | 550 |
|  SKF AB - Class B | 21 | 498 |
|  Spotify Technology SA(1) | 160 | 77774 |
|  Svenska Cellulosa AB SCA - Class B | 37 | 427 |
|  Svenska Handelsbanken AB - Class A | 1815 | 23933 |
|  Swedbank AB | 50 | 1719 |
|  Swedish Orphan Biovitrum AB(1) | 12 | 503 |
|  Tele2 AB - Class B | 32 | 669 |
|  Telefonaktiebolaget LM Ericsson - Class B | 166 | 1892 |
|  Telia Co. AB | 141 | 722 |
|  Trelleborg AB - Class B | 12 | 448 |
|  Volvo AB - Class B | 94 | 3076 |
|  Total Sweden | Total Sweden | 359788 |
|  **Switzerland – 5.64%** |  |  |
|  ABB Ltd. | 94 | 7644 |

---

------

---

| | | |
|:---|:---|:---|
|  Alcon AG | 261 | 19722 |
|  Avolta AG | 5 | 320 |
|  Banque Cantonale Vaudoise | 2 | 283 |
|  Barry Callebaut AG(3) | 0 | 375 |
|  Belimo Holding AG | 1 | 473 |
|  BKW AG | 1 | 234 |
|  Chocoladefabriken Lindt & Spruengli AG(3) | 0 | 786 |
|  Chocoladefabriken Lindt & Spruengli AG - REG(3) | 0 | 859 |
|  Cie Financiere Richemont SA | 332 | 58647 |
|  Coca-Cola HBC AG(1) | 13 | 738 |
|  DSM-Firmenich AG | 10 | 724 |
|  EMS-Chemie Holding AG(3) | 0 | 326 |
|  Galderma Group AG | 11 | 2184 |
|  Geberit AG | 58 | 39374 |
|  Givaudan SA | 1 | 1850 |
|  Glencore Plc(1) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16151 | 122325 |
|  Helvetia Baloise Holding AG | 5 | 1211 |
|  Holcim AG(1) | 300 | 24797 |
|  Julius Baer Group Ltd. | 884 | 65015 |
|  Kuehne & Nagel International AG | 3 | 664 |
|  Logitech International SA | 9 | 842 |
|  Lonza Group AG | 4 | 2693 |
|  Nestle SA | 3692 | 362171 |
|  Novartis AG | 1023 | 157043 |
|  Partners Group Holding AG | 1 | 1472 |
|  Roche Holding AG | 2 | 785 |
|  Roche Holding AG | 603 | 240613 |
|  Sandoz Group AG | 25 | 1955 |
|  Schindler Holding AG | 1 | 449 |
|  Schindler Holding AG | 2 | 805 |
|  SGS SA | 10 | 1029 |
|  Sika AG | 121 | 20044 |
|  Sonova Holding AG | 105 | 23902 |
|  STMicroelectronics NV | 40 | 1376 |
|  Straumann Holding AG | 7 | 689 |
|  Swatch Group AG - BR | 2 | 381 |
|  Swiss Life Holding AG | 2 | 1847 |
|  Swiss Prime Site AG | 5 | 811 |
|  Swiss Re AG | 18 | 2957 |
|  Swisscom AG | 2 | 1281 |
|  UBS Group AG | 3761 | 146660 |
|  VAT Group AG(2) | 2 | 1016 |
|  Zurich Insurance Group AG | 9 | 6161 |
|  Total Switzerland | Total Switzerland | 1325533 |
|  **Taiwan – 2.61%** |  |  |
|  Delta Electronics, Inc. | 2000 | 90181 |
|  MediaTek, Inc. | 132 | 6331 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 645 | 217981 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. | 5191 | 300234 |
|  Total Taiwan | Total Taiwan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;614727 |
|  **Thailand – 0.15%** |  |  |
|  Bangkok Bank PCL | 3366 | 17159 |
|  Kasikornbank PCL | 3316 | 19277 |
|  Total Thailand | Total Thailand | 36436 |
|  **United Kingdom – 17.62%** |  |  |
|  3i Group Plc | 4268 | 139106 |
|  Admiral Group Plc | 496 | 20741 |
|  Airtel Africa Plc(2) | 55 | 252 |
|  Anglo American Plc | 67 | 2865 |
|  Aon Plc - Class A | 127 | 40896 |
|  Associated British Foods Plc | 5969 | 149416 |
|  AstraZeneca Plc | 1253 | 244959 |
|  Autotrader Group Plc(2) | 2215 | 13866 |
|  Aviva Plc | 180 | 1446 |
|  BAE Systems Plc | 7593 | 222603 |
|  Barclays Plc | 18722 | 97982 |
|  Barratt Redrow Plc | 2186 | 7604 |
|  BP Plc | 32393 | 253531 |
|  British American Tobacco Plc | 3814 | 221426 |
|  BT Group Plc - Class A | 353 | 990 |
|  Bunzl Plc | 1027 | 30931 |
|  Burberry Group Plc(1) | 889 | 13004 |
|  Centrica Plc | 282 | 798 |
|  Close Brothers Group Plc(1) | 637 | 3391 |
|  CNH Industrial NV | 2253 | 24782 |
|  Coca-Cola Europacific Partners Plc | 188 | 17022 |
|  Compass Group Plc | 2831 | 78017 |
|  Convatec Group Plc(2) | 6978 | 20127 |
|  Diageo Plc | 3713 | 69054 |
|  easyJet Plc | 2515 | 11702 |
|  Endeavour Mining Plc | 12 | 695 |
|  Entain Plc | 3164 | 23770 |
|  GSK Plc | 10588 | 291653 |
|  Haleon Plc | 9696 | 47984 |
|  Halma Plc | 23 | 1164 |
|  HSBC Holdings Plc | 5920 | 97228 |

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---

| | | |
|:---|:---|:---|
|  IG Group Holdings Plc | 1113 | 21186 |
|  Imperial Brands Plc | 45 | 1840 |
|  Inchcape Plc | 898 | 8913 |
|  Informa Plc | 77 | 777 |
|  InterContinental Hotels Group Plc | 211 | 27452 |
|  International Consolidated Airlines Group SA | 73 | 349 |
|  Intertek Group Plc | 498 | 24253 |
|  ITV Plc | 8486 | 8582 |
|  J Sainsbury Plc | 17470 | 78651 |
|  JD Sports Fashion Plc | 148 | 140 |
|  Jupiter Fund Management Plc | 2376 | 5309 |
|  Kingfisher Plc | 101 | 385 |
|  Land Securities Group Plc | 41 | 302 |
|  Legal & General Group Plc | 335 | 1102 |
|  Lloyds Banking Group Plc | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301248 |
|  London Stock Exchange Group Plc | 1269 | 149907 |
|  M&G Plc | 137 | 497 |
|  Marks & Spencer Group Plc | 122 | 551 |
|  Melrose Industries Plc | 76 | 515 |
|  National Grid Plc | 293 | 4953 |
|  NatWest Group Plc | 475 | 3517 |
|  Next Plc | 7 | 1172 |
|  Pagegroup Plc | 2362 | 4290 |
|  Pearson Plc | 34 | 442 |
|  Pets at Home Group Plc | 2972 | 7200 |
|  Rathbones Group Plc | 314 | 8345 |
|  Reckitt Benckiser Group Plc | 2525 | 169781 |
|  RELX Plc | 1416 | 46405 |
|  Rentokil Initial Plc | 149 | 925 |
|  Rightmove Plc | 2493 | 14264 |
|  Rio Tinto Plc | 67 | 6216 |
|  Rolls-Royce Holdings Plc | 23860 | 362498 |
|  Rotork Plc | 2708 | 11262 |
|  Sage Group Plc | 58 | 646 |
|  Schroders Plc | 46 | 354 |
|  Segro Plc | 77 | 656 |
|  Serco Group Plc | 6879 | 25948 |
|  Severn Trent Plc | 16 | 646 |
|  Shell Plc | 1565 | 73182 |
|  Shell Plc | 4062 | 188109 |
|  Smith & Nephew Plc | 49 | 771 |
|  Smiths Group Plc | 19 | 595 |
|  Spirax Group Plc | 4 | 392 |
|  SSE Plc | 5134 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177474 |
|  SSP Group Plc | 7716 | 18047 |
|  Standard Chartered Plc | 4194 | 87392 |
|  Standard Life Plc | 42 | 377 |
|  Tesco Plc | 3165 | 19891 |
|  Travis Perkins Plc | 1141 | 8604 |
|  Unilever Plc | 130 | 7135 |
|  United Utilities Group Plc | 1891 | 32973 |
|  Verisure Plc(1) | 16 | 161 |
|  Vodafone Group Plc | 1142 | 1723 |
|  WH Smith Plc | 1280 | 9837 |
|  Whitbread Plc | 267 | 8199 |
|  Wise Plc - Class A(1) | 40 | 480 |
|  WPP Plc | 17338 | 54224 |
|  Total United Kingdom | Total United Kingdom | 4140050 |
|  **United States – 2.69%** |  |  |
|  Ferguson Enterprises, Inc. | 286 | 66684 |
|  Flutter Entertainment Plc(1) | 257 | 26205 |
|  Laureate Education, Inc. - Class A(1) | 164 | 5703 |
|  Linde Plc | 351 | 173950 |
|  Newmont Corp. | 76 | 8245 |
|  Philip Morris International, Inc. | 741 | 122455 |
|  RB Global, Inc. | 851 | 81650 |
|  Reliance Worldwide Corp. Ltd. | 2959 | 6352 |
|  Samsonite Group SA(2) | 12293 | 22868 |
|  Seagate Technology Holdings Plc | 274 | 107182 |
|  Southern Copper Corp. | 50 | 8641 |
|  Sunbelt Rentals Holdings, Inc. | 25 | 1594 |
|  Total United States | Total United States | 631529 |
|  **Uruguay – 0.07%** |  |  |
|  MercadoLibre, Inc.(1) | 9 | 16101 |
|  Total Uruguay | Total Uruguay | 16101 |
|  **Total Common Stocks (Cost: $18,439,393)** | **Total Common Stocks (Cost: $18,439,393)** | **22802231** |
|  **PREFERRED STOCKS – 0.22%** |  |  |
|  **Brazil – 0.03%** |  |  |
|  Itausa SA | 2225 | 6006 |
|  Total Brazil | Total Brazil | 6006 |
|  **Chile – 0.02%** |  |  |
|  Embotelladora Andina SA - Class B | 1063 | 4500 |
|  Total Chile | Total Chile | 4500 |
|  **Germany – 0.07%** |  |  |
|  Bayerische Motoren Werke AG | 3 | 296 |

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------

---

| | | |
|:---|:---|:---|
|  Dr Ing hc F Porsche AG | 291 | 13244 |
|  Henkel AG & Co. KGaA | 9 | 714 |
|  Porsche Automobil Holding SE | 8 | 309 |
|  Sartorius AG | 2 | 384 |
|  Volkswagen AG | 12 | 1243 |
|  Total Germany | Total Germany | 16190 |
|  **South Korea – 0.10%** |  |  |
|  Samsung Electronics Co. Ltd. - Class Preference | 309 | 24964 |
|  Total South Korea | Total South Korea | 24964 |
|  **Total Preferred Stocks (Cost: $53,077)** | **Total Preferred Stocks (Cost: $53,077)** | **51660** |
|  **RIGHTS – 0.00%(4)** |  |  |
|  **Italy – 0.00%(4)** |  |  |
|  Telecom Italia SpA, expires 12/31/2049(1)(3) | 1070 |  |
|  Total Italy | Total Italy |  |
|  **Singapore – 0.00%(4)** |  |  |
|  CapitaLand Ascendas REIT, expires 04/15/2026(1) | 6 | 1 |
|  Total Singapore | Total Singapore | 1 |
|  **Total Rights (Cost: $1)** | **Total Rights (Cost: $1)** | **1** |
|  **SHORT-TERM INVESTMENTS – 2.45%** |  |  |
|  **Money Market Funds – 1.63%** |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(6) | 383476 | 383476 |
|  **Total Money Market Funds (Cost: $383,476)** |  | **383476** |
|  | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Time Deposits – 0.82%** |  |  |
|  ANZ, Hong Kong, 2.96% due 04/01/2026 | 678 | 468 |
|  Brown Brothers Harriman, 1.65% due 04/01/2026 | 32 | 18 |
|  Citibank, London, 1.10% due 04/01/2026 | 3930 | 4542 |
|  Citibank, London, 2.92% due 04/01/2026 | 6970 | 9226 |
|  Citibank, New York, 3.13% due 04/01/2026 | $775 | 775 |
|  HSBC, Hong Kong, 1.45% due 04/01/2026 | 1045 | 133 |
|  HSBC, Singapore, 0.26% due 04/01/2026 | 44 | 35 |
|  JP Morgan, New York, 3.13% due 04/01/2026 | $475 | 475 |
|  Nordea Bank, Oslo, 2.90% due 04/01/2026 | 553 | 57 |
|  Royal Bank of Canada, Toronto, 1.33% due 04/01/2026(3) | 1 | 0 |
|  Skandinaviska Enskilda Banken AB, Stockholm, -0.57% due 04/01/2026 | 667 | 834 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 0.95% due 04/01/2026 | 656 | 69 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 1.21% due 04/01/2026 | 37225 | 5758 |
|  Standard Chartered Bank, Johannesburg, 4.47% due 04/01/2026 | 3481 | 206 |
|  Sumitomo, Tokyo, 0.20% due 04/01/2026 | 26956035 | 169850 |
|  **Total Time Deposits (Cost: $192,446)** |  | **192446** |
|  **Total Short-Term Investments (Cost: $575,922)** | **Total Short-Term Investments (Cost: $575,922)** | **575922** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.65%** |  |  |
|  **(Cost: $19,068,393)** |  | **23429814** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.35%** |  | **83103** |
|  **TOTAL NET ASSETS – 100.00%** |  | $**23512917** |

---

Percentages are stated as a percent of net assets.

Principal amounts are denominated in the currency in which the security was purchased.

ADR American Depositary Receipt

GDR Global Depositary Receipt

REIT Real Estate Investment Trust

AUD Australian Dollar

CAD Canadian Dollar

CHF Swiss Franc

DKK Danish Krone

EUR Euro

GBP British Pound

HKD Hong Kong Dollar

JPY Japanese Yen

NOK Norwegian Krone

NZD New Zealand Dollar

SEK Swedish Krona

SGD Singapore Dollar

ZAR South African Rand

(1) Non-income producing security.

(2) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $220,708, which represents 0.94% of total net assets.

(3) A zero balance may reflect actual amounts rounding to less than one thousand.

(4) Amount calculated is less than 0.005%.

(5) Security that is categorized as Level 3 per the Trust's fair value hierarchy. The value of these
securities totals $-, which represents 0.00% of total net assets.

(6) Represents annualized seven-day yield as of the close of the reporting
period.

(7) Security that is restricted at March 31, 2026. The value of these securities totals $-, which represents
0.00% of total net assets.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Open Futures Contracts** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Number of Contracts<br>Purchased** | **Reference Entity** | **Expiration Date** | **Notional<br>Amount** | **Notional<br>Amount** | **Value** | **Unrealized<br>Appreciation/<br>(Depreciation)** |
| 80 | Euro Stoxx 50 Future | Jun. 2026 | EUR | 4475 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5081 | $(92) |
| 29 | FTSE 100 INDEX Future | Jun. 2026 | GBP | 2957 | 3915 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2 |
| 14 | TOPIX INDEX Future | Jun. 2026 | JPY | 500474 | 3091 | (62) |
|  |  |  |  |  |  | $**(152)** |

---

------

---

| | | |
|:---|:---|:---|
| **COMMON STOCKS** | **Percentages of<br>Net Assets** |  |
|  Communication Services | 3.92 | % |
|  Consumer Discretionary | 8.37 |  |
|  Consumer Staples | 8.51 |  |
|  Energy | 4.13 |  |
|  Financials | 19.74 |  |
|  Healthcare | 11.12 |  |
|  Industrials | 19.46 |  |
|  Information Technology | 10.64 |  |
|  Materials | 7.60 |  |
|  Real Estate | 0.39 |  |
|  Utilities | 3.10 |  |
|  **Total Common Stocks** | **96.98** |  |
|  **PREFERRED STOCKS** |  |  |
|  Consumer Discretionary | 0.06 |  |
|  Consumer Staples | 0.02 |  |
|  Financials | 0.03 |  |
|  Consumer Staples | 0.00 | (1) |
|  Information Technology | 0.11 |  |
|  **Total Preferred Stocks** | **0.22** |  |
|  **RIGHTS** |  |  |
|  Communication Services |  | (1) |
|  Real Estate | 0.00 | (1) |
|  **Total Rights** | **0.00** | **(1)** |
|  **SHORT-TERM INVESTMENTS** | **2.45** |  |
|  **TOTAL INVESTMENTS** | **99.65** |  |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.35** |  |
|  **TOTAL NET ASSETS** | **100.00** | **%** |

---

(1) Amount calculated is less than 0.005%.

The accompanying notes are an integral part of this Schedule of Investments.

------

**Bridge Builder Tax Managed International Equity Fund** 

**Schedule of Investments** 

**March 31, 2026 (Unaudited)** 

**(Amounts in thousands, except number of contracts)** 

---

| | | |
|:---|:---|:---|
|  | **Shares<br>(000s)** | **Value<br>(000s)** |
|  **COMMON STOCKS – 96.45%** |  |  |
|  **Australia – 2.38%** |  |  |
|  ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;132 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3330 |
|  Aristocrat Leisure Ltd. | 45 | 1445 |
|  ASX Ltd. | 31 | 1119 |
|  BHP Group Ltd. | 17 | 608 |
|  BHP Group Ltd. | 65 | 2358 |
|  Brambles Ltd. | 30 | 472 |
|  Cochlear Ltd. | 32 | 3823 |
|  Coles Group Ltd. | 76 | 1153 |
|  Commonwealth Bank of Australia | 40 | 4707 |
|  Computershare Ltd. | 5 | 97 |
|  CSL Ltd. | 9 | 926 |
|  Fortescue Ltd. | 77 | 1105 |
|  Goodman Group | 46 | 834 |
|  Macquarie Group Ltd. | 23 | 3226 |
|  Medibank Pvt Ltd. | 738 | 2233 |
|  National Australia Bank Ltd. | 30 | 868 |
|  Northern Star Resources Ltd. | 11 | 155 |
|  Pro Medicus Ltd. | 16 | 1338 |
|  Qantas Airways Ltd. | 75 | 442 |
|  QBE Insurance Group Ltd. | 137 | 2026 |
|  REA Group Ltd.(1) | 0 | 37 |
|  Rio Tinto Ltd. | 56 | 6347 |
|  Santos Ltd. | 397 | 2173 |
|  Scentre Group | 682 | 1573 |
|  Sonic Healthcare Ltd. | 109 | 1551 |
|  South32 Ltd. | 167 | 506 |
|  Telstra Group Ltd. | 2304 | 8506 |
|  Washington H Soul Pattinson & Co. Ltd. | 4 | 100 |
|  Wesfarmers Ltd. | 46 | 2374 |
|  Westpac Banking Corp. | 83 | 2288 |
|  Whitehaven Coal Ltd. | 331 | 2135 |
|  WiseTech Global Ltd. | 17 | 463 |
|  Woodside Energy Group Ltd. | 72 | 1715 |
|  Total Australia |  | 62033 |
|  **Austria – 0.31%** |  |  |
|  Erste Group Bank AG | 75 | 8126 |
|  Total Austria |  | 8126 |
|  **Belgium – 0.90%** |  |  |
|  Anheuser-Busch InBev SA | 50 | 3435 |
|  D'ieteren Group | 4 | 770 |
|  Elia Group SA/NV - Class B(2) | 15 | 2289 |
|  Financiere de Tubize SA | 3 | 697 |
|  KBC Group NV | 121 | &nbsp;&nbsp;&nbsp;&nbsp;14846 |
|  UCB SA | 4 | 1260 |
|  Total Belgium |  | 23297 |
|  **Brazil – 0.42%** |  |  |
|  Ambev SA - ADR | 1192 | 3482 |
|  Ambev SA | 1622 | 4774 |
|  Banco do Brasil SA | 478 | 2124 |
|  Vale SA | 34 | 543 |
|  Total Brazil |  | 10923 |
|  **Canada – 1.19%** |  |  |
|  Alimentation Couche-Tard, Inc. | 248 | 14057 |
|  Canadian National Railway Co. | 58 | 6005 |
|  CCL Industries, Inc. - Class B | 14 | 867 |
|  Element Fleet Management Corp. | 69 | 1500 |
|  Magna International, Inc. | 155 | 8646 |
|  Total Canada |  | 31075 |
|  **Chile – 0.16%** |  |  |
|  Antofagasta Plc | 90 | 4043 |
|  Total Chile |  | 4043 |
|  **China – 0.31%** |  |  |
|  China Merchants Bank Co. Ltd. - Class H | 346 | 2199 |
|  Haier Smart Home Co. Ltd. - Class A | 1205 | 3228 |
|  Tencent Holdings Ltd. | 8 | 524 |
|  Weichai Power Co. Ltd. - Class H | 605 | 2145 |
|  Total China |  | 8096 |
|  **Denmark – 1.16%** |  |  |
|  Carlsberg AS - Class B | 30 | 3783 |
|  Coloplast - Class B | 121 | 8213 |
|  Danske Bank | 204 | 10075 |
|  Genmab(2) | 3 | 788 |

---

------

---

| | | |
|:---|:---|:---|
|  Novo Nordisk - Class B | 22 | 797 |
|  Novonesis Novozymes B - Class B | 50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2998 |
|  Pandora A/S | 36 | 2547 |
|  Tryg | 36 | 859 |
|  Total Denmark |  | 30060 |
|  **Finland – 1.48%** |  |  |
|  Fortum OYJ | 43 | 1097 |
|  Kesko OYJ - Class B | 67 | 1481 |
|  Kone OYJ - Class B | 203 | 12930 |
|  Nokia OYJ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1439 | &nbsp;&nbsp;&nbsp;&nbsp;11543 |
|  Nordea Bank Abp | 540 | 9306 |
|  Stora Enso OYJ - Class R | 72 | 843 |
|  UPM-Kymmene OYJ | 44 | 1364 |
|  Total Finland |  | 38564 |
|  **France – 12.73%** |  |  |
|  Accor SA | 187 | 8975 |
|  Air Liquide SA | 130 | 26960 |
|  Airbus SE | 20 | 3710 |
|  Alstom SA(2) | 28 | 809 |
|  Amundi SA(3) | 142 | 12173 |
|  Arkema SA | 102 | 7017 |
|  AXA SA | 110 | 5058 |
|  BNP Paribas SA | 29 | 2754 |
|  Bouygues SA | 37 | 2141 |
|  Bureau Veritas SA | 84 | 2505 |
|  Capgemini SE | 69 | 8152 |
|  Cie de Saint-Gobain SA | 30 | 2522 |
|  Cie Generale des Etablissements Michelin SCA | 481 | 16469 |
|  Covivio | 6 | 376 |
|  Credit Agricole SA | 79 | 1482 |
|  Danone SA | 14 | 1086 |
|  Dassault Systemes SE | 213 | 4321 |
|  Edenred SE | 194 | 3864 |
|  Eiffage SA(1) | 0 | 35 |
|  Engie SA | 313 | 10099 |
|  EssilorLuxottica SA | 16 | 3668 |
|  FDJ UNITED | 61 | 1799 |
|  Hermes International SCA | 5 | 10229 |
|  Ipsen SA | 4 | 800 |
|  Kering SA | 11 | 3324 |
|  Legrand SA | 81 | 12578 |
|  L'Oreal SA | 41 | 16587 |
|  LVMH Moet Hennessy Louis Vuitton SE | 34 | 18653 |
|  Publicis Groupe SA | 121 | 10014 |
|  Rexel SA | 409 | 16204 |
|  Safran SA | 50 | 16500 |
|  Sanofi SA | 176 | 17026 |
|  Schneider Electric SE | 36 | 9839 |
|  Societe Generale SA | 119 | 8700 |
|  Teleperformance SE | 105 | 6173 |
|  TotalEnergies SE | 479 | 43937 |
|  Unibail-Rodamco-Westfield | 4 | 493 |
|  Veolia Environnement SA | 179 | 6817 |
|  Vinci SA | 48 | 7243 |
|  Total France |  | 331092 |
|  **Germany – 9.48%** |  |  |
|  Adidas AG | 56 | 9105 |
|  Allianz SE | 34 | 14221 |
|  Aumovio SE(2) | 53 | 2094 |
|  BASF SE | 300 | 18449 |
|  Bayer AG | 195 | 9029 |
|  Beiersdorf AG | 1 | 121 |
|  Continental AG | 130 | 9074 |
|  CTS Eventim AG & Co. KGaA | 36 | 2110 |
|  Daimler Truck Holding AG | 285 | 14026 |
|  Delivery Hero SE - Class A(2)(3) | 18 | 326 |
|  Deutsche Bank AG | 22 | 664 |
|  Deutsche Boerse AG | 43 | 12459 |
|  Deutsche Post AG | 44 | 2339 |
|  Deutsche Telekom AG | 353 | 13166 |
|  E.ON SE | 23 | 497 |
|  Evonik Industries AG | 513 | 10071 |
|  Fresenius Medical Care AG | 146 | 6603 |
|  Fresenius SE & Co. KGaA | 46 | 2376 |
|  Hannover Rueck SE | 1 | 195 |
|  Heidelberg Materials AG | 31 | 6603 |
|  Infineon Technologies AG | 667 | 30244 |
|  KION Group AG | 21 | 1147 |
|  Mercedes-Benz Group AG - ADR | 67 | 1022 |
|  Mercedes-Benz Group AG - Class REGISTERED | 34 | 2061 |

---

------

---

| | | |
|:---|:---|:---|
|  Merck KGaA | 109 | 13793 |
|  Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen | 19 | 11876 |
|  Nemetschek SE | 37 | 2757 |
|  Rheinmetall AG(1) | 0 | 487 |
|  RWE AG | 36 | 2417 |
|  SAP SE | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;122 | 20826 |
|  Siemens AG | 86 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21072 |
|  Siemens Energy AG | 11 | 1970 |
|  Siemens Healthineers AG(3) | 51 | 2195 |
|  Vonovia SE | 20 | 503 |
|  Zalando SE(2)(3) | 27 | 664 |
|  Total Germany |  | 246562 |
|  **Greece – 0.18%** |  |  |
|  National Bank of Greece SA | 302 | 4669 |
|  Total Greece |  | 4669 |
|  **Hong Kong – 3.28%** |  |  |
|  AIA Group Ltd. | 3962 | 44023 |
|  Alibaba Group Holding Ltd. | 575 | 9007 |
|  China Overseas Land & Investment Ltd. | 1654 | 2466 |
|  CK Asset Holdings Ltd. | 474 | 2709 |
|  CK Hutchison Holdings Ltd. | 592 | 4544 |
|  CLP Holdings Ltd. | 250 | 2354 |
|  Galaxy Entertainment Group Ltd. | 1625 | 7345 |
|  Hong Kong Exchanges & Clearing Ltd. | 101 | 5115 |
|  Jardine Matheson Holdings Ltd. | 57 | 4069 |
|  Power Assets Holdings Ltd. | 268 | 2091 |
|  Sun Hung Kai Properties Ltd. | 39 | 649 |
|  Techtronic Industries Co. Ltd. | 69 | 910 |
|  Total Hong Kong |  | 85282 |
|  **Hungary – 0.17%** |  |  |
|  OTP Bank Nyrt | 41 | 4416 |
|  Total Hungary |  | 4416 |
|  **Indonesia – 0.06%** |  |  |
|  Bank Rakyat Indonesia Persero Tbk PT | 7310 | 1461 |
|  Total Indonesia |  | 1461 |
|  **Ireland – 2.63%** |  |  |
|  Accenture Plc - Class A | 44 | 8710 |
|  AerCap Holdings NV | 39 | 5352 |
|  AIB Group Plc | 460 | 4910 |
|  Bank of Ireland Group Plc | 686 | 12444 |
|  DCC Plc | 48 | 2995 |
|  Experian Plc | 399 | 13803 |
|  Kerry Group Plc - Class A | 28 | 2249 |
|  Kingspan Group Plc | 54 | 4615 |
|  Medtronic Plc | 64 | 5551 |
|  Ryanair Holdings Plc | 72 | 2036 |
|  Ryanair Holdings Plc - ADR | 63 | 3654 |
|  Smurfit WestRock Plc | 56 | 2225 |
|  Total Ireland |  | 68544 |
|  **Israel – 0.30%** |  |  |
|  Bank Leumi Le-Israel BM | 110 | 2463 |
|  Check Point Software Technologies Ltd.(2) | 20 | 2873 |
|  ICL Group Ltd. | 181 | 935 |
|  Nice Ltd.(2) | 6 | 650 |
|  Wix.com Ltd.(2) | 11 | 955 |
|  Total Israel |  | 7876 |
|  **Italy – 1.84%** |  |  |
|  Enel SpA | 1233 | 13477 |
|  Ferrari NV | 46 | 15754 |
|  FinecoBank Banca Fineco SpA | 26 | 569 |
|  Generali | 25 | 1007 |
|  Intesa Sanpaolo SpA | 535 | 3237 |
|  Moncler SpA | 16 | 941 |
|  Poste Italiane SpA(3) | 3 | 77 |
|  Prysmian SpA | 30 | 3551 |
|  Recordati Industria Chimica e Farmaceutica SpA | 5 | 278 |
|  Snam SpA | 18 | 139 |
|  UniCredit SpA | 123 | 8830 |
|  Total Italy |  | 47860 |
|  **Japan – 18.22%** |  |  |
|  Advantest Corp. | 5 | 662 |
|  Aeon Co. Ltd. | 30 | 355 |
|  Aisin Corp. | 20 | 275 |
|  Ajinomoto Co., Inc. | 246 | 6946 |
|  Asahi Group Holdings Ltd. | 90 | 899 |
|  Asahi Kasei Corp. | 119 | 1168 |
|  Asics Corp. | 108 | 2909 |
|  Astellas Pharma, Inc. | 144 | 2349 |
|  Bandai Namco Holdings, Inc. | 37 | 900 |
|  Bridgestone Corp. | 183 | 3813 |

---

------

---

| | | |
|:---|:---|:---|
|  Canon, Inc. | 36 | 1004 |
|  Capcom Co. Ltd. | 378 | 7977 |
|  Chugai Pharmaceutical Co. Ltd. | 35 | 1903 |
|  CyberAgent, Inc. | 57 | 483 |
|  Dai-ichi Life Holdings, Inc. | 72 | 668 |
|  Daikin Industries Ltd. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;187 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22443 |
|  Daiwa House Industry Co. Ltd. | 14 | 436 |
|  Denso Corp. | 85 | 1068 |
|  Disco Corp. | 3 | 1223 |
|  Eisai Co. Ltd. | 46 | 1443 |
|  ENEOS Holdings, Inc. | 54 | 488 |
|  FANUC Corp. | 57 | 1969 |
|  Fast Retailing Co. Ltd. | 2 | 593 |
|  Fuji Electric Co. Ltd. | 23 | 1590 |
|  FUJIFILM Holdings Corp. | 12 | 229 |
|  Fujitsu Ltd. | 289 | 5914 |
|  Fukuoka Financial Group, Inc. | 127 | 4844 |
|  Hikari Tsushin, Inc. | 1 | 153 |
|  Hitachi Ltd. | 615 | 18047 |
|  Honda Motor Co. Ltd. | 245 | 1980 |
|  Hoya Corp. | 167 | 29022 |
|  IHI Corp. | 318 | 6553 |
|  Iida Group Holdings Co. Ltd. | 51 | 788 |
|  Inpex Corp. | 8 | 225 |
|  Isuzu Motors Ltd. | 69 | 989 |
|  ITOCHU Corp. | 969 | 12326 |
|  Japan Exchange Group, Inc. | 70 | 817 |
|  Japan Post Bank Co. Ltd. | 5 | 75 |
|  Japan Post Holdings Co. Ltd. | 15 | 173 |
|  Japan Tobacco, Inc. | 14 | 537 |
|  JFE Holdings, Inc. | 60 | 704 |
|  Kao Corp. | 165 | 6432 |
|  KDDI Corp. | 28 | 480 |
|  Keyence Corp. | 31 | 10855 |
|  Komatsu Ltd. | 231 | 9199 |
|  Kubota Corp. | 543 | 8700 |
|  Kyocera Corp. | 170 | 2599 |
|  Lasertec Corp. | 14 | 3072 |
|  LY Corp. | 316 | 761 |
|  M3, Inc. | 63 | 651 |
|  Makita Corp. | 12 | 404 |
|  Marubeni Corp. | 7 | 245 |
|  MINEBEA MITSUMI, Inc. | 348 | 5774 |
|  Mitsubishi Corp. | 178 | 6113 |
|  Mitsubishi Electric Corp. | 172 | 5619 |
|  Mitsubishi HC Capital, Inc. | 193 | 1733 |
|  Mitsubishi UFJ Financial Group, Inc. | 389 | 6584 |
|  Mitsui & Co. Ltd. | 133 | 5156 |
|  Mitsui Fudosan Co. Ltd. | 727 | 7751 |
|  Mizuho Financial Group, Inc. | 9 | 348 |
|  Monotaro Co. Ltd. | 389 | 4219 |
|  MS&AD Insurance Group Holdings, Inc. | 121 | 3163 |
|  Murata Manufacturing Co. Ltd. | 496 | 11122 |
|  Nintendo Co. Ltd. | 85 | 4835 |
|  Nitori Holdings Co. Ltd. | 103 | 1633 |
|  Nomura Research Institute Ltd. | 149 | 4089 |
|  Obayashi Corp. | 162 | 3929 |
|  Obic Co. Ltd. | 52 | 1267 |
|  Olympus Corp. | 732 | 6970 |
|  Oracle Corp. | 25 | 1383 |
|  ORIX Corp. | 176 | 5228 |
|  Otsuka Corp. | 47 | 898 |
|  Otsuka Holdings Co. Ltd. | 37 | 2590 |
|  Panasonic Holdings Corp. | 259 | 4347 |
|  Rakuten Group, Inc.(2) | 351 | 1640 |
|  Recruit Holdings Co. Ltd. | 58 | 2523 |
|  Renesas Electronics Corp. | 122 | 1741 |
|  Resona Holdings, Inc. | 743 | 8481 |
|  SBI Holdings, Inc. | 215 | 3988 |
|  Secom Co. Ltd. | 41 | 1569 |
|  Seven & i Holdings Co. Ltd. | 333 | 4483 |
|  Shin-Etsu Chemical Co. Ltd. | 371 | 15107 |
|  Shiseido Co. Ltd. | 50 | 1011 |
|  SMC Corp. | 4 | 1416 |
|  Softbank Corp. | 282 | 377 |
|  SoftBank Group Corp. | 42 | 1032 |
|  Sony Group Corp. | 1129 | 23535 |
|  Subaru Corp. | 51 | 818 |
|  Sumitomo Corp. | 106 | 3948 |
|  Sumitomo Electric Industries Ltd. | 127 | 7239 |

---

------

---

| | | |
|:---|:---|:---|
|  Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;841 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27640 |
|  Sumitomo Mitsui Trust Group, Inc. | 60 | 1911 |
|  Sumitomo Realty & Development Co. Ltd. | 50 | 1419 |
|  Suntory Beverage & Food Ltd. | 299 | 8455 |
|  Suzuki Motor Corp. | 513 | 6248 |
|  Sysmex Corp. | 202 | 1762 |
|  T&D Holdings, Inc. | 113 | 2884 |
|  Takeda Pharmaceutical Co. Ltd. | 171 | 6305 |
|  TDK Corp. | 806 | 10468 |
|  Terumo Corp. | 531 | 7139 |
|  Toho Co. Ltd | 92 | 961 |
|  Tokio Marine Holdings, Inc. | 188 | 8806 |
|  Tokyo Electron Ltd. | 28 | 6932 |
|  Toray Industries, Inc. | 766 | 5458 |
|  Toyota Industries Corp.(2) | 37 | 4837 |
|  Toyota Motor Corp. | 426 | 8855 |
|  Yokogawa Electric Corp. | 4 | 127 |
|  Total Japan |  | 474204 |
|  **Luxembourg – 0.61%** |  |  |
|  ArcelorMittal SA | 254 | 13164 |
|  Eurofins Scientific SE | 36 | 2616 |
|  Total Luxembourg |  | 15780 |
|  **Macau – 0.07%** |  |  |
|  Sands China Ltd. | 816 | 1739 |
|  Total Macau |  | 1739 |
|  **Netherlands – 6.60%** |  |  |
|  Aegon Ltd. | 14 | 104 |
|  Akzo Nobel NV | 6 | 349 |
|  Argenx SE(2) | 1 | 552 |
|  Argenx SE - ADR(2) | 1 | 988 |
|  ASM International NV | 21 | 16255 |
|  ASML Holding NV | 51 | 67765 |
|  BE Semiconductor Industries NV | 15 | 3195 |
|  EXOR NV | 19 | 1465 |
|  Ferrovial SE | 6 | 379 |
|  Heineken Holding NV | 17 | 1226 |
|  Heineken NV | 11 | 864 |
|  ING Groep NV | 770 | 19980 |
|  Koninklijke Ahold Delhaize NV | 176 | 8188 |
|  Koninklijke KPN NV | 1959 | 10920 |
|  Koninklijke Philips NV | 351 | 9597 |
|  Magnum Ice Cream Co. NV(2) | 29 | 421 |
|  Magnum Ice Cream Co. NV(2) | 145 | 2133 |
|  Nebius Group NV - Class A(2) | 7 | 696 |
|  NN Group NV | 14 | 1080 |
|  Prosus NV(2) | 150 | 6950 |
|  Randstad NV | 76 | 1981 |
|  Universal Music Group NV | 399 | 7749 |
|  Wolters Kluwer NV | 117 | 8744 |
|  Total Netherlands |  | 171581 |
|  **New Zealand – 0.02%** |  |  |
|  Xero Ltd.(2) | 11 | 588 |
|  Total New Zealand |  | 588 |
|  **Norway – 1.32%** |  |  |
|  Aker BP ASA | 195 | 7217 |
|  DNB Bank ASA | 208 | 6518 |
|  Equinor ASA | 451 | 19205 |
|  Storebrand ASA | 46 | 824 |
|  Telenor ASA | 31 | 539 |
|  Total Norway |  | 34303 |
|  **Singapore – 1.16%** |  |  |
|  DBS Group Holdings Ltd. | 493 | 21941 |
|  Oversea-Chinese Banking Corp. Ltd. | 78 | 1333 |
|  Sea Ltd. - ADR(2) | 21 | 1735 |
|  Singapore Airlines Ltd. | 174 | 898 |
|  Singapore Exchange Ltd. | 44 | 665 |
|  Singapore Telecommunications Ltd. | 41 | 157 |
|  United Overseas Bank Ltd. | 86 | 2468 |
|  Wilmar International Ltd. | 309 | 928 |
|  Total Singapore |  | 30125 |
|  **South Africa – 0.01%** |  |  |
|  Valterra Platinum Ltd. | 3 | 267 |
|  Total South Africa |  | 267 |
|  **South Korea – 0.64%** |  |  |
|  Samsung Electronics Co. Ltd. | 123 | 14381 |
|  Shinhan Financial Group Co. Ltd. | 37 | 2178 |
|  Total South Korea |  | 16559 |
|  **Spain – 2.71%** |  |  |
|  ACS Actividades de Construccion y Servicios SA | 3 | 390 |
|  Aena SME SA(3) | 39 | 1168 |

---

------

---

| | | |
|:---|:---|:---|
|  Amadeus IT Group SA | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140 | 8023 |
|  Banco Bilbao Vizcaya Argentaria SA | 44 | 949 |
|  Banco Santander SA | 934 | 10475 |
|  CaixaBank SA | 271 | 3250 |
|  Cellnex Telecom SA(3) | 32 | 1018 |
|  EDP Renovaveis SA | 50 | 797 |
|  Endesa SA | 14 | 586 |
|  Iberdrola SA | 625 | 14298 |
|  Industria de Diseno Textil SA | 417 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24294 |
|  Repsol SA | 120 | 3384 |
|  Telefonica SA | 405 | 1771 |
|  Total Spain |  | 70403 |
|  **Sweden – 2.20%** |  |  |
|  Alfa Laval AB | 11 | 592 |
|  Alleima AB | 1 | 6 |
|  Assa Abloy AB - Class B | 15 | 545 |
|  Atlas Copco AB - Class A | 658 | 11604 |
|  Atlas Copco AB - Class B | 614 | 9605 |
|  Boliden AB(2) | 45 | 2351 |
|  EQT AB | 12 | 378 |
|  Essity AB - Class B | 137 | 3532 |
|  Evolution AB(3) | 16 | 978 |
|  Fastighets AB Balder - Class B(2) | 54 | 316 |
|  Hexagon AB - Class B | 184 | 1790 |
|  Industrivarden AB - Class C | 4 | 188 |
|  Indutrade AB | 31 | 716 |
|  Investment AB Latour - Class B | 13 | 277 |
|  Investor AB - Class B | 52 | 1977 |
|  Sagax AB - Class B | 13 | 245 |
|  Sandvik AB | 61 | 2361 |
|  Securitas AB - Class B | 6 | 92 |
|  Skandinaviska Enskilda Banken AB - Class A | 147 | 2724 |
|  Svenska Handelsbanken AB - Class A | 125 | 1646 |
|  Telefonaktiebolaget LM Ericsson - Class B | 250 | 2850 |
|  Volvo AB - Class B | 379 | 12454 |
|  Total Sweden |  | 57227 |
|  **Switzerland – 8.74%** |  |  |
|  ABB Ltd. | 136 | 11031 |
|  Accelleron Industries AG | 1 | 89 |
|  Alcon AG | 199 | 15022 |
|  Amrize Ltd.(2) | 3 | 144 |
|  Chocoladefabriken Lindt & Spruengli AG(1) | 0 | 899 |
|  Cie Financiere Richemont SA | 76 | 13491 |
|  DSM-Firmenich AG | 14 | 972 |
|  Geberit AG | 1 | 390 |
|  Givaudan SA(1) | 0 | 720 |
|  Glencore Plc(2) | 949 | 7189 |
|  Holcim AG(2) | 3 | 214 |
|  Julius Baer Group Ltd. | 142 | 10451 |
|  Logitech International SA | 10 | 930 |
|  Lonza Group AG | 32 | 20766 |
|  Nestle SA | 231 | 22638 |
|  Novartis AG | 155 | 23835 |
|  Partners Group Holding AG | 1 | 659 |
|  Roche Holding AG | 3 | 1396 |
|  Roche Holding AG | 125 | 49693 |
|  Sandoz Group AG | 28 | 2223 |
|  SGS SA | 121 | 12720 |
|  Sika AG | 14 | 2391 |
|  Sonova Holding AG | 2 | 528 |
|  STMicroelectronics NV | 67 | 2290 |
|  Straumann Holding AG | 6 | 665 |
|  Swatch Group AG - BR | 5 | 1063 |
|  UBS Group AG | 324 | 12628 |
|  VAT Group AG(3) | 15 | 9468 |
|  Zurich Insurance Group AG | 4 | 2980 |
|  Total Switzerland |  | 227485 |
|  **Taiwan – 1.53%** |  |  |
|  Hon Hai Precision Industry Co. Ltd. | 194 | 1186 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. | 17 | 983 |
|  Taiwan Semiconductor Manufacturing Co. Ltd. - ADR | 112 | 37701 |
|  Total Taiwan |  | 39870 |
|  **United Kingdom – 13.42%** |  |  |
|  3i Group Plc | 173 | 5647 |
|  Anglo American Plc | 28 | 1200 |
|  AstraZeneca Plc | 19 | 3788 |
|  AstraZeneca Plc | 105 | 20433 |
|  Auto Trader Group Plc(3) | 164 | 1024 |
|  Aviva Plc | 541 | 4343 |
|  BAE Systems Plc | 347 | 10160 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  Barclays Plc |  | 1574 | 8237 |
|  Barratt Redrow Plc |  | 161 | 560 |
|  BP Plc |  | 902 | 7057 |
|  Bridgepoint Group Plc(3) |  | 167 | 519 |
|  British American Tobacco Plc |  | 135 | 7847 |
|  BT Group Plc - Class A |  | 960 | 2691 |
|  Bunzl Plc |  | 37 | 1102 |
|  Burberry Group Plc(2) |  | 89 | 1297 |
|  Coca-Cola Europacific Partners Plc |  | 16 | 1424 |
|  Compass Group Plc |  | 1078 | 29703 |
|  GSK Plc - ADR |  | 28 | 1551 |
|  GSK Plc |  | 626 | 17236 |
|  Haleon Plc |  | 246 | 1220 |
|  Halma Plc |  | 115 | 5864 |
|  HSBC Holdings Plc |  | 1051 | 17258 |
|  Inchcape Plc |  | 165 | 1639 |
|  Informa Plc |  | 80 | 803 |
|  InterContinental Hotels Group Plc |  | 49 | 6382 |
|  Intertek Group Plc |  | 11 | 557 |
|  J Sainsbury Plc |  | 2076 | 9348 |
|  Kingfisher Plc |  | 790 | 3004 |
|  Land Securities Group Plc |  | 16 | 118 |
|  Legal & General Group Plc |  | 865 | 2844 |
|  Lloyds Banking Group Plc |  | 4671 | 5789 |
|  London Stock Exchange Group Plc |  | 41 | 4856 |
|  M&G Plc |  | 166 | 604 |
|  Melrose Industries Plc |  | 314 | 2130 |
|  National Grid Plc |  | 823 | 13896 |
|  NatWest Group Plc |  | 1785 | 13223 |
|  Next Plc |  | 47 | 7957 |
|  Pearson Plc |  | 54 | 714 |
|  Persimmon Plc |  | 85 | 1209 |
|  Reckitt Benckiser Group Plc |  | 195 | 13143 |
|  RELX Plc |  | 159 | 5198 |
|  Rio Tinto Plc |  | 91 | 8432 |
|  Sage Group Plc |  | 544 | 6093 |
|  Segro Plc |  | 64 | 551 |
|  Severn Trent Plc |  | 4 | 166 |
|  Shell Plc - ADR |  | 29 | 2742 |
|  Shell Plc |  | 303 | 14183 |
|  Shell Plc |  | 557 | 25797 |
|  Smith & Nephew Plc |  | 152 | 2413 |
|  Spirax Group Plc |  | 15 | 1347 |
|  SSE Plc |  | 223 | 7710 |
|  Standard Chartered Plc |  | 422 | 8800 |
|  TechnipFMC Plc |  | 36 | 2487 |
|  Tesco Plc |  | 2113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13281 |
|  Travis Perkins Plc |  | 211 | 1593 |
|  Unilever Plc |  | 127 | 6984 |
|  United Utilities Group Plc |  | 11 | 190 |
|  Vodafone Group Plc |  | 363 | 547 |
|  Whitbread Plc |  | 6 | 195 |
|  Wise Plc - Class A(2) |  | 199 | 2396 |
|  Total United Kingdom |  |  | 349482 |
|  **United States – 0.22%** |  |  |  |
|  Broadcom, Inc. |  | 7 | 2139 |
|  Linde Plc |  | 3 | 1277 |
|  Sunbelt Rentals Holdings, Inc. |  | 38 | 2432 |
|  Total United States |  |  | 5848 |
|  **Total Common Stocks (Cost: $1,856,174)** |  |  | **2509440** |
|  **PREFERRED STOCKS – 0.17%** |  |  |  |
|  **Germany – 0.17%** |  |  |  |
|  Dr Ing hc F Porsche AG |  | 53 | 2431 |
|  Henkel AG & Co. KGaA |  | 25 | 1958 |
|  Total Germany |  |  | 4389 |
|  **Total Preferred Stocks (Cost: $4,519)** |  |  | **4389** |
|  **SHORT-TERM INVESTMENTS – 2.69%** |  |  |  |
|  **Money Market Funds – 2.51%** |  |  |  |
|  JP Morgan U.S. Government Money Market Fund - Class IM, 3.60%(4) |  | 65142 | 65142 |
|  **Total Money Market Funds (Cost: $65,142)** |  |  | **65142** |
|  | **Principal<br>Amount<br>(000s)** | **Principal<br>Amount<br>(000s)** | **Value<br>(000s)** |
|  **Time Deposits – 0.18%** |  |  |  |
|  ANZ, Hong Kong, 2.96% due 04/01/2026 | AUD | 746 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
|  Brown Brothers Harriman, 1.65% due 04/01/2026(1) | NZD | 0 | 0 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  Citibank, London, 1.10% due 04/01/2026 | EUR | 151 | 175 |
|  Citibank, London, 2.92% due 04/01/2026 | GBP | 735 | 973 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 1.21% due 04/01/2026 | DKK | 5110 | 790 |
|  HSBC, Hong Kong, 1.45% due 04/01/2026 | HKD | 1718 | 219 |
|  HSBC, Singapore, 0.26% due 04/01/2026(1) | SGD | 0 | 0 |
|  Nordea Bank, Oslo, 2.90% due 04/01/2026(1) | NOK | 2 | 0 |
|  Royal Bank of Canada, Toronto, 1.33% due 04/01/2026(1) | CAD | 0 | 0 |
|  Skandinaviska Enskilda Banken AB, Stockholm, -0.57% due 04/01/2026 | CHF | 1328 | 1662 |
|  Skandinaviska Enskilda Banken AB, Stockholm, 0.95% due 04/01/2026(1) | SEK | 1 | 0 |
|  Sumitomo, Tokyo, 0.20% due 04/01/2026 | JPY | 61163 | 385 |
|  **Total Time Deposits (Cost: $4,719)** |  |  | **4719** |
|  **Total Short-Term Investments (Cost: $69,861)** | **Total Short-Term Investments (Cost: $69,861)** | **Total Short-Term Investments (Cost: $69,861)** | **69861** |
|  **TOTAL INVESTMENTS IN SECURITIES – 99.31%** |  |  |  |
|  **(Cost: $1,930,554)** |  |  | **2583690** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.69%** |  |  | **17842** |
|  **TOTAL NET ASSETS – 100.00%** |  |  | $**2601532** |

---

Percentages are stated as a percent of net assets.

Principal amounts are denominated in the currency in which the security was purchased.

ADR American Depositary Receipt

AUD Australian Dollar

CAD Canadian Dollar

CHF Swiss Franc

DKK Danish Krone

EUR Euro

GBP British Pound

HKD Hong Kong Dollar

JPY Japanese Yen

NOK Norwegian Krone

NZD New Zealand Dollar

SEK Swedish Krona

SGD Singapore Dollar

(1) A zero balance may reflect actual amounts rounding to less than one thousand.

(2) Non-income producing security.

(3) Security was purchased exempt from registration in the U.S. pursuant to Rule 144(A) under the Securities Act of
1933. The value of these securities totals $29,610, which represents 1.14% of total net assets.

(4) Represents annualized seven-day yield as of the close of the reporting
period.

The accompanying notes are an integral part of this Schedule of Investments.

------

---

| | |
|:---|:---|
| **COMMON STOCKS** | **Percentage of<br>Net Assets** |
|  Communication Services | 3.01% |
|  Consumer Discretionary | 12.09 |
|  Consumer Staples | 6.70 |
|  Energy | 5.22 |
|  Financials | 18.94 |
|  Healthcare | 12.12 |
|  Industrials | 16.30 |
|  Information Technology | 12.29 |
|  Materials | 5.96 |
|  Real Estate | 0.79 |
|  Utilities | 3.03 |
|  **Total Common Stocks** | **96.45** |
|  **PREFERRED STOCKS** |  |
|  Consumer Discretionary | 0.09 |
|  Consumer Staples | 0.08 |
|  **Total Preferred Stocks** | **0.17** |
|  **SHORT-TERM INVESTMENTS** | **2.69** |
|  **TOTAL INVESTMENTS** | **99.31** |
|  **OTHER ASSETS IN EXCESS OF LIABILITIES** | **0.69** |
|  **TOTAL NET ASSETS** | **100.00%** |

---

The accompanying notes are an integral part of this Schedule of Investments.

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Bridge Builder Trust

- **b. Investment Company Act file number:** 811-22811

- **c. CIK number of Registrant:** 0001567101

- **d. LEI of Registrant:** 549300MZGMJ1KD5SOK80

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

  - **Street Address 1:** 12555 Manchester Road

  - **City:** St. Louis

  - **State:** MO

  - **Foreign country:** US

  - **Zip / Postal Code:** 63131

  - **Telephone number:** 314-515-2000

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

- **a. Name of Series:** Bridge Builder Core Plus Bond Fund

- **b. EDGAR series identifier (if any):** S000049701

- **c. LEI of Series:** 5493008FDGLC90EUMI09

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $73472015035.84

**Total Liabilities:** $27489594752.53

**Net Assets:** $45982420283.31

**Delayed Delivery Securities:** $3815034.86

**Cash Not Reported:** $221857703.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 42826.27992700 | **1-Year:** 856259.70414100 | **5-Year:** 5967098.02868900 | **10-Year:** 8800437.87628200 | **30-Year:** 1131954.80183000

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

- **3-Month:** 5717.81776900 | **1-Year:** 99979.71351800 | **5-Year:** 502092.59075300 | **10-Year:** 284327.41644900 | **30-Year:** 86030.76806100

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157147 | 0.41%                | 1.61%                | -2.21%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $22269817.46             | $34955337.24                               |
| Month 2  | $42737991.05             | $462889885.45                              |
| Month 3  | $-80422899.78            | $-957659730.73                             |

**Designated Index Information**

- **Index Name:** Core Plus Bond Guideline Benchmark (75%US Agg, 25%US HY 2% Issuer Cap)

- **Index Identifier:** 37214

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GLOBAL AUTO HO 8.375% 01/15/29                | GLOBAL AUTO HO/AAG FH UK REGD 144A P/P 8.37500000                                                  | CUSIP: 00033GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1204000 | PA      | $1099890.12    | 0.00%             | 2029-01-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| GLOBAL AUTO HO/ 11.5% 08/15/29                | GLOBAL AUTO HO/AAG FH UK REGD 144A P/P 11.50000000                                                 | CUSIP: 00033YAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4070000 | PA      | $4049295.91    | 0.01%             | 2029-08-15      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| AASET 2024-2A  5.93% 09/16/31                 | AASET 2024-2 LTD SER 2024-2A CL A REGD 144A P/P 5.93000000                                         | CUSIP: 00038QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15091812 | PA      | $15202979.65   | 0.03%             | 2049-09-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ABFC 2007-NC1 A2 V/R 05/25/37                 | ABFC 2007-NC1 TRUST SER 2007-NC1 CL A2 V/R REGD 144A P/P 4.09303000                                | CUSIP: 00076BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6259984 | PA      | $5870505.69    | 0.01%             | 2037-05-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC 5.2% 04/15/36                   | AEP TEXAS INC REGD SER Q 5.20000000                                                                | CUSIP: 00108WAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3100000 | PA      | $3048731.89    | 0.01%             | 2036-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ACRA 2024-NQM1 A V/R 10/25/64                 | ACRA TRUST 2024-NQM1 SER 2024-NQM1 CL A1 V/R REGD 144A P/P 5.60800000                              | CUSIP: 00112EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2870315 | PA      | $2877578.23    | 0.01%             | 2064-10-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSI 5.375% 06/15/35                | AEP TRANSMISSION CO LLC REGD 5.37500000                                                            | CUSIP: 00115AAS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5915000 | PA      | $6004518.26    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALTDE 2025-1A A 5.9% 02/15/32                 | ALTDE 2025-1 TRUST SER 2025-1A CL A REGD 144A P/P 5.90000000                                       | CUSIP: 00166NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10173238 | PA      | $10233885.89   | 0.02%             | 2050-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMMC 2021-24A AR V/R 01/20/35                 | AMMC CLO 24 LTD SER 2021-24A CL AR V/R REGD 144A P/P 4.86763000                                    | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     35185000 | PA      | $35151644.62   | 0.08%             | 2035-01-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| APH/APH2/APH3/ 7.875% 11/01/29                | APH/APH2/APH3/AQUARIAN REGD 144A P/P 7.87500000                                                    | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $217024.80     | 0.00%             | 2029-11-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ARES 2021-62A BR V/R 01/25/34                 | ARES LXII CLO LTD SER 2021-62A CL BR V/R REGD 144A P/P 5.16802000                                  | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12150000 | PA      | $12138323.85   | 0.03%             | 2034-01-25      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75% 06/01/31                       | AT&T INC REGD SER * 2.75000000                                                                     | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20175000 | PA      | $18448712.41   | 0.04%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.55% 12/01/33                       | AT&T INC REGD 2.55000000                                                                           | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $5500542.84    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.375% 08/15/35                      | AT&T INC REGD 5.37500000                                                                           | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     21855000 | PA      | $22138818.86   | 0.05%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.4% 04/30/31                        | AT&T INC REGD 4.40000000                                                                           | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10470000 | PA      | $10364450.46   | 0.02%             | 2031-04-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC 4.75% 04/30/33                       | AT&T INC REGD 4.75000000                                                                           | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11450000 | PA      | $11341535.18   | 0.02%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC 5.125% 04/30/36                      | AT&T INC REGD 5.12500000                                                                           | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      9042000 | PA      | $8933512.28    | 0.02%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AASET 2022-1A A 6% 05/16/29                   | AASET 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 6.00000000                                         | CUSIP: 00255EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1107239 | PA      | $1124493.96    | 0.00%             | 2047-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AASET 2021-2A 2.798% 12/15/28                 | AASET 2021-2 TRUST SER 2021-2A CL A REGD 144A P/P 2.79800000                                       | CUSIP: 00258BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5470709 | PA      | $5170493.85    | 0.01%             | 2047-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATO 4.65% 03/15/36                | ABBOTT LABORATORIES REGD 4.65000000                                                                | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6845008.80    | 0.01%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATOR 5.5% 03/15/56                | ABBOTT LABORATORIES REGD 5.50000000                                                                | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      3140000 | PA      | $3078855.16    | 0.01%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 5.55% 03/15/56                     | ABBVIE INC REGD 5.55000000                                                                         | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      2360000 | PA      | $2308097.28    | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ACCR 2006-2 A4 V/R 09/25/36                   | ACCREDITED MORTGAGE LOAN TRUST 2006-2 SER 2006-2 CL A4 V/R REGD 4.05303000                         | CUSIP: 00437NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        28532 | PA      | $28452.00      | 0.00%             | 2036-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| ACE 2004-HE3 M1 V/R 11/25/34                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2004-HE3 CL M1 V/R REGD 4.72303000            | CUSIP: 004421HQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2112582 | PA      | $2155651.80    | 0.00%             | 2034-11-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ACE 2005-HE3 M3 V/R 05/25/35                  | ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIE SER 2005-HE3 CL M3 V/R REGD 4.49803000            | CUSIP: 004421NE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        10614 | PA      | $10593.83      | 0.00%             | 2035-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| ACORE 2026-FL1 A V/R 10/20/30                 | ACORE 2026-FL1 ISSUER LLC SER 2026-FL1 CL AS V/R REGD 144A P/P 5.37504000                          | CUSIP: 00485EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12500000 | PA      | $12515890.00   | 0.03%             | 2043-08-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC /  8.25% 02/01/29                | ACRISURE LLC / FIN INC REGD 144A P/P 8.25000000                                                    | CUSIP: 00489LAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1375000 | PA      | $1359313.45    | 0.00%             | 2029-02-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  3.65% 07/21/27                | AERCAP IRELAND CAP/GLOBA REGD 3.65000000                                                           | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       200000 | PA      | $197862.81     | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP 3% 10/29/28                | AERCAP IRELAND CAP/GLOBA REGD 3.00000000                                                           | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     46935000 | PA      | $45178902.10   | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.3% 01/30/32                | AERCAP IRELAND CAP/GLOBA REGD 3.30000000                                                           | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     21615000 | PA      | $19631299.80   | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND C 3.4% 10/29/33                | AERCAP IRELAND CAP/GLOBA REGD 3.40000000                                                           | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      8770000 | PA      | $7759259.17    | 0.02%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  5.75% 06/06/28                | AERCAP IRELAND CAP/GLOBA REGD 5.75000000                                                           | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       971000 | PA      | $994849.11     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  6.15% 09/30/30                | AERCAP IRELAND CAP/GLOBA REGD 6.15000000                                                           | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      8535000 | PA      | $8969316.19    | 0.02%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  4.95% 09/10/34                | AERCAP IRELAND CAP/GLOBA REGD 4.95000000                                                           | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15355000 | PA      | $14923872.44   | 0.03%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND 5.375% 12/15/31                | AERCAP IRELAND CAP/GLOBA REGD 5.37500000                                                           | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5980000 | PA      | $6074156.30    | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND  4.75% 01/15/33                | AERCAP IRELAND CAP/GLOBA REGD 4.75000000                                                           | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      9450000 | PA      | $9185018.79    | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS  6.75% 08/01/32                | OSAIC HOLDINGS INC REGD 144A P/P 6.75000000                                                        | CUSIP: 00791GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       116000 | PA      | $116014.49     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AGL 2025-42A A1 V/R 07/22/38                  | AGL CLO 42 LTD SER 2025-42A CL A1 V/R REGD 144A P/P 4.96920000                                     | CUSIP: 00791YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6980000 | PA      | $6981521.64    | 0.02%             | 2038-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEAL 4.742% 12/01/30                | ADVENTIST HEALTH SYS/W REGD SER 2025 4.74200000                                                    | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1089298.65    | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AFRMT 2025-2A  4.67% 07/15/33                 | AFFIRM MASTER TRUST SER 2025-2A CL A REGD 144A P/P 4.67000000                                      | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9400000 | PA      | $9427753.50    | 0.02%             | 2033-07-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AFFRM 2024-X2  6.08% 12/17/29                 | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 SER 2024-X2 CL D REGD 144A P/P 6.08000000                | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1130000 | PA      | $1132833.25    | 0.00%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| AGL 2021-14A AR V/R 12/02/34                  | AGL CLO 14 LTD SER 2021-14A CL AR V/R REGD 144A P/P 4.79969000                                     | CUSIP: 00851WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10000000 | PA      | $9999340.00    | 0.02%             | 2034-12-02      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| AIMCO 2024-21A B V/R 04/18/37                 | AIMCO CLO 21 LTD SER 2024-21A CL B V/R REGD 144A P/P 5.58763000                                    | CUSIP: 00901WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      4950000 | PA      | $4948722.90    | 0.01%             | 2037-04-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC 5.25% 03/16/36                     | AIRBNB INC REGD 5.25000000                                                                         | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $3003037.89    | 0.01%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP 5.85% 12/15/27                 | AIR LEASE CORP REGD 5.85000000                                                                     | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      8015000 | PA      | $8182441.37    | 0.02%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 6.5% 07/18/28                   | AIRCASTLE LTD REGD 144A P/P 6.50000000                                                             | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |     12835000 | PA      | $13306783.28   | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD 5.95% 02/15/29                  | AIRCASTLE LTD REGD 144A P/P 5.95000000                                                             | CUSIP: 00928QAY7<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |      3340000 | PA      | $3431298.57    | 0.01%             | 2029-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.75% 10/01/31                | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.75000000                                                   | CUSIP: 00929JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12585000 | PA      | $12886011.43   | 0.03%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRE 5.25% 03/15/30                | AIRCASTLE / IRELAND DAC REGD 144A P/P 5.25000000                                                   | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3310000 | PA      | $3337233.52    | 0.01%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AJAXM 2019-F A1 V/R 07/25/59                  | AJAX MORTGAGE LOAN TRUST 2019-F SER 2019-F CL A1 V/R REGD 144A P/P 2.86000000                      | CUSIP: 00969PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5722035 | PA      | $5592984.13    | 0.01%             | 2059-07-25      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 4% 01/15/31                       | AKER BP ASA REGD 144A P/P 4.00000000                                                               | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     10230000 | PA      | $9813506.32    | 0.02%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 5.125% 10/01/34                   | AKER BP ASA REGD 144A P/P 5.12500000                                                               | CUSIP: 00973RAN3<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5495000 | PA      | $5377589.87    | 0.01%             | 2034-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA A V/R 06/15/27                  | ALA TRUST 2025-OANA SER 2025-OANA CL A V/R REGD 144A P/P 5.41563000                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500000 | PA      | $2506250.00    | 0.01%             | 2040-06-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| ALA 2025-OANA C V/R 06/15/27                  | ALA TRUST 2025-OANA SER 2025-OANA CL C V/R REGD 144A P/P 5.76513000                                | CUSIP: 009920AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14600000 | PA      | $14636500.00   | 0.03%             | 2040-06-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| ALASKA AIRLINES  4.8% 08/15/27                | ALASKA AIRLINES 2020 TR REGD 144A P/P 4.80000000                                                   | CUSIP: 01166VAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       878896 | PA      | $879012.84     | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL  4.7% 07/01/30                | ALEXANDRIA REAL ESTATE E REGD 4.70000000                                                           | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |        42000 | PA      | $41732.62      | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ADC 2021-1A A 1.937% 08/15/26                 | ALIGNED DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 1.93700000                         | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17968000 | PA      | $17784501.80   | 0.04%             | 2046-08-15      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| ALLEG 2019-1A AR V/R 04/20/32                 | ALLEGRO CLO X LTD SER 2019-1A CL ARR V/R REGD 144A P/P 4.79763000                                  | CUSIP: 01750FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7423501 | PA      | $7422699.67    | 0.02%             | 2032-04-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CO V/R 04/01/56                | ALLIANT ENERGY CORP REGD V/R 5.75000000                                                            | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |     10450000 | PA      | $10160072.07   | 0.02%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / CO- 7% 01/15/31                | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 7.00000000                                                  | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       924000 | PA      | $931865.15     | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / C 6.5% 10/01/31                | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 6.50000000                                                  | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       506000 | PA      | $496865.49     | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLD / 7.375% 10/01/32                | ALLIANT HOLD / CO-ISSUER REGD 144A P/P 7.37500000                                                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       548000 | PA      | $542767.26     | 0.00%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UMBS TBA 30YR 2% APR 26                       | UMBS TBA 30YR 2% APR 26        TO BE ANNOUNCED 2.00000000                                          | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12600000 | PA      | $10145953.06   | 0.02%             | 2056-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNCL TBA 30YR 2% MAY 26                       | FNCL TBA 30YR 2% MAY 26        TO BE ANNOUNCED 2.00000000                                          | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47950000 | PA      | $38597876.59   | 0.08%             | 2056-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% APR 26                     | FNMA 30YR TBA 2.5% APR 26     TO BE ANNOUNCED 2.50000000                                           | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     50000000 | PA      | $42031250.00   | 0.09%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% APR 26                     | FNMA 30YR TBA 2.5% APR 26     TO BE ANNOUNCED 2.50000000                                           | CUSIP: 01F022642<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -50000000 | PA      | $-42031250.00  | -0.09%            | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% MAY 26                     | FNMA 30YR TBA 2.5% MAY 26     TO BE ANNOUNCED 2.50000000                                           | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13475000 | PA      | $11322684.60   | 0.02%             | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 2.5% MAY 26                     | FNMA 30YR TBA 2.5% MAY 26     TO BE ANNOUNCED 2.50000000                                           | CUSIP: 01F022659<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -50000000 | PA      | $-42013672.00  | -0.09%            | 2056-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% APR 26                     | FNMA 30YR TBA 3.0% APR 26       TO BE ANNOUNCED 3.00000000                                         | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    221350000 | PA      | $194385021.26  | 0.42%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% APR 26                     | FNMA 30YR TBA 3.0% APR 26       TO BE ANNOUNCED 3.00000000                                         | CUSIP: 01F030645<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -221350000 | PA      | $-194385021.26 | -0.42%            | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3.0% MAY 26                     | FNMA TBA 30YR 3.0% MAY 26      TO BE ANNOUNCED 3.00000000                                          | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    298625000 | PA      | $262013037.48  | 0.57%             | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA TBA 30YR 3.0% MAY 26                     | FNMA TBA 30YR 3.0% MAY 26      TO BE ANNOUNCED 3.00000000                                          | CUSIP: 01F030652<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -221350000 | PA      | $-194212091.57 | -0.42%            | 2056-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.0% JUNE 26                    | FNMA 30YR TBA 3.0% JUNE 26     TO BE ANNOUNCED 3.00000000                                          | CUSIP: 01F030660<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -221350000 | PA      | $-194039161.88 | -0.42%            | 2056-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 3.5% APR 26                     | FNCL 30YR TBA 3.5% APR 26      TO BE ANNOUNCED 3.50000000                                          | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    566700000 | PA      | $519462171.80  | 1.13%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% MAY 26                     | FNMA 30YR TBA 3.5% MAY 26      TO BE ANNOUNCED 3.50000000                                          | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1200000 | PA      | $1098754.08    | 0.00%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 3.5% JUN 26                     | FNMA 30YR TBA 3.5% JUN 26      TO BE ANNOUNCED 3.50000000                                          | CUSIP: 01F032666<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    239100000 | PA      | $218646553.93  | 0.48%             | 2056-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.0% APR 26                     | FNMA 30YR TBA 4.0% APR 26 TO BE ANNOUNCED 4.00000000                                               | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    368569022 | PA      | $347753585.23  | 0.76%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4% MAY 26                       | FNMA 30YR TBA 4% MAY 26        TO BE ANNOUNCED 4.00000000                                          | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    494005978 | PA      | $465739672.24  | 1.01%             | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4% MAY 26                       | FNMA 30YR TBA 4% MAY 26        TO BE ANNOUNCED 4.00000000                                          | CUSIP: 01F040651<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -85000000 | PA      | $-80136423.25  | -0.17%            | 2056-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4% JUN 26                       | FNMA 30YR TBA 4% JUN 26        TO BE ANNOUNCED 4.00000000                                          | CUSIP: 01F040669<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    241000000 | PA      | $226871423.20  | 0.49%             | 2056-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% APR 26                     | FNMA 30YR TBA 4.5% APR 26 TO BE ANNOUNCED 4.50000000                                               | CUSIP: 01F042640<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    344870000 | PA      | $332801505.41  | 0.72%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% APR 26                     | FNMA 30YR TBA 4.5% APR 26 TO BE ANNOUNCED 4.50000000                                               | CUSIP: 01F042640<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |     -2570000 | PA      | $-2480064.57   | -0.01%            | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 4.5% JUN 26                     | FNMA 30YR TBA 4.5% JUN 26     TO BE ANNOUNCED 4.50000000                                           | CUSIP: 01F042665<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    129230000 | PA      | $124495664.12  | 0.27%             | 2056-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% APR 26                       | FNMA 30YR TBA 5% APR 26 TO BE ANNOUNCED 5.00000000                                                 | CUSIP: 01F050643<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -150803659 | PA      | $-148711505.55 | -0.32%            | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% APR 26                       | FNMA 30YR TBA 5% APR 26 TO BE ANNOUNCED 5.00000000                                                 | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    280103659 | PA      | $276217680.10  | 0.60%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% MAY 26                       | FNMA 30YR TBA 5% MAY 26        TO BE ANNOUNCED 5.00000000                                          | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1514290000 | PA      | $1491566306.83 | 3.24%             | 2056-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5% JUN 26                       | FNMA 30YR TBA 5% JUN 26        TO BE ANNOUNCED 5.00000000                                          | CUSIP: 01F050668<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    104000000 | PA      | $102341858.32  | 0.22%             | 2056-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% APR 26                     | FNMA 30YR TBA 5.5% APR 26 TO BE ANNOUNCED 5.50000000                                               | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     80200000 | PA      | $80569393.98   | 0.18%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNCL 30YR TBA 5.5% MAY 26                     | FNCL 30YR TBA 5.5% MAY 26      TO BE ANNOUNCED 5.50000000                                          | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    768300000 | PA      | $770788308.58  | 1.68%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 5.5% JUN 26                     | FNMA 30YR TBA 5.5% JUN 26      TO BE ANNOUNCED 5.50000000                                          | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    130000000 | PA      | $130268689.20  | 0.28%             | 2056-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% APR 26                       | FNMA 30YR TBA 6% APR 26 TO BE ANNOUNCED 6.00000000                                                 | CUSIP: 01F060642<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |    -56500000 | PA      | $-57592032.00  | -0.13%            | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% APR 26                       | FNMA 30YR TBA 6% APR 26 TO BE ANNOUNCED 6.00000000                                                 | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56500000 | PA      | $57592032.00   | 0.13%             | 2056-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% MAY 26                       | FNMA 30YR TBA 6% MAY 26        TO BE ANNOUNCED 6.00000000                                          | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     77670000 | PA      | $79077152.05   | 0.17%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JUN 26                       | FNMA 30YR TBA 6% JUN 26        TO BE ANNOUNCED 6.00000000                                          | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    734500000 | PA      | $747462683.70  | 1.63%             | 2056-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6% JUL 26                       | FNMA 30YR TBA 6% JUL 26        TO BE ANNOUNCED 6.00000000                                          | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    527000000 | PA      | $536053628.12  | 1.17%             | 2056-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA 30YR TBA 6.5% JUN 26                     | FNMA 30YR TBA 6.5% JUN 26      TO BE ANNOUNCED 6.50000000                                          | CUSIP: 01F062663<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    633200000 | PA      | $654379963.79  | 1.42%             | 2056-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLYA 2024-2 A 4.14% 07/16/29                 | ALLY AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 4.14000000                                | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7699215 | PA      | $7703067.26    | 0.02%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATIO 6.25% 01/15/34                | ALPHA GENERATION LLC REGD 144A P/P 6.25000000                                                      | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |       200000 | PA      | $196468.72     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.8% 02/15/36                    | ALPHABET INC REGD 4.80000000                                                                       | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     20740000 | PA      | $20651158.76   | 0.04%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 5.65% 02/15/56                   | ALPHABET INC REGD 5.65000000                                                                       | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     18685000 | PA      | $18624899.32   | 0.04%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 9.5% 11/01/29                | ALTICE FRANCE SA REGD 144A P/P 9.50000000                                                          | CUSIP: 02090DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3706755 | PA      | $3745457.23    | 0.01%             | 2029-11-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE  6.875% 10/15/30                | ALTICE FRANCE SA REGD 144A P/P 6.87500000                                                          | CUSIP: 02090DAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       943292 | PA      | $902351.71     | 0.00%             | 2030-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA 6.5% 04/15/32                | ALTICE FRANCE SA REGD 144A P/P 6.50000000                                                          | CUSIP: 02090DAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |       520065 | PA      | $492753.26     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE  6.875% 07/15/32                | ALTICE FRANCE SA REGD 144A P/P 6.87500000                                                          | CUSIP: 02090DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1401000 | PA      | $1327487.39    | 0.00%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA7 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OA7 SER 2006-OA7 CL 2A1 V/R REGD 4.79874000                            | CUSIP: 02146BAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6984585 | PA      | $6646951.92    | 0.01%             | 2046-06-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-HY12 A5 V/R 8/25/36                | CWALT 2006-HY12 A5 V/R 8/25/36 4.10119800                                                          | CUSIP: 02146PAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        90287 | PA      | $85234.11      | 0.00%             | 2036-08-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OC5 2 V/R 06/25/46                 | ALTERNATIVE LOAN TRUST 2006-OC5 SER 2006-OC5 CL 2A3 V/R REGD 4.31303000                            | CUSIP: 02147HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4520202 | PA      | $4071988.93    | 0.01%             | 2046-06-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 1 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 1A1 V/R REGD 4.69874000                            | CUSIP: 02149LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9787450 | PA      | $8929950.87    | 0.02%             | 2047-03-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA2 2 V/R 03/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA2 SER 2007-OA2 CL 2A1 V/R REGD 4.05303000                            | CUSIP: 02149LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8236185 | PA      | $6953731.78    | 0.02%             | 2047-03-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-OA4 A V/R 05/25/47                 | ALTERNATIVE LOAN TRUST 2007-OA4 SER 2007-OA4 CL A1 V/R REGD 4.13303000                             | CUSIP: 02150DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       911099 | PA      | $835695.73     | 0.00%             | 2047-05-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-5CB 1A 6% 04/25/37                 | ALTERNATIVE LOAN TRUST 2007-5CB SER 2007-5CB CL 1A4 REGD 6.00000000                                | CUSIP: 02150EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11754543 | PA      | $5529087.84    | 0.01%             | 2037-04-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2007-HY7C  V/R 08/25/37                 | ALTERNATIVE LOAN TRUST 2007-HY7C SER 2007-HY7C CL A1 V/R REGD 4.07303000                           | CUSIP: 02150VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1347259 | PA      | $1282827.60    | 0.00%             | 2037-08-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCI 9.625% 07/15/27                | ALTICE FINANCING SA REGD 144A P/P 9.62500000                                                       | CUSIP: 02154CAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4700000 | PA      | $3486776.78    | 0.01%             | 2027-07-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 4.875% 03/13/36                | AMAZON.COM INC REGD 4.87500000                                                                     | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     38393000 | PA      | $38043095.41   | 0.08%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.65% 03/13/46                 | AMAZON.COM INC REGD 5.65000000                                                                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      5150000 | PA      | $5132182.70    | 0.01%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.8% 03/13/56                  | AMAZON.COM INC REGD 5.80000000                                                                     | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     32275000 | PA      | $32249063.16   | 0.07%             | 2056-03-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC 5.95% 03/13/66                 | AMAZON.COM INC REGD 5.95000000                                                                     | CUSIP: 023135DJ2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     23480000 | PA      | $23556966.97   | 0.05%             | 2066-03-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD 2.538% 06/15/30                    | AMDOCS LTD REGD 2.53800000                                                                         | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | US        |      7803000 | PA      | $7056821.58    | 0.02%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE  3.625% 04/28/26                | AMCOR FINANCE USA INC REGD 3.62500000                                                              | CUSIP: 02343UAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12260000 | PA      | $12252971.71   | 0.03%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES  5.5% 03/17/35                | AMCOR FLEXIBLES NORTH AM REGD SER WI 5.50000000                                                    | CUSIP: 02344AAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9450000 | PA      | $9558216.58    | 0.02%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15- 3.375% 05/01/27                | AMER AIRLN 15-1 A PTT REGD 3.37500000                                                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       426677 | PA      | $421281.29     | 0.00%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 17- 3.6% 10/15/29                | AMER AIRLINE 17-2 A PTT REGD SER A 3.60000000                                                      | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       139609 | PA      | $132963.22     | 0.00%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19 3.85% 02/15/28                | AMER AIRLINE 19-1B PTT REGD SER B 3.85000000                                                       | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4977292 | PA      | $4865315.11    | 0.01%             | 2028-02-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 2 2.875% 07/11/34                | AMER AIRLINE 21-1A EETC REGD SER A 2.87500000                                                      | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8773043 | PA      | $7839038.62    | 0.02%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMCAR 2024-1 A 5.43% 01/18/29                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A3 REGD 5.43000000                   | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12617713 | PA      | $12693182.93   | 0.03%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSET 3.375% 02/01/31                | AMERICAN ASSETS TRUST LP REGD 3.37500000                                                           | CUSIP: 02401LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10870000 | PA      | $9798333.33    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ACAR 2024-3 D 6.04% 07/12/30                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 144A P/P 6.04000000       | CUSIP: 02490BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2900000 | PA      | $2944968.85    | 0.01%             | 2030-07-12      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-1 D 5.54% 08/12/31                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-1 SER 2025-1 CL D REGD 144A P/P 5.54000000       | CUSIP: 02528DAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3200000 | PA      | $3227959.36    | 0.01%             | 2031-08-12      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ACAR 2025-3 A 4.73% 01/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2025-3 SER 2025-3 CL A REGD 144A P/P 4.73000000       | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1290900 | PA      | $1292439.87    | 0.00%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ACAR 2023-4 D 7.65% 06/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-4 SER 2023-4 CL D REGD 144A P/P 7.65000000       | CUSIP: 02530CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $7606573.22    | 0.02%             | 2030-09-12      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| ACAR 2023-3 D 6.82% 02/12/27                  | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023-3 SER 2023-3 CL D REGD 144A P/P 6.82000000       | CUSIP: 02530EAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3310000 | PA      | $3373795.62    | 0.01%             | 2029-10-12      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRI 5.2% 01/15/29                | AMERICAN ELECTRIC POWER REGD 5.20000000                                                            | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     21904000 | PA      | $22353653.20   | 0.05%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC V/R 03/15/56                | AMERICAN ELECTRIC POWER REGD V/R SER C 5.80000000                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     20480000 | PA      | $20230451.20   | 0.04%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC V/R 03/15/56                | AMERICAN ELECTRIC POWER REGD V/R SER D 6.05000000                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      8945000 | PA      | $8865164.09    | 0.02%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/36                | AMERICAN EXPRESS CO REGD V/R 5.66700000                                                            | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      1220000 | PA      | $1260894.96    | 0.00%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 07/20/33                | AMERICAN EXPRESS CO REGD V/R 4.91800000                                                            | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      8715000 | PA      | $8730922.04    | 0.02%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 02/09/29                | AMERICAN EXPRESS CO REGD V/R 4.00900000                                                            | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6955291.49    | 0.02%             | 2029-02-09      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| AHART 2025-1A  4.48% 08/15/28                 | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TR SER 2025-1A CL A2 REGD 144A P/P 4.48000000            | CUSIP: 02650VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3922060 | PA      | $3925546.01    | 0.01%             | 2028-08-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 2.375% 07/15/31                | AMERICAN HOMES 4 RENT REGD 2.37500000                                                              | CUSIP: 02666TAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1690000 | PA      | $1487141.83    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 3.375% 07/15/51                | AMERICAN HOMES 4 RENT REGD 3.37500000                                                              | CUSIP: 02666TAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3567000 | PA      | $2339142.72    | 0.01%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.1% 06/15/30                | AMERICAN TOWER CORP REGD 2.10000000                                                                | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     13775000 | PA      | $12397000.66   | 0.03%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.7% 04/15/31                | AMERICAN TOWER CORP REGD 2.70000000                                                                | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     13810000 | PA      | $12530489.14   | 0.03%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 2.3% 09/15/31                | AMERICAN TOWER CORP REGD 2.30000000                                                                | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     15793000 | PA      | $13903597.50   | 0.03%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER  5.65% 03/15/33                | AMERICAN TOWER CORP REGD 5.65000000                                                                | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      6855000 | PA      | $7079837.28    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER C 5.9% 11/15/33                | AMERICAN TOWER CORP REGD 5.90000000                                                                | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      7480000 | PA      | $7834130.88    | 0.02%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSM 2.65% 01/15/32                | AMERICAN TRANSMISSION SY REGD 144A P/P 2.65000000                                                  | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7200000 | PA      | $6451019.14    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERICOLD REALTY 5.6% 05/15/32                | AMERICOLD REALTY OPER PA REGD 5.60000000                                                           | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2176294.91    | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1  4.185% 11/18/26                 | AMERICREDIT AUTOMOBILE________  RECEIVABLES TRUST 2025-1 SER 2025-1 CL A1 REGD 144A P/P 4.18500000 | CUSIP: 03067FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       764612 | PA      | $764706.21     | 0.00%             | 2026-11-18      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A 4.22% 06/18/27                 | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1 CL A2A REGD 144A P/P 4.22000000         | CUSIP: 03067FAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3502152.50    | 0.01%             | 2029-03-19      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| AMSI 2005-R10 M5 V/R 01/25/36                 | AMERIQUEST MORTGAGE SECURITIES INC ASSET SER 2005-R10 CL M5 V/R REGD 4.73803000                    | CUSIP: 03072ST21<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2340000 | PA      | $2217065.06    | 0.00%             | 2036-01-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FI 9.5% 06/01/30                | AMERIGAS PART/FIN CORP REGD 144A P/P 9.50000000                                                    | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1059417.00    | 0.00%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC 4.2% 02/22/52                       | AMGEN INC REGD 4.20000000                                                                          | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      2250000 | PA      | $1748219.81    | 0.00%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMMC 2024-28A A1 V/R 07/20/37                 | AMMC CLO 28 LTD SER 2024-28A CL A1A V/R REGD 144A P/P 5.21763000                                   | CUSIP: 03166HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     24000000 | PA      | $24010008.00   | 0.05%             | 2037-07-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP I 6.375% 02/15/29                | AMWINS GROUP INC REGD 144A P/P 6.37500000                                                          | CUSIP: 031921AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       177000 | PA      | $178025.01     | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5.25% 04/05/34                  | AMPHENOL CORP REGD 5.25000000                                                                      | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      4155000 | PA      | $4245595.62    | 0.01%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 5% 01/15/35                     | AMPHENOL CORP REGD 5.00000000                                                                      | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     10885000 | PA      | $10871168.32   | 0.02%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 4.625% 02/15/36                 | AMPHENOL CORP REGD 4.62500000                                                                      | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     14010000 | PA      | $13548062.14   | 0.03%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANCHC 2015-6A AR V/R 07/22/38                 | ANCHORAGE CAPITAL CLO 6 LTD SER 2015-6A CL AR4 V/R REGD 144A P/P 5.03920000                        | CUSIP: 03328QBW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8625000 | PA      | $8631080.63    | 0.02%             | 2038-07-22      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ANCHF 2025-18 5.327% 10/22/40                 | ANCHORAGE CREDIT FUNDING 18 LTD SER 2025-18A CL A REGD 144A P/P 5.32700000                         | CUSIP: 03331MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14300000 | PA      | $14365379.60   | 0.03%             | 2040-10-22      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ANCHF 2025-18 5.702% 10/22/40                 | ANCHORAGE CREDIT FUNDING 18 LTD SER 2025-18A CL B REGD 144A P/P 5.70200000                         | CUSIP: 03331MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2800000 | PA      | $2812686.80    | 0.01%             | 2040-10-22      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AOMT 2021-7 A1 V/R 11/25/25                   | ANGEL OAK MORTGAGE TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 1.97800000                      | CUSIP: 03464JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4791412 | PA      | $4160053.97    | 0.01%             | 2066-10-25      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| AOMT 2022-2 A1 V/R 02/25/26                   | ANGEL OAK MORTGAGE TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.04453000                      | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27572314 | PA      | $26365678.09   | 0.06%             | 2067-01-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-8 A1 V/R 08/25/28                   | ANGEL OAK MORTGAGE TRUST 2024-8 SER 2024-8 CL A1 V/R REGD 144A P/P 5.33800000                      | CUSIP: 03465QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2254614 | PA      | $2255669.83    | 0.00%             | 2069-05-27      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-1 A1 V/R 01/25/28                   | ANGEL OAK MORTGAGE TRUST 2024-1 SER 2024-1 CL A1 V/R REGD 144A P/P 5.21000000                      | CUSIP: 03465XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14091276 | PA      | $14066587.93   | 0.03%             | 2068-08-25      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| AOMT 2023-7 A1 V/R 12/25/27                   | ANGEL OAK MORTGAGE TRUST 2023-7 SER 2023-7 CL A1 V/R REGD 144A P/P 4.80000000                      | CUSIP: 03466DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6511079 | PA      | $6474320.50    | 0.01%             | 2067-11-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN  5.25% 03/19/36                | ANGLO AMERICAN CAPITAL REGD 144A P/P 5.25000000                                                    | CUSIP: 034863BJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      6198000 | PA      | $6060285.89    | 0.01%             | 2036-03-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AOMT 2024-4 A1 V/R 01/25/69                   | ANGEL OAK MORTGAGE TRUST 2024-4 SER 2024-4 CL A1 V/R REGD 144A P/P 6.19700000                      | CUSIP: 034943AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5922018 | PA      | $5964736.74    | 0.01%             | 2069-01-25      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| AOMT 2026-1 A1 V/R 01/25/30                   | ANGEL OAK MORTGAGE TRUST 2026-1 SER 2026-1 CL A1 V/R REGD 144A P/P 4.74700000                      | CUSIP: 034947AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24059785 | PA      | $23839307.90   | 0.05%             | 2071-02-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| AOMT 2026-1 A2 V/R 01/25/30                   | ANGEL OAK MORTGAGE TRUST 2026-1 SER 2026-1 CL A2 V/R REGD 144A P/P 4.97100000                      | CUSIP: 034947AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6057511 | PA      | $5990335.72    | 0.01%             | 2071-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 2.75% 01/15/27                | ANTARES HOLDINGS REGD 144A P/P 2.75000000                                                          | CUSIP: 03666HAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      8970000 | PA      | $8782539.11    | 0.02%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 3.75% 07/15/27                | ANTARES HOLDINGS REGD 144A P/P 3.75000000                                                          | CUSIP: 03666HAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     20265000 | PA      | $19694396.17   | 0.04%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDING 7.95% 08/11/28                | ANTARES HOLDINGS REGD 144A P/P 7.95000000                                                          | CUSIP: 03666HAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2715000 | PA      | $2815132.46    | 0.01%             | 2028-08-11      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 2.25% 05/15/30                | ELEVANCE HEALTH INC REGD 2.25000000                                                                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $16400012.94   | 0.04%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 2.55% 03/15/31                | ELEVANCE HEALTH INC REGD 2.55000000                                                                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1290425.16    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 5.375% 06/15/34                | ELEVANCE HEALTH INC REGD 5.37500000                                                                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      7730000 | PA      | $7831333.96    | 0.02%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH 4.75% 02/15/30                | ELEVANCE HEALTH INC REGD 4.75000000                                                                | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6239850.31    | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH  5.2% 02/15/35                | ELEVANCE HEALTH INC REGD 5.20000000                                                                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     17575000 | PA      | $17546140.26   | 0.04%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH IN 5% 01/15/36                | ELEVANCE HEALTH INC REGD 5.00000000                                                                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     14895000 | PA      | $14591760.14   | 0.03%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP 2.8% 05/15/30                        | AON CORP REGD 2.80000000                                                                           | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3500000 | PA      | $3258831.17    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GL 2.05% 08/23/31                | AON CORP/AON GLOBAL HOLD REGD 2.05000000                                                           | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1542000 | PA      | $1346352.47    | 0.00%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLO 2.6% 12/02/31                | AON CORP/AON GLOBAL HOLD REGD 2.60000000                                                           | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9185000 | PA      | $8192583.80    | 0.02%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DIN 2023-1A A 7.824% 06/05/29                 | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC SER 2023-1A CL A2 REGD 144A P/P 7.82400000               | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10610000 | PA      | $10695583.44   | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| DIN 2025-1A A2 6.72% 06/05/30                 | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC SER 2025-1A CL A2 REGD 144A P/P 6.72000000               | CUSIP: 03789XAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27430000 | PA      | $27436097.69   | 0.06%             | 2055-06-07      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125% 12/01/29                 | APPLOVIN CORP REGD 5.12500000                                                                      | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      7790000 | PA      | $7835199.84    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.375% 12/01/31                 | APPLOVIN CORP REGD 5.37500000                                                                      | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |      7770000 | PA      | $7846237.76    | 0.02%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP 5.5% 12/01/34                   | APPLOVIN CORP REGD 5.50000000                                                                      | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     43840000 | PA      | $43477046.45   | 0.09%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AQFIT 2024-A A 4.81% 06/17/30                 | AQUA FINANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 4.81000000                                 | CUSIP: 03837DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8032171 | PA      | $8049548.44    | 0.02%             | 2050-04-18      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| AQFIT 2025-A A 5.25% 12/19/50                 | AQUA FINANCE ISSUER TRUST 2025-A SER 2025-A CL A REGD 144A P/P 5.25000000                          | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6037376 | PA      | $6111144.09    | 0.01%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AQFIT 2026-A A 4.76% 12/17/33                 | AQUA FINANCE ISSUER TRUST 2026-A SER 2026-A CL A REGD 144A P/P 4.76000000                          | CUSIP: 038410AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5600000 | PA      | $5572017.36    | 0.01%             | 2051-04-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| AMMST 2022-MF 2.915% 12/15/28                 | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2022-MF4 SER 2022-MF4 CL A3 REGD 144A P/P 2.91520000   | CUSIP: 03882LAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6700000 | PA      | $6496590.68    | 0.01%             | 2055-02-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL 6.75% 03/01/41                  | ARCELORMITTAL REGD 6.75000000                                                                      | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     12270000 | PA      | $13046447.56   | 0.03%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCOSA INC 6.875% 08/15/32                    | ARCOSA INC REGD 144A P/P 6.87500000                                                                | CUSIP: 039653AC4<br>LEI: 549300WFHLTCZV7D6V29 | Long             | DBT              | CORP              | US        |       345000 | PA      | $353501.84     | 0.00%             | 2032-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA 12% 12/01/30                  | ARDAGH GROUP SA REGD 144A P/P 12.00000000                                                          | CUSIP: 03969UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2035000 | PA      | $1710112.25    | 0.00%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| ARDONAGH FINCO  7.75% 02/15/31                | ARDONAGH FINCO LTD REGD 144A P/P 7.75000000                                                        | CUSIP: 039853AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     12467000 | PA      | $12613075.84   | 0.03%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ARDAGH GROUP SA 9.5% 12/01/30                 | ARDAGH GROUP SA REGD 144A P/P 9.50000000                                                           | CUSIP: 039959AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       520000 | PA      | $545250.68     | 0.00%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AREIT LTD 202 V/R 02/17/28                    | AREIT LTD 2023-CRE8 20410812__  FLT VARIABLE 5.78992000                                            | CUSIP: 04002BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |       711824 | PA      | $711890.85     | 0.00%             | 2041-08-17      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/30                | REPUBLIC OF ARGENTINA REGD S/UP 0.75000000                                                         | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |     14244244 | PA      | $11908187.85   | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/35                | REPUBLIC OF ARGENTINA REGD S/UP SER * 4.12500000                                                   | CUSIP: 040114HT0<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |      8846707 | PA      | $6369629.04    | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 01/09/38                | REPUBLIC OF ARGENTINA REGD S/UP 5.00000000                                                         | CUSIP: 040114HU7<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |       261019 | PA      | $196155.78     | 0.00%             | 2038-01-09      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/41                | REPUBLIC OF ARGENTINA REGD S/UP 3.50000000                                                         | CUSIP: 040114HV5<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |     18718204 | PA      | $12456964.76   | 0.03%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGE S/UP 07/09/46                | REPUBLIC OF ARGENTINA REGD S/UP 4.12500000                                                         | CUSIP: 040114HW3<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |       107153 | PA      | $73131.63      | 0.00%             | 2046-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENT 1% 07/09/29                | REPUBLIC OF ARGENTINA REGD 1.00000000                                                              | CUSIP: 040114HX1<br>LEI: N/A                  | Long             | DBT              | USGA              | AR        |       776170 | PA      | $679964.17     | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ARES 2021-60A AR V/R 07/18/34                 | ARES LX CLO LTD SER 2021-60A CL AR2 V/R REGD 144A P/P 4.62763000                                   | CUSIP: 04018FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22050000 | PA      | $21991258.80   | 0.05%             | 2034-07-18      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| ARES 2022-65A A1 V/R 07/25/34                 | ARES LXV CLO LTD SER 2022-65A CL A1R V/R REGD 144A P/P 4.78802000                                  | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11700000 | PA      | $11681783.10   | 0.03%             | 2034-07-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A  3.812% 01/15/27_                | ARI FLEET LEASE TRUST 2026-A__  SER 2026-A CL A1 REGD 144A P/P 3.81200000                          | CUSIP: 04033DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17077780 | PA      | $17072588.21   | 0.04%             | 2027-01-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| ARIFL 2026-A A 3.96% 09/15/28                 | ARI FLEET LEASE TRUST 2026-A SER 2026-A CL A2 REGD 144A P/P 3.96000000                             | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14000000 | PA      | $13952638.00   | 0.03%             | 2034-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| ARIXA 2025-RTL1 S/UP 02/25/28                 | ARIXA MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 S/UP REGD 144A P/P 5.73500000                   | CUSIP: 04046BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4420000 | PA      | $4431352.77    | 0.01%             | 2030-08-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC  3.35% 05/15/50                | ARIZONA PUBLIC SERVICE REGD 3.35000000                                                             | CUSIP: 040555DB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       957000 | PA      | $635505.62     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.45% 07/15/34                | ARTHUR J GALLAGHER & CO REGD 5.45000000                                                            | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      3795000 | PA      | $3854877.13    | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER 5% 02/15/32                | ARTHUR J GALLAGHER & CO REGD 5.00000000                                                            | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      1645000 | PA      | $1648916.12    | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAG 5.15% 02/15/35                | ARTHUR J GALLAGHER & CO REGD 5.15000000                                                            | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      9469000 | PA      | $9392284.62    | 0.02%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ASCNT 2024-A A 6.14% 10/25/50                 | ASCENT EDUCATION FUNDING TRUST 2024-A SER 2024-A CL A REGD 144A P/P 6.14000000                     | CUSIP: 04362VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       320757 | PA      | $327259.82     | 0.00%             | 2050-10-25      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC 3.375% 09/01/31                   | ASHLAND INC REGD 144A P/P 3.37500000                                                               | CUSIP: 04433LAA0<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |       270000 | PA      | $242443.37     | 0.00%             | 2031-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL 5.95% 10/15/33                | ASHTEAD CAPITAL INC REGD 144A P/P 5.95000000                                                       | CUSIP: 045054AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3530000 | PA      | $3632624.27    | 0.01%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL  5.8% 04/15/34                | ASHTEAD CAPITAL INC REGD 144A P/P 5.80000000                                                       | CUSIP: 045054AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6590000 | PA      | $6718445.89    | 0.01%             | 2034-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ABSHE 2006-HE3 M V/R 03/25/36                 | ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUST SERIES  SER 2006-HE3 CL M1 V/R REGD 4.24303000 | CUSIP: 04541GXD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12317758 | PA      | $11159609.36   | 0.02%             | 2036-03-25      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| CWL 2006-8 2A4 V/R 01/25/46                   | COUNTRYWIDE ASSET-BACKED CERTIFICATES SER 2006-8 CL 2A4 V/R REGD 4.29303000                        | CUSIP: 045427AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13645106 | PA      | $13035037.09   | 0.03%             | 2046-01-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| ABFC 2005-WMC1 M V/R 06/25/35                 | ABFC 2005-WMC1 TRUST SER 2005-WMC1 CL M3 V/R REGD 4.52803000                                       | CUSIP: 04542BPF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2226889 | PA      | $2163261.63    | 0.00%             | 2035-06-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 2.55% 11/19/30                | ATHENE GLOBAL FUNDING REGD 144A P/P 2.55000000                                                     | CUSIP: 04685A2R1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $2924300.84    | 0.01%             | 2030-11-19      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  2.646% 10/04/31                | ATHENE GLOBAL FUNDING REGD 144A P/P MTN 2.64600000                                                 | CUSIP: 04685A3E9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |      1207000 | PA      | $1046545.62    | 0.00%             | 2031-10-04      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING L 3.5% 01/15/31                | ATHENE HOLDING LTD REGD 3.50000000                                                                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |       661000 | PA      | $613095.78     | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCCP 2024-3A A V/R 01/20/35                   | ATLANTIC AVENUE 2024-3 LTD SER 2024-3A CL A V/R REGD 144A P/P 4.92763000                           | CUSIP: 04822JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19000000 | PA      | $18990405.00   | 0.04%             | 2035-01-20      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPO 5.25% 05/15/29                | ATLASSIAN CORPORATION REGD 5.25000000                                                              | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |     12080000 | PA      | $12152558.88   | 0.03%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPOR 5.5% 05/15/34                | ATLASSIAN CORPORATION REGD 5.50000000                                                              | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | AU        |     32815000 | PA      | $32133655.26   | 0.07%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL1  S/UP 08/25/28                 | ATLX 2024-RPL1 TRUST SER 2024-RPL1 CL A1 S/UP REGD 144A P/P 3.85000000                             | CUSIP: 049915AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4184331 | PA      | $4069001.36    | 0.01%             | 2064-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ATLX 2024-RPL2 A V/R 04/25/63                 | ATLX 2024-RPL2 TRUST SER 2024-RPL2 CL A1 V/R REGD 144A P/P 3.85000000                              | CUSIP: 049919AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4778625 | PA      | $4638305.97    | 0.01%             | 2063-04-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.19% 02/10/29                 | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.19000000                          | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $912352.14     | 0.00%             | 2030-12-10      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 5.63% 02/10/29                 | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.63000000                          | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1800000 | PA      | $1822150.44    | 0.00%             | 2032-09-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| XCAP 2023-1A A 6.18% 09/15/26                 | AUXILIOR TERM FUNDING 2023-1 LLC SER 2023-1A CL A2 REGD 144A P/P 6.18000000                        | CUSIP: 05335JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       215543 | PA      | $216009.67     | 0.00%             | 2028-12-15      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| AVCCT 2025-1A  4.89% 10/15/28                 | AVANT CREDIT CARD MASTER TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.89000000                    | CUSIP: 05351KAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7845000 | PA      | $7785425.85    | 0.02%             | 2031-04-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDIN 3.875% 11/01/29                | AVANTOR FUNDING INC REGD 144A P/P 3.87500000                                                       | CUSIP: 05352TAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       257000 | PA      | $241115.63     | 0.00%             | 2029-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 6.375% 07/15/30                | AVIATION CAPITAL GROUP REGD 144A P/P 6.37500000                                                    | CUSIP: 05366DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13350000 | PA      | $14051423.95   | 0.03%             | 2030-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.25% 04/15/28                | AVIATION CAPITAL GROUP REGD 144A P/P 6.25000000                                                    | CUSIP: 05369AAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3810000 | PA      | $3916237.58    | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 6.75% 10/25/28                | AVIATION CAPITAL GROUP REGD 144A P/P 6.75000000                                                    | CUSIP: 05369AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10810000 | PA      | $11311068.04   | 0.02%             | 2028-10-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 5.125% 04/10/30                | AVIATION CAPITAL GROUP REGD 144A P/P 5.12500000                                                    | CUSIP: 05369AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       285000 | PA      | $286484.74     | 0.00%             | 2030-04-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL 4.8% 10/24/30                | AVIATION CAPITAL GROUP REGD 144A P/P 4.80000000                                                    | CUSIP: 05369AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10295000 | PA      | $10176100.37   | 0.02%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPIT 4.875% 01/28/33                | AVIATION CAPITAL GROUP REGD 144A P/P 4.87500000                                                    | CUSIP: 05369AAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1917000 | PA      | $1849921.24    | 0.00%             | 2033-01-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITA 4.25% 04/30/29                | AVIATION CAPITAL GROUP REGD 144A P/P 4.25000000                                                    | CUSIP: 05369AAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1452000 | PA      | $1430832.53    | 0.00%             | 2029-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-1A C 2.13% 08/20/26                | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-1A CL C REGD 144A P/P 2.13000000                 | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4060000 | PA      | $4039125.51    | 0.01%             | 2027-08-20      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  2.35% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL C REGD 144A P/P 2.35000000                 | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3030000 | PA      | $2978362.74    | 0.01%             | 2028-02-20      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| AESOP 2021-2A  4.08% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2021-2A CL D REGD 144A P/P 4.08000000                 | CUSIP: 05377REU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13395000 | PA      | $13243043.10   | 0.03%             | 2028-02-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AESOP 2022-5A  6.12% 04/20/26                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2022-5A CL A REGD 144A P/P 6.12000000                 | CUSIP: 05377RFV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       476667 | PA      | $477088.71     | 0.00%             | 2027-04-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A  5.44% 02/22/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL A REGD 144A P/P 5.44000000                 | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1100000 | PA      | $1107857.19    | 0.00%             | 2028-02-22      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-4A  7.24% 06/20/28                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-4A CL C REGD 144A P/P 7.24000000                 | CUSIP: 05377RHA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5640000 | PA      | $5827193.86    | 0.01%             | 2029-06-20      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-5A  5.78% 04/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL A REGD 144A P/P 5.78000000                 | CUSIP: 05377RHC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2310000 | PA      | $2338360.79    | 0.01%             | 2028-04-20      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-8A  7.34% 02/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-8A CL C REGD 144A P/P 7.34000000                 | CUSIP: 05377RHP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $2346948.23    | 0.01%             | 2030-02-20      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-7A  7.41% 08/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL C REGD 144A P/P 7.41000000                 | CUSIP: 05377RHS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $5122886.00    | 0.01%             | 2028-08-21      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  5.36% 06/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL A REGD 144A P/P 5.36000000                 | CUSIP: 05377RHY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7368000 | PA      | $7529860.96    | 0.02%             | 2030-06-20      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-1A  6.48% 06/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-1A CL C REGD 144A P/P 6.48000000                 | CUSIP: 05377RJA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       480000 | PA      | $492224.59     | 0.00%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-2A  5.13% 10/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-2A CL A REGD 144A P/P 5.13000000                 | CUSIP: 05377RJG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5650000 | PA      | $5699617.17    | 0.01%             | 2028-10-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AESOP 2024-3A  5.23% 12/20/29                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2024-3A CL A REGD 144A P/P 5.23000000                 | CUSIP: 05377RJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4340000 | PA      | $4411857.81    | 0.01%             | 2030-12-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-3A  7.32% 02/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL D REGD 144A P/P 7.32000000                 | CUSIP: 05377RKH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1975000 | PA      | $1990404.80    | 0.00%             | 2028-02-20      | Fixed         | 7.32%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-5A  7.35% 04/20/27                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-5A CL D REGD 144A P/P 7.35000000                 | CUSIP: 05377RKJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2630000 | PA      | $2663181.40    | 0.01%             | 2028-04-20      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 3.25% 02/15/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 3.25000000                                                  | CUSIP: 05401AAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      1791000 | PA      | $1770771.34    | 0.00%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 2.75% 02/21/28                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.75000000                                                  | CUSIP: 05401AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      6105000 | PA      | $5887465.11    | 0.01%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 2.528% 11/18/27                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 2.52800000                                                  | CUSIP: 05401AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     15433000 | PA      | $14909995.84   | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDING 5.375% 05/30/30                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 5.37500000                                                  | CUSIP: 05401AAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5160000 | PA      | $5216261.91    | 0.01%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS  4.7% 01/30/31                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.70000000                                                  | CUSIP: 05401ABD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     11236000 | PA      | $11010106.18   | 0.02%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS 4.85% 04/01/33                | AVOLON HOLDINGS FNDG LTD REGD 144A P/P 4.85000000                                                  | CUSIP: 05401ABF7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     10883000 | PA      | $10425535.82   | 0.02%             | 2033-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRIS 6.125% 03/15/30                | AXON ENTERPRISE INC REGD 144A P/P 6.12500000                                                       | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       176000 | PA      | $178912.10     | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AXON ENTERPRISE 6.25% 03/15/33                | AXON ENTERPRISE INC REGD 144A P/P 6.25000000                                                       | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |       175000 | PA      | $178630.55     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE 7.75% 04/15/30                 | AZORRA FINANCE REGD 144A P/P 7.75000000                                                            | CUSIP: 05480AAA3<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       115000 | PA      | $118446.67     | 0.00%             | 2030-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZORRA FINANCE 7.25% 01/15/31                 | AZORRA FINANCE REGD 144A P/P 7.25000000                                                            | CUSIP: 05480AAB1<br>LEI: 254900MC1HXDAVUUP395 | Long             | DBT              | CORP              | KY        |       115000 | PA      | $116114.35     | 0.00%             | 2031-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BAMLL 2016-LD11  V/R 06/17/17                 | BAMLL RE-REMIC TRUST 2016-RRLD11 SER 2016-LD11 CL AJB V/R REGD 144A P/P 5.61697400                 | CUSIP: 05491JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       100000 | PA      | $16997.00      | 0.00%             | 2050-06-17      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| BAMLL 2018-PARK  V/R 08/10/28                 | BAMLL COMMERCIAL MORTGAGE SECURITIES  SER 2018-PARK CL A V/R REGD 144A P/P 4.09075000              | CUSIP: 05491YAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6110000 | PA      | $5974573.07    | 0.01%             | 2038-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| BFLD 2020-EYP C V/R 10/15/25                  | BFLD TRUST 2020-EYP SER 2020-EYP CL C V/R REGD 144A P/P 5.88748000                                 | CUSIP: 05493AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5140000 | PA      | $179951.40     | 0.00%             | 2035-10-15      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| BHG 2022-A B 2.7% 02/20/35                    | BHG SECURITIZATION TRUST 2022-A SER 2022-A CL B REGD 144A P/P 2.70000000                           | CUSIP: 054977AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1228643 | PA      | $1227069.40    | 0.00%             | 2035-02-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BHG 2022-A C 3.08% 02/20/35                   | BHG SECURITIZATION TRUST 2022-A SER 2022-A CL C REGD 144A P/P 3.08000000                           | CUSIP: 054977AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1845000 | PA      | $1826971.03    | 0.00%             | 2035-02-20      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 6.343% 08/02/30                | BAT CAPITAL CORP REGD 6.34300000                                                                   | CUSIP: 054989AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000000 | PA      | $25619513.28   | 0.06%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.25% 03/26/31                | BAE SYSTEMS PLC REGD 144A P/P 5.25000000                                                           | CUSIP: 05523RAK3<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |      1595000 | PA      | $1636811.84    | 0.00%             | 2031-03-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5.3% 03/26/34                 | BAE SYSTEMS PLC REGD 144A P/P 5.30000000                                                           | CUSIP: 05523RAL1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     13597000 | PA      | $13926161.61   | 0.03%             | 2034-03-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 3.557% 08/15/27                | BAT CAPITAL CORP REGD 3.55700000                                                                   | CUSIP: 05526DBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3320000 | PA      | $3283565.92    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 2.726% 03/25/31                | BAT CAPITAL CORP REGD 2.72600000                                                                   | CUSIP: 05526DBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20430000 | PA      | $18681381.39   | 0.04%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CO 5.834% 02/20/31                | BAT CAPITAL CORP REGD 5.83400000                                                                   | CUSIP: 05526DBY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $1046478.01    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BBSG 2016-MRP 3.275% 06/05/26                 | BBSG 2016-MRP MORTGAGE TRUST SER 2016-MRP CL A REGD 144A P/P 3.27500000                            | CUSIP: 055287AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2045000 | PA      | $1840459.10    | 0.00%             | 2036-06-05      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BCAP 2014-RR2 6A V/R 02/26/21                 | BCAP LLC 2014-RR2 SER 2014-RR2 CL 6A8 V/R REGD 144A P/P 2.45797100                                 | CUSIP: 05543DBD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3508471 | PA      | $3432821.41    | 0.01%             | 2036-10-26      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| BINOM 2022-RPL1  V/R 01/25/27                 | BINOM SECURITIZATION TRUST 2022-RPL1 SER 2022-RPL1 CL M1 V/R REGD 144A P/P 3.00000000              | CUSIP: 05552CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8591000 | PA      | $7010871.97    | 0.02%             | 2061-02-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC 6.15% 04/02/30                  | BGC GROUP INC REGD SER WI 6.15000000                                                               | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |      9340000 | PA      | $9499655.34    | 0.02%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-660F A V/R 11/15/27                 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F SER 2025-660F CL A V/R REGD 144A P/P 5.17251000           | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5895000 | PA      | $5887646.58    | 0.01%             | 2042-11-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| BFLD 2025-660F B V/R 11/15/27                 | BFLD COMMERCIAL MORTGAGE TRUST 2025-660F SER 2025-660F CL B V/R REGD 144A P/P 5.47251000           | CUSIP: 05556QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2620000 | PA      | $2613450.00    | 0.01%             | 2042-11-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BBCMS 2026-5C 4.763% 12/15/30                 | BBCMS MORTGAGE TRUST 2026-5C40 SER 2026-5C40 CL A2 REGD 4.76318000                                 | CUSIP: 05557AAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3900000 | PA      | $3896789.91    | 0.01%             | 2059-02-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BBCMS 2026-5C 5.247% 01/15/31                 | BBCMS MORTGAGE TRUST 2026-5C40 SER 2026-5C40 CL A3 REGD 5.24793000                                 | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9400000 | PA      | $9592973.54    | 0.02%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/29                          | BPCE SA REGD V/R 144A P/P 6.71400000                                                               | CUSIP: 05571AAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      8600000 | PA      | $8996171.90    | 0.02%             | 2029-10-19      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 10/19/34                          | BPCE SA REGD V/R 144A P/P 7.00300000                                                               | CUSIP: 05571AAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     56600000 | PA      | $61857113.28   | 0.13%             | 2034-10-19      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 05/30/35                          | BPCE SA REGD V/R 144A P/P 5.93600000                                                               | CUSIP: 05571AAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      5600000 | PA      | $5727889.72    | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/14/36                          | BPCE SA REGD V/R 144A P/P 6.29300000                                                               | CUSIP: 05571ABA2<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      9511000 | PA      | $9954581.34    | 0.02%             | 2036-01-14      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BPCE SA V/R 01/13/32                          | BPCE SA REGD V/R 144A P/P 4.76000000                                                               | CUSIP: 05571ABE4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |     12200000 | PA      | $12030942.04   | 0.03%             | 2032-01-13      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HGVGI 2019-A A 3.28% 09/26/33                 | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC SER 2019-A CL A REGD 144A P/P 3.28000000            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       357658 | PA      | $356383.91     | 0.00%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD B V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL B V/R REGD 144A P/P 5.79700000                                  | CUSIP: 05592CAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2865000 | PA      | $2848317.11    | 0.01%             | 2038-12-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD C V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL C V/R REGD 144A P/P 6.09700000                                  | CUSIP: 05592CAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2920000 | PA      | $2899178.65    | 0.01%             | 2038-12-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| BPR 2021-NRD D V/R 12/15/23                   | BPR TRUST 2021-NRD SER 2021-NRD CL D V/R REGD 144A P/P 7.39600000                                  | CUSIP: 05592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1770000 | PA      | $1755738.93    | 0.00%             | 2038-12-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| BPR 2023-STON B V/R 12/05/27                  | BPR 2023-STON MORTGAGE TRUST SER 2023-STON CL B V/R REGD 144A P/P 7.87129000                       | CUSIP: 05593GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11700000 | PA      | $11972292.93   | 0.03%             | 2039-12-05      | Variable      | 7.87%                 | No            |                  2 | On Loan: No      |
| BX 2025-DELC A V/R 12/15/27                   | BX TRUST 2025-DELC SER 2025-DELC CL A V/R REGD 144A P/P 5.22251000                                 | CUSIP: 05594MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4955000 | PA      | $4959168.15    | 0.01%             | 2042-12-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| BX 2025-DELC B V/R 12/15/27                   | BX TRUST 2025-DELC SER 2025-DELC CL B V/R REGD 144A P/P 5.47251000                                 | CUSIP: 05594MAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       870000 | PA      | $868912.50     | 0.00%             | 2042-12-15      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BX 2019-OC11  3.202% 12/09/29                 | BX TRUST 2019-OC11 SER 2019-OC11 CL A REGD 144A P/P 3.20200000                                     | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $6986580.50    | 0.02%             | 2041-12-09      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BX 2019-OC11 E V/R 12/09/41                   | BX TRUST 2019-OC11 SER 2019-OC11 CL E V/R REGD 144A P/P 3.94399000                                 | CUSIP: 05606FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7750000 | PA      | $7162331.45    | 0.02%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BXP 2017-GM A 3.379% 06/13/27                 | BXP TRUST 2017-GM SER 2017-GM CL A REGD 144A P/P 3.37900000                                        | CUSIP: 056083AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3800000 | PA      | $3735477.52    | 0.01%             | 2039-06-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BX 2022-AHP B V/R 01/15/24                    | BX COMMERCIAL MORTGAGE TRUST 2022-AHP SER 2022-AHP CL B V/R REGD 144A P/P 5.51251000               | CUSIP: 05610FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7672577 | PA      | $7670179.80    | 0.02%             | 2039-01-17      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT4 A V/R 06/15/29                   | BX TRUST 2024-VLT4 SER 2024-VLT4 CL A V/R REGD 144A P/P 5.16391500                                 | CUSIP: 05612TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4115000 | PA      | $4089281.25    | 0.01%             | 2041-06-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BMWLT 2024-2 A 4.29% 06/25/26                 | BMW VEHICLE LEASE TRUST SER 2024-2 CL A2A REGD 4.29000000                                          | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       410366 | PA      | $410405.21     | 0.00%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BMWLT 2024-2 A 4.18% 02/25/27                 | BMW VEHICLE LEASE TRUST SER 2024-2 CL A3 REGD 4.18000000                                           | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14300000 | PA      | $14308927.49   | 0.03%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 A V/R 11/13/34                   | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL A V/R REGD 144A P/P 5.04973500             | CUSIP: 05614JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5705000 | PA      | $5700813.10    | 0.01%             | 2046-11-13      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-VLT5 B V/R 11/13/34                   | BX COMMERCIAL MORTGAGE TRUST 2024-VLT5 SER 2024-VLT5 CL B V/R REGD 144A P/P 5.41472400             | CUSIP: 05614JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       735000 | PA      | $742949.39     | 0.00%             | 2046-11-13      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| BPR 2025-STAR A V/R 11/05/30                  | BPR COMMERCIAL MORTGAGE TRUST 2025-STAR SER 2025-STAR CL A V/R REGD 144A P/P 4.61725600            | CUSIP: 05619DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1900000 | PA      | $1883825.87    | 0.00%             | 2042-11-05      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT B V/R 12/15/27                   | BX TRUST 2025-VOLT SER 2025-VOLT CL B V/R REGD 144A P/P 5.77251000                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13190000 | PA      | $13091075.00   | 0.03%             | 2044-12-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MA 5.4% 06/15/33                | BACARDI LTD / MARTINI BV REGD 144A P/P 5.40000000                                                  | CUSIP: 05635JAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     13960000 | PA      | $13821582.55   | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BCC 2020-2A AR3 V/R 07/19/34                  | BAIN CAPITAL CREDIT CLO 2020-2 LTD SER 2020-2A CL AR3 V/R REGD 144A P/P 4.64580000                 | CUSIP: 05683EBE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     20000000 | PA      | $19949000.00   | 0.04%             | 2034-07-19      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BCC 2021-3A AR V/R 07/24/34                   | BAIN CAPITAL CREDIT CLO 2021-3 LTD SER 2021-3A CL AR V/R REGD 144A P/P 4.72802000                  | CUSIP: 05683NAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17100000 | PA      | $17082592.20   | 0.04%             | 2034-07-24      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| BCC 2021-4A A1RR V/R 10/20/34                 | BAIN CAPITAL CREDIT CLO 2021-4 LTD SER 2021-4A CL A1RR V/R REGD 144A P/P 4.66763000                | CUSIP: 05685ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18000000 | PA      | $17976582.00   | 0.04%             | 2034-10-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| BCC 2022-4A A1R V/R 10/16/37                  | BAIN CAPITAL CREDIT CLO 2022-4 LTD SER 2022-4A CL A1R V/R REGD 144A P/P 5.05113000                 | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     10430000 | PA      | $10433921.68   | 0.02%             | 2037-10-16      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR  7.125% 05/15/31                | BALDWIN INSUR GRP/FIN REGD 144A P/P 7.12500000                                                     | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4898000 | PA      | $4922830.07    | 0.01%             | 2031-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BALLY 2022-20A A V/R 10/15/36                 | BALLYROCK CLO 20 LTD SER 2022-20A CL A1A3 V/R REGD 144A P/P 4.72219000                             | CUSIP: 05876CBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19500000 | PA      | $19405288.50   | 0.04%             | 2036-10-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS &  5.4% 06/01/53                | BALTIMORE GAS & ELECTRIC REGD 5.40000000                                                           | CUSIP: 059165EQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4225000 | PA      | $3972403.69    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 11/07/27                | BANCO SANTANDER SA REGD V/R 6.52700000                                                             | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      9500000 | PA      | $9619071.77    | 0.02%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDE 6.607% 11/07/28                | BANCO SANTANDER SA REGD 6.60700000                                                                 | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      7200000 | PA      | $7567265.23    | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/28                | BANK OF AMERICA CORP REGD V/R MTN 3.70500000                                                       | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3059000 | PA      | $3035703.97    | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/21/28                | BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000                                              | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3972000 | PA      | $3929279.15    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 12/20/28                | BANK OF AMERICA CORP REGD V/R SER WI 3.41900000                                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     37132000 | PA      | $36477418.17   | 0.08%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/05/29                | BANK OF AMERICA CORP REGD V/R MTN 3.97000000                                                       | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      8726000 | PA      | $8646843.84    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/23/30                | BANK OF AMERICA CORP REGD V/R MTN 3.19400000                                                       | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3730000 | PA      | $3577294.36    | 0.01%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/22/30                | BANK OF AMERICA CORP REGD V/R MTN 2.88400000                                                       | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       596000 | PA      | $563757.10     | 0.00%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/29/31                | BANK OF AMERICA CORP REGD V/R 2.59200000                                                           | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3655000 | PA      | $3376618.17    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/24/31                | BANK OF AMERICA CORP REGD V/R MTN 1.92200000                                                       | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      1470000 | PA      | $1302779.71    | 0.00%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/27                | BANK OF AMERICA CORP REGD V/R 1.73400000                                                           | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     39105000 | PA      | $38778293.37   | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/22/32                | BANK OF AMERICA CORP REGD V/R 2.68700000                                                           | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9718000 | PA      | $8806631.87    | 0.02%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 06/14/29                | BANK OF AMERICA CORP REGD V/R MTN 2.08700000                                                       | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16300000 | PA      | $15508471.19   | 0.03%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 10/20/32                | BANK OF AMERICA CORP REGD V/R 2.57200000                                                           | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2790000 | PA      | $2482316.01    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 02/04/33                | BANK OF AMERICA CORP REGD V/R MTN 2.97200000                                                       | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9400000 | PA      | $8509003.04    | 0.02%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 03/08/37                | BANK OF AMERICA CORP REGD V/R 3.84600000                                                           | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $18525908.80   | 0.04%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/27/33                | BANK OF AMERICA CORP REGD V/R 4.57100000                                                           | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      9334000 | PA      | $9170798.37    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 07/22/28                | BANK OF AMERICA CORP REGD V/R MTN 4.94800000                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      5429000 | PA      | $5464062.00    | 0.01%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 11/10/28                | BANK OF AMERICA CORP REGD V/R 6.20400000                                                           | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       774000 | PA      | $795125.06     | 0.00%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/29                | BANK OF AMERICA CORP REGD V/R 5.20200000                                                           | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     14900000 | PA      | $15112159.76   | 0.03%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/25/34                | BANK OF AMERICA CORP REGD V/R 5.28800000                                                           | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      2719000 | PA      | $2752049.09    | 0.01%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/35                | BANK OF AMERICA CORP REGD V/R 5.46800000                                                           | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3776955.08    | 0.01%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 09/08/28                | BANK OF NOVA SCOTIA REGD V/R 4.64934400                                                            | CUSIP: 06418GAM9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      4200000 | PA      | $4215990.91    | 0.01%             | 2028-09-08      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOT V/R 02/02/30                | BANK OF NOVA SCOTIA REGD V/R 4.24700000                                                            | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |      2500000 | PA      | $2477213.38    | 0.01%             | 2030-02-02      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5Y 4.619% 12/15/30                 | BANK5 2026-5YR20 SER 2026-5YR20 CL A2 REGD 4.61900000                                              | CUSIP: 06650JAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20700000 | PA      | $20601581.85   | 0.04%             | 2059-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5Y 5.104% 01/15/31                 | BANK5 2026-5YR20 SER 2026-5YR20 CL A3 REGD 5.10400000                                              | CUSIP: 06650JAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9600000 | PA      | $9738895.68    | 0.02%             | 2059-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD 4.7% 05/15/28                     | BACARDI LTD REGD 144A P/P 4.70000000                                                               | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |       232000 | PA      | $231766.73     | 0.00%             | 2028-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 05/16/29                     | BARCLAYS PLC REGD V/R MTN 4.97200000                                                               | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3900000 | PA      | $3923725.34    | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/23/35                     | BARCLAYS PLC REGD V/R 3.56400000                                                                   | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     24000000 | PA      | $22352960.40   | 0.05%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 08/09/28                     | BARCLAYS PLC REGD V/R 5.50100000                                                                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     40000000 | PA      | $40457481.20   | 0.09%             | 2028-08-09      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/28                     | BARCLAYS PLC REGD V/R 7.38500000                                                                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      3100000 | PA      | $3228542.96    | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 11/02/33                     | BARCLAYS PLC REGD V/R 7.43700000                                                                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       500000 | PA      | $558985.28     | 0.00%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 03/12/30                     | BARCLAYS PLC REGD V/R 5.69000000                                                                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      4000000 | PA      | $4110233.80    | 0.01%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/28                     | BARCLAYS PLC REGD V/R 4.83700000                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      5400000 | PA      | $5420773.85    | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 09/10/30                     | BARCLAYS PLC REGD V/R 4.94200000                                                                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |       800000 | PA      | $804122.06     | 0.00%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC V/R 02/24/32                     | BARCLAYS PLC REGD V/R 4.52100000                                                                   | CUSIP: 06738EDJ1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      9000000 | PA      | $8802842.40    | 0.02%             | 2032-02-24      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| BABSN 2021-3A AR V/R 01/18/35                 | BARINGS CLO LTD 2021-III SER 2021-3A CL AR V/R REGD 144A P/P 4.79763000                            | CUSIP: 06762TAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19000000 | PA      | $18986244.00   | 0.04%             | 2035-01-18      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| BSPNT 2025-1A 5.926% 08/15/28                 | BASEPOINT MCA SECURITIZATION II LLC SER 2025-1A CL A REGD 144A P/P 5.92600000                      | CUSIP: 06983XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9515000 | PA      | $9499773.15    | 0.02%             | 2031-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BAUSCH HEALTH  4.875% 06/01/28                | BAUSCH HEALTH COS INC REGD 144A P/P 4.87500000                                                     | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |      2360000 | PA      | $2161075.62    | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.125% 11/21/26                | BAYER US FINANCE LLC REGD 144A P/P 6.12500000                                                      | CUSIP: 07274EAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5712000 | PA      | $5763960.06    | 0.01%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.375% 11/21/30                | BAYER US FINANCE LLC REGD 144A P/P 6.37500000                                                      | CUSIP: 07274EAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6734000 | PA      | $7081505.71    | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE 6.5% 11/21/33                | BAYER US FINANCE LLC REGD 144A P/P 6.50000000                                                      | CUSIP: 07274EAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23945000 | PA      | $25465164.61   | 0.06%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 6.875% 11/21/53                | BAYER US FINANCE LLC REGD 144A P/P 6.87500000                                                      | CUSIP: 07274EAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7149000 | PA      | $7531417.53    | 0.02%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.375% 12/15/28                | BAYER US FINANCE II LLC REGD 144A P/P 4.37500000                                                   | CUSIP: 07274NAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35985000 | PA      | $35624028.34   | 0.08%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAYER US FINAN 4.875% 06/25/48                | BAYER US FINANCE II LLC REGD 144A P/P 4.87500000                                                   | CUSIP: 07274NAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11025000 | PA      | $9031874.04    | 0.02%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE 4.4% 07/15/44                | BAYER US FINANCE II LLC REGD 144A P/P 4.40000000                                                   | CUSIP: 07274NBF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6355000 | PA      | $5017716.78    | 0.01%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BCPE FLAVOR DEBT 9.5% 07/01/32                | BCPE FLAVOR DEBT/ISSUER REGD 144A P/P 9.50000000                                                   | CUSIP: 072933AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1865000 | PA      | $1691213.33    | 0.00%             | 2032-07-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BSARM 2003-3 3A1 V/R 05/25/33                 | BEAR STEARNS ARM TRUST 2003-3 SER 2003-3 CL 3A1 V/R REGD 6.23612000                                | CUSIP: 07384MUP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       156849 | PA      | $149388.86     | 0.00%             | 2033-05-25      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| BALTA 2005-1 M2 V/R 01/25/35                  | BEAR STEARNS ALT-A TRUST 2005-1 SER 2005-1 CL M2 V/R REGD 4.91803000                               | CUSIP: 07386HQJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4019798 | PA      | $3873337.19    | 0.01%             | 2035-01-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BSABS 2004-HE6 M V/R 08/25/34                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2004-HE6 SER 2004-HE6 CL M1 V/R REGD 4.64803000       | CUSIP: 073879CU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5922534 | PA      | $6117406.92    | 0.01%             | 2034-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| BSABS 2005-HE1 M V/R 01/25/35                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-HE1 SER 2005-HE1 CL M5 V/R REGD 6.11803000       | CUSIP: 073879PV4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1292006 | PA      | $1296114.53    | 0.00%             | 2035-01-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| BSABS 2005-AQ1 M V/R 03/25/35                 | BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2005-AQ1 SER 2005-AQ1 CL M3 V/R REGD 4.91803000       | CUSIP: 073879UQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        22099 | PA      | $22090.86      | 0.00%             | 2035-03-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BSCMS 2006-T24 B V/R 10/12/41                 | BEAR STEARNS COMMERCIAL MORTGAGE SEC SER 2006-T24 CL B V/R REGD 144A P/P 5.65700000                | CUSIP: 07388NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        98613 | PA      | $97637.84      | 0.00%             | 2041-10-12      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| BSMF 2007-AR4 2A V/R 04/25/37                 | BEAR STEARNS MORTGAGE FUNDING TRUST 2007-AR4 SER 2007-AR4 CL 2A1 V/R REGD 4.00303000               | CUSIP: 07401YAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6956098 | PA      | $6620748.26    | 0.01%             | 2037-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVEST 6.581% 05/30/49                | BEIGNET INVESTOR LLC REGD 144A P/P 6.58100000                                                      | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260533000 | PA      | $267868606.23  | 0.58%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V7 A3 V/R 05/15/29                 | BENCHMARK 2024-V7 MORTGAGE TRUST SER 2024-V7 CL A3 V/R REGD 6.22757000                             | CUSIP: 08163YAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7200000 | PA      | $7502899.68    | 0.02%             | 2056-05-15      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| BSP 2022-28A BR V/R 10/20/37                  | BENEFIT STREET PARTNERS CLO XXVIII LTD SER 2022-28A CL BR V/R REGD 144A P/P 5.36763000             | CUSIP: 08179KAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      9830000 | PA      | $9807764.54    | 0.02%             | 2037-10-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BSP 2025-43A A V/R 10/20/38                   | BENEFIT STREET PARTNERS CLO 43 LTD SER 2025-43A CL A V/R REGD 144A P/P 5.07157000                  | CUSIP: 08179QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2080000 | PA      | $2079066.08    | 0.00%             | 2038-10-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BSP 2015-6BR A1R V/R 04/20/38                 | BENEFIT STREET PARTNERS CLO LTD SER 2015-6BR CL A1R V/R REGD 144A P/P 4.84763000                   | CUSIP: 08182DAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3240000 | PA      | $3231365.40    | 0.01%             | 2038-04-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| BSP 2024-37A B V/R 01/25/38                   | BENEFIT STREET PARTNERS CLO XXXVII LTD SER 2024-37A CL B V/R REGD 144A P/P 5.31802000              | CUSIP: 08182TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4275000 | PA      | $4265193.15    | 0.01%             | 2038-01-25      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V11 C V/R 11/15/29                 | BENCHMARK 2024-V11 MORTGAGE TRUST SER 2024-V11 CL C V/R REGD 6.29500000                            | CUSIP: 081921BE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12113000 | PA      | $12236865.12   | 0.03%             | 2057-11-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL IN 1.65% 01/15/27                | BERRY GLOBAL INC REGD 1.65000000                                                                   | CUSIP: 08576PAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2291032.90    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL I 4.875% 07/15/26                | BERRY GLOBAL INC REGD 144A P/P 4.87500000                                                          | CUSIP: 085770AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8658000 | PA      | $8658913.59    | 0.02%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BHG 2025-1CON  4.82% 04/17/36                 | BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL A REGD 144A P/P 4.82000000                     | CUSIP: 08860AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4113651 | PA      | $4118470.77    | 0.01%             | 2036-04-17      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| BHG 2025-1CON  5.26% 04/17/36                 | BHG SECURITIZATION TRUST 2025-1CON SER 2025-1CON CL B REGD 144A P/P 5.26000000                     | CUSIP: 08860AAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       805233 | PA      | $809420.29     | 0.00%             | 2036-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| BHG 2023-B B 7.45% 01/17/30                   | BHG SECURITIZATION TRUST 2023-B SER 2023-B CL B REGD 144A P/P 7.45000000                           | CUSIP: 08862GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3563476 | PA      | $3708478.51    | 0.01%             | 2036-12-17      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| BGCLO 2023-6A A1 V/R 07/20/37                 | BIRCH GROVE CLO 6 LTD SER 2023-6A CL A1R V/R REGD 144A P/P 5.04763000                              | CUSIP: 09077FAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      5195000 | PA      | $5198698.84    | 0.01%             | 2037-07-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BGCLO 2023-7A A1 V/R 10/20/38                 | BIRCH GROVE CLO 7 LTD SER 2023-7A CL A1R V/R REGD 144A P/P 4.92763000                              | CUSIP: 09077RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      7195000 | PA      | $7174645.35    | 0.02%             | 2038-10-20      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BGCLO 2024-9A A1 V/R 10/22/37                 | BIRCH GROVE CLO 9 LTD SER 2024-9A CL A1 V/R REGD 144A P/P 5.06920000                               | CUSIP: 09077WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     29940000 | PA      | $29959969.98   | 0.07%             | 2037-10-22      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| BGCLO 2025-13A A V/R 10/23/38                 | BIRCH GROVE CLO 13 LTD SER 2025-13A CL A1 V/R REGD 144A P/P 5.46682000                             | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8855000 | PA      | $8853025.34    | 0.02%             | 2038-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| BINOM 2022-INV1  V/R 05/02/32                 | BINOM SECURITIZATION TRUST 2022-INV1 SER 2022-INV1 CL A2 V/R REGD 144A P/P 4.44100000              | CUSIP: 090975AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14834672 | PA      | $14362581.83   | 0.03%             | 2057-08-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS COR 4.35% 05/01/33                | BLACK HILLS CORP REGD 4.35000000                                                                   | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |      6250000 | PA      | $5938309.94    | 0.01%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BBIRD 2016-1A A V/R 10/15/28                  | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZA SER 2016-1A CL A V/R REGD 144A P/P 4.21300000          | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        45345 | PA      | $45454.74      | 0.00%             | 2041-12-16      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANC 6.25% 04/18/34                | BLUE OWL FINANCE LLC REGD 6.25000000                                                               | CUSIP: 09581JAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16652000 | PA      | $16008928.57   | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUEM 2015-4A CR V/R 04/20/30                 | BLUEMOUNTAIN CLO 2015-4 LTD SER 2015-4A CL CR2 V/R REGD 144A P/P 4.96763000                        | CUSIP: 09628NBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5950000 | PA      | $5949399.05    | 0.01%             | 2030-04-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 08/12/35                      | BNP PARIBAS REGD V/R P/P 2.58800000                                                                | CUSIP: 09659T2B6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     29365000 | PA      | $26259181.41   | 0.06%             | 2035-08-12      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/20/28                      | BNP PARIBAS REGD V/R 144A P/P 2.59100000                                                           | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     22944000 | PA      | $22592948.54   | 0.05%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 01/13/33                      | BNP PARIBAS REGD V/R 144A P/P MTN 5.78600000                                                       | CUSIP: 09659W3A0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     16000000 | PA      | $16528354.40   | 0.04%             | 2033-01-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/09/31                      | BNP PARIBAS REGD V/R 144A P/P 5.08500000                                                           | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     22353000 | PA      | $22545949.53   | 0.05%             | 2031-05-09      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.705% 05/01/40                     | BOEING CO REGD 5.70500000                                                                          | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     13561000 | PA      | $13582319.65   | 0.03%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.805% 05/01/50                     | BOEING CO REGD 5.80500000                                                                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     60080000 | PA      | $58080922.11   | 0.13%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.93% 05/01/60                      | BOEING CO REGD 5.93000000                                                                          | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       845000 | PA      | $811105.44     | 0.00%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO 5.15% 05/01/30                      | BOEING CO REGD 5.15000000                                                                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     21125000 | PA      | $21478632.50   | 0.05%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO 3.625% 02/01/31                     | BOEING CO REGD 3.62500000                                                                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     18979000 | PA      | $18049445.78   | 0.04%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.259% 05/01/27                 | BOEING CO/THE REGD SER WI 6.25900000                                                               | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     14330000 | PA      | $14577406.30   | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.388% 05/01/31                 | BOEING CO/THE REGD SER WI 6.38800000                                                               | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      3830000 | PA      | $4084086.72    | 0.01%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.528% 05/01/34                 | BOEING CO/THE REGD SER WI 6.52800000                                                               | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      6435000 | PA      | $7009919.63    | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 6.858% 05/01/54                 | BOEING CO/THE REGD SER WI 6.85800000                                                               | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     57045000 | PA      | $62782292.89   | 0.14%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE 7.008% 05/01/64                 | BOEING CO/THE REGD SER WI 7.00800000                                                               | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |      5815000 | PA      | $6428599.21    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BCM 1999-B A1B V/R 09/15/10                   | BCMSC TRUST 1999-B SER 1999-B CL A1B V/R REGD 6.60500000                                           | CUSIP: 09774XBB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3594315 | PA      | $167531.02     | 0.00%             | 2029-12-15      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COM 5.843% 01/10/35                | BOSTON GAS COMPANY REGD 144A P/P 5.84300000                                                        | CUSIP: 100743AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7860000 | PA      | $8224532.26    | 0.02%             | 2035-01-10      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 4.5% 12/01/28                | BOSTON PROPERTIES LP REGD 4.50000000                                                               | CUSIP: 10112RBA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5994000 | PA      | $5954379.24    | 0.01%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 3.4% 06/21/29                | BOSTON PROPERTIES LP REGD 3.40000000                                                               | CUSIP: 10112RBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35606000 | PA      | $34130249.16   | 0.07%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIE 2.9% 03/15/30                | BOSTON PROPERTIES LP REGD 2.90000000                                                               | CUSIP: 10112RBC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4633380.90    | 0.01%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 3.25% 01/30/31                | BOSTON PROPERTIES LP REGD 3.25000000                                                               | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22395000 | PA      | $20656324.98   | 0.04%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLDCD 2024-1A 5.781% 11/22/29                 | CLOUD CAPITAL HOLDCO LP SER 2024-1A CL A2 REGD 144A P/P 5.78100000                                 | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17440000 | PA      | $17441512.05   | 0.04%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BR 6% 10/20/33                | FED REPUBLIC OF BRAZIL REGD 6.00000000                                                             | CUSIP: 105756CF5<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |       600000 | PA      | $601680.00     | 0.00%             | 2033-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 6.125% 03/15/34                | FED REPUBLIC OF BRAZIL REGD 6.12500000                                                             | CUSIP: 105756CH1<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      4400000 | PA      | $4389880.00    | 0.01%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC O 6.625% 03/15/35                | FED REPUBLIC OF BRAZIL REGD 6.62500000                                                             | CUSIP: 105756CL2<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      5990000 | PA      | $6122678.50    | 0.01%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF 6.25% 05/22/36                | FED REPUBLIC OF BRAZIL REGD 6.25000000                                                             | CUSIP: 105756CQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |     11975000 | PA      | $11729512.50   | 0.03%             | 2036-05-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLAST 2026-1  3.906% 01/15/27                 | BRIDGECREST LENDING AUTO  SECURITIZATION TRUST 2026-1 SER 2026-1 CL A1 REGD 3.90600000             | CUSIP: 107927AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2940114 | PA      | $2940070.62    | 0.01%             | 2027-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| BLAST 2023-1 D 7.84% 07/15/27                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023-1 SER 2023-1 CL D REGD 7.84000000               | CUSIP: 108056AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13770000 | PA      | $14346350.24   | 0.03%             | 2029-08-15      | Fixed         | 7.84%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-2 C 6.07% 05/15/27                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-2 SER 2024-2 CL C REGD 6.07000000               | CUSIP: 10805MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5100000 | PA      | $5171597.37    | 0.01%             | 2030-02-15      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-2 D 6.3% 02/15/28                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-2 SER 2024-2 CL D REGD 6.30000000               | CUSIP: 10805MAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5500000 | PA      | $5630350.55    | 0.01%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BLAST 2024-4 A 4.72% 07/15/26                 | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2024-4 SER 2024-4 CL A3 REGD 4.72000000              | CUSIP: 10806EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4013990 | PA      | $4019202.34    | 0.01%             | 2028-09-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 3.8% 09/20/31                | BRITISH AIR 18-1 AA PTT REGD 144A P/P 3.80000000                                                   | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1085559 | PA      | $1059319.62    | 0.00%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 3.3% 12/15/32                | BRITISH AIR 19-1 AA PTT REGD 144A P/P 3.30000000                                                   | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       280706 | PA      | $265486.62     | 0.00%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19- 3.35% 06/15/29                | BRITISH AIR 19-1 A PTT REGD 144A P/P 3.35000000                                                    | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1198908 | PA      | $1163629.66    | 0.00%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 11/15/30                   | BROADCOM INC REGD SER WI 4.15000000                                                                | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      8850000 | PA      | $8711869.82    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.137% 11/15/35                  | BROADCOM INC REGD 144A P/P 3.13700000                                                              | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     11335000 | PA      | $9630055.72    | 0.02%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.15% 04/15/32                   | BROADCOM INC REGD 144A P/P 4.15000000                                                              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      3865000 | PA      | $3739394.46    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 4.35% 02/15/30                   | BROADCOM INC REGD 4.35000000                                                                       | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      9300000 | PA      | $9267024.34    | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.45% 02/15/31                   | BROADCOM INC REGD 2.45000000                                                                       | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     22360000 | PA      | $20307121.02   | 0.04%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 2.6% 02/15/33                    | BROADCOM INC REGD 2.60000000                                                                       | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      4420000 | PA      | $3864701.43    | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.469% 04/15/34                  | BROADCOM INC REGD SER WI 3.46900000                                                                | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     15263000 | PA      | $13743388.09   | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC 3.419% 04/15/33                  | BROADCOM INC REGD SER WI 3.41900000                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      7916000 | PA      | $7238577.38    | 0.02%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASS 5.795% 04/24/35                | BROOKFIELD ASSET MANAGEM REGD 5.79500000                                                           | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | US        |      5470000 | PA      | $5573485.67    | 0.01%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 6.415% 07/18/54                | BROOKLYN UNION GAS CO REGD 144A P/P 6.41500000                                                     | CUSIP: 114259AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1655000 | PA      | $1682632.67    | 0.00%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN I 5.55% 06/23/35                | BROWN & BROWN INC REGD 5.55000000                                                                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      3300000 | PA      | $3295616.31    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BJETS 2024-2A 5.364% 09/15/30                 | BUSINESS JET SECURITIES 2024-2 LLC SER 2024-2A CL A REGD 144A P/P 5.36400000                       | CUSIP: 12326TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8994675 | PA      | $8970812.62    | 0.02%             | 2039-09-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT7 A V/R 07/15/27                   | BX TRUST 2025-VLT7 SER 2025-VLT7 CL A V/R REGD 144A P/P 5.37251000                                 | CUSIP: 123913AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28030000 | PA      | $27907368.75   | 0.06%             | 2044-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT7 B V/R 07/15/27                   | BX TRUST 2025-VLT7 SER 2025-VLT7 CL B V/R REGD 144A P/P 5.67251000                                 | CUSIP: 123913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4310000 | PA      | $4284409.38    | 0.01%             | 2044-07-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT6 A V/R 03/15/27                   | BX TRUST 2025-VLT6 SER 2025-VLT6 CL A V/R REGD 144A P/P 5.11571000                                 | CUSIP: 12433KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34735000 | PA      | $34496196.88   | 0.08%             | 2042-03-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| BX 2025-VLT6 B V/R 03/15/27                   | BX TRUST 2025-VLT6 SER 2025-VLT6 CL B V/R REGD 144A P/P 5.56508000                                 | CUSIP: 12433KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10250000 | PA      | $10173125.00   | 0.02%             | 2042-03-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BX 2026-CSMO B V/R 02/15/28                   | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO SER 2026-CSMO CL B V/R REGD 144A P/P 5.37251000             | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14200000 | PA      | $14200000.00   | 0.03%             | 2043-02-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BX 2020-VIVA D V/R 03/09/30                   | BX COMMERCIAL MORTGAGE TRUST 2020-VIVA SER 2020-VIVA CL D V/R REGD 144A P/P 3.54875000             | CUSIP: 12433XAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17976173 | PA      | $16635394.97   | 0.04%             | 2044-03-11      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| BX 2021-RISE D V/R 11/15/23                   | BX TRUST 2021-RISE SER 2021-RISE CL D V/R REGD 144A P/P 5.53748000                                 | CUSIP: 12434EAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11629192 | PA      | $11621924.17   | 0.03%             | 2036-11-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| CAFL 2026-R1 A1 V/R 03/25/29                  | CAFL 2026-R1 ISSUER LLC SER 2026-R1 CL A1 V/R REGD 144A P/P 6.77300000                             | CUSIP: 124761AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16560000 | PA      | $16520077.15   | 0.04%             | 2036-03-25      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP  5% 02/01/28                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 5.00000000                                                    | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       486000 | PA      | $482010.13     | 0.00%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 02/01/31                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                    | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9114546.00    | 0.02%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 06/01/33                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.50000000                                                    | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40142000 | PA      | $34948568.54   | 0.08%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CA 4.5% 05/01/32                | CCO HLDGS LLC/CAP CORP REGD SER WI 4.50000000                                                      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18555000 | PA      | $16574633.20   | 0.04%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/C 4.25% 01/15/34                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 4.25000000                                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2844000 | PA      | $2433023.80    | 0.01%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP  7% 02/01/33                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 7.00000000                                                    | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7625000 | PA      | $7646001.54    | 0.02%             | 2033-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/ 7.375% 02/01/36                | CCO HLDGS LLC/CAP CORP REGD 144A P/P 7.37500000                                                    | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9900000 | PA      | $9858882.03    | 0.02%             | 2036-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB8 A V/R 10/25/36                 | CREDIT-BASED ASSET SERVICING AND SECURITIZATION LLC SER 2006-CB8 CL A2C V/R REGD 4.09303000        | CUSIP: 1248P1AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8066251 | PA      | $6961369.08    | 0.02%             | 2036-10-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 3.25% 02/15/29                | CDW LLC/CDW FINANCE REGD 3.25000000                                                                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8825000 | PA      | $8404414.80    | 0.02%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.276% 12/01/28                | CDW LLC/CDW FINANCE REGD 3.27600000                                                                | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8015000 | PA      | $7699888.60    | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FI 3.569% 12/01/31                | CDW LLC/CDW FINANCE REGD 3.56900000                                                                | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47085000 | PA      | $43039651.73   | 0.09%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FIN 5.55% 08/22/34                | CDW LLC/CDW FINANCE REGD 5.55000000                                                                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15410000 | PA      | $15143709.19   | 0.03%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CFMT 2025-HB16 A V/R 09/25/27                 | CASCADE FUNDING MORTGAGE TRUST SER 2025-HB16 CL A V/R REGD 144A P/P 3.00000000                     | CUSIP: 12531BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6841897 | PA      | $6729293.75    | 0.01%             | 2035-03-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CWHL 2008-3R 1A1 6% 08/25/37                  | CHL MORTGAGE PASS-THROUGH TRUST RESECURIT SER 2008-3R CL 1A1 REGD 144A P/P 6.00000000              | CUSIP: 12545BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4330011 | PA      | $1864751.60    | 0.00%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIFC 2021-4A AR V/R 07/23/37                  | CIFC FUNDING 2021-IV LTD SER 2021-4A CL AR V/R REGD 144A P/P 5.03102000                            | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2060000 | PA      | $2061409.04    | 0.00%             | 2037-07-23      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/TH 4.375% 10/15/28                | CIGNA GROUP/THE REGD SER WI 4.37500000                                                             | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4996070.05    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 3.4% 03/01/27                 | CIGNA GROUP/THE REGD SER * 3.40000000                                                              | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      6858000 | PA      | $6794592.65    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 2.4% 03/15/30                 | CIGNA GROUP/THE REGD 2.40000000                                                                    | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      6500000 | PA      | $6004596.65    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 4.5% 09/15/30                 | CIGNA GROUP/THE REGD 4.50000000                                                                    | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9966254.20    | 0.02%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE 5.25% 01/15/36                | CIGNA GROUP/THE REGD 5.25000000                                                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     12285000 | PA      | $12300832.66   | 0.03%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIFC 2014-4RA A1 V/R 01/17/35                 | CIFC FUNDING 2014-IV-R LTD SER 2014-4RA CL A1A2 V/R REGD 144A P/P 4.65763000                       | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |     20210000 | PA      | $20186374.51   | 0.04%             | 2035-01-17      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R1 A1 V/R 10/27/59                   | CIM TRUST 2020-R1 SER 2020-R1 CL A1 V/R REGD 144A P/P 2.85000000                                   | CUSIP: 12558VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13503981 | PA      | $12282438.95   | 0.03%             | 2059-10-27      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| CITM 2007-1 1M1 V/R 02/25/23                  | CIT MORTGAGE LOAN TRUST 2007-1 SER 2007-1 CL 1M1 V/R REGD 144A P/P 5.29303000                      | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1203664 | PA      | $1220108.34    | 0.00%             | 2037-10-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R6 A1A V/R 12/25/60                  | CIM TRUST 2020-R6 SER 2020-R6 CL A1A V/R REGD 144A P/P 2.25000000                                  | CUSIP: 12560YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7319713 | PA      | $6697406.20    | 0.01%             | 2060-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM 2020-R7 A1A V/R 12/27/61                  | CIM TRUST 2020-R7 SER 2020-R7 CL A1A V/R REGD 144A P/P 2.25000000                                  | CUSIP: 12563GAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11128602 | PA      | $10270374.90   | 0.02%             | 2061-12-27      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R1 A2 V/R 08/25/56                   | CIM TRUST 2021-R1 SER 2021-R1 CL A2 V/R REGD 144A P/P 2.40000000                                   | CUSIP: 12563RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10169202 | PA      | $9310982.45    | 0.02%             | 2056-08-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R2 A2 V/R 01/25/57                   | CIM TRUST 2021-R2 SER 2021-R2 CL A2 V/R REGD 144A P/P 2.50000000                                   | CUSIP: 12564MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4071726 | PA      | $3814534.00    | 0.01%             | 2057-01-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1 V/R 06/25/57                   | CIM TRUST 2021-R3 SER 2021-R3 CL A1 V/R REGD 144A P/P 1.95100000                                   | CUSIP: 12566LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29719489 | PA      | $27071236.08   | 0.06%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R3 A1A V/R 06/25/57                  | CIM TRUST 2021-R3 SER 2021-R3 CL A1A V/R REGD 144A P/P 1.95100000                                  | CUSIP: 12566LAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14685225 | PA      | $13638055.68   | 0.03%             | 2057-06-25      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R2 A1 V/R 12/25/61                   | CIM TRUST 2022-R2 SER 2022-R2 CL A1 V/R REGD 144A P/P 3.75000000                                   | CUSIP: 12567NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23945398 | PA      | $22613895.28   | 0.05%             | 2061-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CIM 2022-R3 A1 V/R 03/25/62                   | CIM TRUST 2022-R3 SER 2022-R3 CL A1 V/R REGD 144A P/P 4.50000000                                   | CUSIP: 12569DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27787238 | PA      | $27153505.54   | 0.06%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| CIM 2025-R1 A1 V/R 02/25/99                   | CIM TRUST 2025-R1 SER 2025-R1 CL A1 V/R REGD 144A P/P 5.00000000                                   | CUSIP: 12575LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33577537 | PA      | $33226524.00   | 0.07%             | 2099-02-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R5 A1A V/R 08/25/61                  | CIM TRUST 2021-R5 SER 2021-R5 CL A1A V/R REGD 144A P/P 2.00000000                                  | CUSIP: 12592SAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16332974 | PA      | $13934692.24   | 0.03%             | 2061-08-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 3.51% 07/10/27                 | COMM 2017-COR2 MORTGAGE TRUST SER 2017-COR2 CL A3 REGD 3.51000000                                  | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1050000 | PA      | $1036873.01    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 2.762% 07/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL A4 REGD 2.76280000                        | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2043000 | PA      | $1935086.49    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C1 3.278% 09/15/29                 | CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST SER 2019-C17 CL AS REGD 3.27830000                        | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       886000 | PA      | $805557.14     | 0.00%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CIM 2021-R4 A1A V/R 05/01/61                  | CIM TRUST 2021-R4 SER 2021-R4 CL A1A V/R REGD 144A P/P 2.00000000                                  | CUSIP: 12598HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16934760 | PA      | $15374965.16   | 0.03%             | 2061-05-01      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| COLT 2021-RPL1 A V/R 09/25/61                 | COLT 2021-RPL1 TRUST SER 2021-RPL1 CL A1 V/R REGD 144A P/P 1.66540000                              | CUSIP: 12598PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13072078 | PA      | $12039055.39   | 0.03%             | 2061-09-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL  5.125% 02/15/34                | CNA FINANCIAL CORP REGD 5.12500000                                                                 | CUSIP: 126117AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2970000 | PA      | $2923847.51    | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL G 5.25% 05/30/29                | CNO FINANCIAL GROUP INC REGD 5.25000000                                                            | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |      3122000 | PA      | $3128073.85    | 0.01%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV2 A V/R 05/25/69                 | COLT 2024-INV2 MORTGAGE LOAN TRUST SER 2024-INV2 CL A1 V/R REGD 144A P/P 6.42100000                | CUSIP: 12622SAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       691938 | PA      | $698350.47     | 0.00%             | 2069-05-25      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| COMM 2012-LTR 3.399% 10/05/22                 | COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES SER 2012-LTRT CL A2 REGD 144A P/P 3.39960000         | CUSIP: 12624NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       412382 | PA      | $409569.45     | 0.00%             | 2030-10-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 AM V/R 01/10/25                 | COMM 2015-DC1 MORTGAGE TRUST SER 2015-DC1 CL AM V/R REGD 3.72400000                                | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       944699 | PA      | $927675.38     | 0.00%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 5.375% 02/01/28                | CSC HOLDINGS LLC REGD 144A P/P 5.37500000                                                          | CUSIP: 126307AS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11052000 | PA      | $8173519.86    | 0.02%             | 2028-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 6.5% 02/01/29                | CSC HOLDINGS LLC REGD 144A P/P 6.50000000                                                          | CUSIP: 126307AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9460000 | PA      | $6029945.90    | 0.01%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LL 5.75% 01/15/30                | CSC HOLDINGS LLC REGD 144A P/P 5.75000000                                                          | CUSIP: 126307BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2987000 | PA      | $1133809.05    | 0.00%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 4.125% 12/01/30                | CSC HOLDINGS LLC REGD 144A P/P 4.12500000                                                          | CUSIP: 126307BB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2415000 | PA      | $1449213.94    | 0.00%             | 2030-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 4.625% 12/01/30                | CSC HOLDINGS LLC REGD 144A P/P 4.62500000                                                          | CUSIP: 126307BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26845000 | PA      | $9472725.35    | 0.02%             | 2030-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 4.5% 11/15/31                | CSC HOLDINGS LLC REGD 144A P/P 4.50000000                                                          | CUSIP: 126307BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6505000 | PA      | $3856870.44    | 0.01%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC 5% 11/15/31                  | CSC HOLDINGS LLC REGD 144A P/P 5.00000000                                                          | CUSIP: 126307BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $338901.57     | 0.00%             | 2031-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 11.25% 05/15/28                | CSC HOLDINGS LLC REGD 144A P/P 11.25000000                                                         | CUSIP: 126307BM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2770000 | PA      | $2263488.88    | 0.00%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CSC HOLDINGS L 11.75% 01/31/29                | CSC HOLDINGS LLC REGD 144A P/P 11.75000000                                                         | CUSIP: 126307BN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15206000 | PA      | $10996142.87   | 0.02%             | 2029-01-31      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| CPS 2025-C A 4.71% 12/15/26                   | CPS AUTO RECEIVABLES TRUST 2025-C SER 2025-C CL A REGD 144A P/P 4.71000000                         | CUSIP: 12634SAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2017720 | PA      | $2021594.60    | 0.00%             | 2029-03-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANC 5% 02/09/36                | CRH AMERICA FINANCE INC REGD 5.00000000                                                            | CUSIP: 12636YAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24025000 | PA      | $23585786.24   | 0.05%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRSNT 2026-MOON  V/R 02/15/29                 | CRSNT TRUST 2026-MOON SER 2026-MOON CL B V/R REGD 144A P/P 5.27251000                              | CUSIP: 12642SAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13000000 | PA      | $12967500.00   | 0.03%             | 2031-02-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.184% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL B REGD 144A P/P 4.18460000                                    | CUSIP: 12649AAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5255000 | PA      | $4469814.19    | 0.01%             | 2037-09-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.335% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL C REGD 144A P/P 4.33550000                                    | CUSIP: 12649AAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $336503.44     | 0.00%             | 2037-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CSMC 2014-USA 4.373% 09/15/25                 | CSMC 2014-USA OA LLC SER 2014-USA CL D REGD 144A P/P 4.37330000                                    | CUSIP: 12649AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6175000 | PA      | $5098206.59    | 0.01%             | 2037-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CPTS 2019-CPT 2.865% 11/13/29                 | CENTURY PLAZA TOWERS 2019-CPT SER 2019-CPT CL A REGD 144A P/P 2.86500000                           | CUSIP: 12654YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3205000 | PA      | $2960083.19    | 0.01%             | 2039-11-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL6 2.75% 10/25/60                 | CSMC 2021-RPL6 TRUST SER 2021-RPL6 CL M1 REGD 144A P/P 2.75000000                                  | CUSIP: 12657GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8504695 | PA      | $6752207.34    | 0.01%             | 2060-10-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BI 5.5% 06/15/31                | CQP HOLDCO LP/BIP-V CHIN REGD P/P 5.50000000                                                       | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $243810.65     | 0.00%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BI 7.5% 12/15/33                | CQP HOLDCO LP/BIP-V CHIN REGD P/P 7.50000000                                                       | CUSIP: 12657NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $262365.75     | 0.00%             | 2033-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CSMCM 2021-RP 3.777% 10/27/61                 | CSMCM 2021-RPL11 TRUST SER 2021-RP11 CL CERT REGD 144A P/P 3.77782000                              | CUSIP: 12658QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       936431 | PA      | $729404.87     | 0.00%             | 2061-10-27      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| COLT 2021-6 A1 V/R 12/25/66                   | COLT 2021-6 MORTGAGE LOAN TRUST SER 2021-6 CL A1 V/R REGD 144A P/P 1.90700000                      | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9856916 | PA      | $9044527.68    | 0.02%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RP11 P V/R 10/25/61                 | CSMC 2021-RPL11 TRUST SER 2021-RP11 CL PT V/R REGD 144A P/P 3.71470700                             | CUSIP: 12659AAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21966805 | PA      | $17144272.17   | 0.04%             | 2061-10-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV C V/R 07/15/23                  | CSMC 2021-ADV SER 2021-ADV CL C V/R REGD 144A P/P 6.08748000                                       | CUSIP: 12660WAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3400000 | PA      | $1026810.54    | 0.00%             | 2038-07-15      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CSMC 2022-RPL1 P V/R 04/25/61                 | CSMC 2022-RPL1 TRUST SER 2022-RPL1 CL PT V/R REGD 144A P/P 4.54878200                              | CUSIP: 12661QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22993539 | PA      | $20577410.22   | 0.04%             | 2061-04-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL4 A V/R 12/27/60                 | CSMC 2021-RPL4 TRUST SER 2021-RPL4 CL A1 V/R REGD 144A P/P 4.15313800                              | CUSIP: 12662GAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1724452 | PA      | $1718390.18    | 0.00%             | 2060-12-27      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| CSMCM 2022-RP 4.231% 04/25/61                 | CSMCM 2022-RPL1 TRUST SER 2022-RPL1 CL CERT REGD 144A P/P 4.23104000                               | CUSIP: 12662JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       975483 | PA      | $795081.86     | 0.00%             | 2061-04-25      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                AMRTZ 6.036%28 | CVS HEALTH CORP                AMRTZ 6.036%28 6.03600000                                           | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       486057 | PA      | $490619.97     | 0.00%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CVS CAREMARK 6.943% 1/10/30                   | CVS CAREMARK LEASE BACKED_____  PASS TH CERT SERIES 2007 TRUST 6.94300000                          | CUSIP: 126650BQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       473069 | PA      | $487060.69     | 0.00%             | 2030-01-10      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/31/33                | CVS PASS-THROUGH TRUST REGD   144A P/P 5.77300000                                                  | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        40699 | PA      | $41267.08      | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 4.3% 03/25/28                 | CVS HEALTH CORP REGD 4.30000000                                                                    | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $5978734.14    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.05% 03/25/48                | CVS HEALTH CORP REGD 5.05000000                                                                    | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     28393000 | PA      | $24361265.27   | 0.05%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.25% 08/15/29                | CVS HEALTH CORP REGD 3.25000000                                                                    | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25214000 | PA      | $24161496.28   | 0.05%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75% 04/01/30                | CVS HEALTH CORP REGD 3.75000000                                                                    | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11595371.76   | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH COR 5.125% 02/21/30                | CVS HEALTH CORP REGD 5.12500000                                                                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      6200000 | PA      | $6286944.09    | 0.01%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 12/10/54                  | CVS HEALTH CORP REGD V/R 6.75000000                                                                | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      5180000 | PA      | $5244972.74    | 0.01%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP V/R 03/10/55                  | CVS HEALTH CORP REGD V/R 7.00000000                                                                | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     21000000 | PA      | $21642348.00   | 0.05%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 5.45% 09/15/35                | CVS HEALTH CORP REGD 5.45000000                                                                    | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      4585000 | PA      | $4602828.63    | 0.01%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.704% 01/10/36                | CVS PASS-THROUGH TR 2013 REGD P/P 4.70400000                                                       | CUSIP: 12665UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3358790 | PA      | $3169581.28    | 0.01%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 4.163% 08/11/36                | CVS PASS-THROUGH TR 2014 REGD P/P 4.16300000                                                       | CUSIP: 12665VAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7508955 | PA      | $7023090.43    | 0.02%             | 2036-08-11      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| CWL 2006-22 2A4 V/R 05/25/47                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-22 SER 2006-22 CL 2A4 V/R REGD 4.23303000               | CUSIP: 12666BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4657915 | PA      | $4496069.32    | 0.01%             | 2047-05-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| CWL 2005-13 MV3 V/R 04/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-13 SER 2005-13 CL MV3 V/R REGD 4.52803000               | CUSIP: 126670HL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34850000 | PA      | $31577665.16   | 0.07%             | 2036-04-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CWL 2005-AB4 1A V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-AB4 SER 2005-AB4 CL 1A V/R REGD 4.27303000              | CUSIP: 126670KJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1315406 | PA      | $1217788.09    | 0.00%             | 2036-03-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| CWL 2006-2 M2 V/R 05/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-2 CL M2 V/R REGD 4.42303000                  | CUSIP: 126670UX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20903189 | PA      | $20244481.56   | 0.04%             | 2036-06-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CWL 2006-BC1 M3 V/R 04/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-BC1 SER 2006-BC1 CL M3 V/R REGD 4.37803000              | CUSIP: 126670XT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $963483.20     | 0.00%             | 2036-04-25      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| CWL 2005-9 M2 V/R 01/25/36                    | CWABS ASSET-BACKED CERTIFICATES TRUST 2005-9 SER 2005-9 CL M2 V/R REGD 4.76803000                  | CUSIP: 1266736F4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2930975 | PA      | $2907801.13    | 0.01%             | 2036-01-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CWL 2004-14 M4 V/R 06/25/35                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2004-13 SER 2004-14 CL M4 V/R REGD 5.21803000                | CUSIP: 126673SV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6006325 | PA      | $6167767.61    | 0.01%             | 2035-06-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| CWHEL 2004-T 2A V/R 02/15/30                  | CWABS REVOLVING HOME EQUITY LOAN TRUST SERIES 2004-T SER 2004-T CL 2A V/R REGD 4.02699000          | CUSIP: 126673TP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1109422 | PA      | $1103982.94    | 0.00%             | 2030-02-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 07/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 1A1 REGD 5.50000000                              | CUSIP: 12667FLT0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        97406 | PA      | $96307.16      | 0.00%             | 2034-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWALT 2004-16CB 5.5% 08/25/34                 | ALTERNATIVE LOAN TRUST 2004-16CB SER 2004-16CB CL 3A1 REGD 5.50000000                              | CUSIP: 12667FLZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        79075 | PA      | $78211.08      | 0.00%             | 2034-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CWL 2006-20 2A4 V/R 09/25/35                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2006-2 SER 2006-20 CL 2A4 V/R REGD 4.25303000                | CUSIP: 12667HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17702931 | PA      | $16308149.24   | 0.04%             | 2047-04-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| CWALT 2005-74T1 A 6% 01/25/36                 | ALTERNATIVE LOAN TRUST 2005-74T1 SER 2005-74T1 CL A1 REGD 6.00000000                               | CUSIP: 12668AL37<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7469077 | PA      | $4124704.55    | 0.01%             | 2036-01-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA3 1 V/R 05/25/36                 | ALTERNATIVE LOAN TRUST 2006-OA3 SER 2006-OA3 CL 1A1 V/R REGD 4.19303000                            | CUSIP: 12668BB44<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3005776 | PA      | $2659185.54    | 0.01%             | 2036-05-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| CWL 2007-2 2A4 V/R 08/25/37                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-2 SER 2007-2 CL 2A4 V/R REGD 4.01303000                 | CUSIP: 12668NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22910977 | PA      | $21090173.13   | 0.05%             | 2037-08-25      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA17  V/R 12/20/46                 | ALTERNATIVE LOAN TRUST 2006-OA17 SER 2006-OA17 CL 1A1A V/R REGD 3.98452000                         | CUSIP: 12668PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7800314 | PA      | $7032865.73    | 0.02%             | 2046-12-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CWL 2007-12 1A1 V/R 06/25/37                  | CWABS INC ASSET-BACKED CERTIFICATES SERIES 2007-12 SER 2007-12 CL 1A1 V/R REGD 4.53303000          | CUSIP: 126697AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1987738 | PA      | $1954669.51    | 0.00%             | 2047-08-25      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22C 5.75% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 1A1 REGD 5.75000000                              | CUSIP: 12669FEE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200633 | PA      | $203396.11     | 0.00%             | 2033-12-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CWALT 2003-22CB 3 6% 12/25/33                 | ALTERNATIVE LOAN TRUST 2003-22CB SER 2003-22CB CL 3A1 REGD 6.00000000                              | CUSIP: 12669FEG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        59547 | PA      | $60852.47      | 0.00%             | 2033-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CWL 2007-BC2 2A4 V/R 06/25/37                 | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-BC2 SER 2007-BC2 CL 2A4 V/R REGD 4.37303000             | CUSIP: 12669QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3428897 | PA      | $3378217.33    | 0.01%             | 2037-06-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| CWL 2007-9 2A4 V/R 02/25/36                   | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-8 SER 2007-9 CL 2A4 V/R REGD 4.04303000                 | CUSIP: 12670FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       829319 | PA      | $809974.81     | 0.00%             | 2036-02-25      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| COMM 2024-CBM A2 V/R 12/10/29                 | COMM 2024-CBM MORTGAGE TRUST SER 2024-CBM CL A2 V/R REGD 144A P/P 5.86700000                       | CUSIP: 12674GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1300000 | PA      | $1303628.82    | 0.00%             | 2041-12-10      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 01/18/29                     | CAIXABANK SA REGD V/R 144A P/P 6.20800000                                                          | CUSIP: 12803RAA2<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      7400000 | PA      | $7600353.15    | 0.02%             | 2029-01-18      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA V/R 07/03/36                     | CAIXABANK SA REGD V/R 144A P/P 5.58100000                                                          | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |      8105000 | PA      | $8151112.34    | 0.02%             | 2036-07-03      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290503 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $44627.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290507 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $653596.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20290702 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $92368.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260504 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8446.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260505 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12852.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20300513 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $291555.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20300509 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $194422.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260518 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3086.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260521 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5956.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260528 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12217.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260602 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3175.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20270610 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-16563.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260610 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-7520.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260615 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9755.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260617 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2830.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-8511164.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2904359.10   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260630 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2496.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260707 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-6473.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KWD/USD FWD 20260713 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9799.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1136177.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4856697.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2485994.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9310534.64   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260702 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-267554.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260805 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-86355.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260422 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-469165.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260722 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-630079.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260506 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-297179.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20261104 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-12315.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260805 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-431297.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20261028 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-48663.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260513 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-75215.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260520 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-137601.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260819 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-157089.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20261118 000004334 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-238852.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260617 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $572579.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260420 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9188.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260706 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $124538.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260401 000005208 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2677931.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260401 000000908 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $724389.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260401 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3758199.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260401 000000908 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $89593.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260401 000011553 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4278.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260401 000000908 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-210559.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260715 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $232207.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260401 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $27976.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260420 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-96041.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260407 000001733 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1806.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260401 000005208 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $882553.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260401 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-264374.75    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260401 000005208 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1297139.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260617 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-19996.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260617 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-110221.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20261028 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $79489.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20270127 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $982315.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260407 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-468.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260505 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $227359.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IDR/USD FWD 20260610 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2507.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260407 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7.54          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260407 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19.81         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260617 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-157158.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260617 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-156207.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260417 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $597741.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260417 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5268.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260402 000001538 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1196184.45   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260402 000001538 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-30326.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260402 000001538 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3873695.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EGP/USD FWD 20260427 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-4042422.35   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260402 000016440 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-57738.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EGP/USD FWD 20260521 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-5918643.92   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260420 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $98580.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260402 000004334 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $340087.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260402 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-416738.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260402 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5451970.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260402 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $49760.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260617 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $3409.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260402 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1856.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260402 000001538 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-2250381.70   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CAD/USD FWD 20260402 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $96385.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | MXN/USD FWD 20260917 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-3428166.68   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260402 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-176927.31    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260803 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $196255.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260402 000004334 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $5170.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260402 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1190948.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NOK/USD FWD 20260407 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2882.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260402 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1879781.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260402 000004334 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $483418.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260402 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-380756.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260402 000016440 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-104861.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260402 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-31701.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | NZD/USD FWD 20260402 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $2408.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260402 000016440 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-59176.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CLP/USD FWD 20260617 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $312527.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260602 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $7628.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | KRW/USD FWD 20260415 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1233.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260617 000001538 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $473089.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20261002 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-50611.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260916 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-580209.89    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20261002 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-524179.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260410 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-447853.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260713 000001733 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-17216.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260713 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-71031.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CZK/USD FWD 20260415 000001733 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1951.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260402 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-49658.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260617 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1023946.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260916 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $219528.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20260617 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $425288.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260420 000004334 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $77548.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | PEN/USD FWD 20260617 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $43849.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TWD/USD FWD 20260413 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-155.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260420 000016440 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $25314.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260424 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $614.83        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260420 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-28709.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | COP/USD FWD 20260420 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $19125.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20261002 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-266795.32    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260420 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-9502.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260424 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $0.90          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | BRL/USD FWD 20260602 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $311701.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | USD/ZAR FWD 20260420 000011091 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-10371.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260504 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-55441.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260402 000003534 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $55657.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260505 000001538 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $709405.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | INR/USD FWD 20260424 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $23.80         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260626 000000908 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $26077.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | TRY/USD FWD 20260420 000000902 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-45641.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260507 000001538 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $333833.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260626 000005208 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-222332.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260626 000000908 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $953580.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260626 000005208 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1019304.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | AUD/USD FWD 20260504 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-38258.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | EUR/USD FWD 20260504 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-1894045.47   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | GBP/USD FWD 20260505 000004334 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $1122.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260507 000006038 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $398104.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | JPY/USD FWD 20260507 000004066 USD                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |            1 | NC      | $-732854.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.55% 04/01/39                  | CALIFORNIA ST REGD N/C B/E 7.55000000                                                              | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     22155000 | PA      | $26299593.45   | 0.06%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.3% 10/01/39                   | CALIFORNIA ST REGD N/C B/E 7.30000000                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |      2745000 | PA      | $3153449.96    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.35% 11/01/39                  | CALIFORNIA ST REGD N/C B/E 7.35000000                                                              | CUSIP: 13063BBU5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20240000 | PA      | $23351333.28   | 0.05%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST 7.625% 03/01/40                 | CALIFORNIA ST REGD N/C B/E 7.62500000                                                              | CUSIP: 13063BFR8<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |     20460000 | PA      | $24348435.28   | 0.05%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CANADIAN G 2.25% 02/01/28/CAD/                | CANADIAN GOVERNMENT /CAD/ REGD 2.25000000                                                          | CUSIP: 135087T95<br>LEI: N/A                  | Long             | DBT              | USGA              | CA        |     27558000 | PA      | $19608950.27   | 0.04%             | 2028-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL R 6.25% 03/15/38                | CANADIAN NATL RESOURCES REGD 6.25000000                                                            | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |      1345000 | PA      | $1414649.18    | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RE 5.4% 12/15/34                | CANADIAN NATL RESOURCES REGD 5.40000000                                                            | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     37050000 | PA      | $37479521.39   | 0.08%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CANYC 2020-1A AR V/R 07/15/34                 | CANYON CLO 2020-1 LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 4.75219000                              | CUSIP: 13876LAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4800000 | PA      | $4794292.80    | 0.01%             | 2034-07-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 06/08/29                | CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15510212.70   | 0.03%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 02/01/30                | CAPITAL ONE FINANCIAL CO REGD V/R 5.70000000                                                       | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     10500000 | PA      | $10772118.53   | 0.02%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 07/26/30                | CAPITAL ONE FINANCIAL CO REGD V/R 5.46300000                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5103573.95    | 0.01%             | 2030-07-26      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 09/11/31                | CAPITAL ONE FINANCIAL CO REGD V/R 4.49300000                                                       | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      9625000 | PA      | $9450448.51    | 0.02%             | 2031-09-11      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 09/11/36                | CAPITAL ONE FINANCIAL CO REGD V/R 5.19700000                                                       | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     12560000 | PA      | $12176033.01   | 0.03%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 01/30/32                | CAPITAL ONE FINANCIAL CO REGD V/R 4.72200000                                                       | CUSIP: 14040HDP7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     14625000 | PA      | $14403195.35   | 0.03%             | 2032-01-30      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-P4 C 5.1% 06/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2024-P4 SER 2024-P4 CL C REGD 5.10000000                            | CUSIP: 14076LAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       900000 | PA      | $898370.73     | 0.00%             | 2031-05-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CRDNL 2025-RTL1  V/R 05/25/28                 | CARDINAL MORTGAGE TRUST 2025-RTL1 SER 2025-RTL1 CL A1 V/R REGD 144A P/P 5.59300000                 | CUSIP: 14151BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7280000 | PA      | $7291227.94    | 0.02%             | 2030-11-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-4 A 4.67% 12/15/27                 | CARMAX AUTO OWNER TRUST 2024-4 SER 2024-4 CL A2A REGD 4.67000000                                   | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1293082 | PA      | $1294048.52    | 0.00%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-2 D 6.55% 03/15/27                 | CARMAX AUTO OWNER TRUST 2023-2 SER 2023-2 CL D REGD 6.55000000                                     | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1155000 | PA      | $1178517.19    | 0.00%             | 2029-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CMXS 2026-A A 3.911% 03/15/27                 | CARMAX SELECT RECEIVABLES TRUST 2026-A SER 2026-A CL A1 REGD 3.91100000                            | CUSIP: 142929AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16485751 | PA      | $16485396.86   | 0.04%             | 2027-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CMXS 2026-A A2 4.03% 12/17/29                 | CARMAX SELECT RECEIVABLES TRUST 2026-A SER 2026-A CL A2A REGD 4.03000000                           | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13700000 | PA      | $13691251.18   | 0.03%             | 2029-12-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CARMX 2022-1 D 2.47% 06/15/27                 | CARMAX AUTO OWNER TRUST 2022-1 SER 2022-1 CL D REGD 2.47000000                                     | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1235000 | PA      | $1233812.79    | 0.00%             | 2028-07-17      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-1 A 4.75% 10/15/27                 | CARMAX AUTO OWNER TRUST 2023-1 SER 2023-1 CL A3 REGD 4.75000000                                    | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1751910 | PA      | $1753617.91    | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-4 D 7.16% 09/15/27                 | CARMAX AUTO OWNER TRUST 2023-4 SER 2023-4 CL D REGD 7.16000000                                     | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1960000 | PA      | $2024835.04    | 0.00%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 A3 5.5% 11/15/27                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL A3 REGD 5.50000000                                    | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15214848 | PA      | $15364473.81   | 0.03%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 B 5.69% 03/15/28                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL B REGD 5.69000000                                     | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6610000 | PA      | $6766735.00    | 0.01%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CARMX 2024-2 D 6.42% 03/15/28                 | CARMAX AUTO OWNER TRUST 2024-2 SER 2024-2 CL D REGD 6.42000000                                     | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       225000 | PA      | $230749.31     | 0.00%             | 2030-10-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-A C 5.46% 09/15/28                  | CARMAX SELECT RECEIVABLES TRUST 2025-A SER 2025-A CL C REGD 5.46000000                             | CUSIP: 14319UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6570000 | PA      | $6698904.06    | 0.01%             | 2031-07-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-A D 5.86% 11/15/28                  | CARMAX SELECT RECEIVABLES TRUST 2025-A SER 2025-A CL D REGD 5.86000000                             | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10605000 | PA      | $10797915.56   | 0.02%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B A 4.166% 03/15/26                 | CARMAX SELECT RECEIVABLES TRUST 2025-B SER 2025-B CL A1 REGD 4.16600000                            | CUSIP: 14320BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2940611 | PA      | $2940764.20    | 0.01%             | 2026-10-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 4% 08/01/28                     | CARNIVAL CORP REGD 144A P/P 4.00000000                                                             | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     19400000 | PA      | $18943668.93   | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 7% 08/15/29                     | CARNIVAL CORP REGD 144A P/P 7.00000000                                                             | CUSIP: 143658BW1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      2120000 | PA      | $2199184.80    | 0.00%             | 2029-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 6.125% 02/15/33                 | CARNIVAL CORP REGD 144A P/P 6.12500000                                                             | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     11555000 | PA      | $11670838.88   | 0.03%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 5.75% 03/15/30                  | CARNIVAL CORP REGD 144A P/P 5.75000000                                                             | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     18860000 | PA      | $19009597.52   | 0.04%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP 5.75% 08/01/32                  | CARNIVAL CORP REGD 144A P/P 5.75000000                                                             | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     23345000 | PA      | $23337408.21   | 0.05%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.1% 03/15/43                | DUKE ENERGY PROGRESS LLC REGD 4.10000000                                                           | CUSIP: 144141DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       900000 | PA      | $739925.35     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARPENTER TECH 5.625% 03/01/34                | CARPENTER TECHNOLOGY REGD 144A P/P 5.62500000                                                      | CUSIP: 144285AN3<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | DBT              | CORP              | US        |       242000 | PA      | $239770.93     | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 9% 06/01/31                        | CARVANA CO REGD 144A P/P 9.00000000                                                                | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     12730579 | PA      | $13765626.00   | 0.03%             | 2031-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CARVANA CO 9% 06/01/30                        | CARVANA CO REGD 144A P/P 9.00000000                                                                | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |     10017674 | PA      | $10420915.43   | 0.02%             | 2030-06-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-N4 D 2.3% 11/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2021-N4 SER 2021-N4 CL D REGD 2.30000000                            | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       730654 | PA      | $716027.60     | 0.00%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2021-P4  2.33% 04/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2021-P4 SER 2021-P4 CL C REGD 2.33000000                            | CUSIP: 14687KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2720000 | PA      | $2652912.56    | 0.01%             | 2028-02-10      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N1 D 6.3% 01/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N1 SER 2024-N1 CL D REGD 144A P/P 6.30000000                   | CUSIP: 14687QAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1400000 | PA      | $1427290.06    | 0.00%             | 2030-05-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N2  6.44% 08/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N2 SER 2024-N2 CL D REGD 144A P/P 6.44000000                   | CUSIP: 14687VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1900000 | PA      | $1940837.27    | 0.00%             | 2030-09-10      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  4.53% 12/10/26                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL A3 REGD 144A P/P 4.53000000                  | CUSIP: 14687WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10776033 | PA      | $10784950.93   | 0.02%             | 2029-01-10      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CRVNA 2024-N3  5.38% 12/11/28                 | CARVANA AUTO RECEIVABLES TRUST 2024-N3 SER 2024-N3 CL D REGD 144A P/P 5.38000000                   | CUSIP: 14687WAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3900000 | PA      | $3899067.51    | 0.01%             | 2030-12-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P3  4.07% 06/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2025-P3 SER 2025-P3 CL A2 REGD 4.07000000                           | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8073087 | PA      | $8066384.01    | 0.02%             | 2029-02-12      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N1  6.69% 04/12/27                 | CARVANA AUTO RECEIVABLES TRUST 2023-N1 SER 2023-N1 CL D REGD 144A P/P 6.69000000                   | CUSIP: 14688FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2340000 | PA      | $2380529.03    | 0.01%             | 2029-07-10      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CRVNA 2023-N4  7.22% 12/10/27                 | CARVANA AUTO RECEIVABLES TRUST 2023-N4 SER 2023-N4 CL D REGD 144A P/P 7.22000000                   | CUSIP: 14688LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1300000 | PA      | $1346427.03    | 0.00%             | 2030-02-11      | Fixed         | 7.22%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  4.55% 08/10/28                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL A3 REGD 4.55000000                           | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000000 | PA      | $20066054.00   | 0.04%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  4.74% 01/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL A4 REGD 4.74000000                           | CUSIP: 14689MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14500000 | PA      | $14652553.05   | 0.03%             | 2031-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CRVNA 2025-P1  5.34% 09/10/30                 | CARVANA AUTO RECEIVABLES TRUST 2025-P1 SER 2025-P1 CL C REGD 5.34000000                            | CUSIP: 14689MAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4400000 | PA      | $4464803.20    | 0.01%             | 2031-08-11      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CMHAT 2024-MH1 A V/R 09/25/34                 | CASCADE MH ASSET TRUST 2024-MH1 SER 2024-MH1 CL A1 V/R REGD 144A P/P 5.69500000                    | CUSIP: 14731VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1148327 | PA      | $1162169.10    | 0.00%             | 2056-11-25      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| CLAST 2019-1A 3.967% 04/15/26                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2019-1 SER 2019-1A CL A REGD 144A P/P 3.96700000              | CUSIP: 14855MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1011027 | PA      | $1000952.79    | 0.00%             | 2039-04-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CLAST 2025-2A 5.465% 08/15/32                 | CASTLELAKE AIRCRAFT STRUCTURED TRUST 2025-2 SER 2025-2A CL A REGD 144A P/P 5.46500000              | CUSIP: 14855XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12409206 | PA      | $12404053.64   | 0.03%             | 2050-08-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CLAST 2018-1  4.125% 06/15/25                 | CASTLELAKE AIRCRAFT SECURITIZATION TRUST 2018-1 SER 2018-1 CL A REGD 144A P/P 4.12500000           | CUSIP: 14856CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       664654 | PA      | $661343.46     | 0.00%             | 2043-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.45% 11/19/29                | CEMEX SAB DE CV REGD 144A P/P 5.45000000                                                           | CUSIP: 151290BV4<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     11215000 | PA      | $11217624.31   | 0.02%             | 2029-11-19      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV 5.2% 09/17/30                 | CEMEX SAB DE CV REGD 144A P/P 5.20000000                                                           | CUSIP: 151290BX0<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     25900000 | PA      | $25640254.08   | 0.06%             | 2030-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE C 3.875% 07/11/31                | CEMEX SAB DE CV REGD 144A P/P 3.87500000                                                           | CUSIP: 151290BZ5<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     35275000 | PA      | $32928200.11   | 0.07%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE CV V/R /PERP/                    | CEMEX SAB DE CV REGD V/R /PERP/ 144A P/P 5.12500000                                                | CUSIP: 151290CA9<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |      5670000 | PA      | $5646416.77    | 0.01%             | 2174-09-08      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 4.25% 12/15/27                   | CENTENE CORP REGD SER WI 4.25000000                                                                | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      3707000 | PA      | $3641440.59    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3% 10/15/30                      | CENTENE CORP REGD 3.00000000                                                                       | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     19673000 | PA      | $17240616.51   | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.5% 03/01/31                    | CENTENE CORP REGD 2.50000000                                                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1258729.83    | 0.00%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 2.625% 08/01/31                  | CENTENE CORP REGD 2.62500000                                                                       | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1003371.36    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY I 5.4% 03/20/36                | CENOVUS ENERGY INC REGD 5.40000000                                                                 | CUSIP: 15135UBB4<br>LEI: 254900LJGL2N2XEMD470 | Long             | DBT              | CORP              | CA        |      6427000 | PA      | $6393831.60    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERG V/R 04/01/56                | CENTERPOINT ENERGY INC REGD V/R 5.95000000                                                         | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     10570000 | PA      | $10476011.56   | 0.02%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENE 5.15% 03/01/34                | CENTERPOINT ENER HOUSTON REGD 5.15000000                                                           | CUSIP: 15189XBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6240000 | PA      | $6313161.88    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CXHE 2005-D M5 V/R 10/25/35                   | CENTEX HOME EQUITY LOAN TRUST 2005-D SER 2005-D CL M5 V/R REGD 4.75303000                          | CUSIP: 152314PR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1027513 | PA      | $1027081.76    | 0.00%             | 2035-10-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CXHE 2006-A M3 V/R 06/25/36                   | CENTEX HOME EQUITY LOAN TRUST 2006-A SER 2006-A CL M3 V/R REGD 4.28803000                          | CUSIP: 15231AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9147937.60    | 0.02%             | 2036-06-25      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.384% 10/23/35                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.38400000                                                    | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11145000 | PA      | $11317564.49   | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 6.834% 10/23/55                | CHARTER COMM OPT LLC/CAP REGD SER WI 6.83400000                                                    | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1142000 | PA      | $1075076.84    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 05/01/47                | CHARTER COMM OPT LLC/CAP REGD SER WI 5.37500000                                                    | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14410000 | PA      | $11595557.97   | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.375% 04/01/38                | CHARTER COMM OPT LLC/CAP REGD 5.37500000                                                           | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       980000 | PA      | $878326.03     | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.75% 04/01/48                | CHARTER COMM OPT LLC/CAP REGD 5.75000000                                                           | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18719000 | PA      | $15611641.13   | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM O 5.125% 07/01/49                | CHARTER COMM OPT LLC/CAP REGD 5.12500000                                                           | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $7677796.50    | 0.02%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 4.8% 03/01/50                | CHARTER COMM OPT LLC/CAP REGD 4.80000000                                                           | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5514000 | PA      | $4076814.00    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 2.8% 04/01/31                | CHARTER COMM OPT LLC/CAP REGD 2.80000000                                                           | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20165000 | PA      | $18104273.32   | 0.04%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.7% 04/01/51                | CHARTER COMM OPT LLC/CAP REGD 3.70000000                                                           | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7543000 | PA      | $4668474.56    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.9% 06/01/52                | CHARTER COMM OPT LLC/CAP REGD 3.90000000                                                           | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7963000 | PA      | $5069162.27    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT 3.5% 03/01/42                | CHARTER COMM OPT LLC/CAP REGD 3.50000000                                                           | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       885000 | PA      | $605818.67     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 3.95% 06/30/62                | CHARTER COMM OPT LLC/CAP REGD 3.95000000                                                           | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12275000 | PA      | $7212290.90    | 0.02%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.25% 04/01/53                | CHARTER COMM OPT LLC/CAP REGD 5.25000000                                                           | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4082000 | PA      | $3201091.91    | 0.01%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.65% 02/01/34                | CHARTER COMM OPT LLC/CAP REGD 6.65000000                                                           | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6775000 | PA      | $7067240.03    | 0.02%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 6.55% 06/01/34                | CHARTER COMM OPT LLC/CAP REGD 6.55000000                                                           | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20505000 | PA      | $21287345.31   | 0.05%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OP 5.85% 12/01/35                | CHARTER COMM OPT LLC/CAP REGD 5.85000000                                                           | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5409726.63    | 0.01%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-2A  5.52% 01/25/28                 | CHASE AUTO OWNER TRUST 2024-2 SER 2024-2A CL A3 REGD 144A P/P 5.52000000                           | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13017476 | PA      | $13151130.28   | 0.03%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CHAOT 2023-AA  5.68% 07/25/27                 | CHASE AUTO OWNER TRUST 2023-A SER 2023-AA CL A3 REGD 144A P/P 5.68000000                           | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1631509 | PA      | $1645453.61    | 0.00%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A A 4.4% 06/25/26                 | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A2 REGD 144A P/P 4.40000000                           | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         6871 | PA      | $6872.19       | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHAOT 2024-5A  4.18% 03/25/28                 | CHASE AUTO OWNER TRUST 2024-5 SER 2024-5A CL A3 REGD 144A P/P 4.18000000                           | CUSIP: 16144QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6400000 | PA      | $6402195.20    | 0.01%             | 2029-08-27      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL1  V/R 06/25/62                 | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL1 SER 2023-RPL1 CL A1 V/R REGD 144A P/P 3.50000000       | CUSIP: 16159LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10527935 | PA      | $9685589.47    | 0.02%             | 2062-06-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2025-2 A4A V/R 04/25/32                 | CHASE HOME LENDING MORTGAGE TRUST SERIES 2 SER 2025-2 CL A4A V/R REGD 144A P/P 5.50000000          | CUSIP: 16159VAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21764850 | PA      | $21813072.65   | 0.05%             | 2055-12-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL4  V/R 03/25/43                 | CHASE HOME LENDING MORTGAGE TRUST 2024-RPL4 SER 2024-RPL4 CL A1A V/R REGD 144A P/P 3.37500000      | CUSIP: 16160NAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7222305 | PA      | $6453450.49    | 0.01%             | 2064-12-25      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| CHASE 2023-RPL3  V/R 08/25/40                 | CHASE HOME LENDING MORTGAGE TRUST 2023-RPL3 SER 2023-RPL3 CL A1 V/R REGD 144A P/P 3.25000000       | CUSIP: 161927AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17532297 | PA      | $15691307.22   | 0.03%             | 2063-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHASE 2024-RPL2  V/R 08/25/43                 | CHASE HOME LENDING MORTGAGE TRUST SERIES SER 2024-RPL2 CL A1A V/R REGD 144A P/P 3.25000000         | CUSIP: 161930AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7497813 | PA      | $6654276.69    | 0.01%             | 2064-08-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| CHEC 2004-2 M1 V/R 06/25/34                   | CHEC LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.75303000                                        | CUSIP: 162765AT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       498495 | PA      | $528606.65     | 0.00%             | 2034-06-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO 5.75% 11/15/28                    | CHEMOURS CO REGD 144A P/P 5.75000000                                                               | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       196000 | PA      | $194064.40     | 0.00%             | 2028-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY  4.5% 10/01/29                | CHENIERE ENERGY PARTNERS REGD 4.50000000                                                           | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      2205000 | PA      | $2195355.31    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PA 4% 03/01/31                | CHENIERE ENERGY PARTNERS REGD 4.00000000                                                           | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     24780000 | PA      | $23786929.61   | 0.05%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 3.25% 01/31/32                | CHENIERE ENERGY PARTNERS REGD SER WI 3.25000000                                                    | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      6215000 | PA      | $5664412.65    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY 5.95% 06/30/33                | CHENIERE ENERGY PARTNERS REGD 5.95000000                                                           | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     13120000 | PA      | $13753838.09   | 0.03%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CFII 2023-1A D 6.69% 08/15/26                 | CHESAPEAKE FUNDING II LLC SER 2023-1A CL D REGD 144A P/P 6.69000000                                | CUSIP: 165183CY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       665000 | PA      | $666322.69     | 0.00%             | 2035-05-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT A V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL A V/R REGD 144A P/P 5.11668300              | CUSIP: 16706GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27085000 | PA      | $27449071.15   | 0.06%             | 2042-04-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT B V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL B V/R REGD 144A P/P 5.47969300              | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9645000 | PA      | $9721688.36    | 0.02%             | 2042-04-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| CHI 2025-SFT C V/R 04/15/30                   | CHI COMMERCIAL MORTGAGE TRUST 2025-SFT SER 2025-SFT CL C V/R REGD 144A P/P 6.15891700              | CUSIP: 16706GAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10450000 | PA      | $10659135.85   | 0.02%             | 2042-04-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHIL 3.1% 01/22/61                | REPUBLIC OF CHILE REGD 3.10000000                                                                  | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     21136000 | PA      | $13004980.80   | 0.03%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHI 3.25% 09/21/71                | REPUBLIC OF CHILE REGD 3.25000000                                                                  | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |     34745000 | PA      | $21478664.10   | 0.05%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS I 5.85% 08/01/34                | CHOICE HOTELS INTL INC REGD 5.85000000                                                             | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |      3865000 | PA      | $3897948.67    | 0.01%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CIFC 2018-1A A1R V/R 01/18/38                 | CIFC FUNDING 2018-I LTD SER 2018-1A CL A1R V/R REGD 144A P/P 4.98763000                            | CUSIP: 17181NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     27385000 | PA      | $27375278.33   | 0.06%             | 2038-01-18      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-4A A1R V/R 07/15/38                 | CIFC FUNDING 2019-IV LTD SER 2019-4A CL A1R2 V/R REGD 144A P/P 4.97219000                          | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5990000 | PA      | $5994252.90    | 0.01%             | 2038-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC 2019-7A A1R V/R 10/19/38                 | CIFC FUNDING 2019-VII LTD SER 2019-7A CL A1R V/R REGD 144A P/P 4.94763000                          | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6065000 | PA      | $6069560.88    | 0.01%             | 2038-10-19      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CITADEL LP 6.375% 01/23/32                    | CITADEL LP REGD 144A P/P 6.37500000                                                                | CUSIP: 17288XAC8<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      2920000 | PA      | $3026406.20    | 0.01%             | 2032-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CITADEL LP 6% 01/23/30                        | CITADEL LP REGD 144A P/P 6.00000000                                                                | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |      3855000 | PA      | $3968521.54    | 0.01%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURIT 5.75% 03/27/36                | CITADEL SECURITIES GLOBA REGD 144A P/P 5.75000000                                                  | CUSIP: 17289RAF3<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |     19000000 | PA      | $18748566.73   | 0.04%             | 2036-03-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 10/27/28                    | CITIGROUP INC REGD V/R 3.52000000                                                                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      2201000 | PA      | $2168249.21    | 0.00%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/20/30                    | CITIGROUP INC REGD V/R 3.98000000                                                                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1568000 | PA      | $1542693.00    | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/31/31                    | CITIGROUP INC REGD V/R 4.41200000                                                                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      3027000 | PA      | $2992399.06    | 0.01%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/03/32                    | CITIGROUP INC REGD V/R 2.52000000                                                                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      1595000 | PA      | $1406344.64    | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33                    | CITIGROUP INC REGD V/R 3.78500000                                                                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9051000 | PA      | $8490327.21    | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 02/13/30                    | CITIGROUP INC REGD V/R 5.17400000                                                                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      9627000 | PA      | $9775406.56    | 0.02%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/28                    | CITIGROUP INC REGD V/R 4.64300000                                                                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     22750000 | PA      | $22787635.10   | 0.05%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-OPT1  V/R 02/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-OPT1 CL M1 V/R REGD 4.42303000                          | CUSIP: 17307GNR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1264674 | PA      | $1205118.75    | 0.00%             | 2035-02-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE4 M V/R 10/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE4 CL M4 V/R REGD 4.69303000                           | CUSIP: 17307GP93<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14327000 | PA      | $12273859.24   | 0.03%             | 2035-10-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CMLTI 2005-HE3 M V/R 09/25/35                 | CITIGROUP MORTGAGE LOAN TRUST INC SER 2005-HE3 CL M4 V/R REGD 4.69303000                           | CUSIP: 17307GWU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7900000 | PA      | $7688191.52    | 0.02%             | 2035-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 11/05/30                    | CITIGROUP INC REGD V/R 2.97600000                                                                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     13308000 | PA      | $12569482.92   | 0.03%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.914% 05/29/30                   | CITIBANK NA REGD SER . 4.91400000                                                                  | CUSIP: 17325FBP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3280000 | PA      | $3331134.05    | 0.01%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 01/25/33                    | CITIGROUP INC REGD V/R 3.05700000                                                                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      5299000 | PA      | $4792082.40    | 0.01%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/27/36                    | CITIGROUP INC REGD V/R SER . 5.33300000                                                            | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       880000 | PA      | $882680.75     | 0.00%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CMLTI 2019-RP1 A V/R 01/25/66                 | CITIGROUP MORTGAGE LOAN TRUST 2019-RP1 SER 2019-RP1 CL A1 V/R REGD 144A P/P 3.50000000             | CUSIP: 17327RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       729336 | PA      | $714630.19     | 0.00%             | 2066-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| CITZN 2023-1 A 5.84% 06/15/26                 | CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 144A P/P 5.84000000                   | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1677543 | PA      | $1683980.29    | 0.00%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITZN 2023-1 A 5.78% 12/15/26                 | CITIZENS AUTO RECEIVABLES TRUST 2023-1 SER 2023-1 CL A4 REGD 144A P/P 5.78000000                   | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8300000 | PA      | $8390764.65    | 0.02%             | 2030-10-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| CMLTI 2024-INV3  V/R 09/25/54                 | CITIGROUP MORTGAGE LOAN TRUST 2024-INV3 SER 2024-INV3 CL PT V/R REGD 144A P/P 0.00000000           | CUSIP: 17332ACD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71989421 | PA      | $74582681.22   | 0.16%             | 2054-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 8.375% 07/01/28                  | SM ENERGY CO REGD 144A P/P 8.37500000                                                              | CUSIP: 17888HAA1<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      3915000 | PA      | $4022752.55    | 0.01%             | 2028-07-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 8.75% 07/01/31                   | SM ENERGY CO REGD 144A P/P 8.75000000                                                              | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       171000 | PA      | $178744.93     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 8.625% 11/01/30                  | SM ENERGY CO REGD 144A P/P 8.62500000                                                              | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       175000 | PA      | $184640.05     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS  6.375% 02/01/31                | CLEAN HARBORS INC REGD 144A P/P 6.37500000                                                         | CUSIP: 184496AQ0<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |        82000 | PA      | $83277.20      | 0.00%             | 2031-02-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CLEAN HARBORS I 5.75% 10/15/33                | CLEAN HARBORS INC REGD 144A P/P 5.75000000                                                         | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |     10934000 | PA      | $10907218.26   | 0.02%             | 2033-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS                | CLEAR CHANNEL OUTDOOR HOLDINGS INC 0.00000000                                                      | CUSIP: 18453H106<br>LEI: 254900XBEE6V1ENYS150 | Long             | EC               | CORP              | US        |      2064946 | NS      | $4893922.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CLIF 2025-1H A 6.72% 09/20/30                 | CLIF HOLDINGS LLC SER 2025-1H CL A REGD 144A P/P 6.72000000                                        | CUSIP: 18683CAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18969752 | PA      | $18824879.65   | 0.04%             | 2050-12-20      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE  8.25% 06/30/32                | CLOUD SOFTWARE GRP INC REGD 144A P/P 8.25000000                                                    | CUSIP: 18912UAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4231000 | PA      | $4012828.10    | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 5.875% 06/04/27                | CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                    | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      8600000 | PA      | $8717595.80    | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUND 4.95% 09/09/29                | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.95000000                                                    | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2612632.88    | 0.01%             | 2029-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUN 4.875% 12/10/27                | CNO GLOBAL FUNDING REGD 144A P/P MTN 4.87500000                                                    | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3207461.28    | 0.01%             | 2027-12-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CASL 2023-A A1 V/R 03/25/38                   | COLLEGE AVE STUDENT LOANS 2023-A LLC SER 2023-A CL A1 V/R REGD 144A P/P 5.56190000                 | CUSIP: 193938AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1379369 | PA      | $1402864.52    | 0.00%             | 2055-05-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| CASL 2017-A A1 V/R 11/25/29                   | COLLEGE AVENUE STUDENT LOANS LLC SER 2017-A CL A1 V/R REGD 144A P/P 5.44303000                     | CUSIP: 194204AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1014519 | PA      | $1023292.48    | 0.00%             | 2046-11-26      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A1 V/R 01/25/30                   | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A1 V/R REGD 144A P/P 4.99303000                 | CUSIP: 19423DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       601516 | PA      | $601964.66     | 0.00%             | 2047-12-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CASL 2018-A A2 4.13% 01/25/30                 | COLLEGE AVE STUDENT LOANS 2018-A LLC SER 2018-A CL A2 REGD 144A P/P 4.13000000                     | CUSIP: 19423DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       820248 | PA      | $805392.32     | 0.00%             | 2047-12-26      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CASL 2024-B A1 5.69% 08/25/54                 | COLLEGE AVE STUDENT LOANS 2024-B LLC SER 2024-B CL A1A REGD 144A P/P 5.69000000                    | CUSIP: 19423UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12202292 | PA      | $12447832.67   | 0.03%             | 2054-08-25      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| CASL 2024-B B 6.08% 08/25/54                  | COLLEGE AVE STUDENT LOANS 2024-B LLC SER 2024-B CL B REGD 144A P/P 6.08000000                      | CUSIP: 19423UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1200000 | PA      | $1220811.36    | 0.00%             | 2054-08-25      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| CASL 2021-A C 2.92% 02/25/32                  | COLLEGE AVE STUDENT LOANS 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.92000000                      | CUSIP: 19424KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       199717 | PA      | $188874.16     | 0.00%             | 2051-07-25      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 7.375% 09/18/37                | REPUBLIC OF COLOMBIA REGD 7.37500000                                                               | CUSIP: 195325BK0<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      3582000 | PA      | $3564555.66    | 0.01%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 6.125% 01/18/41                | REPUBLIC OF COLOMBIA REGD 6.12500000                                                               | CUSIP: 195325BM6<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      7882000 | PA      | $6849773.28    | 0.01%             | 2041-01-18      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 5.625% 02/26/44                | REPUBLIC OF COLOMBIA REGD 5.62500000                                                               | CUSIP: 195325BR5<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |     12165000 | PA      | $9593440.65    | 0.02%             | 2044-02-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 3.125% 04/15/31                | REPUBLIC OF COLOMBIA REGD 3.12500000                                                               | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |     37225000 | PA      | $31717933.50   | 0.07%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMB 8% 11/14/35                | REPUBLIC OF COLOMBIA REGD 8.00000000                                                               | CUSIP: 195325EL5<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      4552000 | PA      | $4763850.08    | 0.01%             | 2035-11-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COL 7.75% 11/07/36                | REPUBLIC OF COLOMBIA REGD 7.75000000                                                               | CUSIP: 195325EP6<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      5079000 | PA      | $5190484.05    | 0.01%             | 2036-11-07      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 7.375% 04/25/30                | REPUBLIC OF COLOMBIA REGD 7.37500000                                                               | CUSIP: 195325ER2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      5000000 | PA      | $5183150.00    | 0.01%             | 2030-04-25      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CO 6.125% 01/21/31                | REPUBLIC OF COLOMBIA REGD 6.12500000                                                               | CUSIP: 195325EU5<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      5500000 | PA      | $5403750.00    | 0.01%             | 2031-01-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 2.65% 02/01/30                   | COMCAST CORP REGD 2.65000000                                                                       | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6555464.37    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP 3.4% 04/01/30                    | COMCAST CORP REGD 3.40000000                                                                       | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11520478.08   | 0.03%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL META 5.75% 11/15/33                | COMMERCIAL METALS CO REGD 144A P/P 5.75000000                                                      | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      1285000 | PA      | $1271490.15    | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL METALS  6% 12/15/35                | COMMERCIAL METALS CO REGD 144A P/P 6.00000000                                                      | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      1741000 | PA      | $1716357.02    | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CBSLT 2020-1 A 1.69% 10/25/51                 | COMMONBOND STUDENT LOAN TRUST 2020-1 SER 2020-1 CL A REGD 144A P/P 1.69000000                      | CUSIP: 20268BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       734711 | PA      | $675961.77     | 0.00%             | 2051-10-25      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT H 2.782% 10/01/30                | COMMONSPIRIT HEALTH REGD 2.78200000                                                                | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      5970000 | PA      | $5488303.21    | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| CMPDC 2024-2A 5.022% 08/27/29                 | COMPASS DATACENTERS ISSUER II LLC SER 2024-2A CL A1 REGD 144A P/P 5.02200000                       | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10500000 | PA      | $10412500.35   | 0.02%             | 2049-08-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-1A  5.656% 02/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-1A CL A2 REGD 144A P/P 5.65600000                      | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $7436459.80    | 0.02%             | 2050-02-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-1A  5.852% 02/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-1A CL A3 REGD 144A P/P 5.85200000                      | CUSIP: 20469BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1450000 | PA      | $1453302.67    | 0.00%             | 2050-02-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CMDC 2025-3A  5.286% 07/25/30                 | COMPASS DATACENTERS ISSUER III LLC SER 2025-3A CL A2 REGD 144A P/P 5.28600000                      | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9305000 | PA      | $9213570.00    | 0.02%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CAS 2023-R08 1M1 V/R 10/25/43                 | CONNECTICUT AVENUE SECURITIES TRUST 2023-R08 SER 2023-R08 CL 1M1 V/R REGD 144A P/P 5.16190000      | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       455299 | PA      | $455439.67     | 0.00%             | 2043-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| CNF 2000-1 A5 V/R 09/01/29                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-1 CL A5 V/R REGD 8.06000000                          | CUSIP: 20846QBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13023806 | PA      | $1467243.74    | 0.00%             | 2029-09-01      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A5 7.97% 03/01/25                  | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A5 REGD 7.97000000                              | CUSIP: 20846QDU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       733953 | PA      | $83081.40      | 0.00%             | 2032-05-01      | Fixed         | 7.97%                 | No            |                  2 | On Loan: No      |
| CNF 2000-4 A6 V/R 05/01/32                    | CONSECO FINANCE SECURITIZATIONS CORP SER 2000-4 CL A6 V/R REGD 8.31000000                          | CUSIP: 20846QDV7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8504715 | PA      | $1003783.42    | 0.00%             | 2032-05-01      | Variable      | 8.31%                 | No            |                  2 | On Loan: No      |
| CNSL 2025-1A A2 6% 05/20/30                   | CONSOLIDATED COMMUNICATIONS LLC/FIDIUM FIBER FIN SER 2025-1A CL A2 REGD 144A P/P 6.00000000        | CUSIP: 209031AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6990000 | PA      | $7093882.58    | 0.02%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION  5.158% 02/16/29                | CONSTELLATION SOFTWARE REGD 144A P/P 5.15800000                                                    | CUSIP: 21037XAC4<br>LEI: 549300B6PYHMCTDWQV29 | Long             | DBT              | CORP              | CA        |     11695000 | PA      | $11738864.20   | 0.03%             | 2029-02-16      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A A1 5.15% 11/25/54                 | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL A1 REGD 144A P/P 5.15000000                             | CUSIP: 21050QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1557087 | PA      | $1562901.67    | 0.00%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A A2 5.35% 11/25/54                 | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL A2 REGD 144A P/P 5.35000000                             | CUSIP: 21050QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6440000 | PA      | $6522227.85    | 0.01%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A B 5.45% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL B REGD 144A P/P 5.45000000                              | CUSIP: 21050QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1507474 | PA      | $1518647.32    | 0.00%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A C 5.75% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL C REGD 144A P/P 5.75000000                              | CUSIP: 21050QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       759469 | PA      | $762767.02     | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A D 6.6% 11/25/54                   | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL D REGD 144A P/P 6.60000000                              | CUSIP: 21050QAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       997340 | PA      | $996388.30     | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A E 8.75% 11/25/54                  | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL E REGD 144A P/P 8.75000000                              | CUSIP: 21050QAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       573184 | PA      | $576177.34     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-A R 0% 11/25/54                     | CONSUMER LOAN FINANCE 2024-A SER 2024-A CL R REGD 144A P/P 0.00000000                              | CUSIP: 21050QAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1845548 | PA      | $788418.00     | 0.00%             | 2054-11-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CLFT 2024-BA A 5.15% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL A1 REGD 144A P/P 5.15000000               | CUSIP: 21050UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       254872 | PA      | $255061.69     | 0.00%             | 2054-11-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA A 5.35% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL A2 REGD 144A P/P 5.35000000               | CUSIP: 21050UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3705000 | PA      | $3753977.88    | 0.01%             | 2054-11-25      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA B 5.45% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL B REGD 144A P/P 5.45000000                | CUSIP: 21050UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       835077 | PA      | $842638.50     | 0.00%             | 2054-11-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA C 5.75% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL C REGD 144A P/P 5.75000000                | CUSIP: 21050UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       417538 | PA      | $420492.40     | 0.00%             | 2054-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA D 6.6% 11/25/54                  | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL D REGD 144A P/P 6.60000000                | CUSIP: 21050UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       525185 | PA      | $527233.34     | 0.00%             | 2054-11-25      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA E 8.75% 11/25/54                 | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL E REGD 144A P/P 8.75000000                | CUSIP: 21050UAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       314785 | PA      | $317371.02     | 0.00%             | 2054-11-25      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| CLFT 2024-BA R 0% 11/25/54                    | CONSUMER LOAN FINANCE 2024-B ISSUER TRUST SER 2024-BA CL R REGD 144A P/P 0.00000000                | CUSIP: 21050UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       944900 | PA      | $463893.72     | 0.00%             | 2054-11-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| CONTINENTAL RE 4.375% 01/15/28                | CONTINENTAL RESOURCES REGD SER WI 4.37500000                                                       | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      2330000 | PA      | $2314209.19    | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RES 5.75% 01/15/31                | CONTINENTAL RESOURCES REGD 144A P/P 5.75000000                                                     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     71266000 | PA      | $72631500.03   | 0.16%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RE 2.875% 04/01/32                | CONTINENTAL RESOURCES REGD 144A P/P 2.87500000                                                     | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     40207000 | PA      | $35217052.37   | 0.08%             | 2032-04-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 A 2.705% 07/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL A REGD 144A P/P 2.70500000                    | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       120260 | PA      | $120036.50     | 0.00%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CAFL 2019-3 B 3.163% 09/15/29                 | COREVEST AMERICAN FINANCE 2019-3 TRUST SER 2019-3 CL B REGD 144A P/P 3.16300000                    | CUSIP: 21872NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1470000 | PA      | $1411678.04    | 0.00%             | 2052-10-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-1 C 2.8% 01/15/31                   | COREVEST AMERICAN FINANCE 2021-1 TRUST SER 2021-1 CL C REGD 144A P/P 2.80000000                    | CUSIP: 21873LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1525000 | PA      | $1358258.18    | 0.00%             | 2053-04-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CAFL 2021-3 D 3.469% 10/15/31                 | COREVEST AMERICAN FINANCE 2021-3 TRUST SER 2021-3 CL D REGD 144A P/P 3.46900000                    | CUSIP: 21873NAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1630000 | PA      | $1465002.11    | 0.00%             | 2054-10-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVER 4.733% 06/15/35                | CORNELL UNIVERSITY REGD SER 2025 4.73300000                                                        | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4261671.95    | 0.01%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA TBA 30 YR 2.5% APR 26                    | GNMA TBA 30 YR 2.5% APR 26     TO BE ANNOUNCED 2.50000000                                          | CUSIP: 21H022648<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    185225000 | PA      | $159322441.41  | 0.35%             | 2056-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| G2SF TBA 30 YR 3% APR26                       | G2SF TBA 30 YR 3% APR26       TO BE ANNOUNCED 3.00000000                                           | CUSIP: 21H030641<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9000000 | PA      | $8033341.59    | 0.02%             | 2056-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 3.5% APR 26                    | G2SF 30 YR TBA 3.5% APR 26     TO BE ANNOUNCED 3.50000000                                          | CUSIP: 21H032647<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56400000 | PA      | $51721920.61   | 0.11%             | 2056-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMAII 30YR TBA 3.5% MAY 26                   | GNMAII 30YR TBA JUMBOS MAY 26  TO BE ANNOUNCED 3.50000000                                          | CUSIP: 21H032654<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    101000000 | PA      | $92180713.33   | 0.20%             | 2056-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4% APR 26                      | G2SF 30 YR TBA 4% APR 26      TO BE ANNOUNCED 4.00000000                                           | CUSIP: 21H040640<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    226225000 | PA      | $211876950.85  | 0.46%             | 2056-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30 YR TBA 4.5% APR 26                    | G2SF 30 YR TBA 4.5% APR 26     TO BE ANNOUNCED 4.50000000                                          | CUSIP: 21H042646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16400000 | PA      | $15840779.02   | 0.03%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA2 30YR TBA 5% APR 26                      | GNMA2 TBA 30YR 5% APR 26 TO BE ANNOUNCED 5.00000000                                                | CUSIP: 21H050649<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     87250000 | PA      | $86403879.17   | 0.19%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA 30 YR TBA 5.5% APR 26                    | GNMA 30 YR TBA 5.5% APR 26 TO BE ANNOUNCED 5.50000000                                              | CUSIP: 21H052645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    194725000 | PA      | $195965152.90  | 0.43%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA II 30YR TBA 5.5% MAY 26                  | GNMA II 30YR TBA 5.5% MAY 26   TO BE ANNOUNCED 5.50000000                                          | CUSIP: 21H052652<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45000000 | PA      | $45195187.05   | 0.10%             | 2056-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6% MAY 26                       | G2SF 30YR TBA 6% MAY 26        TO BE ANNOUNCED 6.00000000                                          | CUSIP: 21H060655<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    488300000 | PA      | $495915165.46  | 1.08%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| G2SF 30YR TBA 6.5% MAY 26                     | G2SF 30YR TBA 6.5% MAY 26 TO BE ANNOUNCED 6.50000000                                               | CUSIP: 21H062651<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     73900000 | PA      | $76576884.87   | 0.17%             | 2056-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PR 2.75% 04/15/31                | COPT DEFENSE PROP LP REGD 2.75000000                                                               | CUSIP: 22003BAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1555000 | PA      | $1407941.46    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COSTA RIC 5.499% 11/21/30/EUR/                | COSTA RICA GOVERNMENT /EUR/ REGD 144A P/P 5.49950000                                               | CUSIP: 221597CY1<br>LEI: N/A                  | Long             | DBT              | USGA              | CR        |     11000000 | PA      | $13022672.77   | 0.03%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP INC 2.8% 07/15/30                | COSTAR GROUP INC REGD 144A P/P 2.80000000                                                          | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |     11975000 | PA      | $10828862.33   | 0.02%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 3.5% 08/15/27                | COX COMMUNICATIONS INC REGD 144A P/P 3.50000000                                                    | CUSIP: 224044CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17619000 | PA      | $17374400.53   | 0.04%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 1.8% 10/01/30                | COX COMMUNICATIONS INC REGD 144A P/P 1.80000000                                                    | CUSIP: 224044CL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9998000 | PA      | $8693384.28    | 0.02%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATI 5.45% 09/15/28                | COX COMMUNICATIONS INC REGD 144A P/P 5.45000000                                                    | CUSIP: 224044CR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18362015.28   | 0.04%             | 2028-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIO 5.7% 06/15/33                | COX COMMUNICATIONS INC REGD 144A P/P 5.70000000                                                    | CUSIP: 224044CS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12087000 | PA      | $11983742.93   | 0.03%             | 2033-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CPS 2024-D A 4.91% 03/16/26                   | CPS AUTO RECEIVABLES TRUST 2024-D SER 2024-D CL A REGD 144A P/P 4.91000000                         | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       476050 | PA      | $476163.27     | 0.00%             | 2028-06-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-3A  7.62% 03/15/27                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-3 SER 2023-3A CL C REGD 144A P/P 7.62000000                 | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1430000 | PA      | $1464555.81    | 0.00%             | 2033-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CAALT 2025-2A  5.38% 08/15/29                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-2 SER 2025-2A CL C REGD 144A P/P 5.38000000                 | CUSIP: 224940AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3600000 | PA      | $3620842.20    | 0.01%             | 2036-03-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-3A  5.39% 06/15/28                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 5.39000000                 | CUSIP: 22535LAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3240000 | PA      | $3260584.69    | 0.01%             | 2035-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/11/28                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.63100000                                                | CUSIP: 22535WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3300000 | PA      | $3299044.02    | 0.01%             | 2028-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE S V/R 09/11/28                | CREDIT AGRICOLE SA REGD V/R 144A P/P MTN 4.85851100                                                | CUSIP: 22535WAM9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      6250000 | PA      | $6277429.13    | 0.01%             | 2028-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A C 6.7% 04/15/28                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 6.70000000                 | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3470000 | PA      | $3580284.58    | 0.01%             | 2034-10-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-1A  6.71% 07/17/34                 | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-1 SER 2024-1A CL C REGD 144A P/P 6.71000000                 | CUSIP: 22537GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2085000 | PA      | $2123615.24    | 0.00%             | 2034-07-17      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 04/01/31                     | UBS GROUP AG REGD V/R 144A P/P 4.19400000                                                          | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     28864000 | PA      | $28240918.03   | 0.06%             | 2031-04-01      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/14/32                     | UBS GROUP AG REGD V/R 144A P/P 3.09100000                                                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     21500000 | PA      | $19717135.08   | 0.04%             | 2032-05-14      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/22/29                     | UBS GROUP AG REGD V/R 144A P/P 6.24600000                                                          | CUSIP: 225401BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      3300000 | PA      | $3429610.57    | 0.01%             | 2029-09-22      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 04/10/30                     | UBS GROUP AG REGD V/R 144A P/P 4.21400000                                                          | CUSIP: 225401BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     14850000 | PA      | $14661696.21   | 0.03%             | 2030-04-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 08/10/32                     | UBS GROUP AG REGD V/R 144A P/P MTN 4.58800000                                                      | CUSIP: 225401BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     12375000 | PA      | $12163122.80   | 0.03%             | 2032-08-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| CSFB 2003-27 4 5.75% 11/25/33                 | CSFB MORTGAGE-BACKED PASS-THROUGH CERTIFICATES SERI SER 2003-27 CL 4A4 REGD 5.75000000             | CUSIP: 22541QL75<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        48794 | PA      | $49086.70      | 0.00%             | 2033-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQS 2024-1C A 6.05% 01/20/30                  | CROCKETT PARTNERS EQUIPMENT CO IIA LLC SER 2024-1C CL A REGD 144A P/P 6.05000000                   | CUSIP: 22689LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5617576 | PA      | $5683340.16    | 0.01%             | 2031-01-20      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H7 A1 V/R 11/25/69                 | CROSS 2024-H7 MORTGAGE TRUST SER 2024-H7 CL A1 V/R REGD 144A P/P 5.58500000                        | CUSIP: 22757CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21361095 | PA      | $21429803.00   | 0.05%             | 2069-11-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H3 A1 V/R 06/25/69                 | CROSS 2024-H3 MORTGAGE TRUST SER 2024-H3 CL A1 V/R REGD 144A P/P 6.27200000                        | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5803425 | PA      | $5846968.37    | 0.01%             | 2069-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1  V/R 02/25/61                 | CROSS 2026-NQM1 MORTGAGE TRUST SER 2026-NQM1 CL A1 V/R REGD 144A P/P 4.69900000                    | CUSIP: 22758EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12749192 | PA      | $12616576.54   | 0.03%             | 2061-02-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM1  V/R 02/25/61                 | CROSS 2026-NQM1 MORTGAGE TRUST SER 2026-NQM1 CL A2 V/R REGD 144A P/P 4.95300000                    | CUSIP: 22758EAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5004218 | PA      | $4945864.74    | 0.01%             | 2061-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| CROSS 2024-H6 A1 V/R 09/25/69                 | CROSS 2024-H6 MORTGAGE TRUST SER 2024-H6 CL A1 V/R REGD 144A P/P 5.12900000                        | CUSIP: 227919AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3733014 | PA      | $3733357.68    | 0.01%             | 2069-09-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM3  V/R 03/25/30                 | CROSS 2026-NQM3 MORTGAGE TRUST SER 2026-NQM3 CL A1 V/R REGD 144A P/P 5.12500000                    | CUSIP: 227925AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $9960614.00    | 0.02%             | 2071-03-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| CROSS 2026-NQM3  V/R 03/25/30                 | CROSS 2026-NQM3 MORTGAGE TRUST SER 2026-NQM3 CL A2 V/R REGD 144A P/P 5.36300000                    | CUSIP: 227925AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2825000 | PA      | $2813044.88    | 0.01%             | 2071-03-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 3.3% 07/01/30                | CROWN CASTLE INC REGD 3.30000000                                                                   | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1873916.68    | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.1% 04/01/31                | CROWN CASTLE INC REGD 2.10000000                                                                   | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1938000 | PA      | $1688534.73    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC 2.5% 07/15/31                | CROWN CASTLE INC REGD 2.50000000                                                                   | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      1771000 | PA      | $1560150.02    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CCITY 2020-1A A1 V/R 07/20/38                 | CROWN CITY CLO I SER 2020-1A CL A1RR V/R REGD 144A P/P 5.03763000                                  | CUSIP: 22823RAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10080000 | PA      | $10087086.24   | 0.02%             | 2038-07-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-RPL1 M V/R 07/25/57                 | CSMC 2017-RPL1 TRUST SER 2017-RPL1 CL M1 V/R REGD 144A P/P 2.98254000                              | CUSIP: 22945AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3070000 | PA      | $2629253.92    | 0.01%             | 2057-07-25      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| CWALT 2006-OA22  V/R 02/25/47                 | ALTERNATIVE LOAN TRUST 2006-OA22 SER 2006-OA22 CL A2 V/R REGD 4.21303000                           | CUSIP: 23245PAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6766702 | PA      | $6296985.86    | 0.01%             | 2047-02-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| CWL 2007-10 1A1 V/R 03/25/36                  | CWABS ASSET-BACKED CERTIFICATES TRUST 2007-10 SER 2007-10 CL 1A1 V/R REGD 3.97303000               | CUSIP: 23246BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15450880 | PA      | $14878991.64   | 0.03%             | 2047-06-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-2A A 4.5% 05/20/29                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-2A CL A2 REGD 144A P/P 4.50000000                      | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5130000 | PA      | $4986681.14    | 0.01%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CYRUS 2024-3A  4.65% 05/20/31                 | CYRUSONE DATA CENTERS ISSUER I LLC SER 2024-3A CL A2 REGD 144A P/P 4.65000000                      | CUSIP: 23284BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3935000 | PA      | $3737307.57    | 0.01%             | 2049-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM  5.125% 05/15/29                | DCP MIDSTREAM OPERATING REGD 5.12500000                                                            | CUSIP: 23311VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3380000 | PA      | $3439321.23    | 0.01%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM O 3.25% 02/15/32                | DCP MIDSTREAM OPERATING REGD 3.25000000                                                            | CUSIP: 23311VAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15045000 | PA      | $13675360.22   | 0.03%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DCOT 2019-MTC 2.965% 10/15/29                 | DC OFFICE TRUST 2019-MTC SER 2019-MTC CL A REGD 144A P/P 2.96500000                                | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12545000 | PA      | $11307241.30   | 0.02%             | 2045-09-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5% 10/15/34                   | D.R. HORTON INC REGD 5.00000000                                                                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      9875000 | PA      | $9744759.12    | 0.02%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC 5.5% 10/15/35                 | D.R. HORTON INC REGD 5.50000000                                                                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |      5650000 | PA      | $5733199.92    | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLP 2021-NYC 2.956% 05/10/31                 | DOLP TRUST 2021-NYC SER 2021-NYC CL A REGD 144A P/P 2.95600000                                     | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11500000 | PA      | $10315406.85   | 0.02%             | 2041-05-10      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-3A  7.12% 04/15/27                 | DT AUTO OWNER TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 7.12000000                               | CUSIP: 23345WAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5425000 | PA      | $5566516.55    | 0.01%             | 2029-05-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DTAOT 2023-2A  6.62% 01/15/27                 | DT AUTO OWNER TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.62000000                               | CUSIP: 23346CAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8095000 | PA      | $8235338.16    | 0.02%             | 2029-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DLPY 2025-1A A 5.63% 06/25/27                 | DAILYPAY SECURITIZATION TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.63000000                     | CUSIP: 233824AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12240000 | PA      | $12270596.33   | 0.03%             | 2028-06-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HYPER 2025-1A  5.18% 09/25/30                 | DATABANK ISSUER II LLC SER 2025-1A CL A2 REGD 144A P/P 5.18000000                                  | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14625000 | PA      | $14186431.35   | 0.03%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| DAVINCIRE HOLDI 5.95% 04/15/35                | DAVINCIRE HOLDINGS LTD REGD 144A P/P 5.95000000                                                    | CUSIP: 23879AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      3000000 | PA      | $2984044.11    | 0.01%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DC 2023-DC B 6.804% 09/10/28                  | DC COMMERCIAL MORTGAGE TRUST 2023-DC SER 2023-DC CL B REGD 144A P/P 6.80430000                     | CUSIP: 24023AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6265000 | PA      | $6335202.46    | 0.01%             | 2040-09-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| DRMT 2022-2 A1 V/R 03/25/67                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2022-2 CL A1 V/R REGD 144A P/P 5.30000000               | CUSIP: 24380XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4219888 | PA      | $4113893.49    | 0.01%             | 2067-03-25      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| DRMT 2021-2 A1 V/R 04/25/66                   | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2 SER 2021-2 CL A1 V/R REGD 144A P/P 0.89900000               | CUSIP: 24381WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2654996 | PA      | $2367862.23    | 0.01%             | 2066-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / E 5.1% 02/15/36                | DELL INT LLC / EMC CORP REGD 5.10000000                                                            | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15610000 | PA      | $15263520.91   | 0.03%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC 5% 04/01/30                | DELL INT LLC / EMC CORP REGD 5.00000000                                                            | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17650000 | PA      | $17862357.56   | 0.04%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEFT 2024-2 A2 4.69% 08/22/30                 | DELL EQUIPMENT FINANCE TRUST 2024-2 SER 2024-2 CL A2 REGD 144A P/P 4.69000000                      | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4454967 | PA      | $4459603.30    | 0.01%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DBALT 2005-2 1A1 V/R 04/25/35                 | DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST SERIES  SER 2005-2 CL 1A1 V/R REGD 4.19303000    | CUSIP: 251510DH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1741902 | PA      | $1593834.88    | 0.00%             | 2035-04-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY V/R 01/18/29                 | DEUTSCHE BANK NY REGD V/R 6.72000000                                                               | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2486508.84    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| DCLO 2025-10A A V/R 04/20/38                  | DIAMETER CAPITAL CLO 10 LTD SER 2025-10A CL A V/R REGD 144A P/P 4.97763000                         | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3690000 | PA      | $3690509.22    | 0.01%             | 2038-04-20      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| DIGICEL GROUP HOL ZCP 12/31/30                | DIGICEL GROUP HOLDINGS REGD ZCP 144A P/P SER 2B14 0.00000000                                       | CUSIP: 25381HAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |       189632 | PA      | $11377.92      | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| DILLARDS INC 7.75% 07/15/26                   | DILLARDS INC REGD 7.75000000                                                                       | CUSIP: 254063AU4<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       135000 | PA      | $135535.09     | 0.00%             | 2026-07-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7.75% 05/15/27                   | DILLARDS INC REGD 7.75000000                                                                       | CUSIP: 254063AW0<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |        85000 | PA      | $87174.78      | 0.00%             | 2027-05-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DILLARDS INC 7% 12/01/28                      | DILLARDS INC REGD 7.00000000                                                                       | CUSIP: 254067AN1<br>LEI: 529900FGYKMWL6019P91 | Long             | DBT              | CORP              | US        |       380000 | PA      | $393277.35     | 0.00%             | 2028-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANC 8.875% 02/01/30                | DIRECTV FINANCING LLC REGD 144A P/P 8.87500000                                                     | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1769000 | PA      | $1760756.28    | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/C 10% 02/15/31                | DIRECTV FIN LLC/COINC REGD 144A P/P 10.00000000                                                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       281000 | PA      | $286853.02     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DISCOVERY COMM 3.625% 05/15/30                | DISCOVERY COMMUNICATIONS REGD SER * 3.62500000                                                     | CUSIP: 25470DCC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       395000 | PA      | $367241.51     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK C 11.75% 11/15/27                | DISH NETWORK CORP REGD 144A P/P 11.75000000                                                        | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      1100000 | PA      | $1133269.50    | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP 7.75% 07/01/26                  | DISH DBS CORP REGD SER WI 7.75000000                                                               | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1570000 | PA      | $1562420.35    | 0.00%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.25% 12/01/26                  | DISH DBS CORP REGD 144A P/P 5.25000000                                                             | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16695000 | PA      | $16551813.00   | 0.04%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP 5.75% 12/01/28                  | DISH DBS CORP REGD 144A P/P 5.75000000                                                             | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17535000 | PA      | $16959721.19   | 0.04%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANC 8.875% 02/01/30                | DIRECTV FINANCING LLC REGD 144A P/P 8.87500000                                                     | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2937000 | PA      | $2930466.06    | 0.01%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERG 3.375% 04/01/30                | DOMINION ENERGY INC REGD SER C 3.37500000                                                          | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     26450000 | PA      | $25254183.86   | 0.05%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY IN 5% 06/15/30                | DOMINION ENERGY INC REGD 5.00000000                                                                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18241597.62   | 0.04%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY I V/R 02/15/56                | DOMINION ENERGY INC REGD V/R 6.20000000                                                            | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     13735000 | PA      | $13614191.06   | 0.03%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| DRIVE 2024-2 A3 4.5% 07/15/26                 | DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 4.50000000                               | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4772709 | PA      | $4774945.97    | 0.01%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DRSLF 2022-98A A V/R 04/20/35                 | DRYDEN 98 CLO LTD SER 2022-98A CL AR V/R REGD 144A P/P 4.69626000                                  | CUSIP: 26248AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25000000 | PA      | $24987100.00   | 0.05%             | 2035-04-20      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| DRSLF 2018-64A A V/R 04/18/31                 | DRYDEN 64 CLO LTD SER 2018-64A CL A V/R REGD 144A P/P 4.89924000                                   | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1451362 | PA      | $1451157.20    | 0.00%             | 2031-04-18      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| DRSLF 2019-68A A V/R 07/15/35                 | DRYDEN 68 CLO LTD SER 2019-68A CL ARR V/R REGD 144A P/P 4.77219000                                 | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21000000 | PA      | $20982192.00   | 0.05%             | 2035-07-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY COR 5.45% 06/15/34                | DUKE ENERGY CORP REGD 5.45000000                                                                   | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     14520000 | PA      | $14841480.35   | 0.03%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CA 3.875% 03/15/46                | DUKE ENERGY CAROLINAS REGD 3.87500000                                                              | CUSIP: 26442CAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2750000 | PA      | $2122130.26    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CARO 3.7% 12/01/47                | DUKE ENERGY CAROLINAS REGD 3.70000000                                                              | CUSIP: 26442CAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2500000 | PA      | $1854170.05    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAR 2.55% 04/15/31                | DUKE ENERGY CAROLINAS REGD 2.55000000                                                              | CUSIP: 26442CBB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2785000 | PA      | $2547414.91    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROG 4.2% 08/15/45                | DUKE ENERGY PROGRESS LLC REGD 4.20000000                                                           | CUSIP: 26442UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1000000 | PA      | $815292.05     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FL 5.875% 11/15/33                | DUKE ENERGY FLORIDA LLC REGD 5.87500000                                                            | CUSIP: 26444HAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2340000 | PA      | $2484355.70    | 0.01%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECAF 2015-1A  3.473% 06/15/22                 | ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000                                              | CUSIP: 26827EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        82276 | PA      | $73606.91      | 0.00%             | 2040-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| ECMC 2025-2A A V/R 11/25/34                   | ECMC GROUP STUDENT LOAN TRUST 2025-2 SER 2025-2A CL A V/R 144A P/P 4.71721000                      | CUSIP: 26827YAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83037341 | PA      | $83203565.47   | 0.18%             | 2074-11-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ECMC 2024-1A A V/R 06/25/35                   | ECMC GROUP STUDENT LOAN TRUST 2024-1 SER 2024-1A CL A V/R 144A P/P 4.81190000                      | CUSIP: 26828PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9491048 | PA      | $9564934.10    | 0.02%             | 2073-11-27      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| ECMC 2017-2A A V/R 05/25/67                   | ECMC GROUP STUDENT LOAN TRUST 2017-2 SER 2017-2A CL A V/R 144A P/P 4.82638000                      | CUSIP: 26828VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2458088 | PA      | $2459634.00    | 0.01%             | 2067-05-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| ECMC 2020-2A A V/R 08/25/29                   | ECMC GROUP STUDENT LOAN TRUST 2020-2 SER 2020-2A CL A V/R 144A P/P 4.92638000                      | CUSIP: 26829HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19587086 | PA      | $19710537.85   | 0.04%             | 2069-11-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| ECMC 2025-1A A V/R 04/25/34                   | ECMC GROUP STUDENT LOAN TRUST 2025-1 SER 2025-1A CL A V/R 144A P/P 4.61190000                      | CUSIP: 26829WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6873852 | PA      | $6856413.33    | 0.01%             | 2074-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| ECORE 2025-1A  4.45% 07/25/30                 | EDI ABS ISSUER 1 LLC SER 2025-1A CL A2 REGD 144A P/P 4.45000000                                    | CUSIP: 268332AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12255000 | PA      | $11719685.67   | 0.03%             | 2055-07-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ECMC 2020-3A A1B V/R 11/25/32                 | ECMC GROUP STUDENT LOAN TRUST 2020-3 SER 2020-3A CL A1B V/R 144A P/P 4.77638000                    | CUSIP: 26833BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4086495 | PA      | $4094120.51    | 0.01%             | 2070-01-27      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| EFMT 2022-4 A1 V/R 09/25/67                   | ELLINGTON FINANCIAL MORTGAGE TRUST 2022-4 SER 2022-4 CL A1 V/R REGD 144A P/P 5.90000000            | CUSIP: 268432AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49517021 | PA      | $49462240.61   | 0.11%             | 2067-09-25      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-CES1 A V/R 01/25/60                 | EFMT 2025-CES1 SER 2025-CES1 CL A1A V/R REGD 144A P/P 5.72600000                                   | CUSIP: 26846VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25054531 | PA      | $25179144.82   | 0.05%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ELFI 2019-A A 2.54% 05/23/30                  | ELFI GRADUATE LOAN PROGRAM 2019-A LLC SER 2019-A CL A REGD 144A P/P 2.54000000                     | CUSIP: 26857EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       879242 | PA      | $831276.93     | 0.00%             | 2044-03-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE 4.9% 05/01/33                | ERAC USA FINANCE LLC REGD 144A P/P 4.90000000                                                      | CUSIP: 26884TAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11015000 | PA      | $11039301.73   | 0.02%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.75% 12/15/26                 | EPR PROPERTIES REGD 4.75000000                                                                     | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       140000 | PA      | $139915.49     | 0.00%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES 4.95% 04/15/28                 | EPR PROPERTIES REGD 4.95000000                                                                     | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |       414000 | PA      | $413446.39     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WAX 2022-1A A2 5.5% 03/15/27                  | EWC MASTER ISSUER LLC SER 2022-1A CL A2 REGD 144A P/P 5.50000000                                   | CUSIP: 26929HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1684375 | PA      | $1671376.68    | 0.00%             | 2052-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LU 5.5% 08/17/30                | EAGLE FUNDING LUXCO SARL REGD 144A P/P 5.50000000                                                  | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | USGA              | LU        |     68200000 | PA      | $68558050.00   | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS IN 5% 03/15/36                | EAGLE MATERIALS INC REGD 5.00000000                                                                | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     26523000 | PA      | $25395931.37   | 0.06%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/T 2% 06/15/30                | EAST OHIO GAS CO/THE REGD 144A P/P 2.00000000                                                      | CUSIP: 27409LAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12595000 | PA      | $11304355.71   | 0.02%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EATON CORP 4.8% 03/06/36                      | EATON CORP REGD 4.80000000                                                                         | CUSIP: 278058DZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       425000 | PA      | $419599.38     | 0.00%             | 2036-03-06      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 3.875% 11/30/30                 | ECHOSTAR CORP REGD CONVERTIBLE 3.87500000                                                          | CUSIP: 278768AB2<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      3823732 | PA      | $13658753.08   | 0.03%             | 2030-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP 10.75% 11/30/29                 | ECHOSTAR CORP REGD SER . 10.75000000                                                               | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     41342402 | PA      | $44660161.60   | 0.10%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.875% 01/13/33                  | ECOPETROL SA REGD 8.87500000                                                                       | CUSIP: 279158AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |       750000 | PA      | $789395.37     | 0.00%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA 8.375% 01/19/36                  | ECOPETROL SA REGD 8.37500000                                                                       | CUSIP: 279158AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | CO        |      3086000 | PA      | $3128807.85    | 0.01%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| EDGE 2022-1 A2 4.25% 12/25/27                 | EDGECONNEX DATA CENTERS ISSUER LLC SER 2022-1 CL A2 REGD 144A P/P 4.25000000                       | CUSIP: 28000XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6371017 | PA      | $6197426.22    | 0.01%             | 2052-03-25      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EDGE 2024-1 A2 6% 07/25/29                    | EDGECONNEX DATA CENTERS ISSUER LLC SER 2024-1 CL A2 REGD 144A P/P 6.00000000                       | CUSIP: 28000XAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9677778 | PA      | $9676140.39    | 0.02%             | 2054-07-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNAT 6.25% 03/15/30                | EDISON INTERNATIONAL REGD 6.25000000                                                               | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      3200000 | PA      | $3315226.56    | 0.01%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EHGVT 2021-A C 2.09% 08/27/35                 | ELARA HGV TIMESHARE ISSUER 2021-A LLC SER 2021-A CL C REGD 144A P/P 2.09000000                     | CUSIP: 28416LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       152758 | PA      | $146152.38     | 0.00%             | 2035-08-27      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRAN V/R /PERP/                | ELECTRICITE DE FRANCE SA REGD V/R /PERP/ P/P 9.12500000                                            | CUSIP: 28504KAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3605000 | PA      | $4174629.66    | 0.01%             | 2174-12-15      | Variable      | 9.12%                 | No            |                  2 | On Loan: No      |
| AWPT 2022-16A A1 V/R 07/25/34                 | ELEVATION CLO 2022-16 LTD SER 2022-16A CL A1AR V/R REGD 144A P/P 4.79802000                        | CUSIP: 28623YAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16100000 | PA      | $16086234.50   | 0.03%             | 2034-07-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ELFI 2021-A B V/R 12/26/46                    | ELFI GRADUATE LOAN PROGRAM 2021-A LLC SER 2021-A CL B V/R REGD 144A P/P 2.09000000                 | CUSIP: 28628BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       293148 | PA      | $240536.11     | 0.00%             | 2046-12-26      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| ELAT 2007-1 A1 V/R 05/25/37                   | ELLINGTON LOAN ACQUISITION TRUST 2007-1 SER 2007-1 CL A1 V/R REGD 144A P/P 4.89303000              | CUSIP: 288542AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       338915 | PA      | $332836.60     | 0.00%             | 2037-05-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| ABU DHABI GOVT I 5.5% 04/30/54                | ABU DHABI GOVT INT'L REGD 144A P/P 5.50000000                                                      | CUSIP: 29135LAU4<br>LEI: N/A                  | Long             | DBT              | USGA              | AE        |     12322000 | PA      | $11798596.06   | 0.03%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 4.5% 02/15/31                    | ENBRIDGE INC REGD 4.50000000                                                                       | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      5800000 | PA      | $5733817.42    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC 5.2% 11/20/35                    | ENBRIDGE INC REGD 5.20000000                                                                       | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      3000000 | PA      | $2988851.97    | 0.01%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.75% 02/15/33                | ENERGY TRANSFER LP REGD 5.75000000                                                                 | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      9247000 | PA      | $9616902.01    | 0.02%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  6.4% 12/01/30                | ENERGY TRANSFER LP REGD 6.40000000                                                                 | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      6900000 | PA      | $7371353.15    | 0.02%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.55% 12/01/33                | ENERGY TRANSFER LP REGD 6.55000000                                                                 | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10970000 | PA      | $11843889.18   | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER L V/R 05/15/54                | ENERGY TRANSFER LP REGD V/R 8.00000000                                                             | CUSIP: 29273VAX8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       229000 | PA      | $239853.23     | 0.00%             | 2054-05-15      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 05/15/34                | ENERGY TRANSFER LP REGD 5.55000000                                                                 | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      3705000 | PA      | $3772679.98    | 0.01%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.6% 09/01/34                | ENERGY TRANSFER LP REGD 5.60000000                                                                 | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     11940000 | PA      | $12168826.52   | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  5.7% 04/01/35                | ENERGY TRANSFER LP REGD 5.70000000                                                                 | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     15463000 | PA      | $15880976.49   | 0.03%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL  5% 06/15/32                | ENEL FINANCE INTL NV REGD 144A P/P 5.00000000                                                      | CUSIP: 29278GAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     16500000 | PA      | $16476015.44   | 0.04%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE I 4.125% 09/30/28                | ENEL FINANCE INTL NV REGD 144A P/P 4.12500000                                                      | CUSIP: 29278GBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7000000 | PA      | $6942269.53    | 0.02%             | 2028-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 6% 06/15/48                | ENERGY TRANSFER LP REGD SER 30Y 6.00000000                                                         | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1347000 | PA      | $1292986.42    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP 5% 05/15/50                | ENERGY TRANSFER LP REGD 5.00000000                                                                 | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      1578000 | PA      | $1309545.10    | 0.00%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 6.25% 04/15/49                | ENERGY TRANSFER LP REGD 6.25000000                                                                 | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      2539000 | PA      | $2490066.36    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 3.625% 05/01/29                  | ENTEGRIS INC REGD 144A P/P 3.62500000                                                              | CUSIP: 29362UAD6<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       128000 | PA      | $121660.94     | 0.00%             | 2029-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP V/R 06/15/56                     | ENTERGY CORP REGD V/R SER .. 5.87500000                                                            | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $17760227.94   | 0.04%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIAN 5.7% 03/15/54                | ENTERGY LOUISIANA LLC REGD 5.70000000                                                              | CUSIP: 29364WBN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3430000 | PA      | $3331390.48    | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 4.75% 04/15/29                   | ENTEGRIS INC REGD 144A P/P 4.75000000                                                              | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     24450000 | PA      | $24169587.84   | 0.05%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC 5.95% 06/15/30                   | ENTEGRIS INC REGD 144A P/P 5.95000000                                                              | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |       117000 | PA      | $117738.04     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISS 5.05% 04/15/36                | ENTERGY MISSISSIPPI LLC REGD 5.05000000                                                            | CUSIP: 29366WAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1773659.63    | 0.00%             | 2036-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A2 4.69% 01/20/27                  | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A2 REGD 144A P/P 4.69000000                    | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3727788 | PA      | $3735908.01    | 0.01%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| EFF 2024-4 A3 4.56% 07/20/28                  | ENTERPRISE FLEET FINANCING 2024-4 LLC SER 2024-4 CL A3 REGD 144A P/P 4.56000000                    | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000000 | PA      | $7039001.20    | 0.02%             | 2028-11-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| EFF 2026-1 A1 3.849% 12/20/26                 | ENTERPRISE FLEET FINANCING 2026-1 LLC SER 2026-1 CL A1 REGD 144A P/P 3.84900000                    | CUSIP: 29376JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15621817 | PA      | $15618207.07   | 0.03%             | 2027-02-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EFF 2026-1 A2 4% 04/20/28                     | ENTERPRISE FLEET FINANCING 2026-1 LLC SER 2026-1 CL A2 REGD 144A P/P 4.00000000                    | CUSIP: 29376JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26900000 | PA      | $26831074.13   | 0.06%             | 2028-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC 2.15% 07/15/30                    | EQUINIX INC REGD 2.15000000                                                                        | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     21570000 | PA      | $19385449.72   | 0.04%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.8% 03/08/28                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.80000000                                                  | CUSIP: 29449WAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7665000 | PA      | $7266081.74    | 0.02%             | 2028-03-08      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANC 1.7% 11/12/26                | EQUITABLE FINANCIAL LIFE REGD 144A P/P 1.70000000                                                  | CUSIP: 29449WAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1055000 | PA      | $1038512.96    | 0.00%             | 2026-11-12      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESAB CORP 6.25% 04/15/29                      | ESAB CORP REGD 144A P/P 6.25000000                                                                 | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |       177000 | PA      | $179637.12     | 0.00%             | 2029-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESAB CORP 5.625% 04/01/31                     | ESAB CORP REGD 144A P/P 5.62500000                                                                 | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      2416000 | PA      | $2432936.16    | 0.01%             | 2031-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| EVBRT 2024-A A 6.43% 08/20/41                 | EVERBRIGHT SOLAR TRUST 2024-A SER 2024-A CL A REGD 144A P/P 6.43000000                             | CUSIP: 29977FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3901295 | PA      | $3292688.64    | 0.01%             | 2054-06-22      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO 4.95% 04/15/33                   | EVERGY METRO REGD 4.95000000                                                                       | CUSIP: 30037DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5023528.80    | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI 5.65% 06/01/34                | EVERGY MISSOURI WEST INC REGD 144A P/P 5.65000000                                                  | CUSIP: 30037EAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8445000 | PA      | $8622163.01    | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERG 4.6% 07/01/27                | EVERSOURCE ENERGY REGD 4.60000000                                                                  | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      9315000 | PA      | $9322477.62    | 0.02%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENER 5.95% 02/01/29                | EVERSOURCE ENERGY REGD 5.95000000                                                                  | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      3750000 | PA      | $3885390.98    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EART 2024-3A D 5.98% 09/16/30                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 5.98000000                        | CUSIP: 30165AAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1400000 | PA      | $1431474.38    | 0.00%             | 2030-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EART 2024-5A D 5.06% 10/15/28                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2024-5 SER 2024-5A CL D REGD 5.06000000                        | CUSIP: 30165BAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4600000 | PA      | $4600697.36    | 0.01%             | 2031-02-18      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A D 5.49% 01/15/29                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 5.49000000                        | CUSIP: 30167MAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8075000 | PA      | $8142584.52    | 0.02%             | 2031-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| EART 2023-1A D 6.69% 01/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 6.69000000                        | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1610933 | PA      | $1628183.47    | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| EART 2023-2A D 6.32% 08/15/29                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 6.32000000                        | CUSIP: 30168CAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4420000 | PA      | $4491040.45    | 0.01%             | 2029-08-15      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| EART 2023-5A D 7.13% 12/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-5 SER 2023-5A CL D REGD 7.13000000                        | CUSIP: 30168DAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9740731.90    | 0.02%             | 2030-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A  3.983% 01/15/27                 | EXETER AUTOMOBILE RECEIVABLES_  TRUST 2026-1 SER 2026-1A CL A1 REGD 3.98300000                     | CUSIP: 30168HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6081544 | PA      | $6081469.80    | 0.01%             | 2027-01-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A A 4.08% 01/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A2 REGD 4.08000000                       | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7100000 | PA      | $7096685.72    | 0.02%             | 2028-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| EART 2023-3A D 6.68% 05/15/27                 | EXETER AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL D REGD 6.68000000                        | CUSIP: 301989AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2230000 | PA      | $2271215.75    | 0.00%             | 2029-04-16      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 3.25% 02/15/30                | EXPEDIA GROUP INC REGD SER WI 3.25000000                                                           | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16347000 | PA      | $15446932.38   | 0.03%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP I 2.95% 03/15/31                | EXPEDIA GROUP INC REGD 2.95000000                                                                  | CUSIP: 30212PBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30140000 | PA      | $27612845.99   | 0.06%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP IN 5.4% 02/15/35                | EXPEDIA GROUP INC REGD 5.40000000                                                                  | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32605000 | PA      | $32346316.17   | 0.07%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 2.55% 06/01/31                | EXTRA SPACE STORAGE LP REGD 2.55000000                                                             | CUSIP: 30225VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $2679.59       | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STO 2.35% 03/15/32                | EXTRA SPACE STORAGE LP REGD 2.35000000                                                             | CUSIP: 30225VAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4150000 | PA      | $3560883.64    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 3.9% 04/01/29                | EXTRA SPACE STORAGE LP REGD 3.90000000                                                             | CUSIP: 30225VAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4655000 | PA      | $4557978.86    | 0.01%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.2% 10/15/30                | EXTRA SPACE STORAGE LP REGD 2.20000000                                                             | CUSIP: 30225VAP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4425000 | PA      | $3959036.35    | 0.01%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 2.4% 10/15/31                | EXTRA SPACE STORAGE LP REGD 2.40000000                                                             | CUSIP: 30225VAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       244000 | PA      | $213427.55     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STOR 5.9% 01/15/31                | EXTRA SPACE STORAGE LP REGD 5.90000000                                                             | CUSIP: 30225VAR8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8695000 | PA      | $9077056.21    | 0.02%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH A V/R 10/15/27                   | EXTENDED STAY AMERICA TRUST 2025-ESH SER 2025-ESH CL A V/R REGD 144A P/P 4.97251000                | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2065000 | PA      | $2065000.00    | 0.00%             | 2042-10-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH B V/R 10/15/27                   | EXTENDED STAY AMERICA TRUST 2025-ESH SER 2025-ESH CL B V/R REGD 144A P/P 5.27251000                | CUSIP: 30227TAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1740000 | PA      | $1742175.00    | 0.00%             | 2042-10-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| ESA 2025-ESH C V/R 10/15/27                   | EXTENDED STAY AMERICA TRUST 2025-ESH SER 2025-ESH CL C V/R REGD 144A P/P 5.52251000                | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1170000 | PA      | $1171828.13    | 0.00%             | 2042-10-15      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| ESA 2026-ESH2 A V/R 02/15/28                  | EXTENDED STAY AMERICA TRUST 2026-ESH2 SER 2026-ESH2 CL A V/R REGD 144A P/P 4.87251000              | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3269241 | PA      | $3269241.18    | 0.01%             | 2043-02-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| ESA 2026-ESH2 B V/R 02/15/28                  | EXTENDED STAY AMERICA TRUST 2026-ESH2 SER 2026-ESH2 CL B V/R REGD 144A P/P 5.07251000              | CUSIP: 30227WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3962717 | PA      | $3966431.63    | 0.01%             | 2043-02-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ESA 2026-ESH2 C V/R 02/15/28                  | EXTENDED STAY AMERICA TRUST 2026-ESH2 SER 2026-ESH2 CL C V/R REGD 144A P/P 5.27251000              | CUSIP: 30227WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3467377 | PA      | $3472794.79    | 0.01%             | 2043-02-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREA 4.375% 04/01/31                | FORTESCUE TREASURY PTY L REGD 144A P/P 4.37500000                                                  | CUSIP: 30251GBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |       252000 | PA      | $238100.81     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 5.5% 11/15/45                | META PLATFORMS INC REGD 5.50000000                                                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       500000 | PA      | $473157.78     | 0.00%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS  5.75% 11/15/65                | META PLATFORMS INC REGD 5.75000000                                                                 | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     24400000 | PA      | $22662810.52   | 0.05%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS I 4.6% 11/15/32                | META PLATFORMS INC REGD 4.60000000                                                                 | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5644078.50    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 4.875% 11/15/35                | META PLATFORMS INC REGD 4.87500000                                                                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     16350000 | PA      | $16040028.53   | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS 5.625% 11/15/55                | META PLATFORMS INC REGD SER . 5.62500000                                                           | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     69218000 | PA      | $64884286.63   | 0.14%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUN 5.875% 01/16/30                | F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                    | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |      9100000 | PA      | $9213829.44    | 0.02%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP 6% 05/15/33                   | FAIR ISAAC CORP REGD 144A P/P 6.00000000                                                           | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      8651000 | PA      | $8488546.33    | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHF 2025-2A A2 5.75% 08/15/28                 | FHF ISSUER TRUST 2025-2 SER 2025-2A CL A2 REGD 144A P/P 5.75000000                                 | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15790000 | PA      | $15853141.05   | 0.03%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FSRIA 2026-FL11  V/R 01/19/44                 | FS RIALTO 2026-FL11 ISSUER LLC SER 2026-FL11 CL AS V/R REGD 144A P/P 5.31529000                    | CUSIP: 30343TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19260000 | PA      | $19252217.03   | 0.04%             | 2044-01-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| FCCU 2026-1A  3.893% 06/15/26                 | FCCU AUTO RECEIVABLES TRUST___  2026-1 SER 2026-1A CL A1 REGD 144A P/P 3.89300000                  | CUSIP: 30343XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1560850 | PA      | $1560786.55    | 0.00%             | 2027-02-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| FCCU 2026-1A A 3.98% 01/15/28                 | FCCU AUTO RECEIVABLES TRUST 2026-1 SER 2026-1A CL A2 REGD 144A P/P 3.98000000                      | CUSIP: 30343XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7500000 | PA      | $7482852.75    | 0.02%             | 2029-10-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 11/01/53                | FARMERS EXCHANGE CAP II REGD V/R P/P 6.15100000                                                    | CUSIP: 30958PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5548545.87    | 0.01%             | 2053-11-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| FARMERS EXCHANGE  V/R 10/15/54                | FARMERS EXCHANGE CAP III REGD V/R P/P 5.45400000                                                   | CUSIP: 30958QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7225555.20    | 0.02%             | 2054-10-15      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH V/R 11/01/57                 | FARMERS INS EXCH REGD V/R 144A P/P 4.74700000                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      3000000 | PA      | $2520446.10    | 0.01%             | 2057-11-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH V/R 10/15/64                 | FARMERS INS EXCH REGD V/R 144A P/P 7.00000000                                                      | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |      1860000 | PA      | $1859013.08    | 0.00%             | 2064-10-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G01547 8% 04/01/32                    | FREDDIE MAC GOLD POOL P#G01547 8.00000000                                                          | CUSIP: 31283HWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        56549 | PA      | $59219.12      | 0.00%             | 2032-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FHLMC P#841615 V/R 09/01/53                   | FREDDIE MAC NON GOLD POOL P#841615 V/R 5.05300000                                                  | CUSIP: 31288QYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26685652 | PA      | $26907647.86   | 0.06%             | 2053-09-01      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07957 4% 01/01/45                    | FREDDIE MAC GOLD POOL P#G07957 4.00000000                                                          | CUSIP: 3128MAE62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       600743 | PA      | $579893.30     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G07974 5.5% 08/01/41                  | FREDDIE MAC GOLD POOL P#G07974 5.50000000                                                          | CUSIP: 3128MAFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1974474 | PA      | $2031698.23    | 0.00%             | 2041-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08779 3.5% 09/01/47                  | FREDDIE MAC GOLD POOL P#G08779 3.50000000                                                          | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3593983 | PA      | $3326558.80    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08784 3.5% 10/01/47                  | FREDDIE MAC GOLD POOL P#G08784 3.50000000                                                          | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       793162 | PA      | $738337.14     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08788 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#G08788 3.50000000                                                          | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       538089 | PA      | $500789.46     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08794 4.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G08794 4.50000000                                                          | CUSIP: 3128MJ3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       793522 | PA      | $781628.96     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08796 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G08796 3.50000000                                                          | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       641227 | PA      | $597949.68     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08800 3.5% 02/01/48                  | FREDDIE MAC GOLD POOL P#G08800 3.50000000                                                          | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       563296 | PA      | $521336.78     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08833 5% 07/01/48                    | FREDDIE MAC GOLD POOL P#G08833 5.00000000                                                          | CUSIP: 3128MJ4T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       365985 | PA      | $368541.43     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08838 5% 09/01/48                    | FREDDIE MAC GOLD POOL P#G08838 5.00000000                                                          | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       110246 | PA      | $110925.01     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08840 5% 08/01/48                    | FREDDIE MAC GOLD POOL P#G08840 5.00000000                                                          | CUSIP: 3128MJ5A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       164010 | PA      | $164751.29     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08843 4.5% 10/01/48                  | FREDDIE MAC GOLD POOL P#G08843 4.50000000                                                          | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1836756 | PA      | $1806388.82    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08844 5% 10/01/48                    | FREDDIE MAC GOLD POOL P#G08844 5.00000000                                                          | CUSIP: 3128MJ5E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       503399 | PA      | $505155.57     | 0.00%             | 2048-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08849 5% 11/01/48                    | FREDDIE MAC GOLD POOL P#G08849 5.00000000                                                          | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       699469 | PA      | $701906.94     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08701 3% 04/01/46                    | FREDDIE MAC GOLD POOL P#G08701 3.00000000                                                          | CUSIP: 3128MJX70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        45287 | PA      | $40979.86      | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08732 3% 11/01/46                    | FREDDIE MAC GOLD POOL P#G08732 3.00000000                                                          | CUSIP: 3128MJY61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2255420 | PA      | $2035093.23    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08733 3.5% 11/01/46                  | FREDDIE MAC GOLD POOL P#G08733 3.50000000                                                          | CUSIP: 3128MJY79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       543154 | PA      | $506650.43     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08710 3% 06/01/46                    | FREDDIE MAC GOLD POOL P#G08710 3.00000000                                                          | CUSIP: 3128MJYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1656965 | PA      | $1498186.76    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08711 3.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G08711 3.50000000                                                          | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1430888 | PA      | $1341203.97    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08715 3% 08/01/46                    | FREDDIE MAC GOLD POOL P#G08715 3.00000000                                                          | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2067686 | PA      | $1868051.71    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08716 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G08716 3.50000000                                                          | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2255509 | PA      | $2127592.84    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08721 3% 09/01/46                    | FREDDIE MAC GOLD POOL P#G08721 3.00000000                                                          | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6234273 | PA      | $5630097.46    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08726 3% 10/01/46                    | FREDDIE MAC GOLD POOL P#G08726 3.00000000                                                          | CUSIP: 3128MJYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2026586 | PA      | $1829137.89    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08741 3% 01/01/47                    | FREDDIE MAC GOLD POOL P#G08741 3.00000000                                                          | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2814909 | PA      | $2528895.68    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08747 3% 02/01/47                    | FREDDIE MAC GOLD POOL P#G08747 3.00000000                                                          | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2817804 | PA      | $2541072.17    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08748 3.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#G08748 3.50000000                                                          | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       270029 | PA      | $252003.13     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08750 3% 03/01/47                    | FREDDIE MAC GOLD POOL P#G08750 3.00000000                                                          | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1679551 | PA      | $1514605.60    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G08757 3.5% 04/01/47                  | FREDDIE MAC GOLD POOL P#G08757 3.50000000                                                          | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1047330 | PA      | $979891.91     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#C91981 3% 02/01/38                    | FREDDIE MAC GOLD POOL P#C91981 3.00000000                                                          | CUSIP: 3128P8FW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       803708 | PA      | $757141.81     | 0.00%             | 2038-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM1779 3% 09/01/46                     | FREDDIE MAC POOL UMBS P#ZM1779 3.00000000                                                          | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5306236 | PA      | $4786068.46    | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM3236 4% 05/01/47                     | FREDDIE MAC POOL UMBS P#ZM3236 4.00000000                                                          | CUSIP: 3131XWSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       123880 | PA      | $118682.07     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM6175 4% 04/01/48                     | FREDDIE MAC POOL UMBS P#ZM6175 4.00000000                                                          | CUSIP: 3131Y02G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       136486 | PA      | $130649.08     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7370 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7370 4.00000000                                                          | CUSIP: 3131Y2FK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       170250 | PA      | $163052.49     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZM7400 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZM7400 4.00000000                                                          | CUSIP: 3131Y2GH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       397767 | PA      | $381073.15     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZN1448 4% 11/01/48                     | FREDDIE MAC POOL UMBS P#ZN1448 4.00000000                                                          | CUSIP: 3131Y7TD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       211856 | PA      | $202960.33     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA1948 5.5% 08/01/26                   | FREDDIE MAC POOL UMBS P#ZA1948 5.50000000                                                          | CUSIP: 31329KEV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |            2 | PA      | $2.13          | 0.00%             | 2026-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA2520 4% 08/01/38                     | FREDDIE MAC POOL UMBS P#ZA2520 4.00000000                                                          | CUSIP: 31329KYR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       223063 | PA      | $218282.84     | 0.00%             | 2038-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA4692 3.5% 06/01/46                   | FREDDIE MAC POOL UMBS P#ZA4692 3.50000000                                                          | CUSIP: 31329NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       215543 | PA      | $202117.27     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZA5103 3.5% 12/01/47                   | FREDDIE MAC POOL UMBS P#ZA5103 3.50000000                                                          | CUSIP: 31329NU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       114702 | PA      | $106731.81     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4487 3.5% 06/01/42                   | FREDDIE MAC POOL UMBS P#ZS4487 3.50000000                                                          | CUSIP: 3132A46Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        22469 | PA      | $21210.62      | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4122 5% 03/01/42                     | FREDDIE MAC POOL UMBS P#ZS4122 5.00000000                                                          | CUSIP: 3132A4SK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       108678 | PA      | $111866.04     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZS4778 4% 07/01/48                     | FREDDIE MAC POOL UMBS P#ZS4778 4.00000000                                                          | CUSIP: 3132A5JX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         7243 | PA      | $6936.33       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#ZT1545 4% 12/01/48                     | FREDDIE MAC POOL UMBS P#ZT1545 4.00000000                                                          | CUSIP: 3132ADWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       193264 | PA      | $185053.20     | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SB0298 2.5% 01/01/35                   | FREDDIE MAC POOL UMBS P#SB0298 2.50000000                                                          | CUSIP: 3132CWKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7855008 | PA      | $7444021.59    | 0.02%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SC0376 4% 11/01/42                     | FREDDIE MAC POOL UMBS P#SC0376 4.00000000                                                          | CUSIP: 3132D9MZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       222544 | PA      | $217335.64     | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0231 3% 01/01/50                     | FREDDIE MAC POOL UMBS P#SD0231 3.00000000                                                          | CUSIP: 3132DMHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19997463 | PA      | $17975814.94   | 0.04%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0935 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD0935 3.00000000                                                          | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       820922 | PA      | $723004.73     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD1099 2.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#SD1099 2.50000000                                                          | CUSIP: 3132DNGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25079872 | PA      | $21376383.37   | 0.05%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2654 5% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD2654 5.00000000                                                          | CUSIP: 3132DP5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4308942 | PA      | $4267932.33    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD2067 4% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD2067 4.00000000                                                          | CUSIP: 3132DPJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     29966659 | PA      | $28401708.63   | 0.06%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3097 3.5% 06/01/52                   | FREDDIE MAC POOL UMBS P#SD3097 3.50000000                                                          | CUSIP: 3132DQNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43807855 | PA      | $40211675.03   | 0.09%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3386 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD3386 5.50000000                                                          | CUSIP: 3132DQXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9321956 | PA      | $9403640.67    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD3414 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD3414 5.50000000                                                          | CUSIP: 3132DQYK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14556998 | PA      | $14662305.51   | 0.03%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5324 4% 02/01/53                     | FREDDIE MAC POOL UMBS P#SD5324 4.00000000                                                          | CUSIP: 3132DS4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11094215 | PA      | $10500250.71   | 0.02%             | 2053-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4642 6.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#SD4642 6.50000000                                                          | CUSIP: 3132DSEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5898892 | PA      | $6193132.83    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4780 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD4780 6.50000000                                                          | CUSIP: 3132DSJZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13364355 | PA      | $13856469.05   | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6210 6.5% 08/01/54                   | FREDDIE MAC POOL UMBS P#SD6210 6.50000000                                                          | CUSIP: 3132DT3T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10477613 | PA      | $10965278.06   | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD5455 6.5% 04/01/54                   | FREDDIE MAC POOL UMBS P#SD5455 6.50000000                                                          | CUSIP: 3132DTBY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1274580 | PA      | $1339747.80    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7117 6% 10/01/54                     | FREDDIE MAC POOL UMBS P#SD7117 6.00000000                                                          | CUSIP: 3132DU4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1985606 | PA      | $2064657.34    | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7122 6.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#SD7122 6.50000000                                                          | CUSIP: 3132DU4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6255685 | PA      | $6573737.14    | 0.01%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6653 3.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#SD6653 3.50000000                                                          | CUSIP: 3132DUMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     22442468 | PA      | $20598985.56   | 0.04%             | 2053-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6706 4.5% 01/01/54                   | FREDDIE MAC POOL UMBS P#SD6706 4.50000000                                                          | CUSIP: 3132DUNX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10218160 | PA      | $9885101.73    | 0.02%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD6727 6.5% 07/01/54                   | FREDDIE MAC POOL UMBS P#SD6727 6.50000000                                                          | CUSIP: 3132DUPL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6667681 | PA      | $7009871.10    | 0.02%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8064 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#SD8064 4.00000000                                                          | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        51641 | PA      | $49206.90      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8070 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#SD8070 4.00000000                                                          | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        64000 | PA      | $60909.17      | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7204 5.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#SD7204 5.50000000                                                          | CUSIP: 3132DVAD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1070233 | PA      | $1094647.77    | 0.00%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7401 4.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#SD7401 4.50000000                                                          | CUSIP: 3132DVGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48042330 | PA      | $46747616.47   | 0.10%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7511 3.5% 01/01/50                   | FREDDIE MAC POOL UMBS P#SD7511 3.50000000                                                          | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       318418 | PA      | $296586.83     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7512 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#SD7512 3.00000000                                                          | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5626148 | PA      | $5052702.81    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD7571 6.5% 06/01/54                   | FREDDIE MAC POOL UMBS P#SD7571 6.50000000                                                          | CUSIP: 3132DVMU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       448904 | PA      | $473190.72     | 0.00%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8128 2% 02/01/51                     | FREDDIE MAC POOL UMBS P#SD8128 2.00000000                                                          | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     31337415 | PA      | $25489700.74   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8140 2% 04/01/51                     | FREDDIE MAC POOL UMBS P#SD8140 2.00000000                                                          | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65590867 | PA      | $53293244.84   | 0.12%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8189 2.5% 01/01/52                   | FREDDIE MAC POOL UMBS P#SD8189 2.50000000                                                          | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30097078 | PA      | $25488350.59   | 0.06%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8194 2.5% 02/01/52                   | FREDDIE MAC POOL UMBS P#SD8194 2.50000000                                                          | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     63884583 | PA      | $54082112.51   | 0.12%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8222 4% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8222 4.00000000                                                          | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     47420066 | PA      | $44853677.71   | 0.10%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8225 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#SD8225 3.00000000                                                          | CUSIP: 3132DWD67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    217218993 | PA      | $191197738.68  | 0.42%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8226 3.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD8226 3.50000000                                                          | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    154538416 | PA      | $141844333.36  | 0.31%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8201 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#SD8201 3.00000000                                                          | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26469065 | PA      | $23305143.69   | 0.05%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8204 2% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD8204 2.00000000                                                          | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30912159 | PA      | $25003457.90   | 0.05%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8205 2.5% 04/01/52                   | FREDDIE MAC POOL UMBS P#SD8205 2.50000000                                                          | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    106009462 | PA      | $89562094.79   | 0.19%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8206 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#SD8206 3.00000000                                                          | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25691034 | PA      | $22616710.94   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8211 2% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8211 2.00000000                                                          | CUSIP: 3132DWDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     36266634 | PA      | $29334465.47   | 0.06%             | 2052-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8212 2.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#SD8212 2.50000000                                                          | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     40318588 | PA      | $34106781.84   | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8213 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#SD8213 3.00000000                                                          | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    159804247 | PA      | $140681220.73  | 0.31%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8218 2% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8218 2.00000000                                                          | CUSIP: 3132DWDX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28527797 | PA      | $23067487.96   | 0.05%             | 2052-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8220 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#SD8220 3.00000000                                                          | CUSIP: 3132DWDZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    332276419 | PA      | $292514487.79  | 0.64%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8256 4% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD8256 4.00000000                                                          | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     81693530 | PA      | $77203416.47   | 0.17%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8257 4.5% 10/01/52                   | FREDDIE MAC POOL UMBS P#SD8257 4.50000000                                                          | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27438800 | PA      | $26595231.93   | 0.06%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8258 5% 10/01/52                     | FREDDIE MAC POOL UMBS P#SD8258 5.00000000                                                          | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42854896 | PA      | $42492992.85   | 0.09%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8231 4.5% 07/01/52                   | FREDDIE MAC POOL UMBS P#SD8231 4.50000000                                                          | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17041733 | PA      | $16521336.24   | 0.04%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8235 3% 08/01/52                     | FREDDIE MAC POOL UMBS P#SD8235 3.00000000                                                          | CUSIP: 3132DWEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5384691 | PA      | $4739626.74    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8238 4.5% 08/01/52                   | FREDDIE MAC POOL UMBS P#SD8238 4.50000000                                                          | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     71358311 | PA      | $69076367.79   | 0.15%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8244 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#SD8244 4.00000000                                                          | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     28278813 | PA      | $26801997.06   | 0.06%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8245 4.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#SD8245 4.50000000                                                          | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     21277327 | PA      | $20636327.07   | 0.04%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8286 4% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD8286 4.00000000                                                          | CUSIP: 3132DWF32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     35365197 | PA      | $33453584.29   | 0.07%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8287 4.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#SD8287 4.50000000                                                          | CUSIP: 3132DWF40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32393524 | PA      | $31387620.77   | 0.07%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8289 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#SD8289 5.50000000                                                          | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13512330 | PA      | $13630030.91   | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8290 6% 01/01/53                     | FREDDIE MAC POOL UMBS P#SD8290 6.00000000                                                          | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6401857 | PA      | $6571571.46    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8264 3.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8264 3.50000000                                                          | CUSIP: 3132DWFD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     42317977 | PA      | $38831045.01   | 0.08%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8265 4% 11/01/52                     | FREDDIE MAC POOL UMBS P#SD8265 4.00000000                                                          | CUSIP: 3132DWFE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32311274 | PA      | $30528983.41   | 0.07%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8266 4.5% 11/01/52                   | FREDDIE MAC POOL UMBS P#SD8266 4.50000000                                                          | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2435754 | PA      | $2360621.05    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8317 6% 04/01/53                     | FREDDIE MAC POOL UMBS P#SD8317 6.00000000                                                          | CUSIP: 3132DWG23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3081341 | PA      | $3160430.83    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8308 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#SD8308 5.50000000                                                          | CUSIP: 3132DWGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3997658 | PA      | $4032073.44    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8309 6% 03/01/53                     | FREDDIE MAC POOL UMBS P#SD8309 6.00000000                                                          | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        51973 | PA      | $53255.83      | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8316 5.5% 04/01/53                   | FREDDIE MAC POOL UMBS P#SD8316 5.50000000                                                          | CUSIP: 3132DWGZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11604978 | PA      | $11701338.97   | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8350 6% 08/01/53                     | FREDDIE MAC POOL UMBS P#SD8350 6.00000000                                                          | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3222670 | PA      | $3299796.78    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8329 5% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD8329 5.00000000                                                          | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     32147671 | PA      | $31856386.62   | 0.07%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8331 5.5% 06/01/53                   | FREDDIE MAC POOL UMBS P#SD8331 5.50000000                                                          | CUSIP: 3132DWHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    137213521 | PA      | $138321436.26  | 0.30%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8332 6% 06/01/53                     | FREDDIE MAC POOL UMBS P#SD8332 6.00000000                                                          | CUSIP: 3132DWHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       229680 | PA      | $235295.68     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8340 4.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD8340 4.50000000                                                          | CUSIP: 3132DWHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     48692513 | PA      | $47127707.87   | 0.10%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8342 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#SD8342 5.50000000                                                          | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1676109 | PA      | $1689890.37    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8347 4.5% 08/01/53                   | FREDDIE MAC POOL UMBS P#SD8347 4.50000000                                                          | CUSIP: 3132DWHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11390854 | PA      | $11024792.90   | 0.02%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8382 5% 12/01/53                     | FREDDIE MAC POOL UMBS P#SD8382 5.00000000                                                          | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     30805572 | PA      | $30460067.05   | 0.07%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8383 5.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD8383 5.50000000                                                          | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4718984 | PA      | $4749504.86    | 0.01%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8385 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#SD8385 6.50000000                                                          | CUSIP: 3132DWJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9474460 | PA      | $9802577.67    | 0.02%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8363 6% 09/01/53                     | FREDDIE MAC POOL UMBS P#SD8363 6.00000000                                                          | CUSIP: 3132DWJG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        23871 | PA      | $24447.24      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8368 6% 10/01/53                     | FREDDIE MAC POOL UMBS P#SD8368 6.00000000                                                          | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     26348110 | PA      | $26982951.39   | 0.06%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8369 6.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SD8369 6.50000000                                                          | CUSIP: 3132DWJN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       926135 | PA      | $958571.39     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8371 5% 11/01/53                     | FREDDIE MAC POOL UMBS P#SD8371 5.00000000                                                          | CUSIP: 3132DWJQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2610102 | PA      | $2581631.03    | 0.01%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8372 5.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#SD8372 5.50000000                                                          | CUSIP: 3132DWJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    116920771 | PA      | $117757646.61  | 0.26%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8402 6% 02/01/54                     | FREDDIE MAC POOL UMBS P#SD8402 6.00000000                                                          | CUSIP: 3132DWKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2427071 | PA      | $2477648.66    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8403 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#SD8403 6.50000000                                                          | CUSIP: 3132DWKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2234031 | PA      | $2309624.28    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8409 6% 03/01/54                     | FREDDIE MAC POOL UMBS P#SD8409 6.00000000                                                          | CUSIP: 3132DWKW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     65511864 | PA      | $66939378.31   | 0.15%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8410 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#SD8410 6.50000000                                                          | CUSIP: 3132DWKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       905021 | PA      | $935644.35     | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8437 5% 06/01/54                     | FREDDIE MAC POOL UMBS P#SD8437 5.00000000                                                          | CUSIP: 3132DWLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2137526 | PA      | $2108944.72    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8439 6% 06/01/54                     | FREDDIE MAC POOL UMBS P#SD8439 6.00000000                                                          | CUSIP: 3132DWLU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     24600766 | PA      | $25097250.89   | 0.05%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8454 6% 08/01/54                     | FREDDIE MAC POOL UMBS P#SD8454 6.00000000                                                          | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2300439 | PA      | $2345793.01    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8473 4.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#SD8473 4.50000000                                                          | CUSIP: 3132DWMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    203279153 | PA      | $196274526.96  | 0.43%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8490 4.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#SD8490 4.50000000                                                          | CUSIP: 3132DWNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     20330448 | PA      | $19629889.43   | 0.04%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD8522 4.5% 04/01/55                   | FREDDIE MAC POOL UMBS P#SD8522 4.50000000                                                          | CUSIP: 3132DWPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    141961755 | PA      | $137069909.29  | 0.30%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD4259 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#SD4259 6.50000000                                                          | CUSIP: 3132E0WU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     15355935 | PA      | $16111534.59   | 0.04%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99096 4.5% 05/01/44                  | FREDDIE MAC GOLD POOL P#U99096 4.50000000                                                          | CUSIP: 3132H7DA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        97298 | PA      | $96231.64      | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#U99097 3.5% 07/01/43                  | FREDDIE MAC GOLD POOL P#U99097 3.50000000                                                          | CUSIP: 3132H7DB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       121610 | PA      | $114413.75     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHS 337 300 3% 09/15/44                       | FREDDIE MAC STRIPS SER 337 CL 300 3.00000000                                                       | CUSIP: 3132J0DE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27707262 | PA      | $25248517.48   | 0.05%             | 2044-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q45094 3% 12/01/46                    | FREDDIE MAC GOLD POOL P#Q45094 3.00000000                                                          | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1534508 | PA      | $1385007.91    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q46289 4.5% 02/01/47                  | FREDDIE MAC GOLD POOL P#Q46289 4.50000000                                                          | CUSIP: 3132WK7B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       231827 | PA      | $229712.85     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67706 3.5% 12/01/47                  | FREDDIE MAC GOLD POOL P#G67706 3.50000000                                                          | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11722722 | PA      | $11007388.56   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67707 3.5% 01/01/48                  | FREDDIE MAC GOLD POOL P#G67707 3.50000000                                                          | CUSIP: 3132XCR49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8102258 | PA      | $7591641.04    | 0.02%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67711 4% 03/01/48                    | FREDDIE MAC GOLD POOL P#G67711 4.00000000                                                          | CUSIP: 3132XCR80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2862230 | PA      | $2741359.70    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67700 3.5% 08/01/46                  | FREDDIE MAC GOLD POOL P#G67700 3.50000000                                                          | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6523705 | PA      | $6117106.35    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67714 4% 07/01/48                    | FREDDIE MAC GOLD POOL P#G67714 4.00000000                                                          | CUSIP: 3132XCSB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3086271 | PA      | $2959715.20    | 0.01%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G67717 4% 11/01/48                    | FREDDIE MAC GOLD POOL P#G67717 4.00000000                                                          | CUSIP: 3132XCSE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12087053 | PA      | $11608384.07   | 0.03%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q52319 3.5% 11/01/47                  | FREDDIE MAC GOLD POOL P#Q52319 3.50000000                                                          | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       886659 | PA      | $827183.85     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60125 4.5% 06/01/45                  | FREDDIE MAC GOLD POOL P#G60125 4.50000000                                                          | CUSIP: 31335AD62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       252715 | PA      | $250410.65     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60238 3.5% 10/01/45                  | FREDDIE MAC GOLD POOL P#G60238 3.50000000                                                          | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3542292 | PA      | $3339437.60    | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60344 4% 12/01/45                    | FREDDIE MAC GOLD POOL P#G60344 4.00000000                                                          | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1227219 | PA      | $1186576.83    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60460 4.5% 02/01/46                  | FREDDIE MAC GOLD POOL P#G60460 4.50000000                                                          | CUSIP: 31335AQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       279213 | PA      | $276668.26     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60645 4.5% 06/01/46                  | FREDDIE MAC GOLD POOL P#G60645 4.50000000                                                          | CUSIP: 31335AWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       295877 | PA      | $292632.06     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G60646 4.5% 05/01/46                  | FREDDIE MAC GOLD POOL P#G60646 4.50000000                                                          | CUSIP: 31335AWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       285798 | PA      | $283192.44     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLB D/N 08/07/26                             | FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000                                                   | CUSIP: 313385A97<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |    100000000 | PA      | $98711792.00   | 0.21%             | 2026-08-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA8002 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA8002 4.00000000                                                          | CUSIP: 3133A23K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37047 | PA      | $35162.21      | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA7719 4% 03/01/50                     | FREDDIE MAC POOL UMBS P#QA7719 4.00000000                                                          | CUSIP: 3133A2SG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       113014 | PA      | $108192.12     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD4944 3% 01/01/52                     | FREDDIE MAC POOL UMBS P#QD4944 3.00000000                                                          | CUSIP: 3133B2P52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        41022 | PA      | $36122.17      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD6256 3% 02/01/52                     | FREDDIE MAC POOL UMBS P#QD6256 3.00000000                                                          | CUSIP: 3133B35R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        64133 | PA      | $56473.39      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QD8967 3% 03/01/52                     | FREDDIE MAC POOL UMBS P#QD8967 3.00000000                                                          | CUSIP: 3133B66C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       722874 | PA      | $636369.71     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0181 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0181 3.00000000                                                          | CUSIP: 3133B9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        39349 | PA      | $34697.19      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE0764 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE0764 3.00000000                                                          | CUSIP: 3133B9Z56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     25059966 | PA      | $22057948.59   | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2315 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2315 3.00000000                                                          | CUSIP: 3133BBSC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       367695 | PA      | $323742.83     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2320 3% 04/01/52                     | FREDDIE MAC POOL UMBS P#QE2320 3.00000000                                                          | CUSIP: 3133BBSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       776724 | PA      | $683538.19     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2333 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2333 3.00000000                                                          | CUSIP: 3133BBSW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       794393 | PA      | $698594.65     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE2503 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE2503 3.00000000                                                          | CUSIP: 3133BBX87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1177043 | PA      | $1035253.72    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3540 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3540 3.00000000                                                          | CUSIP: 3133BC4Z7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        28691 | PA      | $25242.44      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3575 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3575 3.00000000                                                          | CUSIP: 3133BC6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     11376377 | PA      | $10005345.04   | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3832 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3832 3.00000000                                                          | CUSIP: 3133BDHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1083613 | PA      | $954248.97     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE3971 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE3971 3.00000000                                                          | CUSIP: 3133BDMU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1041186 | PA      | $915913.91     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4164 3% 05/01/52                     | FREDDIE MAC POOL UMBS P#QE4164 3.00000000                                                          | CUSIP: 3133BDTV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        27315 | PA      | $24053.86      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE4224 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE4224 3.00000000                                                          | CUSIP: 3133BDVR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       868146 | PA      | $763564.23     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5364 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5364 3.00000000                                                          | CUSIP: 3133BE5Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1637436 | PA      | $1442137.26    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5168 3% 06/01/52                     | FREDDIE MAC POOL UMBS P#QE5168 3.00000000                                                          | CUSIP: 3133BEW58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       250460 | PA      | $220250.36     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6273 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6273 3.00000000                                                          | CUSIP: 3133BF6J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3059891 | PA      | $2692121.24    | 0.01%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5462 4% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5462 4.00000000                                                          | CUSIP: 3133BFB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6762928 | PA      | $6410967.97    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE5484 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE5484 3.00000000                                                          | CUSIP: 3133BFCV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       822230 | PA      | $724781.94     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE6099 3% 07/01/52                     | FREDDIE MAC POOL UMBS P#QE6099 3.00000000                                                          | CUSIP: 3133BFX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        37838 | PA      | $33314.93      | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0098 3.5% 05/01/52                   | FREDDIE MAC POOL UMBS P#QF0098 3.50000000                                                          | CUSIP: 3133BMDB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       176672 | PA      | $162167.11     | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF0107 5.5% 09/01/52                   | FREDDIE MAC POOL UMBS P#QF0107 5.50000000                                                          | CUSIP: 3133BMDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       432604 | PA      | $436294.56     | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF6551 5.5% 01/01/53                   | FREDDIE MAC POOL UMBS P#QF6551 5.50000000                                                          | CUSIP: 3133BUH42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       400458 | PA      | $403946.31     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF8036 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#QF8036 5.50000000                                                          | CUSIP: 3133BV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       988922 | PA      | $997033.10     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF7483 5.5% 02/01/53                   | FREDDIE MAC POOL UMBS P#QF7483 5.50000000                                                          | CUSIP: 3133BVJ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       479999 | PA      | $483728.50     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QF8351 5.5% 03/01/53                   | FREDDIE MAC POOL UMBS P#QF8351 5.50000000                                                          | CUSIP: 3133BWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        31950 | PA      | $32246.80      | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG2198 5.5% 05/01/53                   | FREDDIE MAC POOL UMBS P#QG2198 5.50000000                                                          | CUSIP: 3133C2NP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       807628 | PA      | $814550.23     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QG5960 5.5% 07/01/53                   | FREDDIE MAC POOL UMBS P#QG5960 5.50000000                                                          | CUSIP: 3133C6TR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       709857 | PA      | $715262.97     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH5056 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#QH5056 6.50000000                                                          | CUSIP: 3133CHTM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        49524 | PA      | $51223.64      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH5959 6% 12/01/53                     | FREDDIE MAC POOL UMBS P#QH5959 6.00000000                                                          | CUSIP: 3133CJTQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        72307 | PA      | $74117.67      | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH6141 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#QH6141 6.50000000                                                          | CUSIP: 3133CJZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       299035 | PA      | $309877.06     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QH6440 6.5% 12/01/53                   | FREDDIE MAC POOL UMBS P#QH6440 6.50000000                                                          | CUSIP: 3133CKEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       206743 | PA      | $214054.18     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QJ9089 6.5% 11/01/54                   | FREDDIE MAC POOL UMBS P#QJ9089 6.50000000                                                          | CUSIP: 3133D1C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       512630 | PA      | $532115.21     | 0.00%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA2909 4% 06/01/50                     | FREDDIE MAC POOL UMBS P#RA2909 4.00000000                                                          | CUSIP: 3133KJGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       409065 | PA      | $389608.80     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3078 3% 07/01/50                     | FREDDIE MAC POOL UMBS P#RA3078 3.00000000                                                          | CUSIP: 3133KJM33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17687833 | PA      | $15831381.49   | 0.03%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3827 4% 05/01/50                     | FREDDIE MAC POOL UMBS P#RA3827 4.00000000                                                          | CUSIP: 3133KKHC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        29423 | PA      | $27968.31      | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5299 4% 05/01/51                     | FREDDIE MAC POOL UMBS P#RA5299 4.00000000                                                          | CUSIP: 3133KL3G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       149787 | PA      | $142034.82     | 0.00%             | 2051-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA5955 4% 09/01/51                     | FREDDIE MAC POOL UMBS P#RA5955 4.00000000                                                          | CUSIP: 3133KMTL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        53258 | PA      | $50313.35      | 0.00%             | 2051-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6962 2.5% 03/01/52                   | FREDDIE MAC POOL UMBS P#RA6962 2.50000000                                                          | CUSIP: 3133KNWX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     89492578 | PA      | $76515032.36   | 0.17%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA7870 4% 09/01/52                     | FREDDIE MAC POOL UMBS P#RA7870 4.00000000                                                          | CUSIP: 3133KPW79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     17803807 | PA      | $16861146.17   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9862 6.5% 09/01/53                   | FREDDIE MAC POOL UMBS P#RA9862 6.50000000                                                          | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       665872 | PA      | $698765.76     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA9616 5% 08/01/53                     | FREDDIE MAC POOL UMBS P#RA9616 5.00000000                                                          | CUSIP: 3133KRVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       519597 | PA      | $514328.94     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5289 5% 03/01/44                     | FREDDIE MAC POOL UMBS P#RB5289 5.00000000                                                          | CUSIP: 3133KY2W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       126236 | PA      | $127505.67     | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5071 2% 09/01/40                     | FREDDIE MAC POOL UMBS P#RB5071 2.00000000                                                          | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7394843 | PA      | $6526299.06    | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RB5077 2% 10/01/40                     | FREDDIE MAC POOL UMBS P#RB5077 2.00000000                                                          | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5876964 | PA      | $5193377.62    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RE6029 3% 02/01/50                     | FREDDIE MAC POOL UMBS P#RE6029 3.00000000                                                          | CUSIP: 3133N3VW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2668360 | PA      | $2332411.81    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QI8968 6% 06/01/54                     | FREDDIE MAC POOL UMBS P#QI8968 6.00000000                                                          | CUSIP: 3133WF6D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        26647 | PA      | $27304.92      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNR 2012-20 ZT 3.5% 03/25/42                  | FANNIE MAE REMICS SER 2012-20 CL ZT 3.50000000                                                     | CUSIP: 3136A4GN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1543440 | PA      | $1460111.42    | 0.00%             | 2042-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2013-21 EZ 3% 03/25/43                    | FANNIE MAE REMICS SER 2013-21 CL EZ 3.00000000                                                     | CUSIP: 3136ACQW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11058626 | PA      | $10194222.14   | 0.02%             | 2043-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2013-55 AK 2% 04/25/43                    | FANNIE MAE REMICS SER 2013-55 CL AK 2.00000000                                                     | CUSIP: 3136AEPZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10437985 | PA      | $8993913.78    | 0.02%             | 2043-04-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FNR 2013-93 ZV 3.5% 09/25/43                  | FANNIE MAE REMICS SER 2013-93 CL ZV 3.50000000                                                     | CUSIP: 3136AGLN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10381266 | PA      | $9751476.30    | 0.02%             | 2043-09-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2017-100 ZJ 3.5% 12/25/47                 | FANNIE MAE REMICS SER 2017-100 CL ZJ 3.50000000                                                    | CUSIP: 3136B0GN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100799 | PA      | $1890565.15    | 0.00%             | 2047-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-7 CD 3% 02/25/48                     | FANNIE MAE REMICS SER 2018-7 CL CD 3.00000000                                                      | CUSIP: 3136B0YQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12559632 | PA      | $11391891.29   | 0.02%             | 2048-02-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2018-44 PZ 3.5% 06/25/48                  | FANNIE MAE REMICS SER 2018-44 CL PZ 3.50000000                                                     | CUSIP: 3136B13S1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11262212 | PA      | $10413520.32   | 0.02%             | 2048-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-38 PA 3.5% 06/25/47                  | FANNIE MAE REMICS SER 2018-38 CL PA 3.50000000                                                     | CUSIP: 3136B1Q80<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1707215 | PA      | $1671250.97    | 0.00%             | 2047-06-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-90 EZ 4% 12/25/48                    | FANNIE MAE REMICS SER 2018-90 CL EZ 4.00000000                                                     | CUSIP: 3136B3NM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13723127 | PA      | $13013074.88   | 0.03%             | 2048-12-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2018-91 BE 3.5% 12/25/58                  | FANNIE MAE REMICS SER 2018-91 CL BE 3.50000000                                                     | CUSIP: 3136B3SL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6651942 | PA      | $5994366.02    | 0.01%             | 2058-12-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNR 2018-86 JA 4% 05/25/47                    | FANNIE MAE REMICS SER 2018-86 CL JA 4.00000000                                                     | CUSIP: 3136B3SX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       347129 | PA      | $345507.25     | 0.00%             | 2047-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNR 2019-52 PA 3% 09/25/49                    | FANNIE MAE REMICS SER 2019-52 CL PA 3.00000000                                                     | CUSIP: 3136B53X1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       246102 | PA      | $221946.42     | 0.00%             | 2049-09-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNR 2019-79 FA V/R 01/25/50                   | FANNIE MAE REMICS SER 2019-79 CL FA V/R 4.27638000                                                 | CUSIP: 3136B72K6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1561217 | PA      | $1535015.28    | 0.00%             | 2050-01-25      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| FNR 2024-10 AF V/R 12/25/50                   | FANNIE MAE REMICS SER 2024-10 CL AF V/R 4.58125000                                                 | CUSIP: 3136BQ6A2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2152392 | PA      | $2142819.50    | 0.00%             | 2050-12-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| FNR 2024-90 EF V/R 10/25/54                   | FANNIE MAE REMICS SER 2024-90 CL EF V/R 4.56190000                                                 | CUSIP: 3136BTYB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42027206 | PA      | $42191335.10   | 0.09%             | 2054-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| FNR 2024-105 FC V/R 01/25/55                  | FANNIE MAE REMICS SER 2024-105 CL FC V/R 4.66190000                                                | CUSIP: 3136BUBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9000443 | PA      | $9060808.83    | 0.02%             | 2055-01-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FNR 2025-60 CF V/R 08/25/55                   | FANNIE MAE REMICS SER 2025-60 CL CF V/R 4.66190000                                                 | CUSIP: 3136BW2N5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41756263 | PA      | $42056891.57   | 0.09%             | 2055-08-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FNR 2025-76 D 5.399% 11/25/50                 | FANNIE MAE REMICS SER 2025-76 CL DT 5.39957000                                                     | CUSIP: 3136BW6F8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15233218 | PA      | $14962940.68   | 0.03%             | 2050-11-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FNR 2025-81 FE V/R 10/25/55                   | FANNIE MAE REMICS SER 2025-81 CL FE V/R 4.66190000                                                 | CUSIP: 3136BXUN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3081211 | PA      | $3101570.11    | 0.01%             | 2055-10-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FNR 2025-89 FP V/R 10/25/55                   | FANNIE MAE REMICS SER 2025-89 CL FP V/R 4.56190000                                                 | CUSIP: 3136BXYL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37124264 | PA      | $37307115.47   | 0.08%             | 2055-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| FHR 4047 CX 3.5% 05/15/42                     | FREDDIE MAC REMICS SER 4047 CL CX 3.50000000                                                       | CUSIP: 3137AQRN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24215431 | PA      | $22853543.05   | 0.05%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4366 BZ 3.5% 07/15/44                     | FREDDIE MAC REMICS SER 4366 CL BZ 3.50000000                                                       | CUSIP: 3137BCB23<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23439749 | PA      | $21909055.66   | 0.05%             | 2044-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4655 CZ 3% 02/15/47                       | FREDDIE MAC REMICS SER 4655 CL CZ 3.00000000                                                       | CUSIP: 3137BVDA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10125603 | PA      | $8917884.82    | 0.02%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHR 4748 WZ 3.5% 12/15/47                     | FREDDIE MAC REMICS SER 4748 CL WZ 3.50000000                                                       | CUSIP: 3137FD6U1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6537761 | PA      | $6038057.59    | 0.01%             | 2047-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHR 4750 Z 4% 01/15/48                        | FREDDIE MAC REMICS SER 4750 CL Z 4.00000000                                                        | CUSIP: 3137FDDS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11568485 | PA      | $10767147.85   | 0.02%             | 2048-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FHR 4879 BC 3% 04/15/49                       | FREDDIE MAC REMICS SER 4879 CL BC 3.00000000                                                       | CUSIP: 3137FLUD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1739970 | PA      | $1563567.27    | 0.00%             | 2049-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS KLU1 X1 V/R 01/25/31                     | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER KLU1 CL X1 V/R 0.58323300              | CUSIP: 3137FMCN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114226978 | PA      | $1208201.59    | 0.00%             | 2031-01-25      | Variable      | 0.58%                 | No            |                  2 | On Loan: No      |
| FHR 4896 DA 3% 01/15/49                       | FREDDIE MAC REMICS SER 4896 CL DA 3.00000000                                                       | CUSIP: 3137FMLW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       487936 | PA      | $430772.47     | 0.00%             | 2049-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHMS K-1512 X1 V/R 04/25/34                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-1512 CL X1 V/R 0.90281900            | CUSIP: 3137FMTU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18530017 | PA      | $896191.31     | 0.00%             | 2034-04-25      | Variable      | 0.90%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT2 V/R 07/25/23                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT2 V/R 5.97521700            | CUSIP: 3137FMUK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        42691 | PA      | $42796.15      | 0.00%             | 2047-12-25      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| FHMS Q010 APT3 V/R 02/25/27                   | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER Q010 CL APT3 V/R 3.58179600            | CUSIP: 3137FMUL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       133451 | PA      | $132570.18     | 0.00%             | 2046-10-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| FWLS 2017-SC01 M V/R 03/25/23                 | FREDDIE MAC WHOLE LOAN SECURITIES  SER 2017-SC01 CL M1 V/R REGD 144A P/P 3.65660200                | CUSIP: 3137G1BM8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       306739 | PA      | $303726.92     | 0.00%             | 2046-12-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| FHR 5473 BF V/R 11/25/54                      | FREDDIE MAC REMICS SER 5473 CL BF V/R 4.96190000                                                   | CUSIP: 3137HHFL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7594679 | PA      | $7644242.37    | 0.02%             | 2054-11-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| FHR 5492 FM V/R 01/25/55                      | FREDDIE MAC REMICS SER 5492 CL FM V/R 4.61190000                                                   | CUSIP: 3137HHYU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12807240 | PA      | $12869121.52   | 0.03%             | 2055-01-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| FHR 5572 FA V/R 09/25/55                      | FREDDIE MAC REMICS SER 5572 CL FA V/R 4.56190000                                                   | CUSIP: 3137HMPS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175901832 | PA      | $175243536.61  | 0.38%             | 2055-09-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| FHR 5592 FE V/R 10/25/55                      | FREDDIE MAC REMICS SER 5592 CL FE V/R 4.56190000                                                   | CUSIP: 3137HNHA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     43514802 | PA      | $43734529.85   | 0.10%             | 2055-10-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL0160 4.5% 05/01/41                   | FANNIE MAE POOL UMBS P#AL0160 4.50000000                                                           | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1670650 | PA      | $1650229.66    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6276 5.5% 10/01/43                   | FANNIE MAE POOL UMBS P#AL6276 5.50000000                                                           | CUSIP: 3138EN6N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       169658 | PA      | $174362.80     | 0.00%             | 2043-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL6167 3.5% 01/01/44                   | FANNIE MAE POOL UMBS P#AL6167 3.50000000                                                           | CUSIP: 3138ENZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       713587 | PA      | $670526.00     | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7092 3% 07/01/45                     | FANNIE MAE POOL UMBS P#AL7092 3.00000000                                                           | CUSIP: 3138EP3A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2019478 | PA      | $1839460.04    | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7343 5.5% 02/01/42                   | FANNIE MAE POOL UMBS P#AL7343 5.50000000                                                           | CUSIP: 3138EQER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       363346 | PA      | $373423.42     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7344 5.5% 06/01/41                   | FANNIE MAE POOL UMBS P#AL7344 5.50000000                                                           | CUSIP: 3138EQES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89255 | PA      | $91730.17      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL7381 4.5% 06/01/45                   | FANNIE MAE POOL UMBS P#AL7381 4.50000000                                                           | CUSIP: 3138EQFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       112189 | PA      | $110820.49     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AL9106 4.5% 02/01/46                   | FANNIE MAE POOL UMBS P#AL9106 4.50000000                                                           | CUSIP: 3138ERDL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       589527 | PA      | $581607.42     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS4772 3.5% 04/01/45                   | FANNIE MAE POOL UMBS P#AS4772 3.50000000                                                           | CUSIP: 3138WEJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         6937 | PA      | $6514.17       | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS7233 3% 05/01/46                     | FANNIE MAE POOL UMBS P#AS7233 3.00000000                                                           | CUSIP: 3138WHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2656095 | PA      | $2399569.84    | 0.01%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9830 4% 06/01/47                     | FANNIE MAE POOL UMBS P#AS9830 4.00000000                                                           | CUSIP: 3138WK4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       522543 | PA      | $500614.27     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9454 4% 04/01/47                     | FANNIE MAE POOL UMBS P#AS9454 4.00000000                                                           | CUSIP: 3138WKQG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       105505 | PA      | $101099.31     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AS9972 4% 07/01/47                     | FANNIE MAE POOL UMBS P#AS9972 4.00000000                                                           | CUSIP: 3138WLCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       465142 | PA      | $445621.41     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA0593 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA0593 6.50000000                                                           | CUSIP: 3140A0UT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109345 | PA      | $113568.15     | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1042 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#DA1042 6.50000000                                                           | CUSIP: 3140A1EQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       549628 | PA      | $568774.10     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1088 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA1088 6.50000000                                                           | CUSIP: 3140A1F69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3689374 | PA      | $3822083.26    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1098 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA1098 6.50000000                                                           | CUSIP: 3140A1GG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3893637 | PA      | $4027894.32    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA1189 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA1189 6.50000000                                                           | CUSIP: 3140A1KB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        23968 | PA      | $25011.80      | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA4922 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#DA4922 6.50000000                                                           | CUSIP: 3140A5PG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       200543 | PA      | $208138.52     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA4990 5.5% 11/01/53                   | FANNIE MAE POOL UMBS P#DA4990 5.50000000                                                           | CUSIP: 3140A5RL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1081345 | PA      | $1088451.54    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA5969 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#DA5969 6.50000000                                                           | CUSIP: 3140A6T30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        61735 | PA      | $63859.93      | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB3402 6% 05/01/54                     | FANNIE MAE POOL UMBS P#DB3402 6.00000000                                                           | CUSIP: 3140ACX81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        71534 | PA      | $73071.65      | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB4485 6% 09/01/54                     | FANNIE MAE POOL UMBS P#DB4485 6.00000000                                                           | CUSIP: 3140AD6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34795 | PA      | $35583.18      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DB4487 6% 09/01/54                     | FANNIE MAE POOL UMBS P#DB4487 6.00000000                                                           | CUSIP: 3140AD6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       695824 | PA      | $709436.49     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC0891 7% 03/01/55                     | FANNIE MAE POOL UMBS P#DC0891 7.00000000                                                           | CUSIP: 3140AM7D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1407272 | PA      | $1478671.68    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC1351 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#DC1351 6.50000000                                                           | CUSIP: 3140ANQD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       989406 | PA      | $1030461.50    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC3282 6.5% 09/01/54                   | FANNIE MAE POOL UMBS P#DC3282 6.50000000                                                           | CUSIP: 3140AQUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       868869 | PA      | $904923.30     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC3467 6.5% 09/01/54                   | FANNIE MAE POOL UMBS P#DC3467 6.50000000                                                           | CUSIP: 3140AQZ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       578420 | PA      | $601545.80     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DC9244 6.5% 12/01/54                   | FANNIE MAE POOL UMBS P#DC9244 6.50000000                                                           | CUSIP: 3140AXHW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       399593 | PA      | $415746.59     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD3321 6.5% 02/01/55                   | FANNIE MAE POOL UMBS P#DD3321 6.50000000                                                           | CUSIP: 3140B3VP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1194097 | PA      | $1244204.84    | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD6432 7% 03/01/55                     | FANNIE MAE POOL UMBS P#DD6432 7.00000000                                                           | CUSIP: 3140B7EE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1362546 | PA      | $1444734.75    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD8292 6.5% 04/01/55                   | FANNIE MAE POOL UMBS P#DD8292 6.50000000                                                           | CUSIP: 3140B9GA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2130574 | PA      | $2220249.46    | 0.00%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DD8453 7% 04/01/55                     | FANNIE MAE POOL UMBS P#DD8453 7.00000000                                                           | CUSIP: 3140B9MB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4080740 | PA      | $4322606.79    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DE1081 6.5% 06/01/55                   | FANNIE MAE POOL UMBS P#DE1081 6.50000000                                                           | CUSIP: 3140BDFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1684862 | PA      | $1750529.92    | 0.00%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DF1941 5.5% 10/01/55                   | FANNIE MAE POOL UMBS P#DF1941 5.50000000                                                           | CUSIP: 3140BSEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3920625 | PA      | $4013360.88    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD2450 3.5% 01/01/47                   | FANNIE MAE POOL UMBS P#BD2450 3.50000000                                                           | CUSIP: 3140F9WL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4883532 | PA      | $4570927.01    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BD5046 3.5% 02/01/47                   | FANNIE MAE POOL UMBS P#BD5046 3.50000000                                                           | CUSIP: 3140FCTC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       321905 | PA      | $301003.31     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH0824 4% 05/01/47                     | FANNIE MAE POOL UMBS P#BH0824 4.00000000                                                           | CUSIP: 3140GN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        13621 | PA      | $13013.10      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BH9212 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#BH9212 3.50000000                                                           | CUSIP: 3140GYGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1337318 | PA      | $1252851.34    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ2315 4% 03/01/48                     | FANNIE MAE POOL UMBS P#BJ2315 4.00000000                                                           | CUSIP: 3140H3SD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        67741 | PA      | $64692.14      | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ8592 4% 04/01/48                     | FANNIE MAE POOL UMBS P#BJ8592 4.00000000                                                           | CUSIP: 3140HARN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        54691 | PA      | $52376.57      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK0920 4% 07/01/48                     | FANNIE MAE POOL UMBS P#BK0920 4.00000000                                                           | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       106525 | PA      | $102021.06     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK4764 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK4764 4.00000000                                                           | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         7480 | PA      | $7162.98       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BK9597 4% 08/01/48                     | FANNIE MAE POOL UMBS P#BK9597 4.00000000                                                           | CUSIP: 3140HPUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       128265 | PA      | $122809.16     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM2007 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BM2007 4.00000000                                                           | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        11897 | PA      | $11394.49      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3363 4% 09/01/46                     | FANNIE MAE POOL UMBS P#BM3363 4.00000000                                                           | CUSIP: 3140J7WZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       397960 | PA      | $379591.96     | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3392 4% 01/01/48                     | FANNIE MAE POOL UMBS P#BM3392 4.00000000                                                           | CUSIP: 3140J7XW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        30402 | PA      | $29210.87      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7427 4.5% 06/01/45                   | FANNIE MAE POOL UMBS P#BM7427 4.50000000                                                           | CUSIP: 3140JCHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18011242 | PA      | $17791651.06   | 0.04%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM7753 V/R 06/01/55                    | FANNIE MAE POOL UMBS P#BM7753 V/R 5.08300000                                                       | CUSIP: 3140JCTK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27904498 | PA      | $28213457.67   | 0.06%             | 2055-06-01      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0334 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN0334 4.00000000                                                           | CUSIP: 3140JGLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        47385 | PA      | $45371.37      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN0663 4% 09/01/48                     | FANNIE MAE POOL UMBS P#BN0663 4.00000000                                                           | CUSIP: 3140JGWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        46626 | PA      | $44654.72      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN3899 4% 12/01/48                     | FANNIE MAE POOL UMBS P#BN3899 4.00000000                                                           | CUSIP: 3140JLKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       102923 | PA      | $98550.75      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4316 4% 01/01/49                     | FANNIE MAE POOL UMBS P#BN4316 4.00000000                                                           | CUSIP: 3140JLYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2165739 | PA      | $2079855.90    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN4355 4% 02/01/49                     | FANNIE MAE POOL UMBS P#BN4355 4.00000000                                                           | CUSIP: 3140JLZV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1766676 | PA      | $1695868.14    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BN7755 3% 09/01/49                     | FANNIE MAE POOL UMBS P#BN7755 3.00000000                                                           | CUSIP: 3140JQTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13359201 | PA      | $12003689.67   | 0.03%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BO2259 3% 10/01/49                     | FANNIE MAE POOL UMBS P#BO2259 3.00000000                                                           | CUSIP: 3140JWQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22725605 | PA      | $20359081.56   | 0.04%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ7056 2% 01/01/52                     | FANNIE MAE POOL UMBS P#BQ7056 2.00000000                                                           | CUSIP: 3140KSZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     88895029 | PA      | $71973010.48   | 0.16%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7805 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT7805 3.00000000                                                           | CUSIP: 3140LWU70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6103312 | PA      | $5369841.88    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT8106 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BT8106 3.00000000                                                           | CUSIP: 3140LXAG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1934542 | PA      | $1708267.81    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU7103 2% 12/01/51                     | FANNIE MAE POOL UMBS P#BU7103 2.00000000                                                           | CUSIP: 3140M83M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27345621 | PA      | $22073401.83   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU8945 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BU8945 3.00000000                                                           | CUSIP: 3140MA5F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       218720 | PA      | $192575.25     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0924 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0924 3.00000000                                                           | CUSIP: 3140MEA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        43725 | PA      | $38492.51      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV0922 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV0922 3.00000000                                                           | CUSIP: 3140MEAY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       372465 | PA      | $327509.34     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2451 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV2451 3.00000000                                                           | CUSIP: 3140MFWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       836379 | PA      | $735583.65     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV2942 3% 03/01/52                     | FANNIE MAE POOL UMBS P#BV2942 3.00000000                                                           | CUSIP: 3140MGHU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        97698 | PA      | $86067.71      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5050 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5050 3.00000000                                                           | CUSIP: 3140MJTG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       339578 | PA      | $300675.74     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5578 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV5578 3.00000000                                                           | CUSIP: 3140MKFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       799489 | PA      | $703926.32     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5581 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#BV5581 3.50000000                                                           | CUSIP: 3140MKFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106160433 | PA      | $97414307.37   | 0.21%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5622 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5622 3.00000000                                                           | CUSIP: 3140MKG89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3794884 | PA      | $3339289.41    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5623 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV5623 3.00000000                                                           | CUSIP: 3140MKG97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56593028 | PA      | $49765366.56   | 0.11%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV5920 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#BV5920 6.50000000                                                           | CUSIP: 3140MKSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1844272 | PA      | $1955354.58    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7200 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV7200 3.00000000                                                           | CUSIP: 3140MMAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       283733 | PA      | $249712.91     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7238 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7238 3.00000000                                                           | CUSIP: 3140MMBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       777830 | PA      | $683947.21     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7243 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BV7243 3.00000000                                                           | CUSIP: 3140MMBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       956888 | PA      | $842633.96     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV7803 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV7803 3.00000000                                                           | CUSIP: 3140MMU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       571253 | PA      | $502897.73     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8117 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8117 3.00000000                                                           | CUSIP: 3140MNAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1751008 | PA      | $1541238.44    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8135 3% 04/01/52                     | FANNIE MAE POOL UMBS P#BV8135 3.00000000                                                           | CUSIP: 3140MNBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       486655 | PA      | $427922.84     | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV9701 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BV9701 3.00000000                                                           | CUSIP: 3140MPX71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       957017 | PA      | $841997.05     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW0161 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW0161 3.00000000                                                           | CUSIP: 3140MRFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       355294 | PA      | $312779.76     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1734 3% 05/01/52                     | FANNIE MAE POOL UMBS P#BW1734 3.00000000                                                           | CUSIP: 3140MS4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       789915 | PA      | $695599.10     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW1449 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW1449 3.00000000                                                           | CUSIP: 3140MSTF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       571501 | PA      | $502608.85     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW2935 3% 06/01/52                     | FANNIE MAE POOL UMBS P#BW2935 3.00000000                                                           | CUSIP: 3140MUHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       421955 | PA      | $371454.57     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3384 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW3384 3.00000000                                                           | CUSIP: 3140MUXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1020099 | PA      | $897372.85     | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW4143 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW4143 3.00000000                                                           | CUSIP: 3140MVS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1695485 | PA      | $1491492.68    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW6250 3% 07/01/52                     | FANNIE MAE POOL UMBS P#BW6250 3.00000000                                                           | CUSIP: 3140MX5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1775066 | PA      | $1562606.55    | 0.00%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX0836 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#BX0836 5.50000000                                                           | CUSIP: 3140N44W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        87887 | PA      | $88524.56      | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX3974 5.5% 12/01/52                   | FANNIE MAE POOL UMBS P#BX3974 5.50000000                                                           | CUSIP: 3140N8MY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       293530 | PA      | $295918.11     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX4267 5.5% 12/01/52                   | FANNIE MAE POOL UMBS P#BX4267 5.50000000                                                           | CUSIP: 3140N8W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       570095 | PA      | $574177.75     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX5097 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#BX5097 5.50000000                                                           | CUSIP: 3140N9UX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1926437 | PA      | $1940194.89    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX6812 5.5% 01/01/53                   | FANNIE MAE POOL UMBS P#BX6812 5.50000000                                                           | CUSIP: 3140NBSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       493695 | PA      | $497764.57     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX7273 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#BX7273 5.50000000                                                           | CUSIP: 3140NCCK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2486361 | PA      | $2507561.39    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX7774 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#BX7774 5.50000000                                                           | CUSIP: 3140NCT82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1180975 | PA      | $1194752.35    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX8382 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#BX8382 5.50000000                                                           | CUSIP: 3140NDJ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       194337 | PA      | $195339.37     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX9060 6% 04/01/53                     | FANNIE MAE POOL UMBS P#BX9060 6.00000000                                                           | CUSIP: 3140NEB61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6253780 | PA      | $6417054.26    | 0.01%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY2024 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#BY2024 5.50000000                                                           | CUSIP: 3140NJHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3074308 | PA      | $3102338.65    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY6172 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#BY6172 5.50000000                                                           | CUSIP: 3140NN2E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1071155 | PA      | $1079408.88    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY6131 6.5% 09/01/53                   | FANNIE MAE POOL UMBS P#BY6131 6.50000000                                                           | CUSIP: 3140NNY58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       284345 | PA      | $295805.88     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BY7242 6% 07/01/53                     | FANNIE MAE POOL UMBS P#BY7242 6.00000000                                                           | CUSIP: 3140NQBL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2408700 | PA      | $2464036.35    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0854 3.5% 12/01/47                   | FANNIE MAE POOL UMBS P#CA0854 3.50000000                                                           | CUSIP: 3140Q75Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1329285 | PA      | $1240722.51    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1710 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1710 4.50000000                                                           | CUSIP: 3140Q83U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3192930 | PA      | $3132885.08    | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA1711 4.5% 05/01/48                   | FANNIE MAE POOL UMBS P#CA1711 4.50000000                                                           | CUSIP: 3140Q83V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1351609 | PA      | $1325359.55    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0996 3.5% 01/01/48                   | FANNIE MAE POOL UMBS P#CA0996 3.50000000                                                           | CUSIP: 3140Q8DA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2632832 | PA      | $2457423.14    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2039 4% 07/01/48                     | FANNIE MAE POOL UMBS P#CA2039 4.00000000                                                           | CUSIP: 3140Q9HR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1993003 | PA      | $1909257.98    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2208 4.5% 08/01/48                   | FANNIE MAE POOL UMBS P#CA2208 4.50000000                                                           | CUSIP: 3140Q9N25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2235632 | PA      | $2185381.79    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2194 4% 08/01/48                     | FANNIE MAE POOL UMBS P#CA2194 4.00000000                                                           | CUSIP: 3140Q9NL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        33572 | PA      | $32152.67      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA2327 4% 09/01/48                     | FANNIE MAE POOL UMBS P#CA2327 4.00000000                                                           | CUSIP: 3140Q9SR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7972971 | PA      | $7653639.00    | 0.02%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA3633 3.5% 06/01/49                   | FANNIE MAE POOL UMBS P#CA3633 3.50000000                                                           | CUSIP: 3140QBBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3830294 | PA      | $3579038.66    | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4030 4% 08/01/49                     | FANNIE MAE POOL UMBS P#CA4030 4.00000000                                                           | CUSIP: 3140QBPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        59197 | PA      | $56643.92      | 0.00%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA4534 3% 11/01/49                     | FANNIE MAE POOL UMBS P#CA4534 3.00000000                                                           | CUSIP: 3140QCBC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16805273 | PA      | $15112274.32   | 0.03%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6038 2.5% 06/01/50                   | FANNIE MAE POOL UMBS P#CA6038 2.50000000                                                           | CUSIP: 3140QDV84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    111369670 | PA      | $95354463.92   | 0.21%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6416 3% 07/01/50                     | FANNIE MAE POOL UMBS P#CA6416 3.00000000                                                           | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19163887 | PA      | $17152471.81   | 0.04%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA6441 4% 12/01/49                     | FANNIE MAE POOL UMBS P#CA6441 4.00000000                                                           | CUSIP: 3140QEEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       324337 | PA      | $310179.50     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA7844 4% 08/01/47                     | FANNIE MAE POOL UMBS P#CA7844 4.00000000                                                           | CUSIP: 3140QFWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        12002 | PA      | $11494.32      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8895 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8895 2.50000000                                                           | CUSIP: 3140QG3D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24848185 | PA      | $20974268.17   | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8642 4% 01/01/51                     | FANNIE MAE POOL UMBS P#CA8642 4.00000000                                                           | CUSIP: 3140QGS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       150718 | PA      | $143478.26     | 0.00%             | 2051-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA8827 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA8827 2.50000000                                                           | CUSIP: 3140QGYZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3858617 | PA      | $3251756.95    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA9090 2.5% 02/01/51                   | FANNIE MAE POOL UMBS P#CA9090 2.50000000                                                           | CUSIP: 3140QHC45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17809361 | PA      | $15011701.37   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB1244 2.5% 07/01/51                   | FANNIE MAE POOL UMBS P#CB1244 2.50000000                                                           | CUSIP: 3140QLL20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74626773 | PA      | $64031499.72   | 0.14%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3296 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#CB3296 2.50000000                                                           | CUSIP: 3140QNUW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70579891 | PA      | $60343062.64   | 0.13%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3361 3% 04/01/52                     | FANNIE MAE POOL UMBS P#CB3361 3.00000000                                                           | CUSIP: 3140QNWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        26933 | PA      | $23873.74      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3410 3% 03/01/52                     | FANNIE MAE POOL UMBS P#CB3410 3.00000000                                                           | CUSIP: 3140QNYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       791488 | PA      | $696774.17     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB3899 3.5% 06/01/52                   | FANNIE MAE POOL UMBS P#CB3899 3.50000000                                                           | CUSIP: 3140QPKM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     24198167 | PA      | $22282088.46   | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4157 4% 07/01/52                     | FANNIE MAE POOL UMBS P#CB4157 4.00000000                                                           | CUSIP: 3140QPTP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18365822 | PA      | $17377840.19   | 0.04%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB4852 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#CB4852 4.50000000                                                           | CUSIP: 3140QQMA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     41761612 | PA      | $40469112.55   | 0.09%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5592 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5592 5.50000000                                                           | CUSIP: 3140QRGA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       840356 | PA      | $847344.06     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5675 4.5% 02/01/53                   | FANNIE MAE POOL UMBS P#CB5675 4.50000000                                                           | CUSIP: 3140QRJV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4309920 | PA      | $4187252.64    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5778 6% 12/01/52                     | FANNIE MAE POOL UMBS P#CB5778 6.00000000                                                           | CUSIP: 3140QRM42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18753806 | PA      | $19232076.28   | 0.04%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB5916 6% 02/01/53                     | FANNIE MAE POOL UMBS P#CB5916 6.00000000                                                           | CUSIP: 3140QRSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        44991 | PA      | $46184.02      | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6105 6.5% 04/01/53                   | FANNIE MAE POOL UMBS P#CB6105 6.50000000                                                           | CUSIP: 3140QRYB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9497226 | PA      | $9998933.84    | 0.02%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7197 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#CB7197 5.50000000                                                           | CUSIP: 3140QS7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3156893 | PA      | $3180935.40    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB6989 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#CB6989 5.50000000                                                           | CUSIP: 3140QSXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       180666 | PA      | $181821.39     | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7445 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7445 6.50000000                                                           | CUSIP: 3140QTHX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4012575 | PA      | $4210794.22    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB7446 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#CB7446 6.50000000                                                           | CUSIP: 3140QTHY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     30124789 | PA      | $31564474.21   | 0.07%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9007 6% 08/01/54                     | FANNIE MAE POOL UMBS P#CB9007 6.00000000                                                           | CUSIP: 3140QVAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15513449 | PA      | $16055706.95   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9152 6% 09/01/54                     | FANNIE MAE POOL UMBS P#CB9152 6.00000000                                                           | CUSIP: 3140QVE26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11578539 | PA      | $11962482.70   | 0.03%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB9609 4.5% 12/01/54                   | FANNIE MAE POOL UMBS P#CB9609 4.50000000                                                           | CUSIP: 3140QVVB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8248737 | PA      | $7983609.99    | 0.02%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0302 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0302 4.50000000                                                           | CUSIP: 3140W0KQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    105006139 | PA      | $102307633.27  | 0.22%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0305 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0305 4.50000000                                                           | CUSIP: 3140W0KT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26283915 | PA      | $25575575.49   | 0.06%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA0497 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#FA0497 4.50000000                                                           | CUSIP: 3140W0RT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271629399 | PA      | $262269595.59  | 0.57%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1126 4.5% 03/01/55                   | FANNIE MAE POOL UMBS P#FA1126 4.50000000                                                           | CUSIP: 3140W1HC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20500064 | PA      | $19900122.21   | 0.04%             | 2055-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1361 5.5% 04/01/55                   | FANNIE MAE POOL UMBS P#FA1361 5.50000000                                                           | CUSIP: 3140W1QP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6941780 | PA      | $7095612.76    | 0.02%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2569 6.5% 02/01/55                   | FANNIE MAE POOL UMBS P#FA2569 6.50000000                                                           | CUSIP: 3140W22B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11376612 | PA      | $11922513.95   | 0.03%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1839 7% 03/01/45                     | FANNIE MAE POOL UMBS P#FA1839 7.00000000                                                           | CUSIP: 3140W2BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       245403 | PA      | $258055.11     | 0.00%             | 2045-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA1972 6.5% 06/01/55                   | FANNIE MAE POOL UMBS P#FA1972 6.50000000                                                           | CUSIP: 3140W2FN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10461645 | PA      | $11015900.74   | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2175 2.5% 05/01/52                   | FANNIE MAE POOL UMBS P#FA2175 2.50000000                                                           | CUSIP: 3140W2MZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90929780 | PA      | $77630473.24   | 0.17%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2337 4.5% 07/01/55                   | FANNIE MAE POOL UMBS P#FA2337 4.50000000                                                           | CUSIP: 3140W2S36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14487054 | PA      | $14104420.68   | 0.03%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2338 4.5% 07/01/55                   | FANNIE MAE POOL UMBS P#FA2338 4.50000000                                                           | CUSIP: 3140W2S44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12185125 | PA      | $11860145.89   | 0.03%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2565 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#FA2565 6.50000000                                                           | CUSIP: 3140W2Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10764419 | PA      | $11383698.10   | 0.02%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2566 6.5% 07/01/55                   | FANNIE MAE POOL UMBS P#FA2566 6.50000000                                                           | CUSIP: 3140W2Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15474156 | PA      | $16341140.33   | 0.04%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA2567 6.5% 08/01/55                   | FANNIE MAE POOL UMBS P#FA2567 6.50000000                                                           | CUSIP: 3140W2Z95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17770066 | PA      | $18662077.01   | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3564 5.5% 11/01/55                   | FANNIE MAE POOL UMBS P#FA3564 5.50000000                                                           | CUSIP: 3140W36A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8326950 | PA      | $8489025.20    | 0.02%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3583 6% 11/01/55                     | FANNIE MAE POOL UMBS P#FA3583 6.00000000                                                           | CUSIP: 3140W36V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6824780 | PA      | $7098599.01    | 0.02%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3584 6% 11/01/55                     | FANNIE MAE POOL UMBS P#FA3584 6.00000000                                                           | CUSIP: 3140W36W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8484141 | PA      | $8815401.37    | 0.02%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3012 5.5% 09/01/55                   | FANNIE MAE POOL UMBS P#FA3012 5.50000000                                                           | CUSIP: 3140W3K24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2931533 | PA      | $2997998.74    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3207 5.5% 10/01/55                   | FANNIE MAE POOL UMBS P#FA3207 5.50000000                                                           | CUSIP: 3140W3R50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2683751 | PA      | $2735509.72    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3797 6% 03/01/55                     | FANNIE MAE POOL UMBS P#FA3797 6.00000000                                                           | CUSIP: 3140W4GF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4526271 | PA      | $4700405.26    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3798 6% 11/01/55                     | FANNIE MAE POOL UMBS P#FA3798 6.00000000                                                           | CUSIP: 3140W4GG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5317200 | PA      | $5528466.90    | 0.01%             | 2055-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3799 6% 09/01/55                     | FANNIE MAE POOL UMBS P#FA3799 6.00000000                                                           | CUSIP: 3140W4GH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9785831 | PA      | $10175483.67   | 0.02%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA3860 5.5% 12/01/55                   | FANNIE MAE POOL UMBS P#FA3860 5.50000000                                                           | CUSIP: 3140W4JE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     25265207 | PA      | $25777204.47   | 0.06%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA4282 4.5% 01/01/56                   | FANNIE MAE POOL UMBS P#FA4282 4.50000000                                                           | CUSIP: 3140W4XL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     57270685 | PA      | $55631599.86   | 0.12%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA4530 5% 02/01/56                     | FANNIE MAE POOL UMBS P#FA4530 5.00000000                                                           | CUSIP: 3140W5A87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11420965 | PA      | $11384268.29   | 0.02%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FA4659 5% 02/01/56                     | FANNIE MAE POOL UMBS P#FA4659 5.00000000                                                           | CUSIP: 3140W5E91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33471549 | PA      | $33364002.57   | 0.07%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM1626 4% 11/01/48                     | FANNIE MAE POOL UMBS P#FM1626 4.00000000                                                           | CUSIP: 3140X4YY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        17752 | PA      | $17001.29      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2173 4% 09/01/48                     | FANNIE MAE POOL UMBS P#FM2173 4.00000000                                                           | CUSIP: 3140X5MX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        76081 | PA      | $72866.42      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM2318 3.5% 09/01/49                   | FANNIE MAE POOL UMBS P#FM2318 3.50000000                                                           | CUSIP: 3140X5SG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1603551 | PA      | $1493609.88    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3663 4% 03/01/50                     | FANNIE MAE POOL UMBS P#FM3663 4.00000000                                                           | CUSIP: 3140X7B99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3415739 | PA      | $3257205.82    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3904 4% 03/01/49                     | FANNIE MAE POOL UMBS P#FM3904 4.00000000                                                           | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       248142 | PA      | $237646.58     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3908 4% 12/01/49                     | FANNIE MAE POOL UMBS P#FM3908 4.00000000                                                           | CUSIP: 3140X7KW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       400954 | PA      | $383742.08     | 0.00%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM5750 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM5750 4.00000000                                                           | CUSIP: 3140X9L86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       574204 | PA      | $547859.46     | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7972 4% 11/01/49                     | FANNIE MAE POOL UMBS P#FM7972 4.00000000                                                           | CUSIP: 3140XB2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       251181 | PA      | $240521.86     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7461 4% 08/01/50                     | FANNIE MAE POOL UMBS P#FM7461 4.00000000                                                           | CUSIP: 3140XBJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44570596 | PA      | $42594036.94   | 0.09%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM7599 3.5% 01/01/51                   | FANNIE MAE POOL UMBS P#FM7599 3.50000000                                                           | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9617535 | PA      | $8892824.99    | 0.02%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8302 4% 03/01/51                     | FANNIE MAE POOL UMBS P#FM8302 4.00000000                                                           | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       864033 | PA      | $826602.76     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8338 4% 11/01/50                     | FANNIE MAE POOL UMBS P#FM8338 4.00000000                                                           | CUSIP: 3140XCHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        44375 | PA      | $42489.18      | 0.00%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8731 2% 09/01/51                     | FANNIE MAE POOL UMBS P#FM8731 2.00000000                                                           | CUSIP: 3140XCVZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12804966 | PA      | $10387411.62   | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0476 2% 02/01/52                     | FANNIE MAE POOL UMBS P#FS0476 2.00000000                                                           | CUSIP: 3140XFQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13818530 | PA      | $11352670.31   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0957 3% 03/01/52                     | FANNIE MAE POOL UMBS P#FS0957 3.00000000                                                           | CUSIP: 3140XGB32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       216842 | PA      | $190907.68     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS1598 2% 04/01/52                     | FANNIE MAE POOL UMBS P#FS1598 2.00000000                                                           | CUSIP: 3140XGX46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71490399 | PA      | $57825219.76   | 0.13%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2638 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#FS2638 2.50000000                                                           | CUSIP: 3140XH4Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17289355 | PA      | $14597815.92   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2447 6% 09/01/29                     | FANNIE MAE POOL UMBS P#FS2447 6.00000000                                                           | CUSIP: 3140XHWH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1377636 | PA      | $1404317.39    | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS3031 2.5% 03/01/52                   | FANNIE MAE POOL UMBS P#FS3031 2.50000000                                                           | CUSIP: 3140XJLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62267408 | PA      | $53478096.80   | 0.12%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4580 4% 02/01/43                     | FANNIE MAE POOL UMBS P#FS4580 4.00000000                                                           | CUSIP: 3140XLCS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109728 | PA      | $107043.66     | 0.00%             | 2043-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4671 6.5% 05/01/53                   | FANNIE MAE POOL UMBS P#FS4671 6.50000000                                                           | CUSIP: 3140XLFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4795740 | PA      | $5019509.65    | 0.01%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4835 6.5% 02/01/53                   | FANNIE MAE POOL UMBS P#FS4835 6.50000000                                                           | CUSIP: 3140XLLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13696656 | PA      | $14461836.99   | 0.03%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS4947 4% 01/01/53                     | FANNIE MAE POOL UMBS P#FS4947 4.00000000                                                           | CUSIP: 3140XLP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17440225 | PA      | $16498052.68   | 0.04%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS5850 6% 09/01/53                     | FANNIE MAE POOL UMBS P#FS5850 6.00000000                                                           | CUSIP: 3140XMQC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        92192 | PA      | $94552.44      | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6074 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#FS6074 6.50000000                                                           | CUSIP: 3140XMXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2599996 | PA      | $2741826.22    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6086 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#FS6086 6.50000000                                                           | CUSIP: 3140XMXQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9162630 | PA      | $9640080.01    | 0.02%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS6499 4% 01/01/53                     | FANNIE MAE POOL UMBS P#FS6499 4.00000000                                                           | CUSIP: 3140XNGH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22357389 | PA      | $21193950.27   | 0.05%             | 2053-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS7252 5% 11/01/53                     | FANNIE MAE POOL UMBS P#FS7252 5.00000000                                                           | CUSIP: 3140XPBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73371708 | PA      | $72596687.53   | 0.16%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8876 6.5% 08/01/54                   | FANNIE MAE POOL UMBS P#FS8876 6.50000000                                                           | CUSIP: 3140XQ2J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6706400 | PA      | $7035763.42    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8543 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#FS8543 6.50000000                                                           | CUSIP: 3140XQP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19741618 | PA      | $20809705.31   | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8573 6.5% 06/01/54                   | FANNIE MAE POOL UMBS P#FS8573 6.50000000                                                           | CUSIP: 3140XQQ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5223767 | PA      | $5490343.13    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS8627 6.5% 07/01/54                   | FANNIE MAE POOL UMBS P#FS8627 6.50000000                                                           | CUSIP: 3140XQSR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4862359 | PA      | $5106298.78    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9442 4.5% 03/01/53                   | FANNIE MAE POOL UMBS P#FS9442 4.50000000                                                           | CUSIP: 3140XRP41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10445842 | PA      | $10109642.01   | 0.02%             | 2053-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9508 4.5% 03/01/54                   | FANNIE MAE POOL UMBS P#FS9508 4.50000000                                                           | CUSIP: 3140XRR64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     12585196 | PA      | $12183999.70   | 0.03%             | 2054-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS9993 6.5% 03/01/54                   | FANNIE MAE POOL UMBS P#FS9993 6.50000000                                                           | CUSIP: 3140XSC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4343546 | PA      | $4558108.68    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0117 6% 03/01/55                     | FANNIE MAE POOL UMBS P#CC0117 6.00000000                                                           | CUSIP: 3140Y6DX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10048338 | PA      | $10426410.46   | 0.02%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0134 6.5% 03/01/55                   | FANNIE MAE POOL UMBS P#CC0134 6.50000000                                                           | CUSIP: 3140Y6EG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5958805 | PA      | $6224734.74    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0144 6.5% 03/01/55                   | FANNIE MAE POOL UMBS P#CC0144 6.50000000                                                           | CUSIP: 3140Y6ES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7243215 | PA      | $7575150.19    | 0.02%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0277 6.5% 04/01/55                   | FANNIE MAE POOL UMBS P#CC0277 6.50000000                                                           | CUSIP: 3140Y6JX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4508054 | PA      | $4749390.20    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0278 6.5% 04/01/55                   | FANNIE MAE POOL UMBS P#CC0278 6.50000000                                                           | CUSIP: 3140Y6JY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36538595 | PA      | $38474495.68   | 0.08%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0279 6.5% 04/01/55                   | FANNIE MAE POOL UMBS P#CC0279 6.50000000                                                           | CUSIP: 3140Y6JZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42914848 | PA      | $45216412.99   | 0.10%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0301 7% 04/01/55                     | FANNIE MAE POOL UMBS P#CC0301 7.00000000                                                           | CUSIP: 3140Y6KP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11963647 | PA      | $12572999.11   | 0.03%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0613 7% 05/01/55                     | FANNIE MAE POOL UMBS P#CC0613 7.00000000                                                           | CUSIP: 3140Y6VF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2090619 | PA      | $2198250.41    | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC0735 6.5% 07/01/55                   | FANNIE MAE POOL UMBS P#CC0735 6.50000000                                                           | CUSIP: 3140Y6Y95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10524725 | PA      | $11146027.73   | 0.02%             | 2055-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1054 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1054 6.50000000                                                           | CUSIP: 3140Y7E46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14856096 | PA      | $15652864.22   | 0.03%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1049 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1049 6.50000000                                                           | CUSIP: 3140Y7EX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10796480 | PA      | $11433838.68   | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1050 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1050 6.50000000                                                           | CUSIP: 3140Y7EY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5723568 | PA      | $6056290.22    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1051 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1051 6.50000000                                                           | CUSIP: 3140Y7EZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8823656 | PA      | $9331311.16    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1062 6.5% 09/01/55                   | FANNIE MAE POOL UMBS P#CC1062 6.50000000                                                           | CUSIP: 3140Y7FC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8781790 | PA      | $9310741.33    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC1216 5.5% 10/01/55                   | FANNIE MAE POOL UMBS P#CC1216 5.50000000                                                           | CUSIP: 3140Y7K64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13938406 | PA      | $14203670.34   | 0.03%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#CC2221 5% 03/01/56                     | FANNIE MAE POOL UMBS P#CC2221 5.00000000                                                           | CUSIP: 3140Y8PF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70206376 | PA      | $69904713.37   | 0.15%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA9466 5.5% 02/01/54                   | FANNIE MAE POOL UMBS P#DA9466 5.50000000                                                           | CUSIP: 3140YXQU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1768184 | PA      | $1783765.89    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#DA9924 6.5% 02/01/54                   | FANNIE MAE POOL UMBS P#DA9924 6.50000000                                                           | CUSIP: 3140YYA25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        89601 | PA      | $92839.13      | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#995763 4.5% 11/01/35                   | FANNIE MAE POOL UMBS P#995763 4.50000000                                                           | CUSIP: 31416CFC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        80176 | PA      | $79291.70      | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AC5490 5.5% 12/01/39                   | FANNIE MAE POOL UMBS P#AC5490 5.50000000                                                           | CUSIP: 31417SC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95066 | PA      | $97701.79      | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1146 4% 08/01/42                     | FANNIE MAE POOL UMBS P#MA1146 4.00000000                                                           | CUSIP: 31418AHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       706173 | PA      | $685076.48     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1177 3.5% 09/01/42                   | FANNIE MAE POOL UMBS P#MA1177 3.50000000                                                           | CUSIP: 31418AJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        51124 | PA      | $48292.79      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1283 3.5% 12/01/42                   | FANNIE MAE POOL UMBS P#MA1283 3.50000000                                                           | CUSIP: 31418AM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       358958 | PA      | $337304.35     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1546 3.5% 08/01/43                   | FANNIE MAE POOL UMBS P#MA1546 3.50000000                                                           | CUSIP: 31418AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        34831 | PA      | $32729.90      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1607 3% 10/01/33                     | FANNIE MAE POOL UMBS P#MA1607 3.00000000                                                           | CUSIP: 31418AYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       597390 | PA      | $575232.35     | 0.00%             | 2033-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2670 3% 07/01/46                     | FANNIE MAE POOL UMBS P#MA2670 3.00000000                                                           | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       624221 | PA      | $563934.69     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3521 4% 11/01/48                     | FANNIE MAE POOL UMBS P#MA3521 4.00000000                                                           | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       144442 | PA      | $138305.73     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3537 4.5% 12/01/48                   | FANNIE MAE POOL UMBS P#MA3537 4.50000000                                                           | CUSIP: 31418C4X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       948261 | PA      | $929491.64     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3590 4% 02/01/39                     | FANNIE MAE POOL UMBS P#MA3590 4.00000000                                                           | CUSIP: 31418C7C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        57459 | PA      | $56133.70      | 0.00%             | 2039-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA2806 3% 11/01/46                     | FANNIE MAE POOL UMBS P#MA2806 3.00000000                                                           | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       160374 | PA      | $144570.43     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3121 4% 09/01/47                     | FANNIE MAE POOL UMBS P#MA3121 4.00000000                                                           | CUSIP: 31418CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        81631 | PA      | $77598.98      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3182 3.5% 11/01/47                   | FANNIE MAE POOL UMBS P#MA3182 3.50000000                                                           | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2148567 | PA      | $1996489.30    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3243 3.5% 01/01/38                   | FANNIE MAE POOL UMBS P#MA3243 3.50000000                                                           | CUSIP: 31418CS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1331466 | PA      | $1280432.49    | 0.00%             | 2038-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3333 4% 04/01/48                     | FANNIE MAE POOL UMBS P#MA3333 4.00000000                                                           | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       145047 | PA      | $137954.86     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3384 4% 06/01/48                     | FANNIE MAE POOL UMBS P#MA3384 4.00000000                                                           | CUSIP: 31418CXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2625062 | PA      | $2497732.88    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4437 2% 10/01/51                     | FANNIE MAE POOL UMBS P#MA4437 2.00000000                                                           | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36024372 | PA      | $29195050.06   | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4493 2.5% 12/01/51                   | FANNIE MAE POOL UMBS P#MA4493 2.50000000                                                           | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39043819 | PA      | $33077298.25   | 0.07%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3804 4% 10/01/49                     | FANNIE MAE POOL UMBS P#MA3804 4.00000000                                                           | CUSIP: 31418DGN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        58902 | PA      | $56343.02      | 0.00%             | 2049-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA3960 3% 03/01/50                     | FANNIE MAE POOL UMBS P#MA3960 3.00000000                                                           | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       890639 | PA      | $791219.69     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4026 4% 05/01/50                     | FANNIE MAE POOL UMBS P#MA4026 4.00000000                                                           | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       470687 | PA      | $449715.64     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4158 2% 10/01/50                     | FANNIE MAE POOL UMBS P#MA4158 2.00000000                                                           | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3604713 | PA      | $2935818.48    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4333 2% 05/01/41                     | FANNIE MAE POOL UMBS P#MA4333 2.00000000                                                           | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4983333 | PA      | $4360380.33    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4325 2% 05/01/51                     | FANNIE MAE POOL UMBS P#MA4325 2.00000000                                                           | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49614546 | PA      | $40283896.65   | 0.09%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4364 2% 06/01/41                     | FANNIE MAE POOL UMBS P#MA4364 2.00000000                                                           | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19722331 | PA      | $17236044.26   | 0.04%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5271 5.5% 02/01/54                   | FANNIE MAE POOL UMBS P#MA5271 5.50000000                                                           | CUSIP: 31418E2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3427215 | PA      | $3447818.46    | 0.01%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5272 6% 02/01/54                     | FANNIE MAE POOL UMBS P#MA5272 6.00000000                                                           | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       774103 | PA      | $790771.29     | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5295 6% 03/01/54                     | FANNIE MAE POOL UMBS P#MA5295 6.00000000                                                           | CUSIP: 31418E3D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1062517 | PA      | $1083094.47    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5296 5.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5296 5.50000000                                                           | CUSIP: 31418E3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1004783 | PA      | $1010593.10    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5297 6.5% 03/01/54                   | FANNIE MAE POOL UMBS P#MA5297 6.50000000                                                           | CUSIP: 31418E3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2336583 | PA      | $2415646.21    | 0.01%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5328 6% 04/01/54                     | FANNIE MAE POOL UMBS P#MA5328 6.00000000                                                           | CUSIP: 31418E4N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        73441 | PA      | $75033.15      | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5352 5% 05/01/54                     | FANNIE MAE POOL UMBS P#MA5352 5.00000000                                                           | CUSIP: 31418E5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       741516 | PA      | $731673.56     | 0.00%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5354 6% 05/01/54                     | FANNIE MAE POOL UMBS P#MA5354 6.00000000                                                           | CUSIP: 31418E5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       106472 | PA      | $108661.72     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5387 5% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5387 5.00000000                                                           | CUSIP: 31418E6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39352414 | PA      | $38847428.19   | 0.08%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5389 6% 06/01/54                     | FANNIE MAE POOL UMBS P#MA5389 6.00000000                                                           | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34376039 | PA      | $35079238.01   | 0.08%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4562 2% 03/01/52                     | FANNIE MAE POOL UMBS P#MA4562 2.00000000                                                           | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     15735087 | PA      | $12731515.76   | 0.03%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4547 2% 02/01/52                     | FANNIE MAE POOL UMBS P#MA4547 2.00000000                                                           | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107970157 | PA      | $87388713.28   | 0.19%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4548 2.5% 02/01/52                   | FANNIE MAE POOL UMBS P#MA4548 2.50000000                                                           | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44252624 | PA      | $37462482.99   | 0.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4564 3% 03/01/52                     | FANNIE MAE POOL UMBS P#MA4564 3.00000000                                                           | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       109475 | PA      | $96389.50      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4577 2% 04/01/52                     | FANNIE MAE POOL UMBS P#MA4577 2.00000000                                                           | CUSIP: 31418ECP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     36794378 | PA      | $29770994.33   | 0.06%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4578 2.5% 04/01/52                   | FANNIE MAE POOL UMBS P#MA4578 2.50000000                                                           | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     11823029 | PA      | $9986809.69    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4579 3% 04/01/52                     | FANNIE MAE POOL UMBS P#MA4579 3.00000000                                                           | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     56989389 | PA      | $50169701.13   | 0.11%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4580 3.5% 04/01/52                   | FANNIE MAE POOL UMBS P#MA4580 3.50000000                                                           | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     92670368 | PA      | $85063076.51   | 0.18%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4624 3% 06/01/52                     | FANNIE MAE POOL UMBS P#MA4624 3.00000000                                                           | CUSIP: 31418ED64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151591267 | PA      | $133482414.02  | 0.29%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4626 4% 06/01/52                     | FANNIE MAE POOL UMBS P#MA4626 4.00000000                                                           | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67788180 | PA      | $64248177.26   | 0.14%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4599 3% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4599 3.00000000                                                           | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    340086816 | PA      | $299390251.98  | 0.65%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4600 3.5% 05/01/52                   | FANNIE MAE POOL UMBS P#MA4600 3.50000000                                                           | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     60845136 | PA      | $55847240.16   | 0.12%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4653 3% 07/01/52                     | FANNIE MAE POOL UMBS P#MA4653 3.00000000                                                           | CUSIP: 31418EE30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37826071 | PA      | $33294923.50   | 0.07%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4656 4.5% 07/01/52                   | FANNIE MAE POOL UMBS P#MA4656 4.50000000                                                           | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5743853 | PA      | $5560764.01    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4644 4% 05/01/52                     | FANNIE MAE POOL UMBS P#MA4644 4.00000000                                                           | CUSIP: 31418EES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2930306 | PA      | $2774474.29    | 0.01%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4698 3% 08/01/52                     | FANNIE MAE POOL UMBS P#MA4698 3.00000000                                                           | CUSIP: 31418EGG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13289560 | PA      | $11695891.34   | 0.03%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4732 4% 09/01/52                     | FANNIE MAE POOL UMBS P#MA4732 4.00000000                                                           | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18031978 | PA      | $17090285.03   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4733 4.5% 09/01/52                   | FANNIE MAE POOL UMBS P#MA4733 4.50000000                                                           | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4988743 | PA      | $4835885.35    | 0.01%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4784 4.5% 10/01/52                   | FANNIE MAE POOL UMBS P#MA4784 4.50000000                                                           | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     46388272 | PA      | $44995577.10   | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4805 4.5% 11/01/52                   | FANNIE MAE POOL UMBS P#MA4805 4.50000000                                                           | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28834971 | PA      | $27942566.52   | 0.06%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4840 4.5% 12/01/52                   | FANNIE MAE POOL UMBS P#MA4840 4.50000000                                                           | CUSIP: 31418ELW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28454949 | PA      | $27574336.62   | 0.06%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4876 6% 12/01/52                     | FANNIE MAE POOL UMBS P#MA4876 6.00000000                                                           | CUSIP: 31418EM23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        56518 | PA      | $58127.39      | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4941 5.5% 03/01/53                   | FANNIE MAE POOL UMBS P#MA4941 5.50000000                                                           | CUSIP: 31418EP38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2216937 | PA      | $2236022.12    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4942 6% 03/01/53                     | FANNIE MAE POOL UMBS P#MA4942 6.00000000                                                           | CUSIP: 31418EP46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3362456 | PA      | $3451597.73    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4917 4.5% 02/01/53                   | FANNIE MAE POOL UMBS P#MA4917 4.50000000                                                           | CUSIP: 31418EPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8881268 | PA      | $8597249.13    | 0.02%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4919 5.5% 02/01/53                   | FANNIE MAE POOL UMBS P#MA4919 5.50000000                                                           | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7753247 | PA      | $7819993.88    | 0.02%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4978 5% 04/01/53                     | FANNIE MAE POOL UMBS P#MA4978 5.00000000                                                           | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27096020 | PA      | $26851900.42   | 0.06%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA4979 5.5% 04/01/53                   | FANNIE MAE POOL UMBS P#MA4979 5.50000000                                                           | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       748576 | PA      | $754867.95     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5010 5.5% 05/01/53                   | FANNIE MAE POOL UMBS P#MA5010 5.50000000                                                           | CUSIP: 31418ER85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     44110604 | PA      | $44476876.38   | 0.10%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5039 5.5% 06/01/53                   | FANNIE MAE POOL UMBS P#MA5039 5.50000000                                                           | CUSIP: 31418ES50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     49059885 | PA      | $49467255.75   | 0.11%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5040 6% 06/01/53                     | FANNIE MAE POOL UMBS P#MA5040 6.00000000                                                           | CUSIP: 31418ES68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95366 | PA      | $97726.36      | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5026 3.5% 04/01/53                   | FANNIE MAE POOL UMBS P#MA5026 3.50000000                                                           | CUSIP: 31418ESQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21938256 | PA      | $20130579.34   | 0.04%             | 2053-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5070 4.5% 07/01/53                   | FANNIE MAE POOL UMBS P#MA5070 4.50000000                                                           | CUSIP: 31418ET42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19298036 | PA      | $18650958.71   | 0.04%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5072 5.5% 07/01/53                   | FANNIE MAE POOL UMBS P#MA5072 5.50000000                                                           | CUSIP: 31418ET67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     34647381 | PA      | $34919195.88   | 0.08%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5105 4.5% 08/01/53                   | FANNIE MAE POOL UMBS P#MA5105 4.50000000                                                           | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     73679544 | PA      | $71311766.21   | 0.16%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5106 5% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5106 5.00000000                                                           | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42857640 | PA      | $42416333.23   | 0.09%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5138 5.5% 09/01/53                   | FANNIE MAE POOL UMBS P#MA5138 5.50000000                                                           | CUSIP: 31418EV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       339032 | PA      | $341536.21     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5139 6% 09/01/53                     | FANNIE MAE POOL UMBS P#MA5139 6.00000000                                                           | CUSIP: 31418EV98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       164883 | PA      | $168489.74     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5108 6% 08/01/53                     | FANNIE MAE POOL UMBS P#MA5108 6.00000000                                                           | CUSIP: 31418EVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       104666 | PA      | $107192.61     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5164 5% 10/01/53                     | FANNIE MAE POOL UMBS P#MA5164 5.00000000                                                           | CUSIP: 31418EW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       643322 | PA      | $636700.92     | 0.00%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5165 5.5% 10/01/53                   | FANNIE MAE POOL UMBS P#MA5165 5.50000000                                                           | CUSIP: 31418EW30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10279183 | PA      | $10355114.54   | 0.02%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5166 6% 10/01/53                     | FANNIE MAE POOL UMBS P#MA5166 6.00000000                                                           | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16988257 | PA      | $17371559.05   | 0.04%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5167 6.5% 10/01/53                   | FANNIE MAE POOL UMBS P#MA5167 6.50000000                                                           | CUSIP: 31418EW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2506066 | PA      | $2596349.02    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5140 6.5% 09/01/53                   | FANNIE MAE POOL UMBS P#MA5140 6.50000000                                                           | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7105658 | PA      | $7355222.22    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5192 6.5% 11/01/53                   | FANNIE MAE POOL UMBS P#MA5192 6.50000000                                                           | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31959314 | PA      | $33075431.51   | 0.07%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5216 6% 12/01/53                     | FANNIE MAE POOL UMBS P#MA5216 6.00000000                                                           | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8276504 | PA      | $8451104.30    | 0.02%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5217 6.5% 12/01/53                   | FANNIE MAE POOL UMBS P#MA5217 6.50000000                                                           | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4818117 | PA      | $4981147.95    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5247 6% 01/01/54                     | FANNIE MAE POOL UMBS P#MA5247 6.00000000                                                           | CUSIP: 31418EZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        39109 | PA      | $39885.28      | 0.00%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5248 6.5% 01/01/54                   | FANNIE MAE POOL UMBS P#MA5248 6.50000000                                                           | CUSIP: 31418EZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27987895 | PA      | $28934922.02   | 0.06%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5421 6% 07/01/54                     | FANNIE MAE POOL UMBS P#MA5421 6.00000000                                                           | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27536139 | PA      | $28069436.06   | 0.06%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5443 5% 08/01/54                     | FANNIE MAE POOL UMBS P#MA5443 5.00000000                                                           | CUSIP: 31418FBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       129695 | PA      | $127964.61     | 0.00%             | 2054-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5471 6% 09/01/54                     | FANNIE MAE POOL UMBS P#MA5471 6.00000000                                                           | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        26046 | PA      | $26560.54      | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5498 6% 10/01/54                     | FANNIE MAE POOL UMBS P#MA5498 6.00000000                                                           | CUSIP: 31418FDC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       227486 | PA      | $231986.30     | 0.00%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5529 4.5% 11/01/54                   | FANNIE MAE POOL UMBS P#MA5529 4.50000000                                                           | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     70968344 | PA      | $68522912.88   | 0.15%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5584 4.5% 01/01/55                   | FANNIE MAE POOL UMBS P#MA5584 4.50000000                                                           | CUSIP: 31418FF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    197102647 | PA      | $190310739.88  | 0.41%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA5703 7% 05/01/55                     | FANNIE MAE POOL UMBS P#MA5703 7.00000000                                                           | CUSIP: 31418FKR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1430003 | PA      | $1502553.08    | 0.00%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX0534 6.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX0534 6.50000000                                                          | CUSIP: 31425USY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       532531 | PA      | $556319.38     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1591 6.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1591 6.50000000                                                          | CUSIP: 31425VXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       867913 | PA      | $904312.06     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX1592 6.5% 12/01/54                   | FREDDIE MAC POOL UMBS P#QX1592 6.50000000                                                          | CUSIP: 31425VXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       384918 | PA      | $402109.83     | 0.00%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX5609 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX5609 7.00000000                                                          | CUSIP: 31426BGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1777619 | PA      | $1868790.30    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6639 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6639 7.00000000                                                          | CUSIP: 31426CLV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1583245 | PA      | $1665941.03    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6749 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6749 7.00000000                                                          | CUSIP: 31426CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1713317 | PA      | $1814256.13    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6750 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6750 7.00000000                                                          | CUSIP: 31426CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       800249 | PA      | $843480.94     | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6898 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6898 7.00000000                                                          | CUSIP: 31426CUY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       411205 | PA      | $432640.26     | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX6955 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX6955 7.00000000                                                          | CUSIP: 31426CWR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1531557 | PA      | $1616835.35    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX7449 7% 02/01/55                     | FREDDIE MAC POOL UMBS P#QX7449 7.00000000                                                          | CUSIP: 31426DH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1071008 | PA      | $1132719.58    | 0.00%             | 2055-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX7464 6.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#QX7464 6.50000000                                                          | CUSIP: 31426DJJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       707913 | PA      | $736524.94     | 0.00%             | 2055-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8290 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX8290 7.00000000                                                          | CUSIP: 31426FF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2117363 | PA      | $2236719.73    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8801 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX8801 7.00000000                                                          | CUSIP: 31426FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       463462 | PA      | $488276.50     | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX8808 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX8808 7.00000000                                                          | CUSIP: 31426FYE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        74465 | PA      | $78756.37      | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9801 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9801 7.00000000                                                          | CUSIP: 31426G3K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1306539 | PA      | $1389269.16    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9892 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9892 7.00000000                                                          | CUSIP: 31426G7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       970952 | PA      | $1034763.25    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9893 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9893 7.00000000                                                          | CUSIP: 31426G7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       776284 | PA      | $827998.16     | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9894 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9894 7.00000000                                                          | CUSIP: 31426G7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       986486 | PA      | $1040747.90    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9899 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9899 7.00000000                                                          | CUSIP: 31426G7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1096077 | PA      | $1155732.77    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QX9636 7% 03/01/55                     | FREDDIE MAC POOL UMBS P#QX9636 7.00000000                                                          | CUSIP: 31426GV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1065930 | PA      | $1123406.34    | 0.00%             | 2055-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY1712 7% 05/01/55                     | FREDDIE MAC POOL UMBS P#QY1712 7.00000000                                                          | CUSIP: 31426K3W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10977950 | PA      | $11583790.20   | 0.03%             | 2055-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY2312 7% 04/01/55                     | FREDDIE MAC POOL UMBS P#QY2312 7.00000000                                                          | CUSIP: 31426LSA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     14487229 | PA      | $15281633.47   | 0.03%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QY9977 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#QY9977 6.50000000                                                          | CUSIP: 31426VCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1366676 | PA      | $1448987.94    | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QZ0435 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#QZ0435 6.50000000                                                          | CUSIP: 31426WPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       614067 | PA      | $651052.83     | 0.00%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0788 6% 02/01/55                     | FREDDIE MAC POOL UMBS P#SL0788 6.00000000                                                          | CUSIP: 31427M2W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4030662 | PA      | $4160728.29    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0324 5.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#SL0324 5.50000000                                                          | CUSIP: 31427MLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       646990 | PA      | $659991.35     | 0.00%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL0566 6.5% 01/01/55                   | FREDDIE MAC POOL UMBS P#SL0566 6.50000000                                                          | CUSIP: 31427MTY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27141486 | PA      | $28608999.83   | 0.06%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1190 5.5% 05/01/55                   | FREDDIE MAC POOL UMBS P#SL1190 5.50000000                                                          | CUSIP: 31427NKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1076035 | PA      | $1099787.20    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1326 4.5% 05/01/55                   | FREDDIE MAC POOL UMBS P#SL1326 4.50000000                                                          | CUSIP: 31427NPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9527180 | PA      | $9275679.01    | 0.02%             | 2055-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1505 6.5% 06/01/55                   | FREDDIE MAC POOL UMBS P#SL1505 6.50000000                                                          | CUSIP: 31427NU72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10513538 | PA      | $11110299.08   | 0.02%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1660 4.5% 10/01/53                   | FREDDIE MAC POOL UMBS P#SL1660 4.50000000                                                          | CUSIP: 31427NZ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34248205 | PA      | $33198843.59   | 0.07%             | 2053-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL1930 4.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#SL1930 4.50000000                                                          | CUSIP: 31427PEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     12314012 | PA      | $11985603.70   | 0.03%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2049 5.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#SL2049 5.50000000                                                          | CUSIP: 31427PH31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9179474 | PA      | $9341579.79    | 0.02%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2144 6.5% 02/01/54                   | FREDDIE MAC POOL UMBS P#SL2144 6.50000000                                                          | CUSIP: 31427PL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6693780 | PA      | $7020750.11    | 0.02%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2432 5.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#SL2432 5.50000000                                                          | CUSIP: 31427PV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1897737 | PA      | $1939117.35    | 0.00%             | 2055-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2468 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2468 5.50000000                                                          | CUSIP: 31427PW67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1477581 | PA      | $1510614.96    | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2469 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2469 5.50000000                                                          | CUSIP: 31427PW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1056484 | PA      | $1076859.99    | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2503 6.5% 06/01/55                   | FREDDIE MAC POOL UMBS P#SL2503 6.50000000                                                          | CUSIP: 31427PX90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6290695 | PA      | $6626221.72    | 0.01%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL3519 5.5% 11/01/55                   | FREDDIE MAC POOL UMBS P#SL3519 5.50000000                                                          | CUSIP: 31427Q4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2061451 | PA      | $2102219.21    | 0.00%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2806 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#SL2806 5.50000000                                                          | CUSIP: 31427QDL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1491071 | PA      | $1524968.84    | 0.00%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2834 5.5% 10/01/55                   | FREDDIE MAC POOL UMBS P#SL2834 5.50000000                                                          | CUSIP: 31427QEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9606717 | PA      | $9771678.93    | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2838 5.5% 10/01/55                   | FREDDIE MAC POOL UMBS P#SL2838 5.50000000                                                          | CUSIP: 31427QEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      8311050 | PA      | $8494515.74    | 0.02%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2984 5.5% 10/01/55                   | FREDDIE MAC POOL UMBS P#SL2984 5.50000000                                                          | CUSIP: 31427QJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3647761 | PA      | $3721503.87    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL2994 6% 10/01/55                     | FREDDIE MAC POOL UMBS P#SL2994 6.00000000                                                          | CUSIP: 31427QKG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4352677 | PA      | $4524306.99    | 0.01%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL3298 5.5% 11/01/55                   | FREDDIE MAC POOL UMBS P#SL3298 5.50000000                                                          | CUSIP: 31427QUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3545266 | PA      | $3613731.47    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL3299 5.5% 11/01/55                   | FREDDIE MAC POOL UMBS P#SL3299 5.50000000                                                          | CUSIP: 31427QUZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5919765 | PA      | $6052175.75    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL3380 5.5% 02/01/55                   | FREDDIE MAC POOL UMBS P#SL3380 5.50000000                                                          | CUSIP: 31427QXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      3401061 | PA      | $3460622.60    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL3905 5.5% 01/01/56                   | FREDDIE MAC POOL UMBS P#SL3905 5.50000000                                                          | CUSIP: 31427RKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     27031832 | PA      | $27677175.78   | 0.06%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL4236 5% 02/01/56                     | FREDDIE MAC POOL UMBS P#SL4236 5.00000000                                                          | CUSIP: 31427RV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13681308 | PA      | $13637349.87   | 0.03%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SL4307 5% 03/01/56                     | FREDDIE MAC POOL UMBS P#SL4307 5.00000000                                                          | CUSIP: 31427RYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38023861 | PA      | $37901687.76   | 0.08%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ0196 6.5% 11/01/53                   | FREDDIE MAC POOL UMBS P#RJ0196 6.50000000                                                          | CUSIP: 3142GQGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5549704 | PA      | $5823854.89    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1013 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#RJ1013 6.50000000                                                          | CUSIP: 3142GRDT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13969492 | PA      | $14688072.64   | 0.03%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1111 6.5% 03/01/54                   | FREDDIE MAC POOL UMBS P#RJ1111 6.50000000                                                          | CUSIP: 3142GRGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      1449943 | PA      | $1499857.04    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2596 6.5% 10/01/54                   | FREDDIE MAC POOL UMBS P#RJ2596 6.50000000                                                          | CUSIP: 3142GS3E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      9014253 | PA      | $9463907.91    | 0.02%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ1929 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#RJ1929 6.00000000                                                          | CUSIP: 3142GSEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     37147985 | PA      | $37907447.72   | 0.08%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ2526 6% 07/01/54                     | FREDDIE MAC POOL UMBS P#RJ2526 6.00000000                                                          | CUSIP: 3142GSYY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       172846 | PA      | $176532.12     | 0.00%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ3965 5.5% 04/01/55                   | FREDDIE MAC POOL UMBS P#RJ3965 5.50000000                                                          | CUSIP: 3142GUMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6721289 | PA      | $6850919.41    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ3975 6.5% 04/01/55                   | FREDDIE MAC POOL UMBS P#RJ3975 6.50000000                                                          | CUSIP: 3142GUMZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4287042 | PA      | $4507963.08    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4594 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#RJ4594 6.50000000                                                          | CUSIP: 3142GVC82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     18160206 | PA      | $19125426.28   | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4701 6.5% 08/01/55                   | FREDDIE MAC POOL UMBS P#RJ4701 6.50000000                                                          | CUSIP: 3142GVGK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     16428522 | PA      | $17319471.83   | 0.04%             | 2055-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4792 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4792 6.50000000                                                          | CUSIP: 3142GVKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6671127 | PA      | $7058930.51    | 0.02%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4793 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4793 6.50000000                                                          | CUSIP: 3142GVKF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6017790 | PA      | $6373037.10    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4794 6.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4794 6.50000000                                                          | CUSIP: 3142GVKG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6437187 | PA      | $6824915.44    | 0.01%             | 2055-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ4830 5.5% 09/01/55                   | FREDDIE MAC POOL UMBS P#RJ4830 5.50000000                                                          | CUSIP: 3142GVLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2873188 | PA      | $2937527.59    | 0.01%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ5158 5.5% 11/01/55                   | FREDDIE MAC POOL UMBS P#RJ5158 5.50000000                                                          | CUSIP: 3142GVWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      6409772 | PA      | $6535518.90    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#RJ5228 5.5% 11/01/55                   | FREDDIE MAC POOL UMBS P#RJ5228 5.50000000                                                          | CUSIP: 3142GVY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      4962267 | PA      | $5074786.58    | 0.01%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/ 5.875% 04/01/29                | FERRELLGAS LP/FERRELLGAS REGD 144A P/P 5.87500000                                                  | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7868000 | PA      | $7521789.90    | 0.02%             | 2029-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FERRELLGAS LP/F 9.25% 01/15/31                | FERRELLGAS LP/FERRELLGAS REGD 144A P/P 9.25000000                                                  | CUSIP: 315292AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4821000 | PA      | $5023192.74    | 0.01%             | 2031-01-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY INV MMKT GOVT-INST                   | FIDELITY GOVERNMENT PORTFOLIO CL INSTITUTIONAL 0.00000000                                          | CUSIP: 31607A703<br>LEI: N/A                  | Long             | EC               | RF                | US        |   3029603783 | NS      | $3029603782.59 | 6.59%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL I 4.45% 03/10/28                | FIDELITY NATL INFO SERV REGD 4.45000000                                                            | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      6550000 | PA      | $6531662.42    | 0.01%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL I 4.55% 03/10/29                | FIDELITY NATL INFO SERV REGD 4.55000000                                                            | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7464636.15    | 0.02%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL IN 4.8% 03/10/31                | FIDELITY NATL INFO SERV REGD 4.80000000                                                            | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4663110.83    | 0.01%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 4.5% 08/15/28                | FIDELITY NATL FINANCIAL REGD SER WI 4.50000000                                                     | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     15455000 | PA      | $15415593.77   | 0.03%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FI 3.4% 06/15/30                | FIDELITY NATL FINANCIAL REGD 3.40000000                                                            | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      5874000 | PA      | $5523147.98    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL F 2.45% 03/15/31                | FIDELITY NATL FINANCIAL REGD 2.45000000                                                            | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |      6840000 | PA      | $6032682.12    | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FMIC 2006-3 1A V/R 11/25/36                   | FIELDSTONE MORTGAGE INVESTMENT TRUST SERIES  SER 2006-3 CL 1A V/R REGD 4.06821000                  | CUSIP: 316599AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1884111 | PA      | $1754784.26    | 0.00%             | 2036-11-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-HE5 A V/R 08/25/55                 | FIGRE TRUST 2025-HE5 SER 2025-HE5 CL A V/R REGD 144A P/P 5.28500000                                | CUSIP: 31684MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22747518 | PA      | $22685797.24   | 0.05%             | 2055-08-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-HE4 A V/R 07/25/55                 | FIGRE TRUST 2025-HE4 SER 2025-HE4 CL A V/R REGD 144A P/P 5.40800000                                | CUSIP: 31684PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14319464 | PA      | $14330991.26   | 0.03%             | 2055-07-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-HE7 A V/R 11/25/55                 | FIGRE TRUST 2025-HE7 SER 2025-HE7 CL A V/R REGD 144A P/P 5.15000000                                | CUSIP: 31684RAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32680624 | PA      | $32466856.56   | 0.07%             | 2055-11-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| FIGRE 2025-FL2  S/UP 02/25/29                 | FIGRE TRUST 2025-FL2 SER 2025-FL2 CL A1 S/UP REGD 144A P/P 5.05300000                              | CUSIP: 31684TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11815055 | PA      | $11748107.28   | 0.03%             | 2055-11-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIGRE 2026-HE2 A V/R 01/25/56                 | FIGRE TRUST 2026-HE2 SER 2026-HE2 CL A V/R REGD 144A P/P 5.04900000                                | CUSIP: 31684VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28108005 | PA      | $27876232.36   | 0.06%             | 2056-01-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIGRE 2026-FL1 A V/R 03/25/56                 | FIGRE TRUST 2026-FL1 SER 2026-FL1 CL A1 V/R REGD 144A P/P 5.48900000                               | CUSIP: 31684XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28480000 | PA      | $28534143.33   | 0.06%             | 2056-03-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN F 2.4% 08/15/31                | FIRST AMERICAN FINANCIAL REGD 2.40000000                                                           | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |      6800000 | PA      | $5851386.40    | 0.01%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN  5.45% 09/30/34                | FIRST AMERICAN FINANCIAL REGD 5.45000000                                                           | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |       900000 | PA      | $882064.02     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC 5.625% 01/01/30                 | FIRSTCASH INC REGD 144A P/P 5.62500000                                                             | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      3594000 | PA      | $3574047.55    | 0.01%             | 2030-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF16 2 V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF16 SER 2006-FF16 CL 2A4 V/R REGD 4.21303000              | CUSIP: 320275AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4566075 | PA      | $1773973.49    | 0.00%             | 2036-12-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF2 A5 V/R 02/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF2 SER 2006-FF2 CL A5 V/R REGD 4.39303000                 | CUSIP: 32027NA35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10667129 | PA      | $10118679.53   | 0.02%             | 2036-02-25      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| FFML 2002-FF4 1A V/R 02/25/33                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2002-FF4 SER 2002-FF4 CL 1A2 V/R REGD 4.90714000                | CUSIP: 32027NBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2196612 | PA      | $2173393.11    | 0.00%             | 2033-02-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| FFML 2003-FFH2 M V/R 02/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2003-FFH2 SER 2003-FFH2 CL M1A V/R REGD 5.43214000              | CUSIP: 32027NES6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1824336 | PA      | $1951139.82    | 0.00%             | 2034-02-25      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| FFML 2004-FF7 M5 V/R 09/25/34                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2004-FF7 SER 2004-FF7 CL M5 V/R REGD 5.96803000                 | CUSIP: 32027NLE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       854074 | PA      | $959159.40     | 0.00%             | 2034-09-25      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| FFML 2005-FF12 M V/R 11/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES 2005-FF12 SER 2005-FF12 CL M2 V/R REGD 4.49803000        | CUSIP: 32027NXX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1145724 | PA      | $1125075.95    | 0.00%             | 2036-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF17 A V/R 12/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF17 SER 2006-FF17 CL A5 V/R REGD 3.94303000               | CUSIP: 32028KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2074091 | PA      | $1823071.14    | 0.00%             | 2036-12-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| FFML 2006-FF11 1 V/R 08/25/36                 | FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FF11 SER 2006-FF11 CL 1A2 V/R REGD 4.15303000              | CUSIP: 32028PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15983889 | PA      | $15648185.34   | 0.03%             | 2036-08-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| FIAOT 2022-1A  3.79% 08/15/26                 | FIRST INVESTORS AUTO OWNER TRUST 2022-1 SER 2022-1A CL D REGD 144A P/P 3.79000000                  | CUSIP: 32057KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2875000 | PA      | $2869452.11    | 0.01%             | 2028-06-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FIAOT 2025-1A  5.22% 10/15/29                 | FIRST INVESTORS AUTO OWNER TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.22000000                  | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2300000 | PA      | $2305434.90    | 0.01%             | 2033-12-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GT 1996-3 M1 V/R 05/15/27                     | CONSECO FINANCE CORP SER 1996-3 CL M1 V/R REGD 393505MG4 7.70000000                                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | US        |       405864 | PA      | $405356.51     | 0.00%             | 2027-05-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TR 2.866% 09/15/28                | FIRSTENERGY TRANSMISSION REGD 144A P/P 2.86600000                                                  | CUSIP: 33767BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16876000 | PA      | $16217103.75   | 0.04%             | 2028-09-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.258% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E1 REGD 144A P/P 2.25800000                        | CUSIP: 33767TAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3380000 | PA      | $3334702.93    | 0.01%             | 2038-09-17      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR2 2.358% 09/17/26                 | FIRSTKEY HOMES 2021-SFR2 TRUST SER 2021-SFR2 CL E2 REGD 144A P/P 2.35800000                        | CUSIP: 33767TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2000000 | PA      | $1973127.80    | 0.00%             | 2038-09-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 2.389% 08/17/26                 | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.38900000                        | CUSIP: 33767WAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4795000 | PA      | $4740814.58    | 0.01%             | 2038-08-17      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| FKH 2021-SFR1 3.452% 08/17/26                 | FIRSTKEY HOMES 2021-SFR1 TRUST SER 2021-SFR1 CL F2 REGD 144A P/P 3.45200000                        | CUSIP: 33767WAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10656000 | PA      | $10559169.99   | 0.02%             | 2038-08-17      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.625% 08/21/33                    | FISERV INC REGD 5.62500000                                                                         | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     13045000 | PA      | $13167259.96   | 0.03%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.45% 03/15/34                     | FISERV INC REGD 5.45000000                                                                         | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      3010000 | PA      | $2995041.29    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC 5.25% 08/11/35                     | FISERV INC REGD 5.25000000                                                                         | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     14940000 | PA      | $14529361.10   | 0.03%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MITCHELLS 6.013% 12/15/28/GBP/                | MITCHELLS & BUTLERS FINA /GBP/ REGD SER B2 6.01300000                                              | CUSIP: G6160KAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       152293 | PA      | $201508.38     | 0.00%             | 2028-12-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| MORGN 2019-5A AR V/R 04/15/35                 | 522 FUNDING CLO 2019-5 LTD SER 2019-5A CL AR2 V/R REGD 144A P/P 4.67963000                         | CUSIP: 33829WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13000000 | PA      | $12929852.00   | 0.03%             | 2035-04-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| MORGN 2020-6A A1 V/R 10/23/34                 | 522 FUNDING CLO 2020-6 LTD SER 2020-6A CL A1R2 V/R REGD 144A P/P 4.87102000                        | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     21500000 | PA      | $21485014.50   | 0.05%             | 2034-10-23      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FCAT 2023-2 D 6.62% 05/15/29                  | FLAGSHIP CREDIT AUTO TRUST 2023-2 SER 2023-2 CL D REGD 144A P/P 6.62000000                         | CUSIP: 33843EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8385000 | PA      | $8403914.88    | 0.02%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| FCAT 2024-1 A2 5.64% 03/15/28                 | FLAGSHIP CREDIT AUTO TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 5.64000000                        | CUSIP: 33843VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       560594 | PA      | $560841.84     | 0.00%             | 2028-03-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-1 D 1.27% 03/15/27                  | FLAGSHIP CREDIT AUTO TRUST 2021-1 SER 2021-1 CL D REGD 144A P/P 1.27000000                         | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       221129 | PA      | $220586.71     | 0.00%             | 2027-03-15      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| FCAT 2024-3 A 4.88% 11/15/28                  | FLAGSHIP CREDIT AUTO TRUST 2024-3 SER 2024-3 CL A REGD 144A P/P 4.88000000                         | CUSIP: 33843YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       533456 | PA      | $533822.29     | 0.00%             | 2028-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FCAT 2021-2 D 1.59% 12/15/25                  | FLAGSHIP CREDIT AUTO TRUST 2021-2 SER 2021-2 CL D REGD 144A P/P 1.59000000                         | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1599860 | PA      | $1588988.26    | 0.00%             | 2027-06-15      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FCAT 2023-3 D 6.58% 02/15/28                  | FLAGSHIP CREDIT AUTO TRUST 2023-3 SER 2023-3 CL D REGD 144A P/P 6.58000000                         | CUSIP: 33846BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1205000 | PA      | $1140975.34    | 0.00%             | 2029-08-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER &  5.7% 03/15/55                | FLORIDA POWER & LIGHT CO REGD 5.70000000                                                           | CUSIP: 341081GY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1762849.91    | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRINI 2021- V/R 07/15/59 /GBP/                | TRINITY SQUARE 2021-1 PLC SER 2021-1A CL AR V/R REGD 144A P/P /GBP/ 4.64086000                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      1437276 | PA      | $1902758.34    | 0.00%             | 2059-07-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| TWRBG 2024- V/R 05/20/27 /GBP/                | TOWER BRIDGE FUNDING 2024-2 PLC SER 2024-2A CL A V/R REGD 144A P/P /GBP/ 4.61533000                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |      2580661 | PA      | $3418488.02    | 0.01%             | 2066-05-20      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| TPMF 2024-G V/R 10/20/29 /GBP/                | TOWD POINT MORTGAGE FUNDING 2024 - GRA SER 2024-GR6A CL A1 V/R REGD 144A P/P /GBP/ 4.66509000      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | GB        |     21540144 | PA      | $28533171.60   | 0.06%             | 2053-07-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.625% 05/30/37/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.62500000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |      3700000 | PA      | $4025774.37    | 0.01%             | 2037-05-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASU 5.875% 06/04/31                | FLUTTER TREASURY DAC REGD 144A P/P 5.87500000                                                      | CUSIP: 344045AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     11170000 | PA      | $11066007.30   | 0.02%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FOCUS 2023-2  8.241% 10/30/30                 | FOCUS BRANDS FUNDING SER 2023-2 CL A2 REGD 144A P/P 8.24100000                                     | CUSIP: 34417RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3176875 | PA      | $3325601.36    | 0.01%             | 2053-10-30      | Fixed         | 8.24%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A A 4.65% 08/15/26                 | FORD CREDIT AUTO OWNER TRUST 2023-A SER 2023-A CL A3 REGD 4.65000000                               | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       933887 | PA      | $935409.06     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORDO 2023-A A 4.56% 11/15/26                 | FORD CREDIT AUTO OWNER TRUST 2023-A SER 2023-A CL A4 REGD 4.56000000                               | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4500000 | PA      | $4516227.90    | 0.01%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FASTR 20 3.724% 06/15/27 /CAD/                | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A2 REGD 144A P/P /CAD/ 3.72400000                 | CUSIP: 345214BT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      3254900 | PA      | $2349138.54    | 0.01%             | 2028-11-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FASTR 20 3.843% 02/15/29 /CAD/                | FORD AUTO SECURITIZATION TRUST II SER 2024-BA CL A3 REGD 144A P/P /CAD/ 3.84300000                 | CUSIP: 345214BV1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |      3300000 | PA      | $2371369.42    | 0.01%             | 2030-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| FORDL 2023-B D 6.97% 06/15/26                 | FORD CREDIT AUTO LEASE TRUST 2023-B SER 2023-B CL D REGD 6.97000000                                | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2810000 | PA      | $2817845.24    | 0.01%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FORDO 2025-B A 3.91% 04/15/30                 | FORD CREDIT AUTO OWNER TRUST 2025-B SER 2025-B CL A3 REGD 3.91000000                               | CUSIP: 34532BAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52423000 | PA      | $52253070.85   | 0.11%             | 2030-04-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.32% 05/15/26                 | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.32000000                              | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5660389 | PA      | $5662514.66    | 0.01%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-C A 4.07% 03/15/28                 | FORD CREDIT AUTO OWNER TRUST 2024-C SER 2024-C CL A3 REGD 4.07000000                               | CUSIP: 34532UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7400000 | PA      | $7399465.72    | 0.02%             | 2029-07-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-A A 5.09% 12/15/28                 | FORD CREDIT AUTO OWNER TRUST 2024-A SER 2024-A CL A3 REGD 5.09000000                               | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3410020 | PA      | $3433355.13    | 0.01%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.271% 01/09/27                | FORD MOTOR CREDIT CO LLC REGD 4.27100000                                                           | CUSIP: 345397A45<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       435000 | PA      | $433012.05     | 0.00%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 4.125% 08/17/27                | FORD MOTOR CREDIT CO LLC REGD 4.12500000                                                           | CUSIP: 345397A86<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6472000 | PA      | $6388159.32    | 0.01%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/16/28                | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                           | CUSIP: 345397B51<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9940000 | PA      | $9530759.27    | 0.02%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.7% 08/10/26                | FORD MOTOR CREDIT CO LLC REGD 2.70000000                                                           | CUSIP: 345397B77<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7851000 | PA      | $7793028.61    | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 2.9% 02/10/29                | FORD MOTOR CREDIT CO LLC REGD 2.90000000                                                           | CUSIP: 345397B93<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000000 | PA      | $12158533.14   | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 4.95% 05/28/27                | FORD MOTOR CREDIT CO LLC REGD 4.95000000                                                           | CUSIP: 345397C27<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35826000 | PA      | $35815210.28   | 0.08%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 6.8% 05/12/28                | FORD MOTOR CREDIT CO LLC REGD 6.80000000                                                           | CUSIP: 345397C92<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2044000 | PA      | $2105525.54    | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/05/27                | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                           | CUSIP: 345397D83<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23800000 | PA      | $23931257.24   | 0.05%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI 5.8% 03/08/29                | FORD MOTOR CREDIT CO LLC REGD 5.80000000                                                           | CUSIP: 345397E58<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5865417.39    | 0.01%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.125% 11/05/26                | FORD MOTOR CREDIT CO LLC REGD 5.12500000                                                           | CUSIP: 345397F81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7500000 | PA      | $7515497.25    | 0.02%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT V/R 11/05/26                | FORD MOTOR CREDIT CO LLC REGD V/R 5.11161800                                                       | CUSIP: 345397F99<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11100000 | PA      | $11114315.78   | 0.02%             | 2026-11-05      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.918% 03/20/28                | FORD MOTOR CREDIT CO LLC REGD 5.91800000                                                           | CUSIP: 345397G72<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000000 | PA      | $18228137.40   | 0.04%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 5.73% 09/05/30                | FORD MOTOR CREDIT CO LLC REGD 5.73000000                                                           | CUSIP: 345397H48<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20325000 | PA      | $20304489.64   | 0.04%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 4.97% 04/06/29                | FORD MOTOR CREDIT CO LLC REGD 4.97000000                                                           | CUSIP: 345397J20<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15700000 | PA      | $15506299.99   | 0.03%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRED 5.42% 04/09/31                | FORD MOTOR CREDIT CO LLC REGD 5.42000000                                                           | CUSIP: 345397J61<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10975000 | PA      | $10777780.24   | 0.02%             | 2031-04-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CRE 3.815% 11/02/27                | FORD MOTOR CREDIT CO LLC REGD 3.81500000                                                           | CUSIP: 345397YT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4440000 | PA      | $4350946.30    | 0.01%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BBAME 2A A V/R 10/15/34 /EUR/                 | BBAM EUROPEAN CLO II DAC SER 2A CL A V/R REGD 144A P/P /EUR/ 3.03600000                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     10000000 | PA      | $11540618.81   | 0.03%             | 2034-10-15      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| LUGO 2024-1 V/R 05/26/66 /EUR/                | LUGO FUNDING DAC SER 2024-1A CL A V/R REGD 144A P/P /EUR/ 3.04100000                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     11460181 | PA      | $13226300.87   | 0.03%             | 2066-05-26      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| ANDIRON FINANC V/R 01/21/30 FUNDED            | ANDIRON FINANCING LLC FUNDED VARIABLE REGD 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       340000 | PA      | $340000.00     | 0.00%             | 2030-01-21      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| COLFR 1A AR V/R 08/15/33 /EUR/                | CVC CORDATUS OPPORTUNITY LOAN FUND-R DAC SER 1A CL AR V/R REGD 144A P/P /EUR/ 2.82400000           | CUSIP: N/A<br>LEI: 635400C8SJP8XE4FXA57       | Long             | ABS-CBDO         | CORP              | IE        |      7204367 | PA      | $8306942.93    | 0.02%             | 2033-08-15      | Variable      | 2.82%                 | No            |                  2 | On Loan: No      |
| CREDIT OPPORT 6.74% 03/20/2030                | CREDIT OPPORTUNITIES PARTNERS  JV LLC /PPN 22548@ AC5/ 6.74000000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      8400000 | PA      | $8400000.00    | 0.02%             | 2030-03-20      | Fixed         | 6.74%                 | Yes           |                  3 | On Loan: No      |
| REV RC BARCL 1.65% 6/17/27/EUR                | REV RC BARCL 1.65% 6/17/27/EUR 1.65000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Short            | RA               | CORP              | US        |      -304878 | PA      | $-352393.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HARVT 21A A V/R 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A1R V/R REGD 144A P/P /EUR/ 2.77600000                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |     11617082 | PA      | $13416983.00   | 0.03%             | 2031-07-15      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| HARVT 21A 1.04% 07/15/31 /EUR/                | HARVEST CLO XXI DAC SER 21A CL A2R REGD 144A P/P /EUR/ 1.04000000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      1384594 | PA      | $1575967.62    | 0.00%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| BCCE 2018-2 V/R 01/20/32 /EUR/                | BAIN CAPITAL EURO CLO 2018-2 DAC SER 2018-2A CL AR V/R REGD 144A P/P /EUR/ 2.76600000              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      1627535 | PA      | $1880644.48    | 0.00%             | 2032-01-20      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A A 6.53% 11/15/30                 | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL A REGD 144A P/P 6.53000000                          | CUSIP: 35042RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2414824 | PA      | $2504479.12    | 0.01%             | 2049-06-15      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FFIN 2023-2A B 6.97% 07/15/31                 | FOUNDATION FINANCE TRUST 2023-2 SER 2023-2A CL B REGD 144A P/P 6.97000000                          | CUSIP: 35042RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1270168 | PA      | $1318037.39    | 0.00%             | 2049-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDC 5.5% 01/25/31                | FOUNDRY JV HOLDCO LLC REGD 144A P/P 5.50000000                                                     | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |       940000 | PA      | $959810.53     | 0.00%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACR 2021-DNA6  V/R 10/25/41                 | FREDDIE MAC STACR REMIC TRUST 2021-DNA6 SER 2021-DNA6 CL M2 V/R REGD 144A P/P 5.16190000           | CUSIP: 35564KKY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13759959 | PA      | $13772815.90   | 0.03%             | 2041-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| STACR 2022-DNA7  V/R 09/25/42                 | FREDDIE MAC STACR REMIC TRUST 2022-DNA7 SER 2022-DNA7 CL M1B V/R REGD 144A P/P 8.66190000          | CUSIP: 35564KL49<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9000000 | PA      | $9457499.70    | 0.02%             | 2052-03-25      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| STACR 2023-DNA2  V/R 04/25/43                 | FREDDIE MAC STACR REMIC TRUST 2023-DNA2 SER 2023-DNA2 CL M1A V/R REGD 144A P/P 5.76190000          | CUSIP: 35564KT58<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2066028 | PA      | $2084701.11    | 0.00%             | 2043-04-25      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGAG 9.25% 02/01/29                | FREEDOM MORTGAGE HOLD REGD 144A P/P 9.25000000                                                     | CUSIP: 35641AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       226000 | PA      | $229071.34     | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGA 9.125% 05/15/31                | FREEDOM MORTGAGE HOLD REGD 144A P/P 9.12500000                                                     | CUSIP: 35641AAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $58957.00      | 0.00%             | 2031-05-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FREEDOM MORTGA 8.375% 04/01/32                | FREEDOM MORTGAGE HOLD REGD 144A P/P 8.37500000                                                     | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        58000 | PA      | $57054.27      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| FHLT 2004-C M1 V/R 08/25/34                   | FREMONT HOME LOAN TRUST 2004-C SER 2004-C CL M1 V/R REGD 4.76803000                                | CUSIP: 35729PET3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5493961 | PA      | $5234930.99    | 0.01%             | 2034-08-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FHLT 2004-4 M1 V/R 03/25/35                   | FREMONT HOME LOAN TRUST 2004-4 SER 2004-4 CL M1 V/R REGD 4.58803000                                | CUSIP: 35729PGT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13942873 | PA      | $13291272.14   | 0.03%             | 2035-03-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-1 M6 V/R 06/25/35                   | FREMONT HOME LOAN TRUST 2005-1 SER 2005-1 CL M6 V/R REGD 4.94803000                                | CUSIP: 35729PJG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3072000 | PA      | $2637080.99    | 0.01%             | 2035-06-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M3 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M3 V/R REGD 4.57303000                                | CUSIP: 35729PKT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6288622 | PA      | $6089071.12    | 0.01%             | 2035-07-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-C M4 V/R 07/25/35                   | FREMONT HOME LOAN TRUST 2005-C SER 2005-C CL M4 V/R REGD 4.72303000                                | CUSIP: 35729PKU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10696137 | PA      | $9269019.90    | 0.02%             | 2035-07-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| FHLT 2005-E 2A4 V/R 01/25/36                  | FREMONT HOME LOAN TRUST 2005-E SER 2005-E CL 2A4 V/R REGD 4.45303000                               | CUSIP: 35729PNC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4012160 | PA      | $3913053.68    | 0.01%             | 2036-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED  1.875% 12/01/26                | FRESENIUS MED CARE III REGD 144A P/P 1.87500000                                                    | CUSIP: 35805BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9545000 | PA      | $9360111.92    | 0.02%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HO 5.95% 07/21/31                | SHIMAO GROUP HOLDINGS LT REGD 144A P/P MTN 5.95000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |       198683 | PA      | $6457.20       | 0.00%             | 2031-07-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG  ZCP 03/30/27                | TIMES CHINA HLDG LTD REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |      3425117 | PA      | $20090.85      | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AQUE 2025-1 V/R 01/25/39 /EUR/                | AQUEDUCT EUROPEAN CLO 15 DAC SER 2025-15A CL BR3 V/R REGD 144A P/P /EUR/ 4.10400000                | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      9250000 | PA      | $10650535.15   | 0.02%             | 2039-01-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) JUN26                   | FUTURE CONTRACT ON           US 2YR NOTE (CBT) JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         8218 | NC      | $1704785574.02 | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ELMP 1A BR3 V/R 01/15/38 /EUR/                | ELM PARK CLO DAC SER 1A CL BR3 V/R REGD 144A P/P /EUR/ 4.06800000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      4500000 | PA      | $5181081.36    | 0.01%             | 2038-01-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| OCPE 2023-8 V/R 01/20/40 /EUR/                | OCP EURO CLO 2023-8 DAC SER 2023-8A CL BR V/R REGD 144A P/P /EUR/ 4.02800000                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |      8500000 | PA      | $9778067.22    | 0.02%             | 2040-01-20      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) JUN26                   | FUTURE CONTRACT ON           US 5YR NOTE (CBT) JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        15807 | NC      | $1709996328.22 | 3.72%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) JUN26                   | FUTURE CONTRACT ON           US LONG BOND(CBT) JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |          367 | NC      | $41792125.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US LONG BOND(CBT) JUN26                   | FUTURE CONTRACT ON           US LONG BOND(CBT) JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -431 | NC      | $-49080125.00  | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)JUN26                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -6287 | NC      | $-698151703.13 | -1.52%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR NOTE (CBT)JUN26                   | FUTURE CONTRACT ON           US 10YR NOTE (CBT)JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         4912 | NC      | $545462250.00  | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| NIGERIA OMO  ZCP 05/26/26/NGN/                | NIGERIA OMO BILL /NGN/ REGD ZCP SER 188D 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | USGA              | NG        |  48794000000 | PA      | $34067195.41   | 0.07%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| F/C US ULTRA BOND CBT JUN26                   | FUTURE CONTRACT ON           US ULTRA BOND CBT JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        12954 | NC      | $1509950625.00 | 3.28%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C US ULTRA BOND CBT JUN26                   | FUTURE CONTRACT ON           US ULTRA BOND CBT JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |         -136 | NC      | $-15852500.00  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT JUN26                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        -2003 | NC      | $-227371796.88 | -0.49%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C US 10YR ULTRA FUT JUN26                   | FUTURE CONTRACT ON           US 10YR ULTRA FUT JUN26 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |        22332 | NC      | $2535030937.51 | 5.51%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C LONG GILT FUTURE  JUN26                   | FUTURE CONTRACT ON           LONG GILT FUTURE  JUN26 /GBP/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         -219 | NC      | $-25447546.25  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C LONG GILT FUTURE  JUN26                   | FUTURE CONTRACT ON           LONG GILT FUTURE  JUN26 /GBP/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | GB        |         5928 | NC      | $688826731.50  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| RDCUK 1A A V/R 02/28/31 /GBP/                 | RAMSGATE DC HOLDINGS UK 1 SARL SER 1A CL A V/R REGD 144A P/P /GBP/ 5.48300000                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | LU        |      4500000 | PA      | $5817045.17    | 0.01%             | 2056-02-28      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BUND FUTURE  JUN26                   | FUTURE CONTRACT ON           EURO-BUND FUTURE  JUN26 /EUR/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |        -1586 | NC      | $-229862198.09 | -0.50%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-BUXL 30Y BND JUN26                   | FUTURE CONTRACT ON           EURO-BUXL 30Y BND JUN26 /EUR/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -150 | NC      | $-19116602.83  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GSG BIDCO 6.375% 06/15/51/EUR/                | GSG BIDCO LTD /EUR/ REGD 144A P/P 6.37500000                                                       | CUSIP: N/A<br>LEI: 984500F49D98F3GDZ668       | Long             | DBT              | CORP              | JE        |     16800000 | PA      | $18992668.46   | 0.04%             | 2051-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| F/C EURO-BOBL FUTURE  JUN26                   | FUTURE CONTRACT ON           EURO-BOBL FUTURE  JUN26 /EUR/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -916 | NC      | $-122212503.14 | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C EURO-SCHATZ FUT   JUN26                   | FUTURE CONTRACT ON           EURO-SCHATZ FUT   JUN26 /EUR/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -551 | NC      | $-67349355.63  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 10Y BOND FUT JUN26                   | FUTURE CONTRACT ON           AUST 10Y BOND FUT JUN26 /AUD/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         7406 | NC      | $550596958.75  | 1.20%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 10Y BOND FUT JUN26                   | FUTURE CONTRACT ON           AUST 10Y BOND FUT JUN26 /AUD/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |        -1421 | NC      | $-105643839.91 | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 3YR BOND FUT JUN26                   | FUTURE CONTRACT ON           AUST 3YR BOND FUT JUN26 /AUD/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |          669 | NC      | $47844667.02   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| F/C AUST 3YR BOND FUT JUN26                   | FUTURE CONTRACT ON           AUST 3YR BOND FUT JUN26 /AUD/ 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         -777 | NC      | $-55568469.77  | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| RC R/P BNYMEL  3.700% 04/01/26                | RC R/P BNYMEL  3.700% 04/01/26 3.70000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    200000000 | PA      | $200000000.00  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P BOFA S  3.690% 04/01/26                | RC R/P BOFA S  3.690% 04/01/26 3.69000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    674900000 | PA      | $674900000.00  | 1.47%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  3.660% 04/01/26                | RC R/P CITIGR  3.660% 04/01/26 3.66000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    490200000 | PA      | $490200000.01  | 1.07%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  3.690% 04/01/26                | RC R/P CITIGR  3.690% 04/01/26 3.69000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    377600000 | PA      | $377600000.00  | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| RC R/P CITIGR  3.720% 04/01/26                | RC R/P CITIGR  3.720% 04/01/26 3.72000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | RA               | CORP              | US        |    340200000 | PA      | $340200000.02  | 0.74%             |  |  |  | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 4.4% 09/23/27                | GA GLOBAL FUNDING TRUST REGD 144A P/P 4.40000000                                                   | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |     12000000 | PA      | $11923429.68   | 0.03%             | 2027-09-23      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 5.2% 12/09/31                | GA GLOBAL FUNDING TRUST REGD 144A P/P 5.20000000                                                   | CUSIP: 36143L2Q7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $5583644.82    | 0.01%             | 2031-12-09      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 5.5% 04/01/32                | GA GLOBAL FUNDING TRUST REGD 144A P/P 5.50000000                                                   | CUSIP: 36143L2T1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |      9500000 | PA      | $9367062.13    | 0.02%             | 2032-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAT 2019-RPL1 A V/R 10/25/68                 | GCAT 2019-RPL1 TRUST SER 2019-RPL1 CL A1 V/R REGD 144A P/P 2.65000000                              | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       736579 | PA      | $719341.08     | 0.00%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMEN 4.375% 08/15/29                | GFL ENVIRONMENTAL INC REGD 144A P/P 4.37500000                                                     | CUSIP: 36168QAP9<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      2895000 | PA      | $2816611.82    | 0.01%             | 2029-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENT 6.75% 01/15/31                | GFL ENVIRONMENTAL INC REGD 144A P/P 6.75000000                                                     | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |      2621000 | PA      | $2712282.48    | 0.01%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD 8% 06/15/28                  | GGAM FINANCE LTD REGD 144A P/P 8.00000000                                                          | CUSIP: 36170JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      2697000 | PA      | $2799100.33    | 0.01%             | 2028-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE LTD 8% 02/15/27                  | GGAM FINANCE LTD REGD 144A P/P 8.00000000                                                          | CUSIP: 36170JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3050000 | PA      | $3078060.00    | 0.01%             | 2027-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GGAM FINANCE L 5.875% 03/15/30                | GGAM FINANCE LTD REGD 144A P/P 5.87500000                                                          | CUSIP: 36170JAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       238000 | PA      | $237130.10     | 0.00%             | 2030-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GFH 2025-IND  5.148% 06/15/28                 | GFH 2025-IND MORTGAGE TRUST SER 2025-IND CL A REGD 144A P/P 5.14800000                             | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15565000 | PA      | $15532217.00   | 0.03%             | 2033-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GITST 2025-NPL2  V/R 12/25/28                 | GITSIT MORTGAGE LOAN TRUST 2025-NPL2 SER 2025-NPL2 CL A1 V/R REGD 144A P/P 5.42460000              | CUSIP: 361728AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12872787 | PA      | $12794498.72   | 0.03%             | 2055-12-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-INV2 A V/R 03/25/48                 | GCAT 2025-INV2 TRUST SER 2025-INV2 CL A1 V/R REGD 144A P/P 6.00000000                              | CUSIP: 36173QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17899485 | PA      | $18089667.36   | 0.04%             | 2055-05-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| GGAMMT 2025-1 5.923% 09/30/60                 | GGAM MASTER TRUST INTERNATIONAL LTD SER 2025-1A CL A REGD 144A P/P 5.92300000                      | CUSIP: 36173XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13150349 | PA      | $13102974.52   | 0.03%             | 2060-09-30      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3521 3.5% 03/20/46                | GINNIE MAE II POOL P#MA3521 3.50000000                                                             | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       444852 | PA      | $416895.77     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3597 3.5% 04/20/46                | GINNIE MAE II POOL P#MA3597 3.50000000                                                             | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       164537 | PA      | $154879.12     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4382 3.5% 04/20/47                | GINNIE MAE II POOL P#MA4382 3.50000000                                                             | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       635061 | PA      | $597117.27     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4451 3.5% 05/20/47                | GINNIE MAE II POOL P#MA4451 3.50000000                                                             | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        83302 | PA      | $78324.83      | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4453 4.5% 05/20/47                | GINNIE MAE II POOL P#MA4453 4.50000000                                                             | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1454111 | PA      | $1433925.80    | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3662 3% 05/20/46                  | GINNIE MAE II POOL P#MA3662 3.00000000                                                             | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2221652 | PA      | $2014376.10    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA3736 3.5% 06/20/46                | GINNIE MAE II POOL P#MA3736 3.50000000                                                             | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       632217 | PA      | $592105.04     | 0.00%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4003 3% 10/20/46                  | GINNIE MAE II POOL P#MA4003 3.00000000                                                             | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       561738 | PA      | $509224.60     | 0.00%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4126 3% 12/20/46                  | GINNIE MAE II POOL P#MA4126 3.00000000                                                             | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1382803 | PA      | $1251406.48    | 0.00%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4127 3.5% 12/20/46                | GINNIE MAE II POOL P#MA4127 3.50000000                                                             | CUSIP: 36179SSQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1185868 | PA      | $1113639.27    | 0.00%             | 2046-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4196 3.5% 01/20/47                | GINNIE MAE II POOL P#MA4196 3.50000000                                                             | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1442910 | PA      | $1355001.86    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4320 3% 03/20/47                  | GINNIE MAE II POOL P#MA4320 3.00000000                                                             | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       370866 | PA      | $335652.23     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5398 4% 08/20/48                  | GINNIE MAE II POOL P#MA5398 4.00000000                                                             | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       964920 | PA      | $919410.20     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5399 4.5% 08/20/48                | GINNIE MAE II POOL P#MA5399 4.50000000                                                             | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2347939 | PA      | $2311024.96    | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4510 3.5% 06/20/47                | GINNIE MAE II POOL P#MA4510 3.50000000                                                             | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4969959 | PA      | $4687334.86    | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4512 4.5% 06/20/47                | GINNIE MAE II POOL P#MA4512 4.50000000                                                             | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2016646 | PA      | $1991439.82    | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4513 5% 06/20/47                  | GINNIE MAE II POOL P#MA4513 5.00000000                                                             | CUSIP: 36179TAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       989962 | PA      | $1004250.83    | 0.00%             | 2047-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4652 3.5% 08/20/47                | GINNIE MAE II POOL P#MA4652 3.50000000                                                             | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1288540 | PA      | $1214463.21    | 0.00%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4718 3% 09/20/47                  | GINNIE MAE II POOL P#MA4718 3.00000000                                                             | CUSIP: 36179TG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3662738 | PA      | $3310463.12    | 0.01%             | 2047-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4719 3.5% 09/20/47                | GINNIE MAE II POOL P#MA4719 3.50000000                                                             | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3260192 | PA      | $3059670.40    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4720 4% 09/20/47                  | GINNIE MAE II POOL P#MA4720 4.00000000                                                             | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       958443 | PA      | $915818.91     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4722 5% 09/20/47                  | GINNIE MAE II POOL P#MA4722 5.00000000                                                             | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       551403 | PA      | $559365.54     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4778 3.5% 10/20/47                | GINNIE MAE II POOL P#MA4778 3.50000000                                                             | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       257736 | PA      | $240210.69     | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4836 3% 11/20/47                  | GINNIE MAE II POOL P#MA4836 3.00000000                                                             | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1273667 | PA      | $1151164.77    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4837 3.5% 11/20/47                | GINNIE MAE II POOL P#MA4837 3.50000000                                                             | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4448872 | PA      | $4180729.89    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4838 4% 11/20/47                  | GINNIE MAE II POOL P#MA4838 4.00000000                                                             | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       669056 | PA      | $639059.46     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4901 4% 12/20/47                  | GINNIE MAE II POOL P#MA4901 4.00000000                                                             | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       649036 | PA      | $619820.56     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4961 3% 01/20/48                  | GINNIE MAE II POOL P#MA4961 3.00000000                                                             | CUSIP: 36179TQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1644911 | PA      | $1487688.24    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4962 3.5% 01/20/48                | GINNIE MAE II POOL P#MA4962 3.50000000                                                             | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2030890 | PA      | $1903477.79    | 0.00%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA4963 4% 01/20/48                  | GINNIE MAE II POOL P#MA4963 4.00000000                                                             | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       880297 | PA      | $840504.47     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6209 3% 10/20/49                  | GINNIE MAE II POOL P#MA6209 3.00000000                                                             | CUSIP: 36179U3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2133914 | PA      | $1874531.79    | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5466 4% 09/20/48                  | GINNIE MAE II POOL P#MA5466 4.00000000                                                             | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       733550 | PA      | $699480.17     | 0.00%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5467 4.5% 09/20/48                | GINNIE MAE II POOL P#MA5467 4.50000000                                                             | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       258226 | PA      | $254239.39     | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5528 4% 10/20/48                  | GINNIE MAE II POOL P#MA5528 4.00000000                                                             | CUSIP: 36179UD90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       285644 | PA      | $272406.15     | 0.00%             | 2048-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5530 5% 10/20/48                  | GINNIE MAE II POOL P#MA5530 5.00000000                                                             | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       732272 | PA      | $740336.64     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA5976 3.5% 06/20/49                | GINNIE MAE II POOL P#MA5976 3.50000000                                                             | CUSIP: 36179UT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       176335 | PA      | $160678.27     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA6030 3.5% 07/20/49                | GINNIE MAE II POOL P#MA6030 3.50000000                                                             | CUSIP: 36179UVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1016354 | PA      | $921082.98     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7988 3% 04/20/52                  | GINNIE MAE II POOL P#MA7988 3.00000000                                                             | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7558846 | PA      | $6753062.85    | 0.01%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7767 2.5% 12/20/51                | GINNIE MAE II POOL P#MA7767 2.50000000                                                             | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6264671 | PA      | $5393197.96    | 0.01%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7828 3% 01/20/52                  | GINNIE MAE II POOL P#MA7828 3.00000000                                                             | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       670457 | PA      | $598985.49     | 0.00%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA7937 3% 03/20/52                  | GINNIE MAE II POOL P#MA7937 3.00000000                                                             | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2504023 | PA      | $2237091.03    | 0.00%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8346 4% 10/20/52                  | GINNIE MAE II POOL P#MA8346 4.00000000                                                             | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    101995031 | PA      | $96621371.67   | 0.21%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8347 4.5% 10/20/52                | GINNIE MAE II POOL P#MA8347 4.50000000                                                             | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45273838 | PA      | $44108802.27   | 0.10%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA8425 3.5% 11/20/52                | GINNIE MAE II POOL P#MA8425 3.50000000                                                             | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       517210 | PA      | $478195.46     | 0.00%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MA9488 5.5% 02/20/54                | GINNIE MAE II POOL P#MA9488 5.50000000                                                             | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48223104 | PA      | $48799094.99   | 0.11%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.75% 06/01/28                | GLP CAPITAL LP / FIN II REGD 5.75000000                                                            | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10034000 | PA      | $10186797.75   | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / 5.3% 01/15/29                | GLP CAPITAL LP / FIN II REGD 5.30000000                                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1170000 | PA      | $1180147.41    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / F 4% 01/15/31                | GLP CAPITAL LP / FIN II REGD 4.00000000                                                            | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1989000 | PA      | $1880759.22    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  3.25% 01/15/32                | GLP CAPITAL LP / FIN II REGD 3.25000000                                                            | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7120000 | PA      | $6347284.13    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  6.75% 12/01/33                | GLP CAPITAL LP / FIN II REGD 6.75000000                                                            | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2755000 | PA      | $2901640.39    | 0.01%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.625% 09/15/34                | GLP CAPITAL LP / FIN II REGD 5.62500000                                                            | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2100000 | PA      | $2067219.84    | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.25% 02/15/33                | GLP CAPITAL LP / FIN II REGD 5.25000000                                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4900000 | PA      | $4803165.22    | 0.01%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP  5.75% 11/01/37                | GLP CAPITAL LP / FIN II REGD 5.75000000                                                            | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       535000 | PA      | $517809.59     | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP 5.625% 03/01/36                | GLP CAPITAL LP / FIN II REGD 5.62500000                                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9155000 | PA      | $8904136.52    | 0.02%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0143 3.5% 01/20/55                | GINNIE MAE II POOL P#MB0143 3.50000000                                                             | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1199999 | PA      | $1101119.56    | 0.00%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#MB0366 5.5% 05/20/55                | GINNIE MAE II POOL P#MB0366 5.50000000                                                             | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4459525 | PA      | $4492162.09    | 0.01%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GSMS 2012-BWTR A 2.954%11/5/34                | GS MORTGAGE SECURITIES TRUST   SERIES 2012-BWTR CLASS A    REGD 144A 2.95400000                    | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3901685 | PA      | $3411251.01    | 0.01%             | 2034-11-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-G1 B V/R 04/10/23                   | GS MORTGAGE SECURITIES CORP TRUST 2012-TMSQ SER 2013-G1 CL B V/R REGD 144A P/P 3.72206200          | CUSIP: 36197QAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1291602 | PA      | $1289116.96    | 0.00%             | 2031-04-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB A V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL A V/R REGD 144A P/P 3.54950000        | CUSIP: 36197VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4610000 | PA      | $3573211.00    | 0.01%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GSMS 2013-PEMB D V/R 03/05/25                 | GS MORTGAGE SECURITIES CORP TRUST 2013-PEMB SER 2013-PEMB CL D V/R REGD 144A P/P 3.54950000        | CUSIP: 36197VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5150000 | PA      | $25750.00      | 0.00%             | 2033-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| GNMA P#783956 4.5% 05/15/41                   | GINNIE MAE I POOL P#783956 4.50000000                                                              | CUSIP: 3622A2MD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       167590 | PA      | $163458.65     | 0.00%             | 2041-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#783995 5% 12/20/44                  | GINNIE MAE II POOL P#783995 5.00000000                                                             | CUSIP: 3622A2NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        95713 | PA      | $98063.19      | 0.00%             | 2044-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#784082 7.5% 08/15/33                   | GINNIE MAE I POOL P#784082 7.50000000                                                              | CUSIP: 3622A2RB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        21984 | PA      | $22607.27      | 0.00%             | 2033-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#784088 5% 07/15/44                     | GINNIE MAE I POOL P#784088 5.00000000                                                              | CUSIP: 3622A2RH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        50887 | PA      | $51034.50      | 0.00%             | 2044-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#787954 6% 02/20/55                  | GINNIE MAE II POOL P#787954 6.00000000                                                             | CUSIP: 3622ADWP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       361961 | PA      | $366860.26     | 0.00%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GSAMP 2007-FM2 A V/R 01/25/37                 | GSAMP TRUST 2007-FM2 SER 2007-FM2 CL A2A V/R REGD 3.85303000                                       | CUSIP: 3622MHAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1550903 | PA      | $950127.99     | 0.00%             | 2037-01-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| GNMA P#783411 5% 09/15/41                     | GINNIE MAE I POOL P#783411 5.00000000                                                              | CUSIP: 36241LYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        82578 | PA      | $85213.20      | 0.00%             | 2041-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GSAMP 2005-AHL M V/R 04/25/35                 | GSAMP TRUST 2005-AHL SER 2005-AHL CL M2 V/R REGD 4.76803000                                        | CUSIP: 36242D2B8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2603676 | PA      | $2480212.74    | 0.01%             | 2035-04-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| GSMBS 2021-NQM1  V/R 07/25/61                 | GS MORTGAGE-BACKED SECURITIES CORP TRUST 2021 SER 2021-NQM1 CL A1 V/R REGD 144A P/P 1.01700000     | CUSIP: 36262EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8754653 | PA      | $8078661.46    | 0.02%             | 2061-07-25      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 08/14/29                | GE HEALTHCARE TECH INC REGD 4.80000000                                                             | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      6000000 | PA      | $6054519.12    | 0.01%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TE 4.8% 01/15/31                | GE HEALTHCARE TECH INC REGD 4.80000000                                                             | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15092426.10   | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-3A D 6.44% 05/15/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 6.44000000                 | CUSIP: 36267PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2425000 | PA      | $2477201.52    | 0.01%             | 2029-05-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE  5.857% 03/15/30                | GE HEALTHCARE TECH INC REGD 5.85700000                                                             | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5217706.70    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-1A D 5.95% 12/17/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-1 SER 2024-1A CL D REGD 144A P/P 5.95000000                 | CUSIP: 36269HAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2600000 | PA      | $2646070.70    | 0.01%             | 2029-12-17      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-4A A 4.75% 08/15/26                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-4 SER 2024-4A CL A3 REGD 144A P/P 4.75000000                | CUSIP: 36270YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1198157 | PA      | $1199439.22    | 0.00%             | 2028-07-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A A 4.43% 01/15/28                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 SER 2024-4A CL A2 REGD 144A P/P 4.43000000                | CUSIP: 36271BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4125472 | PA      | $4133551.33    | 0.01%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-4A D 5.28% 08/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-4 SER 2024-4A CL D REGD 144A P/P 5.28000000                 | CUSIP: 36271BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       600000 | PA      | $600310.74     | 0.00%             | 2031-10-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A B 5.04% 04/15/28                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL B REGD 144A P/P 5.04000000                 | CUSIP: 36271FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       435000 | PA      | $438691.63     | 0.00%             | 2031-02-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A C 5.26% 04/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.26000000                 | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       340000 | PA      | $342991.63     | 0.00%             | 2031-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-1A D 5.74% 11/15/29                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.74000000                 | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       670000 | PA      | $678763.60     | 0.00%             | 2032-04-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| GSAR 2025-3A C 4.94% 09/15/31                 | GLS AUTO SELECT RECEIVABLES TRUST 2025-3 SER 2025-3A CL C REGD 144A P/P 4.94000000                 | CUSIP: 36272GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $797488.24     | 0.00%             | 2031-09-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL6  ZCP 01/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL SA ZCP REGD 144A P/P 0.00000000     | CUSIP: 36272QAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        43591 | PA      | $42770.16      | 0.00%             | 2064-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL6  V/R 01/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL6 SER 2024-RPL6 CL PT V/R REGD 144A P/P 3.20257800     | CUSIP: 36272QAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100659987 | PA      | $84815400.03   | 0.18%             | 2064-01-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL7  ZCP 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL SA ZCP REGD 144A P/P 0.00000000     | CUSIP: 36273CAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       124263 | PA      | $121799.29     | 0.00%             | 2064-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL7  V/R 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL7 SER 2024-RPL7 CL PT V/R REGD 144A P/P 4.02945800     | CUSIP: 36273CAR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102127613 | PA      | $89913477.18   | 0.20%             | 2064-07-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTA 5.5% 02/01/34                | GFL ENVIRONMENTAL HOL REGD 144A P/P 5.50000000                                                     | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3469000 | PA      | $3402380.98    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-4A D 7.18% 11/15/27                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.18000000                 | CUSIP: 362929AF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4300000 | PA      | $4423328.30    | 0.01%             | 2029-08-15      | Fixed         | 7.18%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL5  ZCP 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL SA ZCP REGD 144A P/P 0.00000000     | CUSIP: 362951AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        30717 | PA      | $30411.14      | 0.00%             | 2064-07-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GSMBS 2024-RPL5  V/R 07/25/64                 | GS MORTGAGE-BACKED SECURITIES TRUST 2024-RPL5 SER 2024-RPL5 CL PT V/R REGD 144A P/P 3.64002400     | CUSIP: 362951AR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105575610 | PA      | $88820951.00   | 0.19%             | 2064-07-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE 2.16% 03/31/34                | GALAXY PIPELINE ASSETS REGD 144A P/P 2.16000000                                                    | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |      1393028 | PA      | $1235806.95    | 0.00%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| GALL 2017-1A A1R V/R 07/15/31                 | GALLATIN CLO VIII 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 5.02380000                       | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     16071775 | PA      | $16070344.47   | 0.03%             | 2031-07-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GARNET 2025-2A A V/R 10/20/38                 | GARNET CLO 2 LTD SER 2025-2A CL A V/R REGD 144A P/P 5.43083000                                     | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12730000 | PA      | $12724704.32   | 0.03%             | 2038-10-20      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| GARNET 2025-3A A V/R 10/20/38                 | GARNET CLO 3 LTD SER 2025-3A CL A1 V/R REGD 144A P/P 5.05253000                                    | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14795000 | PA      | $14765839.06   | 0.03%             | 2038-10-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| GARTNER INC 5.6% 11/20/35                     | GARTNER INC REGD 5.60000000                                                                        | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |      5800000 | PA      | $5501508.39    | 0.01%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS  5.85% 04/06/30                | GENERAL MOTORS FINL CO REGD 5.85000000                                                             | CUSIP: 37045XEG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1770000 | PA      | $1832011.01    | 0.00%             | 2030-04-06      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES IN 10.5% 11/15/30                | GETTY IMAGES INC REGD 144A P/P 10.50000000                                                         | CUSIP: 374276AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2342000 | PA      | $2100351.03    | 0.00%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES  2.6% 10/01/40                | GILEAD SCIENCES INC REGD 2.60000000                                                                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |      3720000 | PA      | $2692510.63    | 0.01%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GITST 2025-NPL1  V/R 02/25/28                 | GITSIT MORTGAGE LOAN TRUST 2025-NPL1 SER 2025-NPL1 CL A1 V/R REGD 144A P/P 6.27560000              | CUSIP: 375926AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7549771 | PA      | $7554550.05    | 0.02%             | 2055-02-25      | Variable      | 6.28%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 4.875% 03/12/29                | GLENCORE FUNDING LLC REGD 144A P/P 4.87500000                                                      | CUSIP: 378272AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8160000 | PA      | $8213477.62    | 0.02%             | 2029-03-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 2.5% 09/01/30                | GLENCORE FUNDING LLC REGD 144A P/P 2.50000000                                                      | CUSIP: 378272AY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4980000 | PA      | $4528524.75    | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDIN 2.85% 04/27/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.85000000                                                      | CUSIP: 378272BE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10245000 | PA      | $9324739.39    | 0.02%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 2.625% 09/23/31                | GLENCORE FUNDING LLC REGD 144A P/P 2.62500000                                                      | CUSIP: 378272BG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4910000 | PA      | $4375600.66    | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 5.7% 05/08/33                | GLENCORE FUNDING LLC REGD 144A P/P 5.70000000                                                      | CUSIP: 378272BL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17355000 | PA      | $17887244.88   | 0.04%             | 2033-05-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.125% 10/06/28                | GLENCORE FUNDING LLC REGD 144A P/P 6.12500000                                                      | CUSIP: 378272BN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16775000 | PA      | $17360732.68   | 0.04%             | 2028-10-06      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 6.375% 10/06/30                | GLENCORE FUNDING LLC REGD 144A P/P 6.37500000                                                      | CUSIP: 378272BP2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20010000 | PA      | $21227263.73   | 0.05%             | 2030-10-06      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING 6.5% 10/06/33                | GLENCORE FUNDING LLC REGD 144A P/P 6.50000000                                                      | CUSIP: 378272BQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     49030000 | PA      | $53054595.68   | 0.12%             | 2033-10-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.634% 04/04/34                | GLENCORE FUNDING LLC REGD 144A P/P 5.63400000                                                      | CUSIP: 378272BU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3155000 | PA      | $3229055.30    | 0.01%             | 2034-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDI 5.673% 04/01/35                | GLENCORE FUNDING LLC REGD 144A P/P 5.67300000                                                      | CUSIP: 378272CA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6840000 | PA      | $6987707.88    | 0.02%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| SEACO 2025-1H 6.169% 09/20/29                 | GLOBAL SC FINANCE X LTD SER 2025-1H CL A REGD 144A P/P 6.16900000                                  | CUSIP: 37893FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13772978 | PA      | $13702970.21   | 0.03%             | 2045-09-20      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC  4.4% 10/15/29                | GLOBAL ATLANTIC FIN CO REGD 144A P/P 4.40000000                                                    | CUSIP: 37959GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1127000 | PA      | $1089765.79    | 0.00%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTI 3.125% 06/15/31                | GLOBAL ATLANTIC FIN CO REGD 144A P/P 3.12500000                                                    | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2115000 | PA      | $1852537.83    | 0.00%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GCAR 2024-2A D 6.19% 06/15/28                 | GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 6.19000000                 | CUSIP: 37964VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       805000 | PA      | $822366.02     | 0.00%             | 2030-02-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| GCAR 2025-2A D 5.59% 07/15/29                 | GLS AUTO RECEIVABLES ISSUER TRUST 2025-2 SER 2025-2A CL D REGD 144A P/P 5.59000000                 | CUSIP: 37989BAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $1014425.80    | 0.00%             | 2031-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A C 5.92% 08/15/30                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 5.92000000                 | CUSIP: 37989EAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2155366.92    | 0.00%             | 2030-08-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| GSAR 2024-3A D 6.34% 08/15/31                 | GLS AUTO SELECT RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 6.34000000                 | CUSIP: 37989EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3400000 | PA      | $3502607.92    | 0.01%             | 2031-08-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| GCAR 2023-2A D 6.31% 07/15/27                 | GLS AUTO RECEIVABLES ISSUER TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.31000000                 | CUSIP: 379928AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3335000 | PA      | $3398141.22    | 0.01%             | 2029-03-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| GMALT 2024-3 A 4.21% 12/20/26                 | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3 SER 2024-3 CL A3 REGD 4.21000000                      | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12830066 | PA      | $12834334.86   | 0.03%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A 4.53% 07/16/26                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A2A REGD 4.53000000        | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       792544 | PA      | $792779.73     | 0.00%             | 2027-10-18      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| GMCAR 2024-4 A3 4.4% 02/16/28                 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4 SER 2024-4 CL A3 REGD 4.40000000         | CUSIP: 38014AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12300000 | PA      | $12328822.59   | 0.03%             | 2029-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO  3% 06/01/46                | GOLDEN ST TOBACCO SECURITIZATI REGD N/C B/E ST APPR 3.00000000                                     | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       375000 | PA      | $342947.44     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 3.487% 06/01/36                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.48700000                                                 | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1600000 | PA      | $1371258.40    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 3.714% 06/01/41                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.71400000                                                 | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |       760000 | PA      | $602104.22     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBA 4.214% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 4.21400000                                                 | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     13600000 | PA      | $10300203.44   | 0.02%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBAC 3.85% 06/01/50                | GOLDEN ST TOBACCO SECURITIZATI REGD B/E 3.85000000                                                 | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      1465000 | PA      | $1338678.76    | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GLM 2020-8A ARR V/R 10/20/34                  | GOLDENTREE LOAN MANAGEMENT US CLO 8 LTD SER 2020-8A CL ARR V/R REGD 144A P/P 4.81763000            | CUSIP: 38136NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     27220000 | PA      | $27190439.08   | 0.06%             | 2034-10-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| GLM 2021-11A AR V/R 10/20/34                  | GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD SER 2021-11A CL AR V/R REGD 144A P/P 4.74763000           | CUSIP: 38138KAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     28000000 | PA      | $27998012.00   | 0.06%             | 2034-10-20      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/25/30                | GOLDMAN SACHS GROUP INC REGD V/R 5.72700000                                                        | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13322000 | PA      | $13744184.44   | 0.03%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/30                | GOLDMAN SACHS GROUP INC REGD V/R 4.69200000                                                        | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8333000 | PA      | $8339524.57    | 0.02%             | 2030-10-23      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/23/35                | GOLDMAN SACHS GROUP INC REGD V/R 5.01600000                                                        | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      5950000 | PA      | $5839947.07    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/28/36                | GOLDMAN SACHS GROUP INC REGD V/R 5.53600000                                                        | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1965000 | PA      | $1997394.75    | 0.00%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/31                | GOLDMAN SACHS GROUP INC REGD V/R 5.21800000                                                        | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1090000 | PA      | $1108382.96    | 0.00%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/29                | GOLDMAN SACHS GROUP INC REGD V/R 4.15300000                                                        | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      7370000 | PA      | $7301228.32    | 0.02%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 05/01/29                | GOLDMAN SACHS GROUP INC REGD V/R 4.22300000                                                        | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8031000 | PA      | $7985685.00    | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 09/10/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.54200000                                                        | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     23288000 | PA      | $22986188.22   | 0.05%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 10/21/27                | GOLDMAN SACHS GROUP INC REGD V/R 1.94800000                                                        | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      8845000 | PA      | $8724283.09    | 0.02%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 08/23/28                | GOLDMAN SACHS GROUP INC REGD V/R 4.48200000                                                        | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19326000 | PA      | $19325635.32   | 0.04%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/21/29                | GOLDMAN SACHS GROUP INC REGD V/R 4.14800000                                                        | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13200000 | PA      | $13118549.40   | 0.03%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 01/21/37                | GOLDMAN SACHS GROUP INC REGD V/R 5.06500000                                                        | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     19863000 | PA      | $19419502.31   | 0.04%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/02/41                | GOLDMAN SACHS GROUP INC REGD V/R 5.38700000                                                        | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     41853000 | PA      | $40436309.43   | 0.09%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GCBSL 2020-50A A V/R 04/20/35                 | GOLUB CAPITAL PARTNERS CLO 50B-R LTD SER 2020-50A CL A1R2 V/R REGD 144A P/P 4.77763000             | CUSIP: 38178DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     15000000 | PA      | $14982210.00   | 0.03%             | 2035-04-20      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| GCBSL 2025-82A A V/R 10/15/38                 | GCP CLO WAREHOUSE JP 2025 LTD SER 2025-82A CL A1 V/R REGD 144A P/P 5.22548000                      | CUSIP: 38181TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7570000 | PA      | $7555359.62    | 0.02%             | 2038-10-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| GDLP 2024-1A A 5.35% 04/20/33                 | GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.35000000         | CUSIP: 381935AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2220824 | PA      | $2238314.75    | 0.00%             | 2046-10-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H26 FA V/R 10/20/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H26 CL FA V/R 4.30325000                         | CUSIP: 38376RJR8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       593944 | PA      | $594025.96     | 0.00%             | 2065-10-20      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| GNR 2015-H33 FA V/R 12/20/65                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 4.44325000                         | CUSIP: 38376RNF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       223577 | PA      | $223860.51     | 0.00%             | 2065-12-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| GNR 2015-8 LZ 3% 11/16/44                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-8 CL LZ 3.00000000                               | CUSIP: 38379JAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1713980 | PA      | $1554938.11    | 0.00%             | 2044-11-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2020-H04 FP V/R 06/20/69                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H04 CL FP V/R 4.28325000                         | CUSIP: 38380L2S1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       362964 | PA      | $363196.67     | 0.00%             | 2069-06-20      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| GNR 2021-2 AH 1.5% 06/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-2 CL AH 1.50000000                               | CUSIP: 38380RNG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12152828 | PA      | $8998357.01    | 0.02%             | 2063-06-16      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GNR 2021-17 IO V/R 01/16/61                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-17 CL IO V/R 1.05334000                          | CUSIP: 38380RNX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11833582 | PA      | $917706.11     | 0.00%             | 2061-01-16      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| GNR 2021-21 AH 1.4% 06/16/63                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-21 CL AH 1.40000000                              | CUSIP: 38380RTP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8416704 | PA      | $6370030.72    | 0.01%             | 2063-06-16      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GNR 2021-31 B 1.25% 01/16/61                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-31 CL B 1.25000000                               | CUSIP: 38380RVK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9150105 | PA      | $6653218.27    | 0.01%             | 2061-01-16      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GNR 2021-36 IO V/R 03/16/63                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-36 CL IO V/R 1.27943000                          | CUSIP: 38380RXJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53895773 | PA      | $4348278.64    | 0.01%             | 2063-03-16      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| GNR 2018-115 DE 3.5% 08/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-115 CL DE 3.50000000                             | CUSIP: 38380XR74<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1649389 | PA      | $1513843.90    | 0.00%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2018-124 NW 3.5% 09/20/48                 | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2018-124 CL NW 3.50000000                             | CUSIP: 38380Y2X2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1285670 | PA      | $1191567.99    | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNR 2019-90 HE 3% 07/20/49                    | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-90 CL HE 3.00000000                              | CUSIP: 38381XHZ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       123110 | PA      | $108944.26     | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2019-119 JE 3% 09/20/49                   | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-119 CL JE 3.00000000                             | CUSIP: 38381YZE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       856922 | PA      | $760666.76     | 0.00%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNR 2024-H04 FA V/R 02/20/74                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H04 CL FA V/R 4.37294000                         | CUSIP: 38383KQT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       987380 | PA      | $990754.19     | 0.00%             | 2074-02-20      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| GNR 2025-205 FH V/R 04/20/54                  | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2025-205 CL FH V/R 4.52294000                         | CUSIP: 38385K4D9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7195233 | PA      | $7199403.45    | 0.02%             | 2054-04-20      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| GPIF 2025-1A A V/R 08/15/27                   | GRACIE POINT INTERNATIONAL FUNDING 2025- SER 2025-1A CL A V/R REGD 144A P/P 5.16856000             | CUSIP: 38411WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10520000 | PA      | $10531954.93   | 0.02%             | 2028-08-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON U 5.125% 10/01/28                | GRAND CANYON UNIVERSITY REGD 5.12500000                                                            | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       703000 | PA      | $693080.88     | 0.00%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREAT CAN GAMIN 8.75% 11/15/29                | GREAT CAN GAMING/RAPTOR REGD 144A P/P 8.75000000                                                   | CUSIP: 389925AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1258000 | PA      | $1227312.98    | 0.00%             | 2029-11-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GNAPK 2021-2A AR V/R 07/20/37                 | GREENACRE PARK CLO LLC SER 2021-2A CL AR V/R REGD 144A P/P 5.03763000                              | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2670000 | PA      | $2669941.26    | 0.01%             | 2037-07-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-1 A3 5.55% 06/25/59                 | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL A3 REGD 144A P/P 5.55000000                   | CUSIP: 39571MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3195000 | PA      | $3249519.80    | 0.01%             | 2059-06-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-1 C 6.36% 06/25/59                  | GREENSKY HOME IMPROVEMENT TRUST 2024-1 SER 2024-1 CL C REGD 144A P/P 6.36000000                    | CUSIP: 39571MAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1974223 | PA      | $2008997.43    | 0.00%             | 2059-06-25      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| GSKY 2025-3A A 4.34% 12/27/60                 | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-3 SER 2025-3A CL A1 REGD 144A P/P 4.34000000           | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2468052 | PA      | $2469336.99    | 0.01%             | 2060-12-27      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GSKY 2024-2 A4 5.15% 10/27/59                 | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 SER 2024-2 CL A4 REGD 144A P/P 5.15000000            | CUSIP: 39571XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       730368 | PA      | $733691.23     | 0.00%             | 2059-10-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GWOLF 2018-2A A1 V/R 10/20/31                 | GREYWOLF CLO VII LTD SER 2018-2A CL A1 V/R REGD 144A P/P 5.10924000                                | CUSIP: 39809AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |          981 | PA      | $980.99        | 0.00%             | 2031-10-20      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE  1.625% 09/16/28                | GUARDIAN LIFE GLOB FUND REGD 144A P/P 1.62500000                                                   | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4682068.20    | 0.01%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP 5.5% 09/01/32                | HF SINCLAIR CORP REGD 5.50000000                                                                   | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |      3600000 | PA      | $3608202.02    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 06/15/26                        | HCA INC REGD 5.25000000                                                                            | CUSIP: 404119BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2965900 | PA      | $2967613.93    | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.125% 06/15/29                       | HCA INC REGD 4.12500000                                                                            | CUSIP: 404119BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       410000 | PA      | $404331.91     | 0.00%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.125% 06/15/39                       | HCA INC REGD 5.12500000                                                                            | CUSIP: 404119BY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14720000 | PA      | $13872454.93   | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.5% 09/01/30                         | HCA INC REGD 3.50000000                                                                            | CUSIP: 404119CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8364000 | PA      | $7942798.66    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.125% 03/15/27                       | HCA INC REGD 3.12500000                                                                            | CUSIP: 404119CH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       995000 | PA      | $982218.63     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC 3.375% 03/15/29                       | HCA INC REGD 3.37500000                                                                            | CUSIP: 404119CJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9463000 | PA      | $9161897.18    | 0.02%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.5% 06/01/33                         | HCA INC REGD 5.50000000                                                                            | CUSIP: 404119CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17540000 | PA      | $17889791.10   | 0.04%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 04/01/31                        | HCA INC REGD 5.45000000                                                                            | CUSIP: 404119CT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8805000 | PA      | $9025104.48    | 0.02%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.6% 04/01/34                         | HCA INC REGD 5.60000000                                                                            | CUSIP: 404119CU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13700000 | PA      | $13991024.58   | 0.03%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.25% 03/01/30                        | HCA INC REGD 5.25000000                                                                            | CUSIP: 404119CZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4081899.16    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.75% 03/01/35                        | HCA INC REGD 5.75000000                                                                            | CUSIP: 404119DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6010000 | PA      | $6179200.25    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC 4.9% 11/15/35                         | HCA INC REGD 4.90000000                                                                            | CUSIP: 404119DF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2707067.83    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC 5.45% 09/15/34                        | HCA INC REGD 5.45000000                                                                            | CUSIP: 404121AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2755000 | PA      | $2780784.62    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC        DISC 04/22/26                  | HCA INC        DISC 04/22/26 0.00000000                                                            | CUSIP: 40412DDN6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      1000000 | PA      | $997383.90     | 0.00%             | 2026-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 0% 5/11/26                            | HCA INC 0% 5/11/26 0.00000000                                                                      | CUSIP: 40412DEB1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     40800000 | PA      | $40596289.68   | 0.09%             | 2026-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC 0% 05/13/26                           | HCA INC 0% 05/13/26 0.00000000                                                                     | CUSIP: 40412DED7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     21100000 | PA      | $20989309.40   | 0.05%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LL 3.5% 07/15/29                | HEALTHPEAK OP LLC REGD 3.50000000                                                                  | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       231000 | PA      | $223241.39     | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/19/29                | HSBC HOLDINGS PLC REGD V/R 4.58300000                                                              | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      3200000 | PA      | $3197703.36    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 05/22/30                | HSBC HOLDINGS PLC REGD V/R 3.97300000                                                              | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9790801.40    | 0.02%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/04/31                | HSBC HOLDINGS PLC REGD V/R 2.84800000                                                              | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $9241505.90    | 0.02%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/18/31                | HSBC HOLDINGS PLC REGD V/R 2.35700000                                                              | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     24850000 | PA      | $22414519.59   | 0.05%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/11/28                | HSBC HOLDINGS PLC REGD V/R 5.21000000                                                              | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     10500000 | PA      | $10584862.16   | 0.02%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 06/20/34                | HSBC HOLDINGS PLC REGD V/R 6.54700000                                                              | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     33515000 | PA      | $35239892.71   | 0.08%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 09/10/36                | HSBC HOLDINGS PLC REGD V/R 5.74100000                                                              | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     26700000 | PA      | $26729609.23   | 0.06%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HASC 2005-NC1 M3 V/R 07/25/35                 | HSI ASSET SECURITIZATION CORP TRUST 2005-NC1 SER 2005-NC1 CL M3 V/R REGD 4.75303000                | CUSIP: 40430HAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4148277 | PA      | $3968233.17    | 0.01%             | 2035-07-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HINTT 2024-A A 5.49% 03/15/43                 | HINNT 2024-A LLC SER 2024-A CL A REGD 144A P/P 5.49000000                                          | CUSIP: 40472QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1430344 | PA      | $1447131.39    | 0.00%             | 2043-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE 6.375% 07/01/34                | HA SUSTAINABLE INF CAP REGD SER WI 6.37500000                                                      | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |      7800000 | PA      | $7851644.81    | 0.02%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HVMLT 2005-9 2A1 V/R 06/20/35                 | HARBORVIEW MORTGAGE LOAN TRUST 2005-9 SER 2005-9 CL 2A1C V/R REGD 4.68952000                       | CUSIP: 41161PSM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3482190 | PA      | $3275524.84    | 0.01%             | 2035-06-20      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-7 2 V/R 10/19/37                   | HVMLT 2006-7 2 V/R 10/19/37 4.19120000                                                             | CUSIP: 41161VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1653208 | PA      | $1518275.87    | 0.00%             | 2037-10-19      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-10 1A V/R 11/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-10 SER 2006-10 CL 1A1A V/R REGD 3.99120000                     | CUSIP: 41162CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6021620 | PA      | $4871083.03    | 0.01%             | 2036-11-19      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| HVMLT 2006-12 1A V/R 12/19/36                 | HARBORVIEW MORTGAGE LOAN TRUST 2006-12 SER 2006-12 CL 1A1A V/R REGD 4.20120000                     | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22089615 | PA      | $18546836.34   | 0.04%             | 2036-12-19      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| HVMLT 2007-6 1A1 V/R 11/19/15                 | HARBORVIEW MORTGAGE LOAN TRUST 2007-6 SER 2007-6 CL 1A1A V/R REGD 3.99120000                       | CUSIP: 41165BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4795748 | PA      | $4183913.92    | 0.01%             | 2037-08-19      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON DISC 04/16/26                 | HARLEY DAVIDSON DISC 04/16/26 0.00000000                                                           | CUSIP: 41282KDG0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      2200000 | PA      | $2195953.98    | 0.00%             | 2026-04-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HDMOT 2024-B A 4.31% 01/17/28                 | HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B SER 2024-B CL A3 REGD 4.31000000                           | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15342914 | PA      | $15366755.32   | 0.03%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.5% 08/01/26                | HEALTHCARE RLTY HLDGS LP REGD 3.50000000                                                           | CUSIP: 42225UAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1993290.50    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY  3.1% 02/15/30                | HEALTHCARE RLTY HLDGS LP REGD 3.10000000                                                           | CUSIP: 42225UAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4438000 | PA      | $4177140.62    | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HL 2% 03/15/31                | HEALTHCARE RLTY HLDGS LP REGD 2.00000000                                                           | CUSIP: 42225UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         3000 | PA      | $2604.95       | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLT 3.625% 01/15/28                | HEALTHCARE RLTY HLDGS LP REGD 3.62500000                                                           | CUSIP: 42225UAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1092000 | PA      | $1069696.51    | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP  2.875% 01/15/31                | HEALTHPEAK OP LLC REGD 2.87500000                                                                  | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1980000 | PA      | $1816524.19    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYN 5.5% 12/01/34                | HELMERICH & PAYNE INC REGD 5.50000000                                                              | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     20441000 | PA      | $20094761.14   | 0.04%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HERTZ 2023-1A  9.13% 06/25/26                 | HERTZ VEHICLE FINANCING III LLC SER 2023-1A CL 1D REGD 144A P/P 9.13000000                         | CUSIP: 42806MCJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1292500 | PA      | $1298465.79    | 0.00%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HILT 2025-NVIL A V/R 07/15/27                 | HILTON USA TRUST SER 2025-NVIL CL A V/R REGD 144A P/P 5.41551000                                   | CUSIP: 432826AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12300000 | PA      | $12300000.00   | 0.03%             | 2042-07-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTI 3.625% 02/15/32                | HILTON DOMESTIC OPERATIN REGD 144A P/P 3.62500000                                                  | CUSIP: 432833AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $179008.01     | 0.00%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTI 6.125% 04/01/32                | HILTON DOMESTIC OPERATIN REGD 144A P/P 6.12500000                                                  | CUSIP: 432833AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       177000 | PA      | $179655.53     | 0.00%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC  5.5% 03/31/34                | HILTON DOMESTIC OPERATIN REGD 144A P/P 5.50000000                                                  | CUSIP: 432833AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2385000 | PA      | $2330089.91    | 0.01%             | 2034-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HGVT 2022-1D C 4.69% 06/20/34                 | HILTON GRAND VACATIONS TRUST 2022-1D SER 2022-1D CL C REGD 144A P/P 4.69000000                     | CUSIP: 43283BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       108466 | PA      | $108268.14     | 0.00%             | 2034-06-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HGVT 2025-1A C 5.52% 10/25/31                 | HILTON GRAND VACATIONS TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.52000000                      | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       517502 | PA      | $520217.53     | 0.00%             | 2042-05-27      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| HGVT 2024-2A C 5.99% 03/25/38                 | HILTON GRAND VACATIONS TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 5.99000000                      | CUSIP: 43283JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       937680 | PA      | $947612.19     | 0.00%             | 2038-03-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND V 6.625% 01/15/32                | HILTON GRAND VAC LLC/INC REGD 144A P/P 6.62500000                                                  | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14738000 | PA      | $14556894.74   | 0.03%             | 2032-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HGVT 2023-1A C 6.94% 01/25/38                 | HILTON GRAND VACATIONS TRUST 2023-1 SER 2023-1A CL C REGD 144A P/P 6.94000000                      | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       210917 | PA      | $216476.63     | 0.00%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE U 5.4% 04/07/35                | AMRIZE FINANCE US LLC REGD SER WI 5.40000000                                                       | CUSIP: 43475RAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9335000 | PA      | $9492659.28    | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC 4.95% 06/25/34                 | HOME DEPOT INC REGD 4.95000000                                                                     | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      5230000 | PA      | $5267863.63    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HPA 2021-1 E 2.577% 09/17/29                  | HOME PARTNERS OF AMERICA 2021-1 TRUST SER 2021-1 CL E REGD 144A P/P 2.57700000                     | CUSIP: 437300AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       717342 | PA      | $648993.63     | 0.00%             | 2041-09-17      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| HPA 2021-3 A 2.2% 01/17/29                    | HOME PARTNERS OF AMERICA 2021-3 TRUST SER 2021-3 CL A REGD 144A P/P 2.20000000                     | CUSIP: 43730XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8848257 | PA      | $8308841.34    | 0.02%             | 2041-01-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| HPA 2019-1 D 3.406% 09/17/27                  | HOME PARTNERS OF AMERICA 2019-1 TRUST SER 2019-1 CL D REGD 144A P/P 3.40600000                     | CUSIP: 43731QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1089919 | PA      | $1062584.07    | 0.00%             | 2039-09-17      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| HPA 2019-2 D 3.121% 10/19/27                  | HOME PARTNERS OF AMERICA 2019-2 TRUST SER 2019-2 CL D REGD 144A P/P 3.12100000                     | CUSIP: 43732TAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1181448 | PA      | $1146877.10    | 0.00%             | 2039-10-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HPA 2021-2 E2 2.952% 12/17/26                 | HOME PARTNERS OF AMERICA 2021-2 TRUST SER 2021-2 CL E2 REGD 144A P/P 2.95200000                    | CUSIP: 43732VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4221118 | PA      | $4147124.20    | 0.01%             | 2026-12-17      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOMES 2024-NQM2 S/UP 12/25/28                 | HOMES 2024-NQM2 TRUST SER 2024-NQM2 CL A1 S/UP REGD 144A P/P 5.71700000                            | CUSIP: 43761CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23025141 | PA      | $23132237.50   | 0.05%             | 2069-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM1  V/R 01/25/70                 | HOMES 2025-NQM1 TRUST SER 2025-NQM1 CL A1 V/R REGD 144A P/P 5.55400000                             | CUSIP: 43761DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28696433 | PA      | $28783176.11   | 0.06%             | 2070-01-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-NQM1  V/R 09/25/70                 | HOMES 2026-NQM1 TRUST SER 2026-NQM1 CL A1 V/R REGD 144A P/P 4.80000000                             | CUSIP: 437922AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14543081 | PA      | $14427587.32   | 0.03%             | 2070-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-3 A 4.04% 10/23/28                 | HONDA AUTO RECEIVABLES 2025-3 OWNER TRUST SER 2025-3 CL A3 REGD 4.04000000                         | CUSIP: 43813QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42971000 | PA      | $42850023.74   | 0.09%             | 2030-02-21      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-4 A 3.98% 04/15/29                 | HONDA AUTO RECEIVABLES 2025-4 OWNER TRUST SER 2025-4 CL A3 REGD 3.98000000                         | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61315000 | PA      | $60997247.28   | 0.13%             | 2030-06-17      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| HAROT 2026-1 A 3.78% 05/21/29                 | HONDA AUTO RECEIVABLES 2026-1 OWNER TRUST SER 2026-1 CL A3 REGD 3.78000000                         | CUSIP: 43815CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47753000 | PA      | $47357156.28   | 0.10%             | 2030-09-23      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| HAROT 2024-4 A 4.56% 03/15/27                 | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST SER 2024-4 CL A2 REGD 4.56000000                         | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       683457 | PA      | $683551.07     | 0.00%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| HAROT 2024-4 A 4.33% 05/15/29                 | HONDA AUTO RECEIVABLES 2024-4 OWNER TRUST SER 2024-4 CL A3 REGD 4.33000000                         | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3600000 | PA      | $3607027.56    | 0.01%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROS 4.95% 03/16/36                | HONEYWELL AEROSPACE INC REGD 144A P/P 4.95000000                                                   | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      5437000 | PA      | $5394607.71    | 0.01%             | 2036-03-16      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HORZN 2018-1  4.458% 12/15/25                 | HORIZON AIRCRAFT FINANCE I LTD SER 2018-1 CL A REGD 144A P/P 4.45800000                            | CUSIP: 440405AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       732561 | PA      | $728014.85     | 0.00%             | 2038-12-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-1  3.721% 07/15/26                 | HORIZON AIRCRAFT FINANCE II LTD SER 2019-1 CL A REGD 144A P/P 3.72100000                           | CUSIP: 44040HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       325809 | PA      | $323353.36     | 0.00%             | 2039-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| HORZN 2019-2  3.425% 11/15/26                 | HORIZON AIRCRAFT FINANCE III LTD SER 2019-2 CL A REGD 144A P/P 3.42500000                          | CUSIP: 44040JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       928754 | PA      | $910147.42     | 0.00%             | 2039-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RE 5.5% 04/15/35                | HOST HOTELS & RESORTS LP REGD 5.50000000                                                           | CUSIP: 44107TBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26580000 | PA      | $26371001.99   | 0.06%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPEFS 2023-2A  6.97% 07/20/26                 | HPEFS EQUIPMENT TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 6.97000000                             | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1585000 | PA      | $1595739.64    | 0.00%             | 2031-07-21      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  3.95% 11/01/27                | HUDSON PACIFIC PROPERTIE REGD 3.95000000                                                           | CUSIP: 44409MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12560000 | PA      | $11850505.70   | 0.03%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC  3.25% 01/15/30                | HUDSON PACIFIC PROPERTIE REGD 3.25000000                                                           | CUSIP: 44409MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2152000 | PA      | $1739048.85    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HBCT 2015-HB1 4.154% 08/05/25                 | HUDSONS BAY SIMON JV TRUST 2015-HBS SER 2015-HB10 CL A10 REGD 144A P/P 4.15450000                  | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3540000 | PA      | $3391758.25    | 0.01%             | 2034-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 4.875% 04/01/30                    | HUMANA INC REGD 4.87500000                                                                         | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      1370000 | PA      | $1367120.07    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 3.7% 03/23/29                      | HUMANA INC REGD 3.70000000                                                                         | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     11540000 | PA      | $11217097.07   | 0.02%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC 5.55% 05/01/35                     | HUMANA INC REGD 5.55000000                                                                         | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      6690000 | PA      | $6615124.32    | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HUNGARY 2.125% 09/22/31                       | HUNGARY REGD 144A P/P 2.12500000                                                                   | CUSIP: 445545AM8<br>LEI: N/A                  | Long             | DBT              | USGA              | HU        |      3500000 | PA      | $2965946.45    | 0.01%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| HUNT 2024-1A A 5.23% 01/16/29                 | HUNTINGTON AUTO TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.23000000                            | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9913391 | PA      | $9983737.77    | 0.02%             | 2029-01-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HY 2025-SPRL B V/R 01/13/30                   | HUDSON YARDS 2025-SPRL MORTGAGE TRUST SER 2025-SPRL CL B V/R REGD 144A P/P 5.75807000              | CUSIP: 44855PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10439000 | PA      | $10679997.89   | 0.02%             | 2040-01-13      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.35% 03/19/29                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.35000000                                                   | CUSIP: 44891ACY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2342078.29    | 0.01%             | 2029-03-19      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  4.3% 09/24/27                | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.30000000                                                   | CUSIP: 44891ADF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000000 | PA      | $19922220.40   | 0.04%             | 2027-09-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HART 2024-A A3 4.99% 02/15/29                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 4.99000000                             | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9574046 | PA      | $9629421.65    | 0.02%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| HART 2024-C A2 4.53% 09/15/27                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A2A REGD 4.53000000                            | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2515093 | PA      | $2516774.16    | 0.01%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| HART 2024-C A3 4.41% 05/15/29                 | HYUNDAI AUTO RECEIVABLES TRUST 2024-C SER 2024-C CL A3 REGD 4.41000000                             | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17900000 | PA      | $17964173.29   | 0.04%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HALST 2024-C A 4.77% 07/15/26                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-C CL A2A REGD 144A P/P 4.77000000               | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1754938 | PA      | $1756956.26    | 0.00%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| HALST 2024-C A 4.62% 02/16/27                 | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2 SER 2024-C CL A3 REGD 144A P/P 4.62000000                | CUSIP: 448984AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9528543.70    | 0.02%             | 2028-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HART 2025-A C 4.76% 02/15/29                  | HYUNDAI AUTO RECEIVABLES TRUST 2025-A SER 2025-A CL C REGD 4.76000000                              | CUSIP: 44935CAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5400000 | PA      | $5447664.18    | 0.01%             | 2032-06-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HART 2025-C A3 3.88% 12/15/28                 | HYUNDAI AUTO RECEIVABLES TRUST 2025-C SER 2025-C CL A3 REGD 3.88000000                             | CUSIP: 44935JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124334000 | PA      | $123683397.48  | 0.27%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| IXIS 2005-HE2 M5 V/R 09/25/35                 | IXIS REAL ESTATE CAPITAL TRUST 2005-HE2 SER 2005-HE2 CL M5 V/R REGD 4.76803000                     | CUSIP: 45071KBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1515383 | PA      | $1666665.02    | 0.00%             | 2035-09-25      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC 6.5% 08/01/29                | ITT HOLDINGS LLC REGD 144A P/P 6.50000000                                                          | CUSIP: 45074JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       770000 | PA      | $748700.41     | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRIS 9.75% 01/15/29                | ICAHN ENTERPRISES/FIN REGD 9.75000000                                                              | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4564000 | PA      | $4487107.55    | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/ 9% 06/15/30                | ICAHN ENTERPRISES/FIN REGD 9.00000000                                                              | CUSIP: 451102CJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5077000 | PA      | $4761237.51    | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS S 6% 05/08/34                | ICON INVESTMENTS SIX DAC REGD 6.00000000                                                           | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |      2105000 | PA      | $2132364.60    | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| IHEARTMEDIA INC - CLASS A                     | IHEARTMEDIA INC - CLASS A 0.00000000                                                               | CUSIP: 45174J509<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       498998 | NS      | $1457074.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHEARTMEDIA INC - CLASS B                     | IHEARTMEDIA INC - CLASS B 0.00000000                                                               | CUSIP: 45174J608<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       365379 | NS      | $960216.01     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ILLINOIS ST 5.1% 06/01/33                     | ILLINOIS ST REGD N/C B/E 5.10000000                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |     64197794 | PA      | $65392399.54   | 0.14%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 2.55% 03/23/31                   | ILLUMINA INC REGD 2.55000000                                                                       | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     11640000 | PA      | $10426142.39   | 0.02%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 4.65% 09/09/26                   | ILLUMINA INC REGD 4.65000000                                                                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |      9700000 | PA      | $9701191.06    | 0.02%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CO 4.75% 05/15/29                | IMOLA MERGER CORP REGD 144A P/P 4.75000000                                                         | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       498000 | PA      | $484022.98     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  3.5% 07/26/26                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 3.50000000                                                   | CUSIP: 45262BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1756000 | PA      | $1750802.71    | 0.00%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRAND 6.125% 07/27/27                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 6.12500000                                                   | CUSIP: 45262BAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     28254000 | PA      | $28826894.49   | 0.06%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  5.5% 02/01/30                | IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000                                               | CUSIP: 45262BAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     40565000 | PA      | $41605246.83   | 0.09%             | 2030-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS  4.5% 06/30/28                | IMPERIAL BRANDS FIN PLC REGD 144A P/P 4.50000000                                                   | CUSIP: 45262BAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     12000000 | PA      | $12008847.72   | 0.03%             | 2028-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERG 7.375% 01/15/33                | CRESCENT ENERGY FINANCE REGD 144A P/P 7.37500000                                                   | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       127000 | PA      | $126968.16     | 0.00%             | 2033-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| INDX 2006-AR19 5 V/R 08/25/36                 | INDYMAC INDX MORTGAGE LOAN TRUST 2006-AR19 SER 2006-AR19 CL 5A2 V/R REGD 4.02680300                | CUSIP: 45660GBB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11958553 | PA      | $8492547.98    | 0.02%             | 2036-08-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| INDX 2007-AR15 1 V/R 08/25/37                 | INDYMAC INDX MORTGAGE LOAN TRUST 2007-AR15 SER 2007-AR15 CL 1A1 V/R REGD 4.17925600                | CUSIP: 45669JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2788929 | PA      | $1954013.43    | 0.00%             | 2037-08-25      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV V/R 09/11/34                     | ING GROEP NV REGD V/R 6.11400000                                                                   | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      4225000 | PA      | $4456261.12    | 0.01%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND I 5.7% 08/14/33                | INGERSOLL RAND INC REGD 5.70000000                                                                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     20320000 | PA      | $21110115.56   | 0.05%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.734% 12/08/47                    | INTEL CORP REGD SER WI 3.73400000                                                                  | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      2750000 | PA      | $1921621.87    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 3.25% 11/15/49                     | INTEL CORP REGD 3.25000000                                                                         | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     16385000 | PA      | $10352016.78   | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 2% 08/12/31                        | INTEL CORP REGD 2.00000000                                                                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      7020000 | PA      | $6074170.06    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| INTEL CORP 4.9% 08/05/52                      | INTEL CORP REGD 4.90000000                                                                         | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1225348.79    | 0.00%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR &  1.832% 10/15/27                | INTL FLAVOR & FRAGRANCES REGD 144A P/P 1.83200000                                                  | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     12544000 | PA      | $12031550.38   | 0.03%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FR 2.3% 11/01/30                | INTL FLAVOR & FRAGRANCES REGD 144A P/P 2.30000000                                                  | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      9230000 | PA      | $8222883.04    | 0.02%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER 5.6% 06/29/35                | INTERSTATE POWER & LIGHT REGD 5.60000000                                                           | CUSIP: 461070AX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15985000 | PA      | $16376624.19   | 0.04%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.2% 11/28/33                | INTESA SANPAOLO SPA REGD 144A P/P 7.20000000                                                       | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      7000000 | PA      | $7845735.31    | 0.02%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| INVCO 2021-2A BR V/R 07/15/34                 | INVESCO CLO 2021-2 LTD SER 2021-2A CL BR V/R REGD 144A P/P 5.27219000                              | CUSIP: 46149MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     10500000 | PA      | $10490487.00   | 0.02%             | 2034-07-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| INVCO 2024-4A A1 V/R 01/15/38                 | INVESCO US CLO 2024-4 LTD SER 2024-4A CL A1 V/R REGD 144A P/P 5.00219000                           | CUSIP: 46151BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     18945000 | PA      | $18947292.35   | 0.04%             | 2038-01-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| INVITATION HOME 4.15% 04/15/32                | INVITATION HOMES OP REGD 4.15000000                                                                | CUSIP: 46188BAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         4000 | PA      | $3754.82       | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES 5.5% 08/15/33                | INVITATION HOMES OP REGD 5.50000000                                                                | CUSIP: 46188BAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |         1000 | PA      | $1001.32       | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVITATION HOM 4.875% 02/01/35                | INVITATION HOMES OP REGD 4.87500000                                                                | CUSIP: 46188BAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4480000 | PA      | $4275203.83    | 0.01%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 5.7% 05/15/28                       | IQVIA INC REGD SER WI 5.70000000                                                                   | CUSIP: 46266TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16850000 | PA      | $17176216.00   | 0.04%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC 6.25% 02/01/29                      | IQVIA INC REGD SER WI 6.25000000                                                                   | CUSIP: 46266TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       375000 | PA      | $389751.00     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN I 5.25% 07/15/30                | IRON MOUNTAIN INC REGD 144A P/P 5.25000000                                                         | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       181000 | PA      | $175851.84     | 0.00%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC 7% 02/15/29                 | IRON MOUNTAIN INC REGD 144A P/P 7.00000000                                                         | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       174000 | PA      | $177342.71     | 0.00%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ISLN 2025-1A A 6.54% 03/19/35                 | ISLAND FINANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 6.54000000                              | CUSIP: 463920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1080000 | PA      | $1087244.53    | 0.00%             | 2035-03-19      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CO 3.25% 06/30/26                | ITC HOLDINGS CORP REGD 3.25000000                                                                  | CUSIP: 465685AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1994392.60    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-NQM2  V/R 09/25/65                 | JP MORGAN MORTGAGE TRUST SERIES 2025 SER 2025-NQM2 CL A3 V/R REGD 144A P/P 5.92300000              | CUSIP: 46590SAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7465883 | PA      | $7489129.63    | 0.02%             | 2065-09-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOOD 3.75% 12/01/31                | JBS NV/USA FOODS/FOOD CO REGD 3.75000000                                                           | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7152000 | PA      | $6679038.24    | 0.01%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS/F 3% 02/02/29                | JBS NV/USA FOODS/FOOD CO REGD 3.00000000                                                           | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5290000 | PA      | $5074234.13    | 0.01%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOO 4.375% 02/02/52                | JBS NV/USA FOODS/FOOD CO REGD 4.37500000                                                           | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7491000 | PA      | $5702534.24    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOO 5.625% 03/10/37                | JBS NV/USA FOODS/FOOD CO REGD 144A P/P 5.62500000                                                  | CUSIP: 46590XBA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     21122000 | PA      | $21188111.86   | 0.05%             | 2037-03-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-9 A11 V/R 02/25/55                 | JP MORGAN MORTGAGE TRUST 2024-9 SER 2024-9 CL A11 V/R REGD 144A P/P 5.01190000                     | CUSIP: 46593DAX5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5707447 | PA      | $5717647.30    | 0.01%             | 2055-02-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERI 5.875% 01/31/31                | JH NORTH AMERICA HOLDING REGD 144A P/P 5.87500000                                                  | CUSIP: 46593WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4985000 | PA      | $4943579.64    | 0.01%             | 2031-01-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JH NORTH AMERI 6.125% 07/31/32                | JH NORTH AMERICA HOLDING REGD 144A P/P 6.12500000                                                  | CUSIP: 46593WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7105000 | PA      | $7076685.15    | 0.02%             | 2032-07-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-LTV3  V/R 12/25/29                 | JP MORGAN MORTGAGE TRUST 2025-LTV3 SER 2025-LTV3 CL PT V/R REGD 144A P/P 7.45549500                | CUSIP: 46594MAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15094346 | PA      | $15180463.53   | 0.03%             | 2056-04-25      | Variable      | 7.46%                 | No            |                  2 | On Loan: No      |
| JPMCC 2025-BMS A V/R 01/15/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2025-BMS CL A V/R REGD 144A P/P 5.27251000          | CUSIP: 46596CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5700000 | PA      | $5685750.00    | 0.01%             | 2042-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| JPMCC 2025-BMS B V/R 01/15/27                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2025-BMS CL B V/R REGD 144A P/P 5.67251000          | CUSIP: 46596CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3491250.00    | 0.01%             | 2042-01-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMCC 2023-CC 7.235% 10/05/28                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES  SER 2023-CCDC CL A REGD 144A P/P 7.23547000        | CUSIP: 465981AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5800000 | PA      | $5996898.40    | 0.01%             | 2040-10-05      | Fixed         | 7.24%                 | No            |                  2 | On Loan: No      |
| JPMAC 2005-FRE1  V/R 10/25/35                 | JP MORGAN MORTGAGE ACQUISITION CORP 2005-FRE1 SER 2005-FRE1 CL M2 V/R REGD 4.43803000              | CUSIP: 46626LCD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7044106 | PA      | $6315829.97    | 0.01%             | 2035-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-FRE2  V/R 02/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-FRE2 SER 2006-FRE2 CL M2 V/R REGD 4.33303000              | CUSIP: 46626LHC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11254953 | PA      | $10341147.61   | 0.02%             | 2036-02-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC1  V/R 03/25/36                 | JP MORGAN MORTGAGE ACQUISITION CORP 2006-WMC1 SER 2006-WMC1 CL A5 V/R REGD 4.33303000              | CUSIP: 46626LHU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4671862 | PA      | $4420077.11    | 0.01%             | 2036-03-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-CW1 M V/R 05/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-CW1 SER 2006-CW1 CL M2 V/R REGD 4.22803000               | CUSIP: 46628MAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11322000 | PA      | $10532434.29   | 0.02%             | 2036-05-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A3 V/R REGD 4.03303000             | CUSIP: 46630BAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17040941 | PA      | $8674287.27    | 0.02%             | 2036-12-25      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| JPMAC 2006-WMC4  V/R 12/25/36                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC4 SER 2006-WMC4 CL A4 V/R REGD 4.09303000             | CUSIP: 46630BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15519983 | PA      | $7904972.93    | 0.02%             | 2036-12-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH3 A V/R 03/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH3 SER 2007-CH3 CL A5 V/R REGD 4.05303000               | CUSIP: 46630XAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5243565 | PA      | $5217013.84    | 0.01%             | 2037-03-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| JPMAC 2007-CH5 M V/R 06/25/37                 | JP MORGAN MORTGAGE ACQUISITION TRUST 2007-CH5 SER 2007-CH5 CL M1 V/R REGD 4.06303000               | CUSIP: 46631KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5575991 | PA      | $5464006.34    | 0.01%             | 2037-06-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| JPSMT 2010-1 B V/R 03/25/50                   | JP MORGAN SEASONED MORTGAGE TRUST 2010-1 SER 2010-1 CL B V/R REGD 144A P/P 0.00000000              | CUSIP: 46635HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3345266 | PA      | $2919455.05    | 0.01%             | 2050-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JACK 2019-1A  4.476% 08/25/26                 | JACK IN THE BOX FUNDING LLC SER 2019-1A CL A2II REGD 144A P/P 4.47600000                           | CUSIP: 466365AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2635322 | PA      | $2618569.02    | 0.01%             | 2049-08-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| JACK 2022-1A  3.445% 02/25/27                 | JACK IN THE BOX FUNDING LLC SER 2022-1A CL A2I REGD 144A P/P 3.44500000                            | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       211600 | PA      | $205451.69     | 0.00%             | 2052-02-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 C V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2012-LC9 CL C V/R REGD 144A P/P 3.49948000          | CUSIP: 46639EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1923750 | PA      | $1885236.08    | 0.00%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2012-LC9 D V/R 12/15/22                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURI SER 2012-LC9 CL D V/R REGD 144A P/P 3.49948000          | CUSIP: 46639EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       215000 | PA      | $209341.20     | 0.00%             | 2047-12-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC 2018-WPT 5.35% 07/05/23                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2018-WPT CL DFX REGD 144A P/P 5.35030000        | CUSIP: 46645WBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10060000 | PA      | $4835137.80    | 0.01%             | 2033-07-05      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/15/30                | JPMORGAN CHASE & CO REGD V/R 2.73900000                                                            | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      6869000 | PA      | $6469302.65    | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                | JPMORGAN CHASE & CO REGD V/R SER . 2.52200000                                                      | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     18640000 | PA      | $17225355.41   | 0.04%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 05/13/31                | JPMORGAN CHASE & CO REGD V/R 2.95600000                                                            | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     38025000 | PA      | $35430692.28   | 0.08%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 11/19/31                | JPMORGAN CHASE & CO REGD V/R 1.76400000                                                            | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12795000 | PA      | $11232496.99   | 0.02%             | 2031-11-19      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/04/32                | JPMORGAN CHASE & CO REGD V/R 1.95300000                                                            | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      5064000 | PA      | $4458838.43    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/27                | JPMORGAN CHASE & CO REGD V/R 1.57800000                                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     25398000 | PA      | $25357075.69   | 0.06%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/32                | JPMORGAN CHASE & CO REGD V/R 2.58000000                                                            | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      4831000 | PA      | $4365583.34    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 06/01/29                | JPMORGAN CHASE & CO REGD V/R 2.06900000                                                            | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      2990000 | PA      | $2844971.16    | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27                | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                                                    | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |        60000 | PA      | $59178.92      | 0.00%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/25/33                | JPMORGAN CHASE & CO REGD V/R 2.96300000                                                            | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       541000 | PA      | $490807.44     | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 02/24/28                | JPMORGAN CHASE & CO REGD V/R SER VAR 2.94700000                                                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      8197000 | PA      | $8093865.27    | 0.02%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/26/28                | JPMORGAN CHASE & CO REGD V/R 4.32300000                                                            | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      9200000 | PA      | $9195799.28    | 0.02%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/28                | JPMORGAN CHASE & CO REGD V/R 5.04000000                                                            | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      7239000 | PA      | $7275716.50    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/30                | JPMORGAN CHASE & CO REGD V/R 5.01200000                                                            | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      3735000 | PA      | $3787254.67    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/28                | JPMORGAN CHASE & CO REGD V/R 5.57100000                                                            | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12231000 | PA      | $12380330.24   | 0.03%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/30                | JPMORGAN CHASE & CO REGD V/R 4.99500000                                                            | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       300000 | PA      | $304259.07     | 0.00%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 10/22/28                | JPMORGAN CHASE & CO REGD V/R 4.50500000                                                            | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     21175000 | PA      | $21170515.14   | 0.05%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/29                | JPMORGAN CHASE & CO REGD V/R 4.91500000                                                            | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       165000 | PA      | $166405.28     | 0.00%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/24/36                | JPMORGAN CHASE & CO REGD V/R 5.50200000                                                            | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12190000 | PA      | $12476936.15   | 0.03%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/36                | JPMORGAN CHASE & CO REGD V/R 5.57200000                                                            | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12310000 | PA      | $12685256.44   | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 04/22/31                | JPMORGAN CHASE & CO REGD V/R 5.10300000                                                            | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     23048000 | PA      | $23466483.23   | 0.05%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/22/37                | JPMORGAN CHASE & CO REGD V/R 4.89800000                                                            | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     10650000 | PA      | $10421127.88   | 0.02%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMCC 2019-OS 3.397% 06/05/29                 | J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES SER 2019-OSB CL A REGD 144A P/P 3.39730000        | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8012500 | PA      | $7514494.28    | 0.02%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMCC 2021-1440  V/R 03/15/26                 | JP MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2021-1440 CL A V/R REGD 144A P/P 5.08748000             | CUSIP: 46653DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000000 | PA      | $4641034.50    | 0.01%             | 2036-03-15      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-10 A1 V/R 12/25/47                 | J.P. MORGAN MORTGAGE TRUST 2024-10 SER 2024-10 CL A11 V/R REGD 144A P/P 4.91190000                 | CUSIP: 46658LAX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8945579 | PA      | $8962096.02    | 0.02%             | 2055-03-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMMT 2024-CES2  V/R 09/25/54                 | JP MORGAN MORTGAGE TRUST SERIES 2024 SER 2024-CES2 CL PT V/R REGD 144A P/P 0.00000000              | CUSIP: 46658QAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79620268 | PA      | $85835807.87   | 0.19%             | 2055-02-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-CES1  V/R 05/25/55                 | JP MORGAN MORTGAGE TRUST SERIES 2025 SER 2025-CES1 CL A1 V/R REGD 144A P/P 5.66600000              | CUSIP: 46658XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17644184 | PA      | $17718659.96   | 0.04%             | 2055-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMMT 2026-VIS1  V/R 06/25/66                 | JP MORGAN MORTGAGE TRUST SERIES 2026 SER 2026-VIS1 CL A1 V/R REGD 144A P/P 4.78700000              | CUSIP: 46660PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9830564 | PA      | $9748453.48    | 0.02%             | 2066-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| JPMMT 2025-CES6  V/R 10/25/29                 | JP MORGAN MORTGAGE TRUST 2025-CES6 SER 2025-CES6 CL PT V/R REGD 144A P/P 8.65761000                | CUSIP: 46664GAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55662045 | PA      | $59546192.24   | 0.13%             | 2056-04-25      | Variable      | 8.66%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE V/R 01/14/28                | JACKSON NATL LIFE GLOBAL REGD V/R 144A P/P 4.63768600                                              | CUSIP: 46849CJN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7986100.00    | 0.02%             | 2028-01-14      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.6% 10/01/29                | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.60000000                                                  | CUSIP: 46849LVB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16700000 | PA      | $16536547.58   | 0.04%             | 2029-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIF 4.9% 01/13/27                | JACKSON NATL LIFE GLOBAL REGD 144A P/P 4.90000000                                                  | CUSIP: 46849LVC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12400000 | PA      | $12444396.22   | 0.03%             | 2027-01-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEER 6.35% 08/18/28                | JACOBS ENGINEERING GROUP REGD 6.35000000                                                           | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     15265000 | PA      | $15841369.61   | 0.03%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JACOBS SOLUTIO 5.375% 03/03/36                | JACOBS SOLUTIONS INC REGD 5.37500000                                                               | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |      8644000 | PA      | $8430047.00    | 0.02%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JANE STREET GR 7.125% 04/30/31                | JANE STREET GRP/JSG FIN REGD 144A P/P 7.12500000                                                   | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       174000 | PA      | $178864.34     | 0.00%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP 6.75% 05/01/33                | JANE STREET GRP/JSG FIN REGD 144A P/P 6.75000000                                                   | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16786000 | PA      | $17030538.45   | 0.04%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO I 4.85% 05/15/28                | JAPAN TOBACCO INC REGD 144A P/P 4.85000000                                                         | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |     18083000 | PA      | $18254417.44   | 0.04%             | 2028-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO I 5.25% 06/15/30                | JAPAN TOBACCO INC REGD 144A P/P 5.25000000                                                         | CUSIP: 471105AD8<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |      8770000 | PA      | $8988737.57    | 0.02%             | 2030-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOOD 5.95% 04/20/35                | JBS NV/USA FOODS/FOOD CO REGD SER WI 5.95000000                                                    | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      8425000 | PA      | $8745688.19    | 0.02%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOODS 5.5% 01/15/36                | JBS NV/USA FOODS/FOOD CO REGD SER WI 5.50000000                                                    | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15155000 | PA      | $15161971.30   | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/USA FOOD 6.75% 03/15/34                | JBS NV/USA FOODS/FOOD CO REGD 6.75000000                                                           | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     13488000 | PA      | $14834763.31   | 0.03%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN G 6.25% 01/15/36                | JEFFERIES FIN GROUP INC REGD 6.25000000                                                            | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1430000 | PA      | $1449593.76    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.5% 01/20/43                | JEFFERIES FIN GROUP INC REGD 6.50000000                                                            | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |      1125000 | PA      | $1092811.08    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN  5.875% 07/21/28                | JEFFERIES FIN GROUP INC REGD 5.87500000                                                            | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     10330000 | PA      | $10547648.04   | 0.02%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GR 6.2% 04/14/34                | JEFFERIES FIN GROUP INC REGD 6.20000000                                                            | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     14090000 | PA      | $14369149.81   | 0.03%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL  2.75% 03/01/32                | JERSEY CENTRAL PWR & LT REGD 144A P/P 2.75000000                                                   | CUSIP: 476556DD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1796661.10    | 0.00%             | 2032-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAY 9.875% 09/20/31                | JETBLUE AIRWAYS/LOYALTY REGD 144A P/P 9.87500000                                                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       840000 | PA      | $793849.01     | 0.00%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1  2.75% 05/15/32                | JETBLUE 2019-1 CLASS AA REGD SER 2019 2.75000000                                                   | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       503695 | PA      | $446391.48     | 0.00%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CO 4% 11/15/32                | JETBLUE AIRWAYS CORP REGD SER 1A 4.00000000                                                        | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2354853 | PA      | $2230881.18    | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JDOT 2024-C A2 4.36% 08/16/27                 | JOHN DEERE OWNER TRUST 2024-C SER 2024-C CL A2A REGD 4.36000000                                    | CUSIP: 477911AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8997949 | PA      | $9000643.91    | 0.02%             | 2027-08-16      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO V/R /PERP/                | JPMORGAN CHASE & CO REGD V/R /PERP/ SER OO 6.50000000                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     29915000 | PA      | $30696828.53   | 0.07%             | 2175-04-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| KKR 11 AR V/R 01/15/31                        | KKR CLO 11 LTD SER 11 CL AR V/R REGD 144A P/P 5.11380000                                           | CUSIP: 48250MAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       627900 | PA      | $627755.41     | 0.00%             | 2031-01-15      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| KAPT 2024-1A A 5.49% 10/10/27                 | KAPITUS ASSET SECURITIZATION IV LLC SER 2024-1A CL A REGD 144A P/P 5.49000000                      | CUSIP: 48555MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5805000 | PA      | $5814317.61    | 0.01%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KAPT 2024-1A 1A 5.49% 05/10/28                | KAPITUS ASSET SECURITIZATION IV LLC SER 2024-1A CL 1A REGD 144A P/P 5.49000000                     | CUSIP: 48555MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10250000 | PA      | $10266452.28   | 0.02%             | 2031-09-10      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| KAPT 2025-1A A 5.46% 04/10/28                 | KAPITUS ASSET SECURITIZATION V LLC SER 2025-1A CL A REGD 144A P/P 5.46000000                       | CUSIP: 48555NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12965000 | PA      | $12932665.29   | 0.03%             | 2032-04-10      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZA 5.5% 07/01/37                | REPUBLIC OF KAZAKHSTAN REGD 144A P/P 5.50000000                                                    | CUSIP: 486661BP5<br>LEI: N/A                  | Long             | DBT              | USGA              | KZ        |      1932000 | PA      | $1941496.13    | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KEDRION SPA 6.5% 09/01/29                     | KEDRION SPA REGD 144A P/P 6.50000000                                                               | CUSIP: 49272YAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      6440000 | PA      | $6212580.48    | 0.01%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 2.742% 08/15/26                | KEYSPAN GAS EAST CORP REGD 144A P/P 2.74200000                                                     | CUSIP: 49338CAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4500000 | PA      | $4468676.58    | 0.01%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EA 5.994% 03/06/33                | KEYSPAN GAS EAST CORP REGD 144A P/P 5.99400000                                                     | CUSIP: 49338CAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6005000 | PA      | $6269733.61    | 0.01%             | 2033-03-06      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN IN 5.2% 06/01/33                | KINDER MORGAN INC REGD 5.20000000                                                                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10165460.10   | 0.02%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN I 5.15% 06/01/30                | KINDER MORGAN INC REGD 5.15000000                                                                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20462750.00   | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITK 2026-1A 5.219% 02/25/31                 | KINETIC ABS ISSUER LLC SER 2026-1A CL A2 REGD 144A P/P 5.21900000                                  | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $9971511.00    | 0.02%             | 2056-02-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| KINGPIN INTERME 7.25% 10/15/32                | KINGPIN INTERMEDIATE HO REGD 144A P/P 7.25000000                                                   | CUSIP: 49579RAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       197000 | PA      | $174064.28     | 0.00%             | 2032-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| KUWAIT INTL BO 4.652% 10/09/35                | KUWAIT INTL BOND REGD 144A P/P 4.65200000                                                          | CUSIP: 501499AF4<br>LEI: N/A                  | Long             | DBT              | USGA              | KW        |     26211000 | PA      | $25167164.22   | 0.05%             | 2035-10-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KYRGYZ REP INTL 7.75% 06/03/30                | KYRGYZ REP INTL BOND REGD 144A P/P 7.75000000                                                      | CUSIP: 50158LAA6<br>LEI: N/A                  | Long             | DBT              | USGA              | KG        |      7475000 | PA      | $7440868.85    | 0.02%             | 2030-06-03      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-1A  5.33% 06/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-1 SER 2024-1A CL B REGD 144A P/P 5.33000000                        | CUSIP: 501689AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       500000 | PA      | $504660.80     | 0.00%             | 2029-02-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| LCM 41A A1R V/R 04/15/36                      | LCM 41 LTD SER 41A CL A1R V/R REGD 144A P/P 4.87219000                                             | CUSIP: 501971AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $9987630.00    | 0.02%             | 2036-04-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LCM 29A AR V/R 04/15/31                       | LCM 29 LTD SER 29A CL AR V/R REGD 144A P/P 5.00380000                                              | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1434695 | PA      | $1434544.52    | 0.00%             | 2031-04-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| LCM 34A BR V/R 10/20/34                       | LCM 34 LTD SER 34A CL BR V/R REGD 144A P/P 5.36763000                                              | CUSIP: 50203CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15000000 | PA      | $14980065.00   | 0.03%             | 2034-10-20      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| LMRK 2025-1A A 5.52% 09/15/30                 | LMRK ISSUER CO 2 LLC SER 2025-1A CL A REGD 144A P/P 5.52000000                                     | CUSIP: 50209AAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5625000 | PA      | $5611460.06    | 0.01%             | 2055-09-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS IN 5.15% 06/15/30                | LPL HOLDINGS INC REGD 5.15000000                                                                   | CUSIP: 50212YAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10100000 | PA      | $10143943.18   | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| LSEG FINANCE PLC 2% 04/06/28                  | LSEG FINANCE PLC REGD 144A P/P MTN 2.00000000                                                      | CUSIP: 50220PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5640000 | PA      | $5371311.87    | 0.01%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN COR 5.25% 03/23/36                | LSEG US FIN CORP REGD 144A P/P 5.25000000                                                          | CUSIP: 50222CAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1115000 | PA      | $1104050.42    | 0.00%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH IN 5.4% 07/31/33                | L3HARRIS TECH INC REGD 5.40000000                                                                  | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     14260000 | PA      | $14630667.60   | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH I 5.35% 06/01/34                | L3HARRIS TECH INC REGD 5.35000000                                                                  | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15312000 | PA      | $15563727.44   | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LAFL 2016-1A A1 4.3% 01/15/24                 | LABRADOR AVIATION FINANCE LTD 2016-1A SER 2016-1A CL A1 REGD 144A P/P 4.30000000                   | CUSIP: 50543LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       714188 | PA      | $732042.48     | 0.00%             | 2042-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LADAR 2026-1A 3.871% 02/16/27                 | LAD AUTO RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 3.87100000                       | CUSIP: 505708AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5726547 | PA      | $5726104.26    | 0.01%             | 2027-02-16      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.52% 08/15/27                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL A3 REGD 144A P/P 4.52000000                       | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2906196 | PA      | $2912176.56    | 0.01%             | 2029-03-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LADAR 2024-3A  4.93% 09/15/28                 | LAD AUTO RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 144A P/P 4.93000000                        | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       800000 | PA      | $805206.88     | 0.00%             | 2030-03-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| LADAR 2023-4A  6.76% 03/15/27                 | LAD AUTO RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.76000000                        | CUSIP: 50571AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1940000 | PA      | $1983145.21    | 0.00%             | 2029-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| LADAR 2023-4A  7.37% 05/17/27                 | LAD AUTO RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.37000000                        | CUSIP: 50571AAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       980000 | PA      | $1014229.05    | 0.00%             | 2031-04-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HL 4.125% 01/31/30                | LAMB WESTON HLD REGD 144A P/P 4.12500000                                                           | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       125000 | PA      | $119005.85     | 0.00%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HL 4.375% 01/31/32                | LAMB WESTON HLD REGD 144A P/P 4.37500000                                                           | CUSIP: 513272AE4<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       127000 | PA      | $117976.93     | 0.00%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS  3.5% 08/18/26                | LAS VEGAS SANDS CORP REGD 3.50000000                                                               | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4973438.00    | 0.01%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SAND 5.625% 06/15/28                | LAS VEGAS SANDS CORP REGD 5.62500000                                                               | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     11835000 | PA      | $11989113.12   | 0.03%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CO 6% 06/14/30                | LAS VEGAS SANDS CORP REGD 6.00000000                                                               | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       705000 | PA      | $725124.26     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LRK 2020-A A2FX 1.4% 10/25/28                 | LAUREL ROAD PRIME STUDENT LOAN TRUST 2020-A SER 2020-A CL A2FX REGD 144A P/P 1.40000000            | CUSIP: 51889CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1786735 | PA      | $1668451.63    | 0.00%             | 2050-11-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS3 A1 V/R 07/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS3 SER 2021-GS3 CL A1 V/R REGD 144A P/P 5.75000000               | CUSIP: 52474XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6508639 | PA      | $6510709.20    | 0.01%             | 2061-07-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS4 A1 V/R 11/25/60                 | LEGACY MORTGAGE ASSET TRUST 2021-GS4 SER 2021-GS4 CL A1 V/R REGD 144A P/P 5.65000000               | CUSIP: 52475WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7224916 | PA      | $7229401.96    | 0.02%             | 2060-11-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS5 A1 V/R 07/25/67                 | LEGACY MORTGAGE ASSET TRUST 2021-GS5 SER 2021-GS5 CL A1 V/R REGD 144A P/P 6.25000000               | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5039212 | PA      | $5042814.89    | 0.01%             | 2067-07-25      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| LMAT 2021-GS2 A1 V/R 04/25/61                 | LEGACY MORTGAGE ASSET TRUST 2021-GS2 SER 2021-GS2 CL A1 V/R REGD 144A P/P 5.75000000               | CUSIP: 52476DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3060481 | PA      | $3065827.90    | 0.01%             | 2061-04-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| LXS 2007-6 2A1 V/R 05/25/37                   | LEHMAN XS TRUST 2007-6 SER 2007-6 CL 2A1 V/R REGD 4.21303000                                       | CUSIP: 52524PAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4958319 | PA      | $4359168.97    | 0.01%             | 2037-05-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 4.375% 05/15/30                    | LEIDOS INC REGD SER WI 4.37500000                                                                  | CUSIP: 52532XAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1685000 | PA      | $1657762.11    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 2.3% 02/15/31                      | LEIDOS INC REGD SER WI 2.30000000                                                                  | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4000000 | PA      | $3559660.52    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.75% 03/15/33                     | LEIDOS INC REGD 5.75000000                                                                         | CUSIP: 52532XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35927000 | PA      | $37243202.17   | 0.08%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.4% 03/15/32                      | LEIDOS INC REGD 5.40000000                                                                         | CUSIP: 52532XAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13774000 | PA      | $14040529.79   | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5.5% 03/15/35                      | LEIDOS INC REGD 5.50000000                                                                         | CUSIP: 52532XAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9020000 | PA      | $9166378.72    | 0.02%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC 5% 03/15/36                        | LEIDOS INC REGD 5.00000000                                                                         | CUSIP: 52532XAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     31848000 | PA      | $30790877.30   | 0.07%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LFT 2024-2A A 4.47% 01/20/29                  | LENDMARK FUNDING TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.47000000                            | CUSIP: 52590AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4400000 | PA      | $4390985.28    | 0.01%             | 2034-02-21      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| LBZZ 2026-1A A 4.68% 04/17/28                 | LENDBUZZ SECURITIZATION TRUST 2026-1 SER 2026-1A CL A2 REGD 144A P/P 4.68000000                    | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2637249 | PA      | $2634740.03    | 0.01%             | 2030-07-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| LBZZ 2024-3A A 4.97% 05/15/27                 | LENDBUZZ SECURITIZATION TRUST 2024-3 SER 2024-3A CL A2 REGD 144A P/P 4.97000000                    | CUSIP: 52609YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2523704 | PA      | $2525661.69    | 0.01%             | 2029-10-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG A V/R 10/13/28                   | LEX 2024-BBG MORTGAGE TRUST SER 2024-BBG CL A V/R REGD 144A P/P 4.87362000                         | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3200000 | PA      | $3186469.12    | 0.01%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL 2.375% 10/01/31                | LXP INDUSTRIAL TRUST REGD 2.37500000                                                               | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |      2050000 | PA      | $1779263.49    | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LPATH 2026-1A 5.597% 03/25/31                 | LIGHTPATH FIBER ISSUER LLC SER 2026-1A CL A2 REGD 144A P/P 5.59700000                              | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38485000 | PA      | $38378319.58   | 0.08%             | 2056-03-25      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENT 3.75% 01/15/28                | LIVE NATION ENTERTAINMEN REGD 144A P/P 3.75000000                                                  | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4876162.00    | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/15/33                | LLOYDS BANKING GROUP PLC REGD V/R 7.95300000                                                       | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     17175000 | PA      | $19565758.11   | 0.04%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/26/28                | LLOYDS BANKING GROUP PLC REGD V/R 4.71604600                                                       | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     17000000 | PA      | $17072259.52   | 0.04%             | 2028-11-26      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 06/13/29                | LLOYDS BANKING GROUP PLC REGD V/R SER . 4.81800000                                                 | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     31094000 | PA      | $31278762.41   | 0.07%             | 2029-06-13      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 03/18/28                | LLOYDS BANKING GROUP PLC REGD V/R 3.75000000                                                       | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     15000000 | PA      | $14900564.55   | 0.03%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 11/26/28                | LLOYDS BANKING GROUP PLC REGD V/R 5.08700000                                                       | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      9300000 | PA      | $9384805.49    | 0.02%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 02/10/30                | LLOYDS BANKING GROUP PLC REGD V/R 4.24100000                                                       | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      7800000 | PA      | $7715985.58    | 0.02%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN  4.5% 05/15/36                | LOCKHEED MARTIN CORP REGD 4.50000000                                                               | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      1500000 | PA      | $1456957.38    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LBMLT 2004-6 M1 V/R 11/25/34                  | LONG BEACH MORTGAGE LOAN TRUST 2004-6 SER 2004-6 CL M1 V/R REGD 4.99303000                         | CUSIP: 542514JM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12362431 | PA      | $11943567.54   | 0.03%             | 2034-11-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-2 M6 V/R 04/25/35                  | LONG BEACH MORTGAGE LOAN TRUST 2005-2 SER 2005-2 CL M6 V/R REGD 4.91803000                         | CUSIP: 542514KW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12500000 | PA      | $12307011.25   | 0.03%             | 2035-04-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-WL2 M V/R 08/25/35                 | LONG BEACH MORTGAGE LOAN TRUST 2005-WL2 SER 2005-WL2 CL M3 V/R REGD 4.57303000                     | CUSIP: 542514ND2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5142896 | PA      | $5103432.14    | 0.01%             | 2035-08-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| LBMLT 2005-WL3 M V/R 11/25/35                 | LONG BEACH MORTGAGE LOAN TRUST 2005-WL3 SER 2005-WL3 CL M2 V/R REGD 4.49803000                     | CUSIP: 542514PS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8448832 | PA      | $8410428.57    | 0.02%             | 2035-11-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LBMLT 2006-WL1 M V/R 01/25/36                 | LONG BEACH MORTGAGE LOAN TRUST 2006-WL1 SER 2006-WL1 CL M1 V/R REGD 4.42303000                     | CUSIP: 542514QW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10121116 | PA      | $9878387.93    | 0.02%             | 2046-01-25      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA 3.1% 07/15/31                     | AKER BP ASA REGD 144A P/P 3.10000000                                                               | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5635000 | PA      | $5144294.45    | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US 6% 01/15/43                  | SEKISUI HOUSE US REGD 6.00000000                                                                   | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |      5015000 | PA      | $4573181.76    | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MFRA 2021-RPL1 M V/R 07/25/60                 | MFA 2021-RPL1 TRUST SER 2021-RPL1 CL M2 V/R REGD 144A P/P 2.85470000                               | CUSIP: 55283QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1200000 | PA      | $992784.60     | 0.00%             | 2060-07-25      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| MF1 2021-FL7 A V/R 10/16/36                   | MF1 2021-FL7 LTD SER 2021-FL7 CL A V/R REGD 144A P/P 4.87404000                                    | CUSIP: 55284AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3250403 | PA      | $3249837.85    | 0.01%             | 2036-10-16      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| MFRA 2022-RPL1 A V/R 08/25/61                 | MFA 2022-RPL1 TRUST SER 2022-RPL1 CL A1 V/R REGD 144A P/P 3.30000000                               | CUSIP: 55285TAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     19838900 | PA      | $18496554.33   | 0.04%             | 2061-08-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| MF1 2025-FL19 B V/R 05/18/30                  | MF1 2025-FL19 LLC SER 2025-FL19 CL B V/R REGD 144A P/P 6.02095000                                  | CUSIP: 55287KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15200000 | PA      | $15226083.20   | 0.03%             | 2042-05-18      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| MAPSL 2021-1A 2.521% 06/15/28                 | MAPS 2021-1 TRUST SER 2021-1A CL A REGD 144A P/P 2.52100000                                        | CUSIP: 55292RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3618315 | PA      | $3478602.06    | 0.01%             | 2046-06-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MRCD 2019-PAR 2.717% 12/15/24                 | MRCD 2019-MARK MORTGAGE TRUST SER 2019-PARK CL D REGD 144A P/P 2.71752000                          | CUSIP: 55348UAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3000000 | PA      | $2197500.00    | 0.00%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MSBAM 2012-CK 3.277% 10/15/22                 | MSBAM COMMERCIAL MORTGAGE SECURITIES TRUST 2012 SER 2012-CKSV CL A2 REGD 144A P/P 3.27700000       | CUSIP: 553514AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1064076 | PA      | $1016192.69    | 0.00%             | 2030-10-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MSCI INC 5.25% 09/01/35                       | MSCI INC REGD 5.25000000                                                                           | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     16715000 | PA      | $16373283.72   | 0.04%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-1WA 1.94% 01/22/41                 | MVW 2021-1W LLC SER 2021-1WA CL C REGD 144A P/P 1.94000000                                         | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       166897 | PA      | $161374.30     | 0.00%             | 2041-01-22      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| MVWOT 2020-1A  4.21% 03/20/28                 | MVW 2020-1 LLC SER 2020-1A CL C REGD 144A P/P 4.21000000                                           | CUSIP: 55400EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        82320 | PA      | $81983.40      | 0.00%             | 2037-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MVWOT 2021-2A  2.23% 03/20/30                 | MVW 2021-2 LLC SER 2021-2A CL C REGD 144A P/P 2.23000000                                           | CUSIP: 55400KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3009500 | PA      | $2863304.85    | 0.01%             | 2039-05-20      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFI 5.15% 03/17/30                | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.15000000                                                  | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      3255000 | PA      | $3238351.36    | 0.01%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFIN 5.2% 03/27/28                | MACQUARIE AIRFINANCE HLD REGD 144A P/P 5.20000000                                                  | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |      7518000 | PA      | $7545099.31    | 0.02%             | 2028-03-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAD 2025-11MD C V/R 10/15/30                  | MAD COMMERCIAL MORTGAGE TRUST 2025-11MD SER 2025-11MD CL C V/R REGD 144A P/P 5.25524500            | CUSIP: 55616AAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $8048565.60    | 0.02%             | 2042-10-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| MDPK 2019-37A AR V/R 04/15/37                 | MADISON PARK FUNDING XXXVII LTD SER 2019-37A CL AR2 V/R REGD 144A P/P 5.20219000                   | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2110000 | PA      | $2110088.62    | 0.00%             | 2037-04-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-49A AR V/R 10/19/34                 | MADISON PARK FUNDING XLIX LTD SER 2021-49A CL AR V/R REGD 144A P/P 4.71763000                      | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     29500000 | PA      | $29468376.00   | 0.06%             | 2034-10-19      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLD 3.755% 03/15/27                | DISCOVERY HOLDINGS INC REGD SER * 3.75500000                                                       | CUSIP: 55903VBL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1200000 | PA      | $1185288.00    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLD 4.279% 03/15/32                | DISCOVERY HOLDINGS INC REGD SER * 4.27900000                                                       | CUSIP: 55903VBQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7014000 | PA      | $6207390.00    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLD 5.141% 03/15/52                | DISCOVERY HOLDINGS INC REGD SER * 5.14100000                                                       | CUSIP: 55903VBU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5056000 | PA      | $3071520.00    | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDI 5.05% 03/15/42                | DISCOVERY HOLDINGS INC REGD SER * 5.05000000                                                       | CUSIP: 55903VBW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        55000 | PA      | $36234.31      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNE 2019-23A A V/R 01/25/35                 | MAGNETITE XXIII LTD SER 2019-23A CL AR2 V/R REGD 144A P/P 4.63706000                               | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14000000 | PA      | $13970012.00   | 0.03%             | 2035-01-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| MAGNE 2025-48A A V/R 10/15/38                 | MAGNETITE XLVIII LTD SER 2025-48A CL A1 V/R REGD 144A P/P 4.95219000                               | CUSIP: 55956EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13315000 | PA      | $13291126.21   | 0.03%             | 2038-10-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PL 6.404% 11/04/29                | MAREX GROUP PLC REGD 6.40400000                                                                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |      2100000 | PA      | $2162729.04    | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MFIT 2024-AA B 5.68% 10/20/28                 | MARINER FINANCE ISSUANCE TRUST 2024-A SER 2024-AA CL B REGD 144A P/P 5.68000000                    | CUSIP: 567928AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2875000 | PA      | $2905274.33    | 0.01%             | 2036-09-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| MFT 2024-1A D 6.93% 10/15/28                  | MARLETTE FUNDING TRUST 2024-1 SER 2024-1A CL D REGD 144A P/P 6.93000000                            | CUSIP: 57108VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       345000 | PA      | $350945.66     | 0.00%             | 2034-07-17      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERS 4.75% 01/15/28                | MARRIOTT OWNERSHIP RESOR REGD SER WI 4.75000000                                                    | CUSIP: 57164PAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       250000 | PA      | $246068.23     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT OWNERSH 4.5% 06/15/29                | MARRIOTT OWNERSHIP RESOR REGD 144A P/P 4.50000000                                                  | CUSIP: 57164PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       745000 | PA      | $706362.21     | 0.00%             | 2029-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARS INC 4.6% 03/01/28                        | MARS INC REGD 144A P/P 4.60000000                                                                  | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10060262.60   | 0.02%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC 4.8% 03/01/30                        | MARS INC REGD 144A P/P 4.80000000                                                                  | CUSIP: 571676AY1<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     27000000 | PA      | $27284149.35   | 0.06%             | 2030-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN C 5% 03/15/35                | MARSH & MCLENNAN COS INC REGD 5.00000000                                                           | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     20635000 | PA      | $20548174.11   | 0.04%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNA 4.95% 03/15/36                | MARSH & MCLENNAN COS INC REGD 4.95000000                                                           | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     18725000 | PA      | $18548002.87   | 0.04%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERN 2.75% 10/15/33                | MARRIOTT INTERNATIONAL REGD SER II 2.75000000                                                      | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      1322000 | PA      | $1142528.76    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.3% 05/15/34                | MARRIOTT INTERNATIONAL REGD 5.30000000                                                             | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      6705000 | PA      | $6767352.95    | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.5% 04/15/37                | MARRIOTT INTERNATIONAL REGD 5.50000000                                                             | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     16095000 | PA      | $16024553.31   | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNA 5.1% 05/01/38                | MARRIOTT INTERNATIONAL REGD 5.10000000                                                             | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      9156000 | PA      | $8704520.75    | 0.02%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MASTT 2026-1A 5.134% 02/15/33                 | MAST 2026-1 LTD SER 2026-1A CL A REGD 144A P/P 5.13400000                                          | CUSIP: 57631AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15730803 | PA      | $15462973.76   | 0.03%             | 2051-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MASD 2006-2 A V/R 02/25/36                    | MASTR SPECIALIZED LOAN TRUST SER 2006-2 CL A V/R REGD 144A P/P 4.31303000                          | CUSIP: 57643AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       169625 | PA      | $167700.61     | 0.00%             | 2036-02-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| MABS 2004-WMC1 M V/R 02/25/34                 | MASTR ASSET BACKED SECURITIES TRUST 2004-WMC1 SER 2004-WMC1 CL M1 V/R REGD 4.57303000              | CUSIP: 57643LCW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       385198 | PA      | $416593.71     | 0.00%             | 2034-02-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCE 6.5% 04/15/32                | MATADOR RESOURCES CO REGD 144A P/P 6.50000000                                                      | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       610000 | PA      | $616642.92     | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MFRA 2024-NPL1 A V/R 09/25/27                 | MFA 2024-NPL1 TRUST SER 2024-NPL1 CL A1 V/R REGD 144A P/P 6.33000000                               | CUSIP: 58004YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6502519 | PA      | $6510538.03    | 0.01%             | 2054-09-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| MFCC 2024-2A A 6.56% 07/20/26                 | MERCURY FINANCIAL CREDIT CARD MASTER TRUST SER 2024-2A CL A REGD 144A P/P 6.56000000               | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9055000 | PA      | $9069817.60    | 0.02%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES 3.875% 04/15/29                | MERITAGE HOMES CORP REGD 144A P/P 3.87500000                                                       | CUSIP: 59001ABD3<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |      1730000 | PA      | $1683617.63    | 0.00%             | 2029-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES  5.65% 03/15/35                | MERITAGE HOMES CORP REGD 5.65000000                                                                | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     25415000 | PA      | $25387288.50   | 0.06%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MLCC 2004-HB1 A3 V/R 04/25/29                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLC SER 2004-HB1 CL A3 V/R REGD 3.27774000           | CUSIP: 59020UEV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       128796 | PA      | $109170.13     | 0.00%             | 2029-04-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM2 A2 V/R 05/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM2 CL A2B V/R REGD 3.99303000               | CUSIP: 590216AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11739972 | PA      | $1244977.10    | 0.00%             | 2037-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM2 A2 V/R 05/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM2 CL A2C V/R REGD 4.12303000               | CUSIP: 590216AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28141533 | PA      | $2999031.89    | 0.01%             | 2037-05-25      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-RM3 A2 V/R 06/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIE SER 2006-RM3 CL A2C V/R REGD 4.09303000               | CUSIP: 590217AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41443055 | PA      | $8503348.22    | 0.02%             | 2037-06-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| MLMI 2006-OPT1 A V/R 08/25/37                 | MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES SER 2006-OPT1 CL A1 V/R REGD 4.08303000              | CUSIP: 59022VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8414320 | PA      | $7785171.66    | 0.02%             | 2037-08-25      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| MANA 2007-A3 A1 V/R 04/25/37                  | MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST SERIES 2 SER 2007-A3 CL A1 V/R REGD 4.21303000          | CUSIP: 59024HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26396475 | PA      | $4396021.37    | 0.01%             | 2037-04-25      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| FFMER 2007-2 A2C V/R 05/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-2 CL A2C V/R REGD 4.27303000     | CUSIP: 59024QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1032262 | PA      | $754980.87     | 0.00%             | 2037-05-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| FFMER 2007-5 2A2 V/R 10/25/37                 | MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST SERIES  SER 2007-5 CL 2A2 V/R REGD 5.79303000     | CUSIP: 59025RAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13656673 | PA      | $11796077.27   | 0.03%             | 2037-10-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| METAL 2017-1  4.581% 10/15/24                 | METAL 2017-1 LLC SER 2017-1 CL A REGD 144A P/P 4.58100000                                          | CUSIP: 59111RAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2285677 | PA      | $1588475.35    | 0.00%             | 2042-10-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| MST 2018-1A A V/R 03/25/57                    | METLIFE SECURITIZATION TRUST 2018-1 SER 2018-1A CL A V/R REGD 144A P/P 3.75000000                  | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2987358 | PA      | $2893272.86    | 0.01%             | 2057-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN 4.3% 01/15/29                | FIRSTENERGY PENN ELECTRI REGD 144A P/P 4.30000000                                                  | CUSIP: 591894CC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4970004.40    | 0.01%             | 2029-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB F 5.15% 03/28/33                | MET LIFE GLOB FUNDING I REGD 144A P/P MTN 5.15000000                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |      5610000 | PA      | $5665473.31    | 0.01%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/ 11% 03/15/34                | MICHAELS COS INC/THE REGD 144A P/P 11.00000000                                                     | CUSIP: 59408QAA4<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |       704000 | PA      | $655566.49     | 0.00%             | 2034-03-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| MICHAELS COS INC 8.5% 03/15/33                | MICHAELS COS INC/THE REGD 144A P/P 8.50000000                                                      | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      3383000 | PA      | $3293330.20    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MIDO 2025-21A A1 V/R 10/20/38                 | MIDOCEAN CREDIT CLO XXI SER 2025-21A CL A1 V/R REGD 144A P/P 5.12229000                            | CUSIP: 597924AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11995000 | PA      | $11983928.62   | 0.03%             | 2038-10-20      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MIDO 2025-18A A1 V/R 10/18/35                 | MIDOCEAN CREDIT CLO XVIII LLC SER 2025-18A CL A1 V/R REGD 144A P/P 4.83969000                      | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      2940000 | PA      | $2934949.08    | 0.01%             | 2035-10-18      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-2 M1 V/R 05/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-2 SER 2018-2 CL M1 V/R REGD 144A P/P 3.75000000                 | CUSIP: 59980MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       385671 | PA      | $380035.54     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-1 A1 V/R 05/25/62                  | MILL CITY MORTGAGE LOAN TRUST 2018-1 SER 2018-1 CL A1 V/R REGD 144A P/P 3.25000000                 | CUSIP: 59980VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        25548 | PA      | $25450.01      | 0.00%             | 2062-05-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MCMLT 2018-3 A1 V/R 08/25/58                  | MILL CITY MORTGAGE LOAN TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.50000000                 | CUSIP: 59980XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       311483 | PA      | $308245.94     | 0.00%             | 2058-08-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-1 M1 V/R 10/25/69                  | MILL CITY MORTGAGE LOAN TRUST 2019-1 SER 2019-1 CL M1 V/R REGD 144A P/P 3.50000000                 | CUSIP: 59981AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1187812 | PA      | $1132722.64    | 0.00%             | 2069-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 A V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL A1 V/R REGD 144A P/P 2.75000000             | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       780800 | PA      | $767964.50     | 0.00%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS1 M V/R 07/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS1 SER 2019-GS1 CL M2 V/R REGD 144A P/P 3.25000000             | CUSIP: 59981BAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1115000 | PA      | $1016207.10    | 0.00%             | 2059-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MCMLT 2019-GS2 A V/R 08/25/59                 | MILL CITY MORTGAGE LOAN TRUST 2019-GS2 SER 2019-GS2 CL A1 V/R REGD 144A P/P 2.75000000             | CUSIP: 59981TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2697212 | PA      | $2629108.52    | 0.01%             | 2059-08-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| MCMLT 2021-NMR1  V/R 11/25/60                 | MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 SER 2021-NMR1 CL M2 V/R REGD 144A P/P 2.50000000           | CUSIP: 59982HAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1000000 | PA      | $878234.30     | 0.00%             | 2060-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES  8% 11/01/27                | MINERAL RESOURCES LTD REGD 144A P/P MTN 8.00000000                                                 | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |        59000 | PA      | $59753.38      | 0.00%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURC 9.25% 10/01/28                | MINERAL RESOURCES LTD REGD 144A P/P 9.25000000                                                     | CUSIP: 603051AE3<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       172000 | PA      | $178213.07     | 0.00%             | 2028-10-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| MLANE 2024-A A1 6.2% 06/15/26                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2024-A CL A1 REGD 144A P/P 6.20000000                    | CUSIP: 60510MAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3630000 | PA      | $3639215.84    | 0.01%             | 2029-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MLANE 2024-B A 5.88% 10/15/26                 | MISSION LANE CREDIT CARD MASTER TRUST SER 2024-B CL A REGD 144A P/P 5.88000000                     | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7620000 | PA      | $7632368.78    | 0.02%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MLANE 2025-A A 5.8% 03/15/27                  | MISSION LANE CREDIT CARD MASTER TRUST SER 2025-A CL A REGD 144A P/P 5.80000000                     | CUSIP: 60510MBK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4695000 | PA      | $4721184.02    | 0.01%             | 2030-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MODIVCA CONTRA 00.00% 10/01/29                | MODIVCA CONTRA 144A 0.01000000                                                                     | CUSIP: 607PMTAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10697400 | PA      | $106974.00     | 0.00%             | 2029-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHC 3.875% 11/15/30                | MOLINA HEALTHCARE INC REGD 144A P/P 3.87500000                                                     | CUSIP: 60855RAK6<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      5088000 | PA      | $4548823.62    | 0.01%             | 2030-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCA 6.25% 01/15/33                | MOLINA HEALTHCARE INC REGD 144A P/P 6.25000000                                                     | CUSIP: 60855RAM2<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      2272000 | PA      | $2202909.91    | 0.00%             | 2033-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MOLINA HEALTHCAR 6.5% 02/15/31                | MOLINA HEALTHCARE INC REGD 144A P/P 6.50000000                                                     | CUSIP: 60855RAN0<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      1478000 | PA      | $1453029.63    | 0.00%             | 2031-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 10/15/27                | MORGAN STANLEY BANK NA REGD V/R 4.35245200                                                         | CUSIP: 61690U8F0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5595475.20    | 0.01%             | 2027-10-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| MSC 2018-H4 A4 4.31% 12/15/28                 | MORGAN STANLEY CAPITAL I TRUST 2018-H4 SER 2018-H4 CL A4 REGD 4.31000000                           | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1361000 | PA      | $1340043.05    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                                                    | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3376000 | PA      | $3134694.69    | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/13/32                   | MORGAN STANLEY REGD V/R MTN 1.79400000                                                             | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3851000 | PA      | $3334728.70    | 0.01%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/28/32                   | MORGAN STANLEY REGD V/R MTN 1.92800000                                                             | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      3379000 | PA      | $2928972.65    | 0.01%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-HE2  V/R 03/25/34                   | MORGAN STANLEY ABS CAPITAL I SERIES 2004-HE2 CLASS M1 V/R REGD 4.64803000                          | CUSIP: 61744CCV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7533012 | PA      | $7523558.44    | 0.02%             | 2034-03-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-NC7 M1 V/R 07/25/34                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-NC7 SER 2004-NC7 CL M1 V/R REGD 4.64803000             | CUSIP: 61744CFP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7602467 | PA      | $7858117.68    | 0.02%             | 2034-07-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| MSAC 2004-HE8 M1 V/R 09/25/34                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2004-HE8 SER 2004-HE8 CL M1 V/R REGD 4.75303000             | CUSIP: 61744CHA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1489395 | PA      | $1610758.98    | 0.00%             | 2034-09-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| MSAC 2005-WMC2 V/R 02/25/35                   | MORGAN STANLEY ABS CAPITAL I__  2005-WMC2 M4 V/R REGD 4.72303000                                   | CUSIP: 61744CNU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1568504 | PA      | $1474007.22    | 0.00%             | 2035-02-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE1 A4 V/R 01/25/36                 | MSAC 2006-HE1 A4 V/R 01/25/36 4.37303000                                                           | CUSIP: 617451DR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3092169 | PA      | $3025198.06    | 0.01%             | 2036-01-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/32                   | MORGAN STANLEY REGD V/R MTN SER GMTN 2.23900000                                                    | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2073000 | PA      | $1814866.50    | 0.00%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 09/16/36                   | MORGAN STANLEY REGD V/R 2.48400000                                                                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20625000 | PA      | $17745497.76   | 0.04%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/20/32                   | MORGAN STANLEY REGD V/R MTN 2.51100000                                                             | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12515000 | PA      | $11050020.63   | 0.02%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/01/29                   | MORGAN STANLEY REGD V/R 5.12300000                                                                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      9600000 | PA      | $9704989.06    | 0.02%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/19/38                   | MORGAN STANLEY REGD V/R 5.94800000                                                                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     24762000 | PA      | $25366473.85   | 0.06%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/21/34                   | MORGAN STANLEY REGD V/R MTN 5.25000000                                                             | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       237000 | PA      | $237740.04     | 0.00%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 07/21/34                   | MORGAN STANLEY REGD V/R MTN 5.42400000                                                             | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      5875000 | PA      | $5961123.27    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 11/01/34                   | MORGAN STANLEY REGD V/R 6.62700000                                                                 | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     11306000 | PA      | $12302398.12   | 0.03%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/18/35                   | MORGAN STANLEY REGD V/R 5.46600000                                                                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      2457000 | PA      | $2497601.38    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 02/07/39                   | MORGAN STANLEY REGD V/R MTN 5.94200000                                                             | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     35780000 | PA      | $36576019.13   | 0.08%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/19/35                   | MORGAN STANLEY REGD V/R MTN 5.83100000                                                             | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16265000 | PA      | $16886127.33   | 0.04%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 10/22/36                   | MORGAN STANLEY REGD V/R MTN SER I 4.89200000                                                       | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      4010000 | PA      | $3876486.77    | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/18/41                   | MORGAN STANLEY REGD V/R 5.31400000                                                                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     38410000 | PA      | $37078037.23   | 0.08%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| MSAC 2006-HE8 A1 V/R 10/25/36                 | MORGAN STANLEY ABS CAPITAL I INC TRUST 2006-HE8 SER 2006-HE8 CL A1 V/R REGD 3.92303000             | CUSIP: 61750SAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       371890 | PA      | $335768.70     | 0.00%             | 2036-10-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| MSM 2006-15XS A4 V/R 11/25/36                 | MORGAN STANLEY MORTGAGE LOAN TRUST 2006-15XS SER 2006-15XS CL A4A V/R REGD 6.69950000              | CUSIP: 61750YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11958772 | PA      | $2462656.73    | 0.01%             | 2036-11-25      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A5 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A5 V/R REGD 4.32303000                 | CUSIP: 61754PAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17628384 | PA      | $5928150.47    | 0.01%             | 2037-04-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| MSM 2007-8XS A9 V/R 04/25/37                  | MORGAN STANLEY MORTGAGE LOAN TRUST 2007-8XS SER 2007-8XS CL A9 V/R REGD 4.33303000                 | CUSIP: 61754PAX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1702271 | PA      | $572261.24     | 0.00%             | 2037-04-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C11 B V/R 07/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C11 CL B V/R REGD 3.89215000            | CUSIP: 61762TAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1563000 | PA      | $969013.11     | 0.00%             | 2046-08-15      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| MSBAM 2013-C12 C V/R 09/15/23                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUS SER 2013-C12 CL C V/R REGD 4.60055600            | CUSIP: 61762XAZ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       155000 | PA      | $149961.36     | 0.00%             | 2046-10-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| MSBAM 2016-C30 2.86% 08/15/26                 | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C30 CL A5 REGD 2.86000000           | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1087000 | PA      | $1076387.29    | 0.00%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 05/04/27                   | MORGAN STANLEY REGD V/R 1.59300000                                                                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      7420000 | PA      | $7399398.67    | 0.02%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/22/42                   | MORGAN STANLEY REGD V/R 3.21700000                                                                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       751000 | PA      | $566177.98     | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| MSC 2021-230P C V/R 12/15/23                  | MORGAN STANLEY CAPITAL I TRUST 2021-230P SER 2021-230P CL C V/R REGD 144A P/P 5.58539000           | CUSIP: 61772WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9974000 | PA      | $9101275.00    | 0.02%             | 2038-12-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 02/08/30                | MORGAN STANLEY PVT BANK REGD V/R SER . 4.21300000                                                  | CUSIP: 61776NU43<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6300000 | PA      | $6236207.15    | 0.01%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 07/18/31                | MORGAN STANLEY PVT BANK REGD V/R 4.73400000                                                        | CUSIP: 61776NVG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     26681000 | PA      | $26598357.47   | 0.06%             | 2031-07-18      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 11/17/28                | MORGAN STANLEY PVT BANK REGD V/R 4.20400000                                                        | CUSIP: 61776NZU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       850000 | PA      | $847056.33     | 0.00%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 11/19/31                | MORGAN STANLEY PVT BANK REGD V/R 4.46500000                                                        | CUSIP: 61776NZW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34960000 | PA      | $34417456.81   | 0.07%             | 2031-11-19      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MSRM 2026-NQM1 A V/R 01/25/30                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2026-NQM1 CL A1 V/R REGD 144A P/P 4.80900000         | CUSIP: 61780XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13563394 | PA      | $13435885.74   | 0.03%             | 2070-12-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MSRM 2026-NQM1 A V/R 01/25/30                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2026-NQM1 CL A2 V/R REGD 144A P/P 5.03200000         | CUSIP: 61780XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3875255 | PA      | $3840076.21    | 0.01%             | 2070-12-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| MSRM 2026-NQM2 A V/R 02/25/30                 | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN  SER 2026-NQM2 CL A2 V/R REGD 144A P/P 4.98800000         | CUSIP: 617949AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5857422 | PA      | $5805936.74    | 0.01%             | 2071-01-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MSAIC 2024-1A A 5.5% 02/20/38                 | MOSAIC SOLAR LOAN TRUST 2024-1 SER 2024-1A CL A REGD 144A P/P 5.50000000                           | CUSIP: 618937AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1716857 | PA      | $1627090.62    | 0.00%             | 2049-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MSAIC 2024-2A A 5.6% 02/20/39                 | MOSAIC SOLAR LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.60000000                           | CUSIP: 61947BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18159220 | PA      | $17223816.45   | 0.04%             | 2052-04-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 2.3% 11/15/30                | MOTOROLA SOLUTIONS INC REGD 2.30000000                                                             | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      7753000 | PA      | $6988185.78    | 0.02%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIO 5.4% 04/15/34                | MOTOROLA SOLUTIONS INC REGD 5.40000000                                                             | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     13894000 | PA      | $14060629.35   | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTI 5.55% 08/15/35                | MOTOROLA SOLUTIONS INC REGD 5.55000000                                                             | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     18486000 | PA      | $18899925.57   | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MTN 2022-LPFL A V/R 03/15/27                  | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.07690000            | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14320000 | PA      | $14311050.00   | 0.03%             | 2039-03-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROW 3.875% 04/01/29                | MEDLINE BORROWER LP REGD 144A P/P 3.87500000                                                       | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     32693000 | PA      | $31625959.33   | 0.07%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA  3.75% 02/15/31                | MURPHY OIL USA INC REGD 144A P/P 3.75000000                                                        | CUSIP: 626738AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        78000 | PA      | $72480.76      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GL 5% 04/01/30                | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.00000000                                                    | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |      5300000 | PA      | $5333411.25    | 0.01%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 4.85% 07/06/27                      | PROSUS NV REGD 144A P/P 4.85000000                                                                 | CUSIP: 62856RAD7<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     14400000 | PA      | $14405126.40   | 0.03%             | 2027-07-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NFAS 2025-1 A 6.351% 05/15/28                 | NFAS3 LLC SER 2025-1 CL A REGD 144A P/P 6.35100000                                                 | CUSIP: 62909DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8415000 | PA      | $8501153.61    | 0.02%             | 2031-05-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LL 4.875% 08/15/27                | NGPL PIPECO LLC REGD 144A P/P 4.87500000                                                           | CUSIP: 62912XAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4268000 | PA      | $4276704.16    | 0.01%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUND 4.35% 09/15/30                | NLG GLOBAL FUNDING REGD 144A P/P 4.35000000                                                        | CUSIP: 62915W2B8<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |     20365000 | PA      | $20002006.30   | 0.04%             | 2030-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NLT 2021-INV3 PT V/R 11/25/56                 | NLT 2021-INV3 TRUST SER 2021-INV3 CL PT V/R REGD 144A P/P 0.00000000                               | CUSIP: 62916BAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15108334 | PA      | $13887734.69   | 0.03%             | 2056-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| NLT 2023-1 A1 V/R 10/25/62                    | NLT 2023-1 TRUST SER 2023-1 CL A1 V/R REGD 144A P/P 3.20000000                                     | CUSIP: 62917MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6869426 | PA      | $6331890.42    | 0.01%             | 2062-10-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC 4.45% 06/15/29                 | NRG ENERGY INC REGD 144A P/P 4.45000000                                                            | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      5885000 | PA      | $5812349.79    | 0.01%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NYO 2021-1290 A V/R 11/15/28                  | NYO COMMERCIAL MORTGAGE TRUST 2021-1290 SER 2021-1290 CL A V/R REGD 144A P/P 4.88248000            | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10900000 | PA      | $10872750.00   | 0.02%             | 2038-11-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| NYMT 2022-CP1 3.214% 07/25/61                 | NYMT LOAN TRUST 2022-CP1 SER 2022-CP1 CL M1 REGD 144A P/P 3.21450000                               | CUSIP: 62955VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $607908.91     | 0.00%             | 2061-07-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-INV1 A V/R 06/25/69                 | NYMT LOAN TRUST 2024-INV1 SER 2024-INV1 CL A1 V/R REGD 144A P/P 5.37900000                         | CUSIP: 62956XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3557963 | PA      | $3565847.84    | 0.01%             | 2069-06-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 03/08/29                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 4.30200000                                               | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      6100000 | PA      | $6057859.55    | 0.01%             | 2029-03-08      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG S V/R 07/18/30                | NATIONWIDE BLDG SOCIETY REGD V/R 144A P/P 3.96000000                                               | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      5650000 | PA      | $5522814.66    | 0.01%             | 2030-07-18      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 11/28/35                | NATWEST GROUP PLC REGD V/R 3.03200000                                                              | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     15143000 | PA      | $13786795.65   | 0.03%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/30/28                | NATWEST GROUP PLC REGD V/R 5.51600000                                                              | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     10900000 | PA      | $11059752.04   | 0.02%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 09/13/29                | NATWEST GROUP PLC REGD V/R 5.80800000                                                              | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     19897000 | PA      | $20472094.34   | 0.04%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 06/01/34                | NATWEST GROUP PLC REGD V/R 6.47500000                                                              | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     14560000 | PA      | $15110772.04   | 0.03%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 08/15/30                | NATWEST GROUP PLC REGD V/R 4.96400000                                                              | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     11300000 | PA      | $11400417.90   | 0.02%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-HA  1.31% 11/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-HA CL A REGD 144A P/P 1.31000000         | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       455830 | PA      | $433124.31     | 0.00%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-FA A 2.6% 04/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-F SER 2019-FA CL A2 REGD 144A P/P 2.60000000        | CUSIP: 63935CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       422428 | PA      | $408527.69     | 0.00%             | 2068-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NAVSL 2015-BA A3 V/R 05/15/27                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-B SER 2015-BA CL A3 V/R REGD 144A P/P 5.23699000         | CUSIP: 63939KAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2550290 | PA      | $2553704.40    | 0.01%             | 2040-07-16      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| NAVSL 2016-1A A V/R 08/25/33                  | NAVIENT STUDENT LOAN TRUST 2016-1 SER 2016-1A CL A V/R 144A P/P 4.47638000                         | CUSIP: 63940EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3380082 | PA      | $3346021.76    | 0.01%             | 2070-02-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| NAVSL 2017-3A A3 V/R 09/25/29                 | NAVIENT STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A3 V/R 144A P/P 4.82638000                        | CUSIP: 63940JAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9678103 | PA      | $9706221.12    | 0.02%             | 2066-07-26      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-BA  3.61% 09/15/26                 | NAVIENT PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-BA CL A2A REGD 144A P/P 3.61000000            | CUSIP: 63940QAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         2253 | PA      | $2252.50       | 0.00%             | 2059-12-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| NAVSL 2018-3A A3 V/R 01/25/30                 | NAVIENT STUDENT LOAN TRUST 2018-3 SER 2018-3A CL A3 V/R 144A P/P 4.57638000                        | CUSIP: 63940TAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6369575 | PA      | $6324874.83    | 0.01%             | 2067-03-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-BA  2.12% 09/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B SER 2020-BA CL A2 REGD 144A P/P 2.12000000        | CUSIP: 63941GAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       429306 | PA      | $411075.13     | 0.00%             | 2069-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-DA  1.69% 10/15/27                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D SER 2020-DA CL A REGD 144A P/P 1.69000000         | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2099201 | PA      | $2004846.97    | 0.00%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-GA A 2.4% 05/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G SER 2019-GA CL A REGD 144A P/P 2.40000000         | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       354274 | PA      | $345665.83     | 0.00%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.15% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL A2A REGD 144A P/P 2.15000000       | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       565028 | PA      | $544927.90     | 0.00%             | 2068-11-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-CA  2.83% 10/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C SER 2020-CA CL B REGD 144A P/P 2.83000000         | CUSIP: 63941KAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1685000 | PA      | $1515630.71    | 0.00%             | 2068-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-GA  1.17% 02/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G SER 2020-GA CL A REGD 144A P/P 1.17000000         | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1461785 | PA      | $1370790.70    | 0.00%             | 2069-09-16      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| NAVSL 2019-4A A2 V/R 07/25/68                 | NAVIENT STUDENT LOAN TRUST 2019-4 SER 2019-4A CL A2 V/R 144A P/P 4.58638000                        | CUSIP: 63941WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26561943 | PA      | $26361116.28   | 0.06%             | 2068-07-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA  1.33% 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H SER 2020-IA CL A1A REGD 144A P/P 1.33000000       | CUSIP: 63942AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2427999 | PA      | $2227318.50    | 0.00%             | 2069-04-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-IA A1 V/R 12/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2 SER 2020-IA CL A1B V/R REGD 144A P/P 4.78699000        | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6730800 | PA      | $6694274.07    | 0.01%             | 2069-04-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-A A 0.84% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL A REGD 144A P/P 0.84000000          | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1398848 | PA      | $1280646.93    | 0.00%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-A B 2.24% 03/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A SER 2021-A CL B REGD 144A P/P 2.24000000          | CUSIP: 63942BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       460000 | PA      | $372045.42     | 0.00%             | 2069-05-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-EA  2.03% 12/15/28                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E SER 2021-EA CL B REGD 144A P/P 2.03000000         | CUSIP: 63942EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1680000 | PA      | $1216807.37    | 0.00%             | 2069-12-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| NAVSL 2021-FA  2.12% 05/15/29                 | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-F SER 2021-FA CL B REGD 144A P/P 2.12000000         | CUSIP: 63942GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3810000 | PA      | $2716632.87    | 0.01%             | 2070-02-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| NAVSL 2020-2A A1 V/R 02/25/33                 | NAVIENT STUDENT LOAN TRUST 2020-2 SER 2020-2A CL A1B V/R 144A P/P 4.67638000                       | CUSIP: 63942HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14344249 | PA      | $14302501.17   | 0.03%             | 2069-08-26      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| NAVSL 2023-BA A1 V/R 01/15/31                 | NAVIENT STUDENT LOAN TRUST SER 2023-BA CL A1B V/R REGD 144A P/P 5.37223000                         | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5767113 | PA      | $5796403.88    | 0.01%             | 2072-03-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| NAVSL 2023-BA  7.23% 07/15/34                 | NAVIENT STUDENT LOAN TRUST SER 2023-BA CL B REGD 144A P/P 7.23000000                               | CUSIP: 63942TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10320000 | PA      | $11113092.00   | 0.02%             | 2072-03-15      | Fixed         | 7.23%                 | No            |                  2 | On Loan: No      |
| NAVTR 2021-1 A V/R 11/15/28                   | NAVIGATOR AIRCRAFT ABS LTD SER 2021-1 CL A V/R REGD 144A P/P 2.77100000                            | CUSIP: 63943BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9035121 | PA      | $8569798.27    | 0.02%             | 2046-11-15      | Variable      | 2.77%                 | No            |                  2 | On Loan: No      |
| NSLT 2017-3A A V/R 06/25/37                   | NELNET STUDENT LOAN TRUST 2017-3 SER 2017-3A CL A V/R 144A P/P 4.62638000                          | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25823927 | PA      | $25698596.20   | 0.06%             | 2066-02-25      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| NSLT 2026-A A1 4.61% 02/21/61                 | NELNET STUDENT LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.61000000                        | CUSIP: 64032UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49679588 | PA      | $49008838.65   | 0.11%             | 2061-02-21      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA A 1.42% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-B SER 2021-BA CL AFX REGD 144A P/P 1.42000000                       | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2960914 | PA      | $2804820.18    | 0.01%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| NSLT 2021-BA B 2.68% 04/20/62                 | NELNET STUDENT LOAN TRUST 2021-B SER 2021-BA CL B REGD 144A P/P 2.68000000                         | CUSIP: 64034QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3665000 | PA      | $3300742.98    | 0.01%             | 2062-04-20      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NSLT 2025-1A A2 V/R 11/27/90                  | NELNET STUDENT LOAN TRUST 2025-1 SER 2025-1A CL A2 V/R 144A P/P 4.61190000                         | CUSIP: 64035EAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    109828000 | PA      | $109827714.45  | 0.24%             | 2090-11-27      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| NSLT 2025-CA A 4.67% 06/22/65                 | NELNET STUDENT LOAN TRUST 2025-C SER 2025-CA CL A1A REGD 144A P/P 4.67000000                       | CUSIP: 64035UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34526544 | PA      | $34133959.78   | 0.07%             | 2065-06-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NETAPP INC 5.5% 03/17/32                      | NETAPP INC REGD 5.50000000                                                                         | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      7740000 | PA      | $7919351.59    | 0.02%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC 5.7% 03/17/35                      | NETAPP INC REGD 5.70000000                                                                         | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |      7095000 | PA      | $7227956.18    | 0.02%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-43A AR V/R 07/17/36                 | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-43A CL AR V/R REGD 144A P/P 4.71763000               | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25000000 | PA      | $24966875.00   | 0.05%             | 2036-07-17      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| NEUB 2021-41A AR V/R 04/15/34                 | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-41A CL AR V/R REGD 144A P/P 4.72219000               | CUSIP: 64134BAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11500000 | PA      | $11487729.50   | 0.02%             | 2034-04-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| NEUB 2022-51A AR V/R 10/23/36                 | NEUBERGER BERMAN LOAN ADVISERS CLO 5 SER 2022-51A CL AR2 V/R REGD 144A P/P 4.66771000              | CUSIP: 64135BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     10000000 | PA      | $9997150.00    | 0.02%             | 2036-10-23      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| NCHET 2005-D M2 V/R 02/25/36                  | NEW CENTURY HOME EQUITY LOAN TRUST SERIES 2005-D SER 2005-D CL M2 V/R REGD 4.49803000              | CUSIP: 64352VPR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10390000 | PA      | $9365798.48    | 0.02%             | 2036-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| USRE 2021-1 A1 1.91% 10/20/26                 | NEW ECONOMY ASSETS - PHASE 1 SPONSOR LLC SER 2021-1 CL A1 REGD 144A P/P 1.91000000                 | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2925000 | PA      | $2455187.67    | 0.01%             | 2061-10-20      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST  7.414% 01/01/40                | NEW JERSEY ST TURNPIKE AUTH TU REGD N/C B/E 7.41400000                                             | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |      1901000 | PA      | $2247029.53    | 0.00%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM3 A V/R 11/25/64                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.46600000     | CUSIP: 647910AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24253194 | PA      | $24435270.20   | 0.05%             | 2064-11-25      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| NRZT 2019-RPL3 A V/R 07/25/59                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 SER 2019-RPL3 CL A1 V/R REGD 144A P/P 2.75000000     | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9724984 | PA      | $9422904.72    | 0.02%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| NRZT 2020-NQM2 M V/R 07/25/25                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM SER 2020-NQM2 CL M1 V/R REGD 144A P/P 3.89244000      | CUSIP: 64830UAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8812000 | PA      | $7968525.93    | 0.02%             | 2060-05-24      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| NRZT 2023-NQM1 A V/R 09/25/27                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 SER 2023-NQM1 CL A1A V/R REGD 144A P/P 6.86400000    | CUSIP: 64831HAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22863161 | PA      | $23032245.89   | 0.05%             | 2063-10-25      | Variable      | 6.86%                 | No            |                  2 | On Loan: No      |
| NRMLT 2024-RTL1 S/UP 03/25/39                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RTL1 SER 2024-RTL1 CL A1 S/UP REGD 144A P/P 6.66400000    | CUSIP: 64831PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8965000 | PA      | $8972473.22    | 0.02%             | 2039-03-25      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-RPL1 A V/R 01/25/64                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-RPL1 SER 2024-RPL1 CL A V/R REGD 144A P/P 3.80000000      | CUSIP: 64832AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12970938 | PA      | $12226448.13   | 0.03%             | 2064-01-25      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NRZT 2024-NQM2 A V/R 09/25/28                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2024-NQM2 SER 2024-NQM2 CL A1 V/R REGD 144A P/P 5.11700000     | CUSIP: 64832BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18639783 | PA      | $18575878.31   | 0.04%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| NRZT 2026-NQM2 A V/R 12/25/65                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 SER 2026-NQM2 CL A1 V/R REGD 144A P/P 4.74300000     | CUSIP: 64832MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14050225 | PA      | $13908109.44   | 0.03%             | 2065-12-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| NRZT 2026-NQM2 A V/R 12/25/65                 | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2026-NQM2 SER 2026-NQM2 CL A2 V/R REGD 144A P/P 5.04800000     | CUSIP: 64832MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13406091 | PA      | $13256101.08   | 0.03%             | 2065-12-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTER 3.563% 08/01/36                | NY & PRESBYTERIAN HOSPIT REGD 3.56300000                                                           | CUSIP: 649322AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2630000 | PA      | $2314205.77    | 0.01%             | 2036-08-01      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE G 2.35% 07/14/26                | NEW YORK LIFE GLOBAL FDG REGD 144A P/P 2.35000000                                                  | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $994815.47     | 0.00%             | 2026-07-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS 0% 04/01/36                     | NEWELL BRANDS INC REGD 7.37500000                                                                  | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      2575000 | PA      | $2370368.61    | 0.01%             | 2036-04-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  2.25% 06/01/30                | NEXTERA ENERGY CAPITAL REGD 2.25000000                                                             | CUSIP: 65339KBR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4105000 | PA      | $3740731.21    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.625% 07/15/27                | NEXTERA ENERGY CAPITAL REGD 4.62500000                                                             | CUSIP: 65339KCH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3673000 | PA      | $3686132.30    | 0.01%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY 4.685% 09/01/27                | NEXTERA ENERGY CAPITAL REGD 4.68500000                                                             | CUSIP: 65339KCL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51371000 | PA      | $51618834.25   | 0.11%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 4.9% 03/15/29                | NEXTERA ENERGY CAPITAL REGD 4.90000000                                                             | CUSIP: 65339KCT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $10145344.20   | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  5.05% 03/15/30                | NEXTERA ENERGY CAPITAL REGD 5.05000000                                                             | CUSIP: 65339KDJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22000000 | PA      | $22407568.92   | 0.05%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY C 4.4% 03/01/31                | NEXTERA ENERGY CAPITAL REGD 4.40000000                                                             | CUSIP: 65339KDY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3175000 | PA      | $3146539.74    | 0.01%             | 2031-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY DISC 04/07/26                  | NEXTERA ENERGY DISC 04/07/26 0.00000000                                                            | CUSIP: 65339ND76<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3700000 | PA      | $3697136.57    | 0.01%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC V/R 07/15/56                     | NISOURCE INC REGD V/R 5.75000000                                                                   | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     18000000 | PA      | $17726142.60   | 0.04%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.75% 03/09/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P 2.75000000                                                   | CUSIP: 654740BT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13700000 | PA      | $12808654.03   | 0.03%             | 2028-03-09      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR C 4.345% 09/17/27                | NISSAN MOTOR CO REGD 144A P/P 4.34500000                                                           | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     10000000 | PA      | $9723130.30    | 0.02%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO 4.81% 09/17/30                | NISSAN MOTOR CO REGD 144A P/P 4.81000000                                                           | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     36875000 | PA      | $33477444.07   | 0.07%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| NAROT 2024-B A 4.34% 11/15/27                 | NISSAN AUTO RECEIVABLES 2024-B OWNER TRUST SER 2024-B CL A3 REGD 4.34000000                        | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9100000 | PA      | $9116984.24    | 0.02%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 1.85% 09/16/26                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.85000000                                               | CUSIP: 65480CAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45200000 | PA      | $44425016.17   | 0.10%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR AC 2.45% 09/15/28                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 2.45000000                                               | CUSIP: 65480CAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4800000 | PA      | $4386838.37    | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACC 5.3% 09/13/27                | NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 5.30000000                                               | CUSIP: 65480CAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2200000 | PA      | $2185271.00    | 0.00%             | 2027-09-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCE V/R 09/13/27                | NISSAN MOTOR ACCEPTANCE REGD V/R 144A P/P MTN 5.69804300                                           | CUSIP: 65480CAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       500000 | PA      | $495945.00     | 0.00%             | 2027-09-13      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| NALT 2026-A A2A 3.9% 05/15/28                 | NISSAN AUTO LEASE TRUST 2026-A SER 2026-A CL A2A REGD 3.90000000                                   | CUSIP: 65481HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000000 | PA      | $14961942.00   | 0.03%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO 7.5% 07/17/30                 | NISSAN MOTOR CO REGD 144A P/P 7.50000000                                                           | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      4700000 | PA      | $4735937.89    | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 2.172% 07/14/28                | NOMURA HOLDINGS INC REGD 2.17200000                                                                | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     19200000 | PA      | $18191209.92   | 0.04%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDING 4.904% 07/01/30                | NOMURA HOLDINGS INC REGD 4.90400000                                                                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      1500000 | PA      | $1499307.08    | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP 5.8% 09/15/33                    | NORDSON CORP REGD 5.80000000                                                                       | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |      2660000 | PA      | $2764891.17    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BA 5.094% 10/16/29                | NORINCHUKIN BANK REGD 144A P/P 5.09400000                                                          | CUSIP: 656029AN5<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |      2100000 | PA      | $2121574.96    | 0.00%             | 2029-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES  3.6% 09/15/47                | NORTHERN STATES PWR-MINN REGD 3.60000000                                                           | CUSIP: 665772CQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1800000 | PA      | $1329920.14    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MU 3.45% 03/30/51                | NORTHWESTERN MUTUAL LIFE REGD 144A P/P 3.45000000                                                  | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |      2420000 | PA      | $1663980.65    | 0.00%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WOODS 2018-12BA  V/R 06/15/31                 | NORTHWOODS CAPITAL XII-B LTD SER 2018-12BA CL AR V/R REGD 144A P/P 4.86401000                      | CUSIP: 66858CAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      3119767 | PA      | $3119538.88    | 0.01%             | 2031-06-15      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| WOODS 2019-20A A V/R 10/25/38                 | NORTHWOODS CAPITAL 20 LTD SER 2019-20A CL AR2 V/R REGD 144A P/P 5.00802000                         | CUSIP: 66860TBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5960000 | PA      | $5955601.52    | 0.01%             | 2038-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| AMSR 2022-SFR3 B 4% 10/17/27                  | AMSR 2022-SFR3 TRUST SER 2022-SFR3 CL B REGD 144A P/P 4.00000000                                   | CUSIP: 66981YAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20305000 | PA      | $19983261.18   | 0.04%             | 2039-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 4.4% 03/18/31                | NOVARTIS CAPITAL CORP REGD 4.40000000                                                              | CUSIP: 66989HBG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8100000 | PA      | $8098259.31    | 0.02%             | 2031-03-18      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 4.6% 03/18/33                | NOVARTIS CAPITAL CORP REGD 4.60000000                                                              | CUSIP: 66989HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6700000 | PA      | $6671528.75    | 0.01%             | 2033-03-18      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 5.7% 03/18/56                | NOVARTIS CAPITAL CORP REGD 5.70000000                                                              | CUSIP: 66989HBL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11205000 | PA      | $11284938.37   | 0.02%             | 2056-03-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OBX 2018-EXP1 1A V/R 04/25/48                 | OBX 2018-EXP1 TRUST SER 2018-EXP1 CL 1A3 V/R REGD 144A P/P 4.00000000                              | CUSIP: 67097VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        96806 | PA      | $92334.93      | 0.00%             | 2048-04-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OCP 2020-18A A1R V/R 07/20/37                 | OCP CLO 2020-18 LTD SER 2020-18A CL A1R2 V/R REGD 144A P/P 5.03763000                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |      9685000 | PA      | $9694036.11    | 0.02%             | 2037-07-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ONDK 2024-2A A 4.98% 10/18/27                 | ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2024-2A CL A REGD 144A P/P 4.98000000                 | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3425000 | PA      | $3434027.96    | 0.01%             | 2031-10-17      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| OHALF 2015-1A A1 V/R 10/19/38                 | OHA LOAN FUNDING 2015-1 LTD SER 2015-1A CL A1R4 V/R REGD 144A P/P 4.91763000                       | CUSIP: 67109BDN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9410000 | PA      | $9407412.25    | 0.02%             | 2038-10-19      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| OAKC 2015-11A A1 V/R 04/20/37                 | OHA CREDIT PARTNERS XI LTD SER 2015-11A CL A1R2 V/R REGD 144A P/P 5.12763000                       | CUSIP: 67109FAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23400000 | PA      | $23405592.60   | 0.05%             | 2037-04-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 1A V/R 10/25/59                 | OBX 2019-EXP3 TRUST SER 2019-EXP3 CL 1A8 V/R REGD 144A P/P 3.50000000                              | CUSIP: 67113AAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        98921 | PA      | $93234.40      | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 1A V/R 06/25/59                 | OBX 2019-EXP2 TRUST SER 2019-EXP2 CL 1A3 V/R REGD 144A P/P 4.00000000                              | CUSIP: 67113KAX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       155230 | PA      | $150439.41     | 0.00%             | 2059-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM3 A1 V/R 07/25/61                 | OBX 2021-NQM3 TRUST SER 2021-NQM3 CL A1 V/R REGD 144A P/P 1.05400000                               | CUSIP: 67114JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2888863 | PA      | $2422975.17    | 0.01%             | 2061-07-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| OCP 2023-26A AR V/R 04/17/37                  | OCP CLO 2023-26 LTD SER 2023-26A CL AR V/R REGD 144A P/P 4.74763000                                | CUSIP: 67116HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |      3500000 | PA      | $3495688.00    | 0.01%             | 2037-04-17      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM7 A1 V/R 08/25/26                 | OBX 2022-NQM7 TRUST SER 2022-NQM7 CL A1 V/R REGD 144A P/P 5.11000000                               | CUSIP: 67117DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2934305 | PA      | $2924276.36    | 0.01%             | 2062-08-25      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM3 A1 V/R 04/25/27                 | OBX 2023-NQM3 TRUST SER 2023-NQM3 CL A1 V/R REGD 144A P/P 5.94871000                               | CUSIP: 67117PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15182375 | PA      | $15132189.44   | 0.03%             | 2063-02-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| OCPA 2023-29A BR V/R 01/20/36                 | OCP AEGIS CLO 2023-29 LTD SER 2023-29A CL BR V/R REGD 144A P/P 5.21763000                          | CUSIP: 67118BAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     15500000 | PA      | $15477571.50   | 0.03%             | 2036-01-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM8 A1 V/R 09/25/63                 | OBX 2023-NQM8 TRUST SER 2023-NQM8 CL A1 V/R REGD 144A P/P 7.04500000                               | CUSIP: 67118CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4628198 | PA      | $4653802.17    | 0.01%             | 2063-09-25      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-BPL3 A V/R 09/25/39                 | NYMT LOAN TRUST SERIES 2024-BPL3 SER 2024-BPL3 CL A1 V/R REGD 144A P/P 5.26800000                  | CUSIP: 67119RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4030025 | PA      | $4029228.44    | 0.01%             | 2039-09-25      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| OCP 2024-38A A V/R 01/21/38                   | OCP CLO 2024-38 LTD SER 2024-38A CL A V/R REGD 144A P/P 4.99969000                                 | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     17110000 | PA      | $17129881.82   | 0.04%             | 2038-01-21      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| NYMT 2024-BPL2 A V/R 05/25/39                 | NYMT LOAN TRUST SERIES 2024-BPL2 SER 2024-BPL2 CL A1 V/R REGD 144A P/P 6.50900000                  | CUSIP: 67120TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8405000 | PA      | $8439638.69    | 0.02%             | 2039-05-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| OAKC 2021-10RA A V/R 07/18/37                 | OHA CREDIT FUNDING 10-R LTD SER 2021-10RA CL A1 V/R REGD 144A P/P 4.92763000                       | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14705000 | PA      | $14708220.40   | 0.03%             | 2037-07-18      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| NYC 2025-1155 5.832% 06/10/30                 | NYC COMMERCIAL MORTGAGE TRUST 2025-1155 SER 2025-1155 CL A REGD 144A P/P 5.83290000                | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12089000 | PA      | $12228128.67   | 0.03%             | 2042-06-10      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| OAK-EAGLE ACQUI 7.25% 07/01/33                | OAK-EAGLE ACQUIRECO INC REGD 144A P/P 7.25000000                                                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      7115000 | PA      | $7371811.87    | 0.02%             | 2033-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| OBX 2023-NQM5 A1 V/R 06/25/27                 | OBX 2023-NQM5 TRUST SER 2023-NQM5 CL A1A V/R REGD 144A P/P 6.56700000                              | CUSIP: 673919AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5843187 | PA      | $5845138.86    | 0.01%             | 2063-06-25      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CO 6.75% 03/15/33                | CHORD ENERGY CORP REGD 144A P/P 6.75000000                                                         | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       177000 | PA      | $182742.27     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP 6% 10/01/30                 | CHORD ENERGY CORP REGD 144A P/P 6.00000000                                                         | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       181000 | PA      | $183401.87     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 A1 V/R 02/25/26                 | OBX 2022-NQM2 TRUST SER 2022-NQM2 CL A1 V/R REGD 144A P/P 3.99621000                               | CUSIP: 67448DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31555459 | PA      | $30287046.58   | 0.07%             | 2062-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 2A V/R 02/25/60                 | OBX 2020-EXP1 TRUST SER 2020-EXP1 CL 2A1 V/R REGD 144A P/P 4.54303000                              | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       105855 | PA      | $104062.80     | 0.00%             | 2060-02-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL I 6% 02/01/28                | OCEANEERING INTL INC REGD 6.00000000                                                               | CUSIP: 675232AB8<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |        59000 | PA      | $59239.95      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCEANEERING INTL I 6% 02/01/28                | OCEANEERING INTL IN REGD SER * 6.00000000                                                          | CUSIP: 675232AD4<br>LEI: 549300L6PH74701W0R30 | Long             | DBT              | CORP              | US        |        59000 | PA      | $59239.95      | 0.00%             | 2028-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OCTL 2024-2A C 5.9% 07/20/32                  | OCTANE RECEIVABLES TRUST 2024-2 SER 2024-2A CL C REGD 144A P/P 5.90000000                          | CUSIP: 67578YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3895000 | PA      | $3959505.48    | 0.01%             | 2032-07-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| OCT17 2013-1A BR V/R 01/25/31                 | OCTAGON INVESTMENT PARTNERS XVII LTD SER 2013-1A CL BR2 V/R REGD 144A P/P 5.32963000               | CUSIP: 67590GBL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       825157 | PA      | $824840.84     | 0.00%             | 2031-01-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| OAKC 2017-15A B1 V/R 04/20/37                 | OHA CREDIT PARTNERS XV LTD SER 2017-15A CL B1R V/R REGD 144A P/P 5.61763000                        | CUSIP: 67707BAK6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     15180000 | PA      | $15176766.66   | 0.03%             | 2037-04-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERN 6.25% 01/25/31                | OMAN GOV INTERNTL BOND REGD 144A P/P 6.25000000                                                    | CUSIP: 68205LAS2<br>LEI: N/A                  | Long             | DBT              | USGA              | OM        |      6416000 | PA      | $6690627.38    | 0.01%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC  5.35% 04/01/35                | ONCOR ELECTRIC DELIVERY REGD 5.35000000                                                            | CUSIP: 68233JDC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6595000 | PA      | $6739003.14    | 0.01%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OBP 2019-OBP  2.516% 09/15/29                 | ONE BRYANT PARK TRUST 2019-OBP SER 2019-OBP CL A REGD 144A P/P 2.51641000                          | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000000 | PA      | $6467584.90    | 0.01%             | 2054-09-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| OMPT 2017-1MK 3.613% 02/10/24                 | ONE MARKET PLAZA TRUST 2017-1MKT SER 2017-1MKT CL A REGD 144A P/P 3.61390000                       | CUSIP: 68245HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7016681 | PA      | $6757118.70    | 0.01%             | 2032-02-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / N 3.875% 01/15/28                | 1011778 BC / NEW RED FIN REGD 144A P/P 3.87500000                                                  | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1430000 | PA      | $1397794.97    | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW R 4% 10/15/30                | 1011778 BC / NEW RED FIN REGD 144A P/P 4.00000000                                                  | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7001000 | PA      | $6580416.33    | 0.01%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW 3.5% 02/15/29                | 1011778 BC / NEW RED FIN REGD 144A P/P 3.50000000                                                  | CUSIP: 68245XAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5610000 | PA      | $5355728.43    | 0.01%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / N 5.625% 09/15/29                | 1011778 BC / NEW RED FIN REGD 144A P/P 5.62500000                                                  | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       298000 | PA      | $298649.04     | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ONYP 2020-1NYP A V/R 01/15/23                 | ONE NEW YORK PLAZA TRUST 2020-1NYP SER 2020-1NYP CL A V/R REGD 144A P/P 4.73748000                 | CUSIP: 68249DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18115491 | PA      | $17436160.22   | 0.04%             | 2036-01-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-S1 D 5.2% 11/14/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 SER 2022-S1 CL D REGD 144A P/P 5.20000000                 | CUSIP: 68267HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8785000 | PA      | $8796805.28    | 0.02%             | 2035-05-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 6.5% 09/01/30                       | ONEOK INC REGD 144A P/P 6.50000000                                                                 | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      4475000 | PA      | $4736876.60    | 0.01%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ODART 2023-1A  7.07% 11/14/27                 | ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 7.07000000             | CUSIP: 682685AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1145000 | PA      | $1175470.05    | 0.00%             | 2033-02-14      | Fixed         | 7.07%                 | No            |                  2 | On Loan: No      |
| OMFIT 2022-2A  4.89% 01/15/26                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 SER 2022-2A CL A REGD 144A P/P 4.89000000                  | CUSIP: 68268VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       516499 | PA      | $516553.59     | 0.00%             | 2034-10-14      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| OMFIT 2019-2A  4.05% 05/14/28                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2019-2 SER 2019-2A CL D REGD 144A P/P 4.05000000                  | CUSIP: 68269BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       855000 | PA      | $824615.95     | 0.00%             | 2036-10-14      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| OMFIT 2021-1A  2.47% 11/14/27                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2021-1 SER 2021-1A CL D REGD 144A P/P 2.47000000                  | CUSIP: 68269MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3300000 | PA      | $3104505.03    | 0.01%             | 2036-06-16      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| OMFIT 2025-1A  5.79% 12/14/29                 | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.79000000                  | CUSIP: 68270DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1585000 | PA      | $1594821.93    | 0.00%             | 2038-07-14      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| 1345T 2025-AOA B V/R 06/15/27                 | 1345T 2025-AOA SER 2025-AOA CL B V/R REGD 144A P/P 5.67251000                                      | CUSIP: 68271CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7974572.00    | 0.02%             | 2042-06-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD 10% 04/15/32                   | 1261229 BC LTD REGD 144A P/P 10.00000000                                                           | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      5085000 | PA      | $5206246.74    | 0.01%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ONT GAMING GTA/OTG 8% 08/01/30                | ONT GAMING GTA/OTG CO-IS REGD 144A P/P 8.00000000                                                  | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      1092000 | PA      | $1046584.00    | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 3.875% 02/15/28                | OPEN TEXT CORP REGD 144A P/P 3.87500000                                                            | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      2196000 | PA      | $2114449.12    | 0.00%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 3.875% 12/01/29                | OPEN TEXT CORP REGD 144A P/P 3.87500000                                                            | CUSIP: 683715AD8<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |      8985000 | PA      | $8029484.78    | 0.02%             | 2029-12-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP 6.9% 12/01/27                  | OPEN TEXT CORP REGD 144A P/P 6.90000000                                                            | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     14097000 | PA      | $14468864.76   | 0.03%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT INC 4.125% 02/15/30                 | OPEN TEXT INC REGD 144A P/P 4.12500000                                                             | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       875000 | PA      | $781837.00     | 0.00%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OOMLT 2006-3 1A1 V/R 02/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2006-3 SER 2006-3 CL 1A1 V/R REGD 4.07303000                        | CUSIP: 68389BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18135519 | PA      | $11969648.96   | 0.03%             | 2037-02-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| OOMLT 2004-2 M1 V/R 05/25/34                  | OPTION ONE MORTGAGE LOAN TRUST 2004-2 SER 2004-2 CL M1 V/R REGD 4.58803000                         | CUSIP: 68389FFG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3244529 | PA      | $3333879.63    | 0.01%             | 2034-05-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.5% 04/15/38                     | ORACLE CORP REGD 6.50000000                                                                        | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      4215000 | PA      | $4224600.80    | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 07/15/46                       | ORACLE CORP REGD 4.00000000                                                                        | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      6011000 | PA      | $4047983.34    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.8% 11/15/37                     | ORACLE CORP REGD 3.80000000                                                                        | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7780000 | PA      | $6178435.19    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4% 11/15/47                       | ORACLE CORP REGD 4.00000000                                                                        | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5131000 | PA      | $3395665.58    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 2.95% 04/01/30                    | ORACLE CORP REGD 2.95000000                                                                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     23000000 | PA      | $20995248.47   | 0.05%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.6% 04/01/50                     | ORACLE CORP REGD 3.60000000                                                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     21045000 | PA      | $12705461.86   | 0.03%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 3.95% 03/25/51                    | ORACLE CORP REGD 3.95000000                                                                        | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8117000 | PA      | $5143382.26    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.8% 08/03/28                     | ORACLE CORP REGD 4.80000000                                                                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      8695000 | PA      | $8698693.98    | 0.02%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6% 08/03/55                       | ORACLE CORP REGD 6.00000000                                                                        | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1085705.60    | 0.00%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.2% 09/26/35                     | ORACLE CORP REGD 5.20000000                                                                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     29341000 | PA      | $27521710.12   | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.95% 09/26/55                    | ORACLE CORP REGD 5.95000000                                                                        | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     15283000 | PA      | $12857140.11   | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.55% 02/04/29                    | ORACLE CORP REGD 4.55000000                                                                        | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5331753.34    | 0.01%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.95% 02/04/31                    | ORACLE CORP REGD 4.95000000                                                                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     19045000 | PA      | $18634387.13   | 0.04%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.35% 05/04/33                    | ORACLE CORP REGD 5.35000000                                                                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      9250000 | PA      | $9004679.55    | 0.02%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 5.7% 02/04/36                     | ORACLE CORP REGD 5.70000000                                                                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     13451000 | PA      | $12932979.12   | 0.03%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.55% 02/04/46                    | ORACLE CORP REGD 6.55000000                                                                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      5624000 | PA      | $5246944.77    | 0.01%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.7% 02/04/56                     | ORACLE CORP REGD 6.70000000                                                                        | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     25488000 | PA      | $23655502.77   | 0.05%             | 2056-02-04      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 6.85% 02/04/66                    | ORACLE CORP REGD 6.85000000                                                                        | CUSIP: 68389XEC5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     16577000 | PA      | $15239600.79   | 0.03%             | 2066-02-04      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| OOMLT 2007-4 2A2 V/R 04/25/37                 | OPTION ONE MORTGAGE LOAN TRUST 2007-4 SER 2007-4 CL 2A2 V/R REGD 3.97303000                        | CUSIP: 68403FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13235925 | PA      | $7570780.91    | 0.02%             | 2037-04-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| OREGON TOOL LU 7.875% 10/15/29                | OREGON TOOL LUX LP REGD 144A P/P 7.87500000                                                        | CUSIP: 68610BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1706380 | PA      | $597233.00     | 0.00%             | 2029-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OSCAR 2024-2A  4.63% 11/10/26                 | OSCAR US FUNDING XVII LLC SER 2024-2A CL A2 REGD 144A P/P 4.63000000                               | CUSIP: 68784BAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2225340 | PA      | $2223799.09    | 0.00%             | 2027-12-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OSCAR 2024-2A  4.47% 02/10/28                 | OSCAR US FUNDING XVII LLC SER 2024-2A CL A3 REGD 144A P/P 4.47000000                               | CUSIP: 68784BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2100737.63    | 0.00%             | 2029-03-12      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE 5.125% 11/19/31                | OTIS WORLDWIDE CORP REGD 5.12500000                                                                | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |      4360000 | PA      | $4460133.72    | 0.01%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING 5.7% 06/15/34                   | OWENS CORNING REGD 5.70000000                                                                      | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     30495000 | PA      | $31523887.27   | 0.07%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQS 2025-1M A 5.48% 09/27/32                  | OWN EQUIPMENT FUND II LLC SER 2025-1M CL A REGD 144A P/P 5.48000000                                | CUSIP: 690912AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4701852 | PA      | $4694988.56    | 0.01%             | 2033-09-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OR 2025-21A B V/R 07/24/34                    | OWL ROCK CLO XXI LLC SER 2025-21A CL B V/R REGD 144A P/P 5.56802000                                | CUSIP: 69120UAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       250000 | PA      | $248834.75     | 0.00%             | 2034-07-24      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| EQS 2024-2M A 5.7% 12/20/31                   | OWN EQUIPMENT FUND I LLC SER 2024-2M CL A REGD 144A P/P 5.70000000                                 | CUSIP: 69121NAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8050483 | PA      | $8098857.52    | 0.02%             | 2032-12-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQS 2025-2M A 5.42% 03/25/33                  | OWN EQUIPMENT FUND III LLC SER 2025-2M CL A REGD 144A P/P 5.42000000                               | CUSIP: 69122AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12428864 | PA      | $12380731.69   | 0.03%             | 2034-03-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PKAIR 2025-2 A 4.75% 03/15/43                 | PK ALIFT LOAN FUNDING 7 LP SER 2025-2 CL A REGD 144A P/P 4.75000000                                | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2500229 | PA      | $2487877.05    | 0.01%             | 2043-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PKAIR 2024-1  5.842% 09/15/39                 | PK ALIFT LOAN FUNDING 3 LP SER 2024-1 CL A1 REGD 144A P/P 5.84200000                               | CUSIP: 69291VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2056038 | PA      | $2090817.57    | 0.00%             | 2039-09-15      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF1 A V/R 01/25/28                 | PRPM 2024-RCF1 LLC SER 2024-RCF1 CL A1 V/R REGD 144A P/P 4.00000000                                | CUSIP: 693581AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1137139 | PA      | $1122212.87    | 0.00%             | 2054-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2022-AFC1  V/R 04/25/57                 | PRKCM 2022-AFC1 TRUST SER 2022-AFC1 CL A1A V/R REGD 144A P/P 4.10000000                            | CUSIP: 69377CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47881970 | PA      | $47669719.12   | 0.10%             | 2057-04-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| PRPM 2022-NQM1 A V/R 09/25/26                 | PRPM 2022-NQM1 TRUST SER 2022-NQM1 CL A1 V/R REGD 144A P/P 5.50000000                              | CUSIP: 69378KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12853651 | PA      | $12814393.14   | 0.03%             | 2067-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF2  S/UP 11/25/53                 | PRPM 2023-RCF2 LLC SER 2023-RCF2 CL A1 S/UP REGD 144A P/P 4.00000000                               | CUSIP: 69380RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       517548 | PA      | $510217.50     | 0.00%             | 2053-11-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRKCM 2024-AFC1  V/R 02/25/28                 | PRKCM 2024-AFC1 TRUST SER 2024-AFC1 CL A1 V/R REGD 144A P/P 6.33300000                             | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2870948 | PA      | $2891368.09    | 0.01%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRPM 2023-RCF1 A V/R 06/25/27                 | PRPM 2023-RCF1 LLC SER 2023-RCF1 CL A1 V/R REGD 144A P/P 4.00000000                                | CUSIP: 69381AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4343907 | PA      | $4297577.84    | 0.01%             | 2053-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PGA 2024-RSR2 A V/R 06/15/26                  | PGA TRUST 2024-RSR2 SER 2024-RSR2 CL A V/R REGD 144A P/P 5.56341000                                | CUSIP: 69381CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21248000 | PA      | $21174960.00   | 0.05%             | 2039-06-15      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM3 A V/R 08/25/69                 | PRPM 2024-NQM3 SER 2024-NQM3 CL A1 V/R REGD 144A P/P 5.22800000                                    | CUSIP: 69381FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4186692 | PA      | $4178399.27    | 0.01%             | 2069-08-25      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-2 A1 V/R 05/25/30                   | PRPM 2025-2 LLC SER 2025-2 CL A1 V/R REGD 144A P/P 6.46900000                                      | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2523111 | PA      | $2517155.72    | 0.01%             | 2030-05-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF4 A V/R 08/25/55                 | PRPM 2025-RCF4 LLC SER 2025-RCF4 CL A1 V/R REGD 144A P/P 4.50000000                                | CUSIP: 69382WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3149996 | PA      | $3098130.94    | 0.01%             | 2055-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-7 A1 V/R 08/25/28                   | PRPM 2025-7 LLC SER 2025-7 CL A1 V/R REGD 144A P/P 5.50300000                                      | CUSIP: 69382YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10931774 | PA      | $10895476.53   | 0.02%             | 2030-08-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL11  V/R 09/25/28                 | PRET 2025-NPL11 LLC SER 2025-NPL11 CL A1 V/R REGD 144A P/P 5.19330000                              | CUSIP: 69383AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24838981 | PA      | $24839177.02   | 0.05%             | 2055-10-25      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-8 A1 V/R 10/25/28                   | PRPM 2025-8 LLC SER 2025-8 CL A1 V/R REGD 144A P/P 5.38500000                                      | CUSIP: 69383BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10364440 | PA      | $10317643.40   | 0.02%             | 2030-10-25      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL3 A V/R 02/25/29                 | PRET 2026-NPL3 LLC SER 2026-NPL3 CL A1 V/R REGD 144A P/P 4.96820000                                | CUSIP: 69383QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13450311 | PA      | $13340045.73   | 0.03%             | 2056-02-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL1 A V/R 12/25/28                 | PRET 2026-NPL1 LLC SER 2026-NPL1 CL A1 V/R REGD 144A P/P 5.17960000                                | CUSIP: 69383TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1700579 | PA      | $1686803.65    | 0.00%             | 2056-01-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PMTLT 2026-INV4  V/R 03/25/57                 | PMT LOAN TRUST 2026-INV4 SER 2026-INV4 CL A8 V/R REGD 144A P/P 0.00000000                          | CUSIP: 69383UAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9700000 | PA      | $9692901.54    | 0.02%             | 2057-03-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF5 A V/R 10/25/55                 | PRPM 2025-RCF5 LLC SER 2025-RCF5 CL A1 V/R REGD 144A P/P 4.83900000                                | CUSIP: 69384AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4017927 | PA      | $3973948.38    | 0.01%             | 2055-10-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL8 A V/R 07/25/28                 | PRET 2025-NPL8 LLC SER 2025-NPL8 CL A1 V/R REGD 144A P/P 5.73190000                                | CUSIP: 69392EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14429229 | PA      | $14459685.01   | 0.03%             | 2055-08-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL3 A V/R 04/25/55                 | PRPM 2025-RPL3 LLC SER 2025-RPL3 CL A1 V/R REGD 144A P/P 3.25000000                                | CUSIP: 69392NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24807183 | PA      | $23982274.31   | 0.05%             | 2055-04-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| PRET 2025-RPL5 A V/R 01/25/70                 | PRET 2025-RPL5 TRUST SER 2025-RPL5 CL A1 V/R REGD 144A P/P 4.15000000                              | CUSIP: 69393AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16326141 | PA      | $15846090.05   | 0.03%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL2 A V/R 01/25/29                 | PRET 2026-NPL2 LLC SER 2026-NPL2 CL A1 V/R REGD 144A P/P 5.15100000                                | CUSIP: 69393DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8774936 | PA      | $8705874.14    | 0.02%             | 2056-02-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| PRET 2026-RPL1 A V/R 01/25/70                 | PRET 2026-RPL1 TRUST SER 2026-RPL1 CL A1 V/R REGD 144A P/P 4.15000000                              | CUSIP: 69393EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9125134 | PA      | $8838457.80    | 0.02%             | 2070-01-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM1 A V/R 03/25/28                 | PRPM 2024-NQM1 TRUST SER 2024-NQM1 CL A1 V/R REGD 144A P/P 6.26500000                              | CUSIP: 693977AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1363075 | PA      | $1370625.97    | 0.00%             | 2068-12-25      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF2 A V/R 03/25/28                 | PRPM 2024-RCF2 LLC SER 2024-RCF2 CL A1 V/R REGD 144A P/P 3.75000000                                | CUSIP: 693987AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4183515 | PA      | $4097913.62    | 0.01%             | 2054-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 03/15/27                | PACIFIC GAS & ELECTRIC REGD 3.30000000                                                             | CUSIP: 694308HS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2052000 | PA      | $2027703.77    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 3.3% 12/01/27                | PACIFIC GAS & ELECTRIC REGD SER WI 3.30000000                                                      | CUSIP: 694308HW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3700000 | PA      | $3623352.50    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.65% 08/01/28                | PACIFIC GAS & ELECTRIC REGD 4.65000000                                                             | CUSIP: 694308JC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       100000 | PA      | $100109.98     | 0.00%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.1% 08/01/27                | PACIFIC GAS & ELECTRIC REGD 2.10000000                                                             | CUSIP: 694308JF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17003000 | PA      | $16478709.26   | 0.04%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 2.5% 02/01/31                | PACIFIC GAS & ELECTRIC REGD 2.50000000                                                             | CUSIP: 694308JG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17200000 | PA      | $15414727.38   | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.75% 07/01/28                | PACIFIC GAS & ELECTRIC REGD 3.75000000                                                             | CUSIP: 694308JK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18443500 | PA      | $18122029.61   | 0.04%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 4.55% 07/01/30                | PACIFIC GAS & ELECTRIC REGD 4.55000000                                                             | CUSIP: 694308JM0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24632000 | PA      | $24298138.36   | 0.05%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 3.25% 06/01/31                | PACIFIC GAS & ELECTRIC REGD 3.25000000                                                             | CUSIP: 694308JT5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      9000000 | PA      | $8301052.26    | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELEC 3% 06/15/28                | PACIFIC GAS & ELECTRIC REGD 3.00000000                                                             | CUSIP: 694308JW8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8769000 | PA      | $8483896.84    | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.2% 03/01/29                | PACIFIC GAS & ELECTRIC REGD 4.20000000                                                             | CUSIP: 694308KB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4334000 | PA      | $4282579.60    | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 4.4% 03/01/32                | PACIFIC GAS & ELECTRIC REGD 4.40000000                                                             | CUSIP: 694308KC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11850000 | PA      | $11413284.96   | 0.02%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.45% 06/15/27                | PACIFIC GAS & ELECTRIC REGD 5.45000000                                                             | CUSIP: 694308KF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3084000 | PA      | $3114657.61    | 0.01%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.9% 06/15/32                | PACIFIC GAS & ELECTRIC REGD 5.90000000                                                             | CUSIP: 694308KG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7090000 | PA      | $7341189.41    | 0.02%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 6.4% 06/15/33                | PACIFIC GAS & ELECTRIC REGD 6.40000000                                                             | CUSIP: 694308KM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       613000 | PA      | $650584.31     | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & EL 5.2% 05/01/36                | PACIFIC GAS & ELECTRIC REGD 5.20000000                                                             | CUSIP: 694308LA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7600000 | PA      | $7407174.47    | 0.02%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.1% 04/15/31                      | PACIFICORP REGD 5.10000000                                                                         | CUSIP: 695114DN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4700000 | PA      | $4711908.11    | 0.01%             | 2031-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.45% 04/15/33                     | PACIFICORP REGD 5.45000000                                                                         | CUSIP: 695114DP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5600000 | PA      | $5617949.29    | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP 5.8% 04/15/36                      | PACIFICORP REGD 5.80000000                                                                         | CUSIP: 695114DQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2600000 | PA      | $2620836.22    | 0.01%             | 2036-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PSBDC 1A A V/R 07/15/37                       | PALMER SQUARE BDC CLO 1 LTD SER 1A CL A V/R REGD 144A P/P 5.27219000                               | CUSIP: 696928AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23440000 | PA      | $23443469.12   | 0.05%             | 2037-07-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| PANAMA INFRASTRUC ZCP 04/05/32                | PANAMA INFRASTRUCTURE REGD ZCP 144A P/P 0.00000000                                                 | CUSIP: 69828QAD9<br>LEI: 213800QSH7EDGMUDJW25 | Long             | DBT              | CORP              | GB        |      7059000 | PA      | $5520702.72    | 0.01%             | 2032-04-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PANTHER ESCROW 7.125% 06/01/31                | PANTHER ESCROW ISSUER REGD 144A P/P 7.12500000                                                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       231000 | PA      | $231775.93     | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| PAPA JOHN'S IN 3.875% 09/15/29                | PAPA JOHN'S INTERNATIONA REGD 144A P/P 3.87500000                                                  | CUSIP: 698813AA0<br>LEI: HZYLD3DK5XOX0WBVNB56 | Long             | DBT              | CORP              | US        |      2800000 | PA      | $2653549.64    | 0.01%             | 2029-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAIA 2017-1A A1R V/R 02/14/34                 | PARK AVENUE INSTITUTIONAL ADVISERS CLO  SER 2017-1A CL A1R2 V/R REGD 144A P/P 4.72253000           | CUSIP: 70017KAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9670000 | PA      | $9658937.52    | 0.02%             | 2034-02-14      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| PAIA 2017-1A A2R V/R 02/14/34                 | PARK AVENUE INSTITUTIONAL ADVISERS CLO  SER 2017-1A CL A2R2 V/R REGD 144A P/P 5.20253000           | CUSIP: 70017KBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4800000 | PA      | $4799328.00    | 0.01%             | 2034-02-14      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| PAIA 2019-2A A2R V/R 10/15/34                 | PARK AVENUE INSTITUTIONAL ADVISERS CLO  SER 2019-2A CL A2RR V/R REGD 144A P/P 5.16281000           | CUSIP: 70018AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      4600000 | PA      | $4585606.60    | 0.01%             | 2034-10-15      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| PPSI 2005-WHQ4 M V/R 09/25/35                 | PARK PLACE SECURITIES INC ASSET-BACKED PASS- SER 2005-WHQ4 CL M3 V/R REGD 4.57303000               | CUSIP: 70069FMU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8000000 | PA      | $7453056.80    | 0.02%             | 2035-09-25      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.1% 04/15/30                     | PAYCHEX INC REGD 5.10000000                                                                        | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      1300000 | PA      | $1311652.98    | 0.00%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.35% 04/15/32                    | PAYCHEX INC REGD 5.35000000                                                                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      7510000 | PA      | $7547871.50    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC 5.6% 04/15/35                     | PAYCHEX INC REGD 5.60000000                                                                        | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |      5875000 | PA      | $5900381.65    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PNFED 2025-A A 4.12% 05/15/27                 | PENFED AUTO RECEIVABLES OWNER TRUST 2025-A SER 2025-A CL A2 REGD 144A P/P 4.12000000               | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       931278 | PA      | $931368.55     | 0.00%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOO 4.25% 08/01/29                | PERFORMANCE FOOD GROUP I REGD 144A P/P 4.25000000                                                  | CUSIP: 71376LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       123000 | PA      | $118149.42     | 0.00%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC 2.55% 03/15/31                    | REVVITY INC REGD 2.55000000                                                                        | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     11115000 | PA      | $10007384.36   | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.15% 08/12/32/PEN/                | REPUBLIC OF PERU /PEN/ REGD 144A P/P 6.15000000                                                    | CUSIP: 715638BY7<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    140152000 | PA      | $42074841.46   | 0.09%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICA 6.7% 02/16/32                | PETROLEOS MEXICANOS REGD 6.70000000                                                                | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    131712000 | PA      | $128903937.04  | 0.28%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 6.75% 09/21/47                | PETROLEOS MEXICANOS REGD MTN 6.75000000                                                            | CUSIP: 71654QCC4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     85241000 | PA      | $68015093.82   | 0.15%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXIC 7.69% 01/23/50                | PETROLEOS MEXICANOS REGD SER WI 7.69000000                                                         | CUSIP: 71654QDD1<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     17470000 | PA      | $15128805.12   | 0.03%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC/PET 7.5% 09/15/32                | PETSMART LLC/PETSMART FI REGD 144A P/P 7.50000000                                                  | CUSIP: 71677KAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4142000 | PA      | $4162171.54    | 0.01%             | 2032-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTME 4.75% 05/19/33                | PFIZER INVESTMENT ENTER REGD 4.75000000                                                            | CUSIP: 716973AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |      3490000 | PA      | $3476703.20    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.625% 11/17/29                | PHILIP MORRIS INTL INC REGD 5.62500000                                                             | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     16125000 | PA      | $16759933.81   | 0.04%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/15/30                | PHILIP MORRIS INTL INC REGD 5.12500000                                                             | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      4000000 | PA      | $4081364.60    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS IN 5.5% 09/07/30                | PHILIP MORRIS INTL INC REGD 5.50000000                                                             | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5711346.14    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS  5.125% 02/13/31                | PHILIP MORRIS INTL INC REGD 5.12500000                                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5625267.29    | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 GTD DISC 4/02/2026                | PHILLIPS 66 GTD DISC 4/02/2026 0.00000000                                                          | CUSIP: 71855BD25<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |     25200000 | PA      | $25194408.12   | 0.05%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 2.5% 03/15/31                | PIEDMONT NATURAL GAS CO REGD 2.50000000                                                            | CUSIP: 720186AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11156000 | PA      | $10076674.07   | 0.02%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL 5.1% 02/15/35                | PIEDMONT NATURAL GAS CO REGD 5.10000000                                                            | CUSIP: 720186AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20391000 | PA      | $20296243.84   | 0.04%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE  3.5% 03/01/32                | PILGRIM'S PRIDE CORP REGD 3.50000000                                                               | CUSIP: 72147KAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     22241000 | PA      | $20189138.76   | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 4.25% 04/15/31                | PILGRIM'S PRIDE CORP REGD 4.25000000                                                               | CUSIP: 72147KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13635000 | PA      | $13024372.89   | 0.03%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE 6.25% 07/01/33                | PILGRIM'S PRIDE CORP REGD 6.25000000                                                               | CUSIP: 72147KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13265000 | PA      | $13890842.70   | 0.03%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRID 6.875% 05/15/34                | PILGRIM'S PRIDE CORP REGD 6.87500000                                                               | CUSIP: 72147KAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11773000 | PA      | $12709695.20   | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAP V/R 06/10/26                | PINNACLE WEST CAPITAL REGD V/R 4.46947300                                                          | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     19700000 | PA      | $19714381.00   | 0.04%             | 2026-06-10      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  4.3% 01/31/43                | PLAINS ALL AMER PIPELINE REGD 4.30000000                                                           | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       865000 | PA      | $701253.32     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER 3.55% 12/15/29                | PLAINS ALL AMER PIPELINE REGD 3.55000000                                                           | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3881000 | PA      | $3755610.91    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER  3.8% 09/15/30                | PLAINS ALL AMER PIPELINE REGD 3.80000000                                                           | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11638000 | PA      | $11214031.50   | 0.02%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PLNT 2019-1A  3.858% 12/05/29                 | PLANET FITNESS MASTER ISSUER LLC SER 2019-1A CL A2 REGD 144A P/P 3.85800000                        | CUSIP: 72703PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4092188 | PA      | $3896975.02    | 0.01%             | 2049-12-05      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| PLNT 2022-1A  4.008% 12/05/31                 | PLANET FITNESS MASTER ISSUER LLC SER 2022-1A CL A2II REGD 144A P/P 4.00800000                      | CUSIP: 72703PAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1152000 | PA      | $1074877.86    | 0.00%             | 2051-12-05      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| PLNT 2024-1A  5.765% 06/05/29                 | PLANET FITNESS MASTER ISSUER LLC SER 2024-1A CL A2I REGD 144A P/P 5.76500000                       | CUSIP: 72703PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5141700 | PA      | $5174603.28    | 0.01%             | 2054-06-05      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| PLNT 2025-1A  5.274% 12/05/30                 | PLANET FITNESS MASTER ISSUER LLC SER 2025-1A CL A2I REGD 144A P/P 5.27400000                       | CUSIP: 72703PAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5940000 | PA      | $5937866.95    | 0.01%             | 2055-12-06      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| PMTLT 2024-INV1  V/R 10/25/47                 | PMT LOAN TRUST 2024-INV1 SER 2024-INV1 CL A3 V/R REGD 144A P/P 5.50000000                          | CUSIP: 73015BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4403458 | PA      | $4392621.12    | 0.01%             | 2059-10-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLA 5.5% 03/18/54                | REPUBLIC OF POLAND REGD SER 30Y 5.50000000                                                         | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | USGA              | PL        |     15209000 | PA      | $14049644.85   | 0.03%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PILOT 2024-2A  4.35% 10/20/27                 | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 SER 2024-2A CL A3 REGD 144A P/P 4.35000000             | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8202235 | PA      | $8206413.20    | 0.02%             | 2027-10-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| POST 2023-1A A1R V/R 10/20/38                 | POST CLO 2023-1 LTD SER 2023-1A CL A1R V/R REGD 144A P/P 4.96763000                                | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14310000 | PA      | $14298766.65   | 0.03%             | 2038-10-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS  4.625% 04/15/30                | POST HOLDINGS INC REGD 144A P/P 4.62500000                                                         | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       189000 | PA      | $181440.89     | 0.00%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL7 A V/R 07/25/28                 | PRET 2025-NPL7 LLC SER 2025-NPL7 CL A1 V/R REGD 144A P/P 5.65710000                                | CUSIP: 740934AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11160968 | PA      | $11182144.98   | 0.02%             | 2055-07-25      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL6 A V/R 06/25/28                 | PRET 2025-NPL6 LLC SER 2025-NPL6 CL A1 V/R REGD 144A P/P 5.74370000                                | CUSIP: 740936AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20457449 | PA      | $20488926.76   | 0.04%             | 2055-06-25      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| PART 2023-1A D 6.33% 11/15/26                 | PRESTIGE AUTO RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.33000000                   | CUSIP: 74113GAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4170000 | PA      | $4178083.55    | 0.01%             | 2029-04-16      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| PART 2023-2A D 7.71% 07/15/27                 | PRESTIGE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.71000000                   | CUSIP: 74113VAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1800000 | PA      | $1822510.44    | 0.00%             | 2029-08-15      | Fixed         | 7.71%                 | No            |                  2 | On Loan: No      |
| PRET 2025-NPL3 A V/R 04/25/28                 | PRET 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 6.70760000                                | CUSIP: 74143HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5710501 | PA      | $5715915.94    | 0.01%             | 2055-04-25      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| PRET 2026-NPL4 A V/R 03/25/29                 | PRET 2026-NPL4 LLC SER 2026-NPL4 CL A1 V/R REGD 144A P/P 5.51040000                                | CUSIP: 74144EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9320000 | PA      | $9309209.30    | 0.02%             | 2056-04-25      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| PRIME INVTS LTD 11% 05/01/30                  | PRIME INVTS LTD PARTNERSHIP    REGD 144A 11.00000000                                               | CUSIP: 74167YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2218996 | PA      | $2214681.30    | 0.00%             | 2030-05-01      | Fixed         | 11.00%                | No            |                  3 | On Loan: No      |
| PROG 2022-SFR 4.896% 06/17/27                 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL B REGD 144A P/P 4.89600000                   | CUSIP: 74332YAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1775000 | PA      | $1767901.95    | 0.00%             | 2039-06-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROG 2022-SFR 5.192% 06/17/27                 | PROGRESS RESIDENTIAL 2022-SFR5 TRUST SER 2022-SFR5 CL C REGD 144A P/P 5.19200000                   | CUSIP: 74332YAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3215000 | PA      | $3199767.97    | 0.01%             | 2039-06-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.209% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E1 REGD 144A P/P 2.20900000                  | CUSIP: 74333FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2185000 | PA      | $2167598.00    | 0.00%             | 2038-07-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.359% 07/17/26                 | PROGRESS RESIDENTIAL 2021-SFR5 TRUST SER 2021-SFR5 CL E2 REGD 144A P/P 2.35900000                  | CUSIP: 74333FAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       545000 | PA      | $540704.86     | 0.00%             | 2038-07-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.591% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E1 REGD 144A P/P 2.59100000                  | CUSIP: 74333PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3970000 | PA      | $3707020.85    | 0.01%             | 2040-08-17      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR7 2.64% 08/17/28                 | PROGRESS RESIDENTIAL 2021-SFR7 TRUST SER 2021-SFR7 CL E2 REGD 144A P/P 2.64000000                  | CUSIP: 74333PAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1035000 | PA      | $969068.53     | 0.00%             | 2040-08-17      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.811% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E1 REGD 144A P/P 2.81100000                  | CUSIP: 74333QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1130000 | PA      | $1067695.42    | 0.00%             | 2040-11-17      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR9 3.01% 11/17/28                 | PROGRESS RESIDENTIAL 2021-SFR9 TRUST SER 2021-SFR9 CL E2 REGD 144A P/P 3.01000000                  | CUSIP: 74333QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       615000 | PA      | $582603.15     | 0.00%             | 2040-11-17      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.538% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E1 REGD 144A P/P 2.53800000                        | CUSIP: 74333VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1815000 | PA      | $1807740.18    | 0.00%             | 2026-05-17      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| PROG 2021-SFR 2.688% 05/17/26                 | PROGRESS RESIDENTIAL 2021-SFR3 SER 2021-SFR3 CL E2 REGD 144A P/P 2.68800000                        | CUSIP: 74333VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1510000 | PA      | $1503955.32    | 0.00%             | 2026-05-17      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR1 4.65% 03/09/28                 | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL C REGD 144A P/P 4.65000000                   | CUSIP: 74334FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       950000 | PA      | $936700.10     | 0.00%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROG 2023-SFR1 4.65% 03/09/28                 | PROGRESS RESIDENTIAL 2023-SFR1 TRUST SER 2023-SFR1 CL D REGD 144A P/P 4.65000000                   | CUSIP: 74334FAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1455000 | PA      | $1432000.38    | 0.00%             | 2040-03-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 3.68% 01/21/30                      | PROSUS NV REGD 144A P/P 3.68000000                                                                 | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     37625000 | PA      | $35633174.64   | 0.08%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 3.061% 07/13/31                     | PROSUS NV REGD 144A P/P MTN 3.06100000                                                             | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     10000000 | PA      | $8960997.00    | 0.02%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 3.257% 01/19/27                     | PROSUS NV REGD P/P 3.25700000                                                                      | CUSIP: 74365PAG3<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     33683000 | PA      | $33249718.39   | 0.07%             | 2027-01-19      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 4.193% 01/19/32                     | PROSUS NV REGD 144A P/P 4.19300000                                                                 | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     15461000 | PA      | $14545123.14   | 0.03%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RCF6 A V/R 10/25/64                 | PRPM 2024-RCF6 LLC SER 2024-RCF6 CL A1 V/R REGD 144A P/P 4.00000000                                | CUSIP: 74390FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1641873 | PA      | $1606288.70    | 0.00%             | 2064-10-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RCF1 A V/R 02/25/55                 | PRPM 2025-RCF1 LLC SER 2025-RCF1 CL A1 V/R REGD 144A P/P 4.50000000                                | CUSIP: 74390RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3465803 | PA      | $3420355.60    | 0.01%             | 2055-02-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-2 A1 V/R 02/25/29                   | PRPM 2026-2 LLC SER 2026-2 CL A1 V/R REGD 144A P/P 5.08900000                                      | CUSIP: 74390XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7162043 | PA      | $7148983.43    | 0.02%             | 2031-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.25% 04/01/53                | PUBLIC SERVICE COLORADO REGD 5.25000000                                                            | CUSIP: 744448CY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8000000 | PA      | $7239391.04    | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-7 A1 V/R 11/25/27                   | PRPM 2024-7 LLC SER 2024-7 CL A1 V/R REGD 144A P/P 5.87000000                                      | CUSIP: 74448LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3122115 | PA      | $3123250.83    | 0.01%             | 2029-11-25      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-RPL4 A V/R 05/25/55                 | PRPM 2025-RPL4 LLC SER 2025-RPL4 CL A1 V/R REGD 144A P/P 3.00000000                                | CUSIP: 74448NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27505203 | PA      | $26094736.30   | 0.06%             | 2055-05-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-NQM2 A V/R 07/25/28                 | PRPM 2024-NQM2 TRUST SER 2024-NQM2 CL A1 V/R REGD 144A P/P 6.32700000                              | CUSIP: 74448PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1393341 | PA      | $1405600.30    | 0.00%             | 2069-06-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-1 A1 V/R 02/25/31                   | PRPM 2026-1 LLC SER 2026-1 CL A1 V/R REGD 144A P/P 5.18500000                                      | CUSIP: 74449BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6838888 | PA      | $6766683.45    | 0.01%             | 2031-02-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-RCF2 A V/R 03/25/56                 | PRPM 2026-RCF2 LLC SER 2026-RCF2 CL A1 V/R REGD 144A P/P 5.50000000                                | CUSIP: 74449JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14040000 | PA      | $14090611.39   | 0.03%             | 2056-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE O 5.2% 01/15/35                | PUBLIC SERVICE OKLAHOMA REGD 5.20000000                                                            | CUSIP: 744533BR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1945000 | PA      | $1934728.34    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.45% 01/15/36                | PUBLIC SERVICE OKLAHOMA REGD 5.45000000                                                            | CUSIP: 744533BS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13040000 | PA      | $13123652.77   | 0.03%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| QTSII 2025-1A 5.778% 10/05/30                 | QTS ISSUER ABS II LLC SER 2025-1A CL B REGD 144A P/P 5.77800000                                    | CUSIP: 74690FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5350000 | PA      | $5174776.80    | 0.01%             | 2055-10-05      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| QTSII 2026-1A 6.729% 01/05/31                 | QTS ISSUER ABS II LLC SER 2026-1A CL B REGD 144A P/P 6.72900000                                    | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1400000 | PA      | $1385591.48    | 0.00%             | 2056-01-05      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR 5.103% 04/23/48                | STATE OF QATAR REGD 144A P/P 5.10300000                                                            | CUSIP: 74727PAY7<br>LEI: N/A                  | Long             | DBT              | USGA              | QA        |      3256000 | PA      | $3005889.09    | 0.01%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR 4.817% 03/14/49                | STATE OF QATAR REGD 144A P/P 4.81700000                                                            | CUSIP: 74727PBB6<br>LEI: N/A                  | Long             | DBT              | USGA              | QA        |      6298000 | PA      | $5557249.77    | 0.01%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR 4.4% 04/16/50                  | STATE OF QATAR REGD 144A P/P 4.40000000                                                            | CUSIP: 74727PBE0<br>LEI: N/A                  | Long             | DBT              | USGA              | QA        |      3627000 | PA      | $3003332.27    | 0.01%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.875% 03/01/31                | ROCKETMTGE CO-ISSUER INC REGD 144A P/P 3.87500000                                                  | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29710000 | PA      | $27415737.35   | 0.06%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDI 6.375% 03/01/32                | QUIKRETE HOLDINGS INC REGD 144A P/P 6.37500000                                                     | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |       350000 | PA      | $354901.05     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAAC 2006-RP4 M1 V/R 01/25/46                 | RAAC SERIES 2006-RP4 TRUST SER 2006-RP4 CL M1 V/R REGD 144A P/P 4.34303000                         | CUSIP: 74919TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2847885 | PA      | $2849207.46    | 0.01%             | 2046-01-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| RAMP 2006-RZ5 M1 V/R 08/25/46                 | RAMP SERIES 2006-RZ5 TRUST SER 2006-RZ5 CL M1 V/R REGD 4.15303000                                  | CUSIP: 749239AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14303892 | PA      | $12864469.71   | 0.03%             | 2046-08-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QS2  6.25% 01/25/37                 | RALI SERIES 2007-QS2 TRUST SER 2007-QS2 CL A4 REGD 6.25000000                                      | CUSIP: 74923CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10213044 | PA      | $8511172.73    | 0.02%             | 2037-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RALI 2007-QH8 A V/R 10/25/37                  | RALI SERIES 2007-QH8 TRUST SER 2007-QH8 CL A V/R REGD 4.78772100                                   | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       646613 | PA      | $514633.60     | 0.00%             | 2037-10-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| RASC 2007-KS3 AI V/R 04/25/37                 | RASC SERIES 2007-KS3 TRUST SER 2007-KS3 CL AI4 V/R REGD 4.47303000                                 | CUSIP: 74924YAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15128223 | PA      | $14731134.67   | 0.03%             | 2037-04-25      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES5 A V/R 08/25/44                 | RCKT MORTGAGE TRUST 2024-CES5 SER 2024-CES5 CL A1A V/R REGD 144A P/P 5.84600000                    | CUSIP: 74938KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17817688 | PA      | $17907845.61   | 0.04%             | 2044-08-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| RCO 2025-3 A1 V/R 05/25/28                    | RCO VIII MORTGAGE LLC 2025-3 SER 2025-3 CL A1 V/R REGD 144A P/P 6.43450000                         | CUSIP: 74939GAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1406991 | PA      | $1408437.34    | 0.00%             | 2030-05-25      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| RCO 2025-4 A1 V/R 10/25/28                    | RCO IX MORTGAGE LLC 2025-4 SER 2025-4 CL A1 V/R REGD 144A P/P 5.30990000                           | CUSIP: 74939VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15485481 | PA      | $15473373.09   | 0.03%             | 2030-10-25      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| RCO 2026-1 A1 V/R 03/25/29                    | RCO X MORTGAGE LLC 2026-1 SER 2026-1 CL A1 V/R REGD 144A P/P 5.53580000                            | CUSIP: 74940DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14270000 | PA      | $14225754.44   | 0.03%             | 2031-03-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| RCKT 2024-CES8 A V/R 10/25/28                 | RCKT MORTGAGE TRUST 2024-CES8 SER 2024-CES8 CL A1A V/R REGD 144A P/P 5.48955000                    | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23631702 | PA      | $23722143.31   | 0.05%             | 2044-11-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| RAPID 2024-1 A 6.55% 07/15/27                 | RFS ASSET SECURITIZATION II LLC SER 2024-1 CL A REGD 144A P/P 6.55000000                           | CUSIP: 74969DAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7935000 | PA      | $8032619.54    | 0.02%             | 2031-07-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR 5.93% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL B REGD 144A P/P 5.93035000                                   | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5309000 | PA      | $5428528.95    | 0.01%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNT 6.471% 11/13/29                 | ROCK TRUST 2024-CNTR SER 2024-CNTR CL C REGD 144A P/P 6.47127000                                   | CUSIP: 74970WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3174000 | PA      | $3270687.34    | 0.01%             | 2041-11-13      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| RAD 2023-18A A1R V/R 07/15/37                 | RAD CLO 18 LTD SER 2023-18A CL A1R V/R REGD 144A P/P 5.07219000                                    | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |       250000 | PA      | $250069.25     | 0.00%             | 2037-07-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| RAD 2024-26A A V/R 10/20/37                   | RAD CLO 26 LTD SER 2024-26A CL A V/R REGD 144A P/P 5.03763000                                      | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14850000 | PA      | $14849985.15   | 0.03%             | 2037-10-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| RADIOLOGY PARTNE 8.5% 07/15/32                | RADIOLOGY PARTNERS INC REGD 144A P/P 8.50000000                                                    | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |       172000 | PA      | $174385.64     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| RALI 2006-QS9 1A3 6% 07/25/36                 | RALI SERIES 2006-QS9 TRUST SER 2006-QS9 CL 1A3 REGD 6.00000000                                     | CUSIP: 75115CAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1754402 | PA      | $1409092.06    | 0.00%             | 2036-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RASC 2006-EMX6 A V/R 07/25/36                 | RASC SERIES 2006-EMX6 TRUST SER 2006-EMX6 CL A4 V/R REGD 4.33303000                                | CUSIP: 754065AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       160614 | PA      | $143372.82     | 0.00%             | 2036-07-25      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISIT 6.875% 11/15/31                | RAVEN ACQUISITION HOLDIN REGD 144A P/P 6.87500000                                                  | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1550000 | PA      | $1494288.51    | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RCO 2025-2 A1 V/R 04/25/28                    | RCO IX MORTGAGE LLC 2025-2 SER 2025-2 CL A1 V/R REGD 144A P/P 6.51310000                           | CUSIP: 754930AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15515874 | PA      | $15536707.44   | 0.03%             | 2030-04-25      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| RTX CORP 2.375% 03/15/32                      | RTX CORP REGD 2.37500000                                                                           | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      2170000 | PA      | $1910430.31    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP 5.15% 02/27/33                       | RTX CORP REGD 5.15000000                                                                           | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     17180000 | PA      | $17521044.99   | 0.04%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6% 03/15/31                          | RTX CORP REGD 6.00000000                                                                           | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      5500000 | PA      | $5845955.23    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP 6.1% 03/15/34                        | RTX CORP REGD 6.10000000                                                                           | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     16000000 | PA      | $17229575.52   | 0.04%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| REACH 2025-1A  5.99% 12/15/28                 | REACH ABS TRUST 2025-1 SER 2025-1A CL C REGD 144A P/P 5.99000000                                   | CUSIP: 75525PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       580000 | PA      | $586882.28     | 0.00%             | 2032-08-16      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| REACH 2025-2A  5.12% 09/15/28                 | REACH ABS TRUST 2025-2 SER 2025-2A CL B REGD 144A P/P 5.12000000                                   | CUSIP: 75525QAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4145000 | PA      | $4151201.33    | 0.01%             | 2032-08-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CO 3.4% 01/15/30                | REALTY INCOME CORP REGD 3.40000000                                                                 | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      4450000 | PA      | $4267355.98    | 0.01%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ROAK 2025-1A A V/R 12/20/27                   | RED OAK FUNDING MASTER TRUST SER 2025-1A CL A V/R REGD 144A P/P 5.67294000                         | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6440000 | PA      | $6452726.73    | 0.01%             | 2030-12-20      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| REG35 2025-5A A1 V/R 10/15/38                 | REGATTA 35 FUNDING LTD SER 2025-5A CL A1 V/R REGD 144A P/P 4.96219000                              | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11250000 | PA      | $11235330.00   | 0.02%             | 2038-10-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| RMIT 2024-2 A 5.11% 12/15/33                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2 SER 2024-2 CL A REGD 144A P/P 5.11000000                 | CUSIP: 75907AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3795000 | PA      | $3809560.28    | 0.01%             | 2033-12-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RMIT 2024-2 C 5.74% 12/15/33                  | REGIONAL MANAGEMENT ISSUANCE TRUST 2024-2 SER 2024-2 CL C REGD 144A P/P 5.74000000                 | CUSIP: 75907AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       915000 | PA      | $920250.18     | 0.00%             | 2033-12-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP 5.976% 09/16/35                | REPSOL E&P CAP MARKETS REGD 144A P/P 5.97600000                                                    | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $7227291.92    | 0.02%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| REPS 2024-A A 5.91% 06/21/27                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-A SER 2024-A CL A REGD 144A P/P 5.91000000                    | CUSIP: 76041RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5385000 | PA      | $5405138.28    | 0.01%             | 2032-08-20      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| REPS 2024-B A 5.42% 11/20/28                  | REPUBLIC FINANCE ISSUANCE TRUST 2024-B SER 2024-B CL A REGD 144A P/P 5.42000000                    | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6255000 | PA      | $6334042.56    | 0.01%             | 2037-11-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| RAMP 2005-RS5 M5 V/R 05/25/35                 | RAMP SERIES 2005-RS5 TRUST SER 2005-RS5 CL M5 V/R REGD 4.81303000                                  | CUSIP: 76112BQA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        69521 | PA      | $71532.85      | 0.00%             | 2035-05-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTR 2.15% 09/01/31                | REXFORD INDUSTRIAL REALT REGD 2.15000000                                                           | CUSIP: 76169XAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1135000 | PA      | $984283.16     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUND 5.05% 12/06/31                | RGA GLOBAL FUNDING REGD 144A P/P 5.05000000                                                        | CUSIP: 76209PAF0<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |      7100000 | PA      | $7100936.35    | 0.02%             | 2031-12-06      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE  8.2% 04/06/28                | RIO OIL FINANCE TRUST REGD 144A P/P 8.20000000                                                     | CUSIP: 76716XAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BR        |       217250 | PA      | $223246.10     | 0.00%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| RSRVA 2016-3A AR V/R 01/18/34                 | RISERVA CLO LTD SER 2016-3A CL AR3 V/R REGD 144A P/P 4.71763000                                    | CUSIP: 76761RBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7500000 | PA      | $7500105.00    | 0.02%             | 2034-01-18      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ROC 2024-RTL1 A1 V/R 04/25/27                 | ROC MORTGAGE TRUST 2024-RTL1 SER 2024-RTL1 CL A1 V/R REGD 144A P/P 5.58900000                      | CUSIP: 77118UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11670000 | PA      | $11686238.81   | 0.03%             | 2039-10-25      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.985% 03/08/34                | ROCHE HOLDINGS INC REGD 144A P/P 4.98500000                                                        | CUSIP: 771196CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23205000 | PA      | $23538417.33   | 0.05%             | 2034-03-08      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 2.875% 10/15/26                | ROCKETMTGE CO-ISSUER INC REGD P/P 2.87500000                                                       | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2655000 | PA      | $2626279.54    | 0.01%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSU 4% 10/15/33                | ROCKETMTGE CO-ISSUER INC REGD P/P 4.00000000                                                       | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29285000 | PA      | $26250107.60   | 0.06%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCKT 2020-1A A1 V/R 01/20/36                 | ROCKFORD TOWER CLO 2020-1 LTD SER 2020-1A CL A1RR V/R REGD 144A P/P 4.75763000                     | CUSIP: 77341EBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13025000 | PA      | $13015661.08   | 0.03%             | 2036-01-20      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| ROCKT 2021-1A A1 V/R 07/20/34                 | ROCKFORD TOWER CLO 2021-1 LTD SER 2021-1A CL A1 V/R REGD 144A P/P 5.09924000                       | CUSIP: 77341KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25655000 | PA      | $25658181.22   | 0.06%             | 2034-07-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ROCKT 2019-1A B1 V/R 04/20/34                 | ROCKFORD TOWER CLO 2019-1 LTD SER 2019-1A CL B1R2 V/R REGD 144A P/P 5.26763000                     | CUSIP: 77342MBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8700000 | PA      | $8692605.00    | 0.02%             | 2034-04-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC 5.25% 02/24/35                    | ROLLINS INC REGD SER WI 5.25000000                                                                 | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |      3545000 | PA      | $3542538.46    | 0.01%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC 5.75% 10/15/27                | ROLLS-ROYCE PLC REGD 144A P/P 5.75000000                                                           | CUSIP: 77578JAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     13800000 | PA      | $14016323.97   | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.75% 03/24/35                        | ROMANIA REGD 144A P/P 5.75000000                                                                   | CUSIP: 77586RAV2<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     13234000 | PA      | $12512381.48   | 0.03%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/18/29                | NATWEST GROUP PLC REGD V/R 4.89200000                                                              | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     24817000 | PA      | $24990436.09   | 0.05%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 05/08/30                | NATWEST GROUP PLC REGD V/R_ 4.44500000                                                             | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      4390000 | PA      | $4363574.75    | 0.01%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 01/27/30                | NATWEST GROUP PLC REGD V/R 5.07600000                                                              | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |      6600000 | PA      | $6672711.67    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN  5.5% 04/01/28                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.50000000                                                   | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      6435000 | PA      | $6507742.33    | 0.01%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 6.25% 03/15/32                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.25000000                                                   | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      6310000 | PA      | $6451241.59    | 0.01%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CR 6% 02/01/33                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 6.00000000                                                   | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     35895000 | PA      | $36253628.38   | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.625% 09/30/31                | ROYAL CARIBBEAN CRUISES REGD 144A P/P 5.62500000                                                   | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     24100000 | PA      | $24337567.44   | 0.05%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEA 5.375% 01/15/36                | ROYAL CARIBBEAN CRUISES REGD 5.37500000                                                            | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      9392000 | PA      | $9227144.57    | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 4.75% 05/15/33                | ROYAL CARIBBEAN CRUISES REGD 4.75000000                                                            | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     23774000 | PA      | $22955232.47   | 0.05%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN 5.25% 02/27/38                | ROYAL CARIBBEAN CRUISES REGD 5.25000000                                                            | CUSIP: 78017TAD5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     17789000 | PA      | $16922944.14   | 0.04%             | 2038-02-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY 5.875% 08/01/32                | RYAN SPECIALTY REGD 144A P/P 5.87500000                                                            | CUSIP: 78351GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       474000 | PA      | $468484.82     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SFAST 2023-1A  5.97% 10/20/27                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2023-1A CL C REGD 144A P/P 5.97000000              | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1965000 | PA      | $2004633.07    | 0.00%             | 2031-02-20      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SBALT 2024-C A 4.56% 11/20/26                 | SBNA AUTO LEASE TRUST 2024-C SER 2024-C CL A3 REGD 144A P/P 4.56000000                             | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22911734 | PA      | $22936957.04   | 0.05%             | 2028-02-22      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-2A  5.05% 12/20/29                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-2A CL C REGD 144A P/P 5.05000000              | CUSIP: 78398HAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4400000 | PA      | $4417965.20    | 0.01%             | 2033-04-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST 1.84% 04/15/27                | SBA TOWER TRUST REGD 144A P/P 1.84000000                                                           | CUSIP: 78403DAV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7400000 | PA      | $7222010.02    | 0.02%             | 2027-04-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUS 4.831% 10/15/29                | SBA TOWER TRUST REGD 144A P/P 4.83100000                                                           | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000000 | PA      | $11047919.30   | 0.02%             | 2029-10-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC 1.25% 08/15/30                 | S&P GLOBAL INC REGD 1.25000000                                                                     | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      1992000 | PA      | $1735842.80    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SFARM 2025-1A 5.377% 11/25/30                 | SF ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.37700000                                       | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21865000 | PA      | $21396520.51   | 0.05%             | 2055-11-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 A V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL A V/R REGD 144A P/P 4.93748000              | CUSIP: 78432WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4900000 | PA      | $4890812.50    | 0.01%             | 2038-05-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| SFO 2021-555 C V/R 05/15/28                   | SFO COMMERCIAL MORTGAGE TRUST 2021-555 SER 2021-555 CL C V/R REGD 144A P/P 5.58748000              | CUSIP: 78432WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6550000 | PA      | $6509062.50    | 0.01%             | 2038-05-15      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| SEB4P 2024-1A 7.386% 04/30/29                 | SEB FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 7.38600000                                         | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8440000 | PA      | $8589970.36    | 0.02%             | 2054-04-30      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-3A  4.71% 07/20/26                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-3A CL A2 REGD 144A P/P 4.71000000             | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        53073 | PA      | $53085.87      | 0.00%             | 2028-05-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SFAST 2024-3A  4.55% 04/20/28                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2024-3A CL A3 REGD 144A P/P 4.55000000             | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9500000 | PA      | $9534882.10    | 0.02%             | 2030-06-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A3 5.32% 12/15/28                 | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A3 REGD 144A P/P 5.32000000                       | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3103853 | PA      | $3111186.08    | 0.01%             | 2028-12-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A A4 5.21% 04/16/29                 | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL A4 REGD 144A P/P 5.21000000                       | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3050000 | PA      | $3070519.49    | 0.01%             | 2029-04-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A C 5.59% 01/15/30                  | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL C REGD 144A P/P 5.59000000                        | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       200000 | PA      | $202707.10     | 0.00%             | 2030-01-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| SBAT 2024-A D 6.04% 04/15/30                  | SBNA AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL D REGD 144A P/P 6.04000000                        | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $406813.32     | 0.00%             | 2030-04-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-7A A5A V/R 12/15/33                 | SLM STUDENT LOAN TRUST 2003-7 SER 2003-7A CL A5A V/R P/P 5.15260000                                | CUSIP: 78442GHH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3402916 | PA      | $3365270.38    | 0.01%             | 2033-12-15      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-4 A4 V/R 07/25/40                   | SLM STUDENT LOAN TRUST 2005-4 SER 2005-4 CL A4 V/R 4.31862000                                      | CUSIP: 78442GPH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6565811 | PA      | $6409955.40    | 0.01%             | 2040-07-25      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| SLMA 2006-10 B V/R 03/25/44                   | SLM STUDENT LOAN TRUST 2006-10 SER 2006-10 CL B V/R 4.36862000                                     | CUSIP: 78443BAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       841062 | PA      | $800392.32     | 0.00%             | 2044-03-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-B A3 V/R 03/15/33                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2003-B SER 2003-B CL A3 V/R REGD 7.92000000                  | CUSIP: 78443CAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       610000 | PA      | $604646.03     | 0.00%             | 2033-03-15      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| SLMA 2005-B A4 V/R 06/15/39                   | SLM PRIVATE CREDIT STUDENT LOAN TRUST 2005-B SER 2005-B CL A4 V/R REGD 4.26562000                  | CUSIP: 78443CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2190418 | PA      | $2146931.81    | 0.00%             | 2039-06-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| SLMA 2007-7 A4 V/R 01/25/22                   | SLM STUDENT LOAN TRUST 2007-7 SER 2007-7 CL A4 V/R 4.47862000                                      | CUSIP: 78444EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       610039 | PA      | $603249.06     | 0.00%             | 2026-04-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-5 A4 V/R 07/25/23                   | SLMA 2008-5 A4 V/R 07/25/23 5.84862000                                                             | CUSIP: 78444YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       733230 | PA      | $736170.50     | 0.00%             | 2026-10-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-5 B V/R 07/25/73                    | SLM STUDENT LOAN TRUST 2008-5 SER 2008-5 CL B V/R 5.99862000                                       | CUSIP: 78444YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7350000 | PA      | $7788287.12    | 0.02%             | 2073-07-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SLMA 2008-7 A4 V/R 07/25/23                   | SLM STUDENT LOAN TRUST 2008-7 SER 2008-7 CL A4 V/R 5.04862000                                      | CUSIP: 78445FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3035489 | PA      | $3019363.81    | 0.01%             | 2026-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-1 A3 V/R 01/25/21                   | SLM STUDENT LOAN TRUST 2012-1 SER 2012-1 CL A3 V/R 4.72638000                                      | CUSIP: 78446WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5060761 | PA      | $5006701.31    | 0.01%             | 2028-09-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-2 A V/R 01/25/29                    | SLM STUDENT LOAN TRUST 2012-2 SER 2012-2 CL A V/R 4.47638000                                       | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6453600 | PA      | $6302062.54    | 0.01%             | 2029-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-7 A3 V/R 10/25/21                   | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL A3 V/R 4.42638000                                      | CUSIP: 78447KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2149380 | PA      | $2101324.38    | 0.00%             | 2026-05-26      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| SLMA 2012-7 B V/R 10/25/21                    | SLM STUDENT LOAN TRUST 2012-7 SER 2012-7 CL B V/R 5.57638000                                       | CUSIP: 78447KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2220000 | PA      | $2132509.36    | 0.00%             | 2043-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| SLMA 2014-1 A3 V/R 03/25/23                   | SLM STUDENT LOAN TRUST 2014-1 SER 2014-1 CL A3 V/R 4.37638000                                      | CUSIP: 78448EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1268175 | PA      | $1230014.01    | 0.00%             | 2029-02-26      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 5.3% 04/03/29                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.30000000                                                  | CUSIP: 78448TAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5940000 | PA      | $6030389.16    | 0.01%             | 2029-04-03      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CA 5.1% 04/01/30                | SMBC AVIATION CAPITAL FI REGD 144A P/P 5.10000000                                                  | CUSIP: 78448TAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      5114000 | PA      | $5155666.67    | 0.01%             | 2030-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SMB 2021-A APT 1.07% 01/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2021-A SER 2021-A CL APT1 REGD 144A P/P 1.07000000                | CUSIP: 78448YAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1341540 | PA      | $1234431.99    | 0.00%             | 2053-01-15      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| SLAM 2021-1A  2.434% 06/15/28                 | SLAM 2021-1 LTD SER 2021-1A CL A REGD 144A P/P 2.43400000                                          | CUSIP: 78449AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      6951000 | PA      | $6589447.91    | 0.01%             | 2046-06-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| SMB 2020-PTB A2 1.6% 09/15/54                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SER 2020-PTB CL A2A REGD 144A P/P 1.60000000             | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       753337 | PA      | $713897.22     | 0.00%             | 2054-09-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SLMA 2003-12 A6 V/R 12/15/68                  | SLM STUDENT LOAN TRUST 2003-12 SER 2003-12 CL A6 V/R 144A P/P 4.62260000                           | CUSIP: 78449EAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47604034 | PA      | $47276309.17   | 0.10%             | 2068-12-15      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B A2A 3.6% 08/15/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL A2A REGD 144A P/P 3.60000000                 | CUSIP: 78449LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       484577 | PA      | $481996.20     | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SMB 2018-B B 4% 11/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-B SER 2018-B CL B REGD 144A P/P 4.00000000                   | CUSIP: 78449LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       910000 | PA      | $891219.33     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB 2021-D A1A 1.34% 08/15/30                 | SMB PRIVATE EDUCATION LOAN TRUST 2021-D SER 2021-D CL A1A REGD 144A P/P 1.34000000                 | CUSIP: 78449MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       615213 | PA      | $582540.04     | 0.00%             | 2053-03-17      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| SMB 2018-A A2A 3.5% 05/17/27                  | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL A2A REGD 144A P/P 3.50000000                 | CUSIP: 78449PAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1006308 | PA      | $1002369.88    | 0.00%             | 2036-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMB 2018-A B 3.96% 08/15/28                   | SMB PRIVATE EDUCATION LOAN TRUST 2018-A SER 2018-A CL B REGD 144A P/P 3.96000000                   | CUSIP: 78449PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       125000 | PA      | $122974.10     | 0.00%             | 2042-07-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C A2A 3.63% 10/15/27                 | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL A2A REGD 144A P/P 3.63000000                 | CUSIP: 78449QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1313342 | PA      | $1308042.05    | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SMB 2018-C B 4% 12/15/28                      | SMB PRIVATE EDUCATION LOAN TRUST 2018-C SER 2018-C CL B REGD 144A P/P 4.00000000                   | CUSIP: 78449QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       770000 | PA      | $755205.37     | 0.00%             | 2042-11-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMB 2019-A A2A 3.44% 02/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-A SER 2019-A CL A2A REGD 144A P/P 3.44000000                 | CUSIP: 78449TAB7<br>LEI: 549300WEYOS38NWU8D22 | Long             | ABS-CBDO         | CORP              | US        |       513755 | PA      | $509818.18     | 0.00%             | 2036-07-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| SMB 2020-A A2A 2.23% 02/15/29                 | SMB PRIVATE EDUCATION LOAN TRUST 2020-A SER 2020-A CL A2A REGD 144A P/P 2.23000000                 | CUSIP: 78449UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2509973 | PA      | $2437410.10    | 0.01%             | 2037-09-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D A1A 6.15% 09/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1A REGD 144A P/P 6.15000000                 | CUSIP: 78450PAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7000052 | PA      | $7299350.29    | 0.02%             | 2053-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D A1B V/R 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL A1B V/R REGD 144A P/P 5.32223000             | CUSIP: 78450PAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11378197 | PA      | $11564197.55   | 0.03%             | 2053-09-15      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D B 6.93% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL B REGD 144A P/P 6.93000000                   | CUSIP: 78450PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4848526 | PA      | $5088647.33    | 0.01%             | 2053-09-15      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D C 7.54% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL C REGD 144A P/P 7.54000000                   | CUSIP: 78450PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1034000 | PA      | $1082248.30    | 0.00%             | 2053-09-15      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| SMB 2023-D D 8.87% 09/15/53                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-D SER 2023-D CL D REGD 144A P/P 8.87000000                   | CUSIP: 78450PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2110000 | PA      | $2258569.53    | 0.00%             | 2053-09-15      | Fixed         | 8.87%                 | No            |                  2 | On Loan: No      |
| SMB 2024-E A1A 5.09% 07/15/35                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-E SER 2024-E CL A1A REGD 144A P/P 5.09000000                 | CUSIP: 78450XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37287497 | PA      | $37554505.26   | 0.08%             | 2056-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| SMB 2026-A A1A 4.68% 12/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2026-A SER 2026-A CL A1A REGD 144A P/P 4.68000000                 | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17721000 | PA      | $17493659.06   | 0.04%             | 2053-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SMB 2026-B A1A 5.03% 02/15/38                 | SMB PRIVATE EDUCATION LOAN TRUST 2026-B SER 2026-B CL A1A REGD 144A P/P 5.03000000                 | CUSIP: 78451PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62300000 | PA      | $62141546.18   | 0.14%             | 2056-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 6.75% 08/01/29                   | SM ENERGY CO REGD 144A P/P 6.75000000                                                              | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        84000 | PA      | $85272.35      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO 7% 08/01/32                      | SM ENERGY CO REGD 144A P/P 7.00000000                                                              | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |        86000 | PA      | $87814.08      | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI A V/R 01/15/24                 | SMRT 2022-MINI SER 2022-MINI CL A V/R REGD 144A P/P 4.67300000                                     | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $5196750.00    | 0.01%             | 2039-01-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| SMRT 2022-MINI D V/R 01/15/24                 | SMRT 2022-MINI SER 2022-MINI CL D V/R REGD 144A P/P 5.62300000                                     | CUSIP: 78457JAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1120000 | PA      | $1116500.00    | 0.00%             | 2039-01-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| STWD 2021-LIH C V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL C V/R REGD 144A P/P 5.74200000                        | CUSIP: 78486EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16200000 | PA      | $16184710.44   | 0.04%             | 2036-11-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| STWD 2021-LIH E V/R 11/15/26                  | STWD 2021-LIH MORTGAGE TRUST SER 2021-LIH CL E V/R REGD 144A P/P 6.69000000                        | CUSIP: 78486EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6877000 | PA      | $6868403.75    | 0.01%             | 2036-11-15      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SVC 2026-1A B 5.795% 03/20/31                 | SVC ABS LLC SER 2026-1A CL B REGD 144A P/P 5.79500000                                              | CUSIP: 78488JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000000 | PA      | $14809009.50   | 0.03%             | 2056-03-20      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| SOFI 2018-C BF 4.13% 06/25/27                 | SOFI PROFESSIONAL LOAN PROGRAM 2018-C TRUST SER 2018-C CL BFX REGD 144A P/P 4.13000000             | CUSIP: 78490DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1875000 | PA      | $1814687.63    | 0.00%             | 2048-01-25      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 4.9% 09/15/31                  | SALESFORCE INC REGD 4.90000000                                                                     | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     12050000 | PA      | $12032933.59   | 0.03%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 5.2% 03/15/33                  | SALESFORCE INC REGD 5.20000000                                                                     | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     10400000 | PA      | $10382239.50   | 0.02%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 5.55% 03/15/36                 | SALESFORCE INC REGD 5.55000000                                                                     | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     71871000 | PA      | $71647436.63   | 0.16%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 6.4% 03/15/46                  | SALESFORCE INC REGD 6.40000000                                                                     | CUSIP: 79466LAV6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     16200000 | PA      | $16312150.66   | 0.04%             | 2046-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 6.55% 03/15/56                 | SALESFORCE INC REGD 6.55000000                                                                     | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     16475000 | PA      | $16532154.08   | 0.04%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 6.7% 03/15/66                  | SALESFORCE INC REGD 6.70000000                                                                     | CUSIP: 79466LAX2<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     11050000 | PA      | $11231358.90   | 0.02%             | 2066-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| SLMR 2026-1A 74A V/R 04/26/76                 | SALLIE MAE RESECURITIZATION FFELP STUDENT LOA SER 2026-1A CL 74A5 V/R 144A P/P 4.68474000          | CUSIP: 79545WAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75739000 | PA      | $73046470.98   | 0.16%             | 2076-04-26      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| GRADE 2025-LOC5  V/R 07/25/33                 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2025-LOC5 CL A1B V/R REGD 144A P/P 5.47855000          | CUSIP: 79581XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14500000 | PA      | $14513928.70   | 0.03%             | 2055-10-25      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIA 5.1% 12/10/29                | SAMMONS FINANCIAL GLOBAL REGD 144A P/P 5.10000000                                                  | CUSIP: 79587J2A0<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |      2900000 | PA      | $2928144.07    | 0.01%             | 2029-12-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GRADE 2025-LOC4  V/R 05/25/33                 | SALUDA GRADE ALTERNATIVE MORTGAGE TRUST SER 2025-LOC4 CL A1A V/R REGD 144A P/P 5.41190000          | CUSIP: 79589VAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11628576 | PA      | $11668855.13   | 0.03%             | 2055-06-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 11/03/28                | SANTANDER UK GROUP HLDGS REGD V/R 3.82300000                                                       | CUSIP: 80281LAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4990000 | PA      | $4925775.91    | 0.01%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 06/14/27                | SANTANDER UK GROUP HLDGS REGD V/R 1.67300000                                                       | CUSIP: 80281LAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3939000 | PA      | $3914789.57    | 0.01%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/11/28                | SANTANDER UK GROUP HLDGS REGD V/R 2.46900000                                                       | CUSIP: 80281LAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       800000 | PA      | $786839.27     | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 01/10/29                | SANTANDER UK GROUP HLDGS REGD V/R 6.53400000                                                       | CUSIP: 80281LAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       800000 | PA      | $825445.83     | 0.00%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 09/11/30                | SANTANDER UK GROUP HLDGS REGD V/R 4.85800000                                                       | CUSIP: 80281LAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      5300000 | PA      | $5311526.92    | 0.01%             | 2030-09-11      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROU V/R 04/15/31                | SANTANDER UK GROUP HLDGS REGD V/R 5.69400000                                                       | CUSIP: 80281LAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     14600000 | PA      | $15015886.11   | 0.03%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 09/06/30                | SANTANDER HOLDINGS USA REGD V/R 5.35300000                                                         | CUSIP: 80282KBM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4600000 | PA      | $4649189.78    | 0.01%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/20/31                | SANTANDER HOLDINGS USA REGD V/R 5.74100000                                                         | CUSIP: 80282KBQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7900000 | PA      | $8106054.20    | 0.02%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| SDART 2024-2 D 6.28% 05/15/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-2 SER 2024-2 CL D REGD 6.28000000                      | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       400000 | PA      | $411313.28     | 0.00%             | 2031-08-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SDART 2023-2 B 5.24% 04/15/26                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 SER 2023-2 CL B REGD 5.24000000                      | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1799317 | PA      | $1800195.14    | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SDART 2024-3 D 5.97% 07/17/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-3 SER 2024-3 CL D REGD 5.97000000                      | CUSIP: 80287LAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11735000 | PA      | $12013870.54   | 0.03%             | 2031-10-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| SDART 2026-1 A 4.04% 07/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 SER 2026-1 CL A2 REGD 4.04000000                     | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30300000 | PA      | $30285601.44   | 0.07%             | 2029-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| SDART 2025-3 A 4.63% 01/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3 SER 2025-3 CL A2 REGD 4.63000000                     | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9927981 | PA      | $9944522.25    | 0.02%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| SDART 2024-5 A 4.62% 11/15/28                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-5 SER 2024-5 CL A3 REGD 4.62000000                     | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2597158 | PA      | $2599842.39    | 0.01%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SDART 2025-4 A 4.28% 04/15/27                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 SER 2025-4 CL A2 REGD 4.28000000                     | CUSIP: 802923AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8620688 | PA      | $8624362.50    | 0.02%             | 2029-01-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNAT 4.125% 01/12/29                | SAUDI INTERNATIONAL BOND REGD 144A P/P 4.12500000                                                  | CUSIP: 80413TBP3<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |     11400000 | PA      | $11225765.25   | 0.02%             | 2029-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNAT 4.875% 01/12/36                | SAUDI INTERNATIONAL BOND REGD 144A P/P 4.87500000                                                  | CUSIP: 80413TBR9<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |      4355000 | PA      | $4240637.35    | 0.01%             | 2036-01-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNAT 5.875% 01/12/56                | SAUDI INTERNATIONAL BOND REGD 144A P/P 5.87500000                                                  | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | USGA              | SA        |     11218000 | PA      | $10738072.87   | 0.02%             | 2056-01-12      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN O 4.75% 06/02/30                | SAUDI ARABIAN OIL CO REGD 144A P/P 4.75000000                                                      | CUSIP: 80414L2X2<br>LEI: N/A                  | Long             | DBT              | CORP              | SA        |     10200000 | PA      | $10104070.43   | 0.02%             | 2030-06-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SAST 2006-1 M1 V/R 03/25/36                   | SAXON ASSET SECURITIES TRUST 2006-1 SER 2006-1 CL M1 V/R REGD 4.25803000                           | CUSIP: 80556UAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       633691 | PA      | $632272.12     | 0.00%             | 2036-03-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| SAST 2007-2 A1 V/R 05/25/37                   | SAXON ASSET SECURITIES TRUST 2007-2 SER 2007-2 CL A1 V/R REGD 3.99303000                           | CUSIP: 80556YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13793154 | PA      | $12561797.74   | 0.03%             | 2047-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| SAST 2007-3 1A V/R 09/25/37                   | SAXON ASSET SECURITIES TRUST 2007-3 SER 2007-3 CL 1A V/R REGD 4.10303000                           | CUSIP: 80557BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8301450 | PA      | $8078398.21    | 0.02%             | 2037-09-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| SCCU 2025-1A A 4.67% 04/15/27                 | SCCU AUTO RECEIVABLES TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.67000000                      | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4507197 | PA      | $4514739.24    | 0.01%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 05/19/34                | CHARLES SCHWAB CORP REGD V/R 5.85300000                                                            | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     28500000 | PA      | $29932579.86   | 0.07%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CO V/R 11/17/29                | CHARLES SCHWAB CORP REGD V/R 6.19600000                                                            | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      5000000 | PA      | $5225717.75    | 0.01%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLIC 4.875% 04/01/28                | SCIENCE APPLICATIONS INT REGD 144A P/P 4.87500000                                                  | CUSIP: 808625AA5<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       123000 | PA      | $121047.58     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIENCE APPLIC 5.875% 11/01/33                | SCIENCE APPLICATIONS INT REGD 144A P/P 5.87500000                                                  | CUSIP: 808625AB3<br>LEI: 549300LZPNZIXQGZPZ48 | Long             | DBT              | CORP              | US        |       122000 | PA      | $119056.55     | 0.00%             | 2033-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SCOTT 2023-SF 5.909% 03/10/28                 | SCOTT TRUST 2023-SFS SER 2023-SFS CL A REGD 144A P/P 5.90975000                                    | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9025000 | PA      | $9187167.52    | 0.02%             | 2040-03-10      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA S 5.875% 07/15/30                | SEAGATE DATA STOR REGD 144A P/P 5.87500000                                                         | CUSIP: 81180LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        93000 | PA      | $94528.92      | 0.00%             | 2030-07-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA ST 8.25% 12/15/29                | SEAGATE DATA STOR REGD 144A P/P 8.25000000                                                         | CUSIP: 81180LAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        89000 | PA      | $93466.73      | 0.00%             | 2029-12-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SEAGATE DATA ST 5.75% 12/01/34                | SEAGATE DATA STOR REGD 144A P/P 5.75000000                                                         | CUSIP: 81180LAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |        93000 | PA      | $92651.20      | 0.00%             | 2034-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEALED AIR/SEAL 7.25% 02/15/31                | SEALED AIR/SEALED AIR US REGD 144A P/P 7.25000000                                                  | CUSIP: 812127AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1142000 | PA      | $1197530.10    | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SABR 2004-OP1 M1 V/R 02/25/34                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2004-OP1 CL M1 V/R REGD 4.55803000               | CUSIP: 81375WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2494747 | PA      | $2490436.64    | 0.01%             | 2034-02-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| SABR 2005-HE1 M1 V/R 10/25/35                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2005-HE1 CL M1 V/R REGD 4.43803000               | CUSIP: 81375WGF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2124797 | PA      | $1762716.97    | 0.00%             | 2035-10-25      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CBASS 2006-CB5 A V/R 06/25/36                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2006-CB5 CL A3 V/R REGD 4.07303000               | CUSIP: 81376WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3245142 | PA      | $2210987.40    | 0.00%             | 2036-06-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SABR 2007-BR2 A2 V/R 02/25/37                 | SECURITIZED ASSET BACKED RECEIVABLES LLC TRUS SER 2007-BR2 CL A2 V/R REGD 4.25303000               | CUSIP: 81378PAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3241394 | PA      | $1440821.79    | 0.00%             | 2037-02-25      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-2 A5 V/R 05/25/32                   | SEQUOIA MORTGAGE TRUST 2025-2 SER 2025-2 CL A5 V/R REGD 144A P/P 5.50000000                        | CUSIP: 816935AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12251781 | PA      | $12253116.70   | 0.03%             | 2055-03-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-HYB1 A V/R 05/25/41                 | SEQUOIA MORTGAGE TRUST 2025-HYB1 SER 2025-HYB1 CL A1A V/R REGD 144A P/P 5.04569600                 | CUSIP: 816938AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4057388 | PA      | $4055134.24    | 0.01%             | 2055-10-25      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNO 5.875% 09/01/30                | SENSATA TECHNOLOGIES BV REGD 144A P/P 5.87500000                                                   | CUSIP: 81725WAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |       630000 | PA      | $631139.04     | 0.00%             | 2030-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SENSATA TECH I 4.375% 02/15/30                | SENSATA TECH INC REGD 144A P/P 4.37500000                                                          | CUSIP: 81728UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       125000 | PA      | $119541.68     | 0.00%             | 2030-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOL 3.75% 02/15/31                | SENSATA TECHNOLOGIES INC REGD 144A P/P 3.75000000                                                  | CUSIP: 81728UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4536000 | PA      | $4207231.67    | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SEMT 2004-9 A2 V/R 10/20/34                   | SEQUOIA MORTGAGE TRUST 2004-9 SER 2004-9 CL A2 V/R REGD 4.81617000                                 | CUSIP: 81744FDW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       541283 | PA      | $486040.06     | 0.00%             | 2034-10-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH1 A1 V/R 07/25/33                 | SEQUOIA MORTGAGE TRUST 2017-CH1 SER 2017-CH1 CL A1 V/R REGD 144A P/P 4.00000000                    | CUSIP: 81746HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        44612 | PA      | $42256.11      | 0.00%             | 2047-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A1 V/R REGD 144A P/P 4.00000000                    | CUSIP: 81746JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        89195 | PA      | $83658.00      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2017-CH2 A1 V/R 12/25/47                 | SEQUOIA MORTGAGE TRUST 2017-CH2 SER 2017-CH2 CL A19 V/R REGD 144A P/P 4.00000000                   | CUSIP: 81746JAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        92435 | PA      | $86229.11      | 0.00%             | 2047-12-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A2 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A2 V/R REGD 144A P/P 4.00000000                    | CUSIP: 81746WAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         5258 | PA      | $5234.25       | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A13 V/R REGD 144A P/P 4.50000000                   | CUSIP: 81746WAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        13052 | PA      | $13009.01      | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH3 A1 V/R 01/25/25                 | SEQUOIA MORTGAGE TRUST 2018-CH3 SER 2018-CH3 CL A19 V/R REGD 144A P/P 4.50000000                   | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         6526 | PA      | $6504.51       | 0.00%             | 2048-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH1 A2 V/R 05/25/34                 | SEQUOIA MORTGAGE TRUST 2018-CH1 SER 2018-CH1 CL A2 V/R REGD 144A P/P 3.50000000                    | CUSIP: 81747DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        28292 | PA      | $25810.76      | 0.00%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2018-CH2 A2 V/R 09/25/35                 | SEQUOIA MORTGAGE TRUST 2018-CH2 SER 2018-CH2 CL A21 V/R REGD 144A P/P 4.00000000                   | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        90096 | PA      | $82420.80      | 0.00%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-4 A5 V/R 07/25/32                   | SEQUOIA MORTGAGE TRUST 2025-4 SER 2025-4 CL A5 V/R REGD 144A P/P 5.50000000                        | CUSIP: 81749MAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3069092 | PA      | $3070610.76    | 0.01%             | 2055-04-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SEMT 2025-6 A5 V/R 09/25/32                   | SEQUOIA MORTGAGE TRUST 2025-6 SER 2025-6 CL A5 V/R REGD 144A P/P 5.50000000                        | CUSIP: 81749YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11752610 | PA      | $11759041.41   | 0.03%             | 2055-07-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SERV 2020-1 A 2.841% 01/30/28                 | SERVICEMASTER FUNDING LLC SER 2020-1 CL A2I REGD 144A P/P 2.84100000                               | CUSIP: 81761TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       606860 | PA      | $576954.23     | 0.00%             | 2051-01-30      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| NWML 2024-3A A1 V/R 01/20/38                  | 720 EAST CLO VI LTD SER 2024-3A CL A1 V/R REGD 144A P/P 5.02763000                                 | CUSIP: 81800UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      7440000 | PA      | $7441361.52    | 0.02%             | 2038-01-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A  5.11% 02/20/31                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-1A CL B REGD 144A P/P 5.11000000              | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1200000 | PA      | $1214465.40    | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A C 5.2% 10/20/32                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2025-1A CL C REGD 144A P/P 5.20000000              | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3400000 | PA      | $3421422.38    | 0.01%             | 2032-10-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SFAST 2026-1A  3.91% 01/20/28                 | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2 SER 2026-1A CL A2A REGD 144A P/P 3.91000000            | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8100000 | PA      | $8079691.68    | 0.02%             | 2029-08-20      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SHENTL 2025-1A 5.64% 12/20/30                 | SHENTEL ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.64000000                                      | CUSIP: 82321AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11445000 | PA      | $11531588.29   | 0.03%             | 2055-12-20      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SHNTN 2015-1A  4.75% 11/15/27                 | SHENTON AIRCRAFT INVESTMENT I LTD SER 2015-1A CL A REGD 144A P/P 4.75000000                        | CUSIP: 82321UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      1176405 | PA      | $1176404.90    | 0.00%             | 2042-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-2A C 7.3% 04/20/40                  | SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC SER 2023-2A CL C REGD 144A P/P 7.30000000          | CUSIP: 82650BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       393137 | PA      | $404458.98     | 0.00%             | 2040-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-1A C 7% 08/20/30                    | SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC SER 2023-1A CL C REGD 144A P/P 7.00000000          | CUSIP: 826943AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       329831 | PA      | $336731.86     | 0.00%             | 2040-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SRFC 2023-3A C 7.12% 09/20/40                 | SIERRA TIMESHARE 2023-3 RECEIVABLES FUNDING LLC SER 2023-3A CL C REGD 144A P/P 7.12000000          | CUSIP: 826944AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1220335 | PA      | $1252888.00    | 0.00%             | 2040-09-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPCLO 2025-12A A V/R 10/15/38                 | SILVER POINT CLO 12 LTD SER 2025-12A CL A1 V/R REGD 144A P/P 5.28845000                            | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     12925000 | PA      | $12919532.73   | 0.03%             | 2038-10-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY  2.65% 07/15/30                | SIMON PROPERTY GROUP LP REGD 2.65000000                                                            | CUSIP: 828807DK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3540000 | PA      | $3287491.38    | 0.01%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SIXST 2017-8A A1 V/R 10/20/34                 | SIXTH STREET CLO VIII LTD SER 2017-8A CL A1R2 V/R REGD 144A P/P 4.81763000                         | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     14300000 | PA      | $14287330.20   | 0.03%             | 2034-10-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| SLAM 2024-1A  5.335% 09/15/31                 | SLAM LTD SER 2024-1A CL A REGD 144A P/P 5.33500000                                                 | CUSIP: 83100AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8454514 | PA      | $8422106.85    | 0.02%             | 2049-09-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| SMB 2017-B A2A 2.82% 07/15/26                 | SMB PRIVATE EDUCATION LOAN TRUST 2017-B SER 2017-B CL A2A REGD 144A P/P 2.82000000                 | CUSIP: 83189DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        17361 | PA      | $17349.39      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| SMB 2019-B A2A 2.84% 09/15/28                 | SMB PRIVATE EDUCATION LOAN TRUST 2019-B SER 2019-B CL A2A REGD 144A P/P 2.84000000                 | CUSIP: 83192CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1321853 | PA      | $1298413.75    | 0.00%             | 2037-06-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SMB 2024-A A1A 5.24% 03/15/56                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-A SER 2024-A CL A1A REGD 144A P/P 5.24000000                 | CUSIP: 831943AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41306863 | PA      | $41652077.16   | 0.09%             | 2056-03-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SMB 2024-C A1A 5.5% 06/17/52                  | SMB PRIVATE EDUCATION LOAN TRUST 2024-C SER 2024-C CL A1A REGD 144A P/P 5.50000000                 | CUSIP: 83206EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3665755 | PA      | $3736413.87    | 0.01%             | 2052-06-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SMB 2022-B A1A 3.94% 02/16/55                 | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1A REGD 144A P/P 3.94000000                 | CUSIP: 83206NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17276583 | PA      | $16735933.43   | 0.04%             | 2055-02-16      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| SMB 2022-B A1B V/R 02/16/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2022-B SER 2022-B CL A1B V/R REGD 144A P/P 5.12223000             | CUSIP: 83206NAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15581004 | PA      | $15717597.55   | 0.03%             | 2055-02-16      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| SMB 2023-C B 6.36% 01/15/35                   | SMB PRIVATE EDUCATION LOAN TRUST 2023-C SER 2023-C CL B REGD 144A P/P 6.36000000                   | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3570000 | PA      | $3715796.30    | 0.01%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| SMB 2025-A A1A 5.13% 09/15/36                 | SMB PRIVATE EDUCATION LOAN TRUST 2025-A SER 2025-A CL A1A REGD 144A P/P 5.13000000                 | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8466801 | PA      | $8523930.60    | 0.02%             | 2054-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SMB 2024-D A1A 5.38% 07/15/53                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-D SER 2024-D CL A1A REGD 144A P/P 5.38000000                 | CUSIP: 83207QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21902028 | PA      | $22209053.07   | 0.05%             | 2053-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SMB 2024-F A1A 5.06% 03/16/54                 | SMB PRIVATE EDUCATION LOAN TRUST 2024-F SER 2024-F CL A1A REGD 144A P/P 5.06000000                 | CUSIP: 83207VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7876991 | PA      | $7925519.11    | 0.02%             | 2054-03-16      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C R 0% 03/15/55                      | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL R REGD 144A P/P 0.00000000                   | CUSIP: 83208D107<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |         3060 | PA      | $36809.32      | 0.00%             | 2055-03-15      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SMB 2026-B R  0% 03/11/54                     | SMB 2026-B R 144A 0.00000000                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |         3000 | PA      | $490872.60     | 0.00%             | 2054-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB 2026-B D 6.27% 03/11/54                   | SMB 2026-B D 144A REGD 6.27000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      5006000 | PA      | $5003230.68    | 0.01%             | 2054-03-11      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| SMB 2026-B A1A 4.85% 03/11/54                 | SMB 2026-B A1A 144A REGD 4.85000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     52043000 | PA      | $52021985.04   | 0.11%             | 2054-03-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SMB 2026-B A1B 0% 03/11/54                    | SMB 2026-B A1B SOFR30A+120BP   144A REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      7097000 | PA      | $7097000.00    | 0.02%             | 2054-03-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB 2026-B B 5.53% 03/11/54                   | SMB 2026-B B 144A REGD 5.53000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      3129000 | PA      | $3128627.96    | 0.01%             | 2054-03-11      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SMB 2026-B C 14 5.88% 03/11/54                | SMB 2026-B C 144A REGD 5.88000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       626000 | PA      | $625619.71     | 0.00%             | 2054-03-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C A1A 4.96% 03/15/55                 | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1A REGD 144A P/P 4.96000000                 | CUSIP: 83208DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46378772 | PA      | $46584067.71   | 0.10%             | 2055-03-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C A1B V/R 03/15/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL A1B V/R REGD 144A P/P 4.87223000             | CUSIP: 83208DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5122154 | PA      | $5122121.78    | 0.01%             | 2055-03-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C B 5.1% 03/15/55                    | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL B REGD 144A P/P 5.10000000                   | CUSIP: 83208DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2405902.80    | 0.01%             | 2055-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C C 4.78% 03/15/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL C REGD 144A P/P 4.78000000                   | CUSIP: 83208DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2364439.20    | 0.01%             | 2055-03-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SMB 2025-C D 5.26% 03/15/55                   | SMB PRIVATE EDUCATION LOAN TRUST 2025-C SER 2025-C CL D REGD 144A P/P 5.26000000                   | CUSIP: 83208DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4700000 | PA      | $4522894.60    | 0.01%             | 2055-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOODS I 3% 10/15/30                | SMITHFIELD FOODS INC REGD 144A P/P 3.00000000                                                      | CUSIP: 832248BC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       192000 | PA      | $175511.89     | 0.00%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITHFIELD FOO 2.625% 09/13/31                | SMITHFIELD FOODS INC REGD 144A P/P 2.62500000                                                      | CUSIP: 832248BD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $8776863.50    | 0.02%             | 2031-09-13      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SNAP INC 6.875% 03/01/33                      | SNAP INC REGD 144A P/P 6.87500000                                                                  | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      2853000 | PA      | $2694002.88    | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 01/10/34                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 6.69100000                                                  | CUSIP: 83368RBS0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     18400000 | PA      | $19651785.67   | 0.04%             | 2034-01-10      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE V/R 10/03/36                 | SOCIETE GENERALE REGD V/R 144A P/P MTN 5.43900000                                                  | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     29090000 | PA      | $28461380.81   | 0.06%             | 2036-10-03      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-3 A 4.47% 08/15/34                  | SOFI CONSUMER LOAN PROGRAM 2025-3 TRUST SER 2025-3 CL A REGD 144A P/P 4.47000000                   | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4580566 | PA      | $4580712.98    | 0.01%             | 2034-08-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-4 A 4.24% 02/25/28                  | SOFI CONSUMER LOAN PROGRAM 2025-4 TRUST SER 2025-4 CL A REGD 144A P/P 4.24000000                   | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4429555 | PA      | $4422184.70    | 0.01%             | 2035-08-25      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A A V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL A V/R REGD 144A P/P 4.91000000               | CUSIP: 83407UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15700303 | PA      | $15752737.34   | 0.03%             | 2034-03-27      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A B V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL B V/R REGD 144A P/P 5.25000000               | CUSIP: 83407UAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3796000 | PA      | $3825729.51    | 0.01%             | 2034-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A C V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL C V/R REGD 144A P/P 5.77000000               | CUSIP: 83407UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2944000 | PA      | $2990090.97    | 0.01%             | 2034-03-27      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A D V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL D V/R REGD 144A P/P 6.26000000               | CUSIP: 83407UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2177000 | PA      | $2221512.03    | 0.00%             | 2034-03-27      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-A R V/R 03/27/34                    | SOFI CONSUMER LOAN PROGRAM 2025-A TRUST SER 2025-A CL R V/R REGD 144A P/P 0.00000000               | CUSIP: 83407UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3817598 | PA      | $4617694.09    | 0.01%             | 2034-03-27      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SCLP 2025-C A 4.19% 10/25/34                  | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL A REGD 144A P/P 4.19000000                   | CUSIP: 83407XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24216632 | PA      | $24168595.68   | 0.05%             | 2034-10-25      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C B 4.53% 10/25/34                  | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL B REGD 144A P/P 4.53000000                   | CUSIP: 83407XAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3787000 | PA      | $3765525.06    | 0.01%             | 2034-10-25      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C C 4.9% 10/25/34                   | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL C REGD 144A P/P 4.90000000                   | CUSIP: 83407XAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2942000 | PA      | $2932513.23    | 0.01%             | 2034-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C D 5.2% 10/25/34                   | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL D REGD 144A P/P 5.20000000                   | CUSIP: 83407XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2170000 | PA      | $2163167.10    | 0.00%             | 2034-10-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-C R 0% 10/25/34                     | SOFI CONSUMER LOAN PROGRAM 2025-C TRUST SER 2025-C CL R REGD 144A P/P 0.00000000                   | CUSIP: 83407XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5091146 | PA      | $7061951.71    | 0.02%             | 2034-10-25      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| SOLRR 2021-1  2.636% 09/15/28                 | LUNAR 2021-1 STRUCTURED AIRCRAFT PORTFOLIO NOTES SER 2021-1 CL A REGD 144A P/P 2.63600000          | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      3060459 | PA      | $2906514.34    | 0.01%             | 2046-10-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| SNDPT 2018-2A A V/R 07/26/31                  | SOUND POINT CLO XX LTD SER 2018-2A CL A V/R REGD 144A P/P 5.02963000                               | CUSIP: 83611JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |        62005 | PA      | $61999.40      | 0.00%             | 2031-07-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| SVHE 2006-OPT5 2 V/R 07/25/36                 | SOUNDVIEW HOME LOAN TRUST 2006-OPT5 SER 2006-OPT5 CL 2A4 V/R REGD 4.27303000                       | CUSIP: 83612CAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18464355 | PA      | $17251178.21   | 0.04%             | 2036-07-25      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 5.875% 06/22/30                | REPUBLIC OF SOUTH AFRICA REGD SER 12Y 5.87500000                                                   | CUSIP: 836205AY0<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      2404000 | PA      | $2419854.28    | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOU 4.85% 09/30/29                | REPUBLIC OF SOUTH AFRICA REGD SER 10Y 4.85000000                                                   | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |       958000 | PA      | $937355.57     | 0.00%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SO 5.875% 04/20/32                | REPUBLIC OF SOUTH AFRICA REGD SER 10Y 5.87500000                                                   | CUSIP: 836205BC7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |      1740000 | PA      | $1733077.67    | 0.00%             | 2032-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDI 4.7% 06/01/27                | SOUTHERN CAL EDISON REGD SER D 4.70000000                                                          | CUSIP: 842400HQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5900000 | PA      | $5903662.43    | 0.01%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 3.7% 04/30/30                     | SOUTHERN CO REGD SER A 3.70000000                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9674911.00    | 0.02%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 1.75% 03/15/28                    | SOUTHERN CO REGD SER 21-B 1.75000000                                                               | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     36048000 | PA      | $34296952.18   | 0.07%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 09/15/51                      | SOUTHERN CO REGD V/R SER 21-A 3.75000000                                                           | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     30954000 | PA      | $30645973.65   | 0.07%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 10/15/32                     | SOUTHERN CO REGD 5.70000000                                                                        | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      1902000 | PA      | $1988395.54    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 5.7% 03/15/34                     | SOUTHERN CO REGD 5.70000000                                                                        | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     16145000 | PA      | $16729962.73   | 0.04%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO V/R 04/01/58                      | SOUTHERN CO REGD V/R 6.00000000                                                                    | CUSIP: 842587EJ2<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      8685000 | PA      | $8728528.53    | 0.02%             | 2058-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS  4.4% 05/30/47                | SOUTHERN CO GAS CAPITAL REGD 4.40000000                                                            | CUSIP: 8426EPAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1915000 | PA      | $1561682.25    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 5.75% 09/15/33                | SOUTHERN CO GAS CAPITAL REGD 5.75000000                                                            | CUSIP: 8426EPAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3460000 | PA      | $3595801.96    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS 4.95% 09/15/34                | SOUTHERN CO GAS CAPITAL REGD 4.95000000                                                            | CUSIP: 8426EPAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4300000 | PA      | $4237827.55    | 0.01%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL 4.8% 03/15/47                | SOUTHERN NATURAL GAS REGD 144A P/P 4.80000000                                                      | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |      1000000 | PA      | $858565.65     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER C 4.9% 10/01/35                | SOUTHERN POWER CO REGD SER B 4.90000000                                                            | CUSIP: 843646AY6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3950000 | PA      | $3820033.27    | 0.01%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 4.1% 09/15/28                | SOUTHWESTERN ELEC POWER REGD SER M 4.10000000                                                      | CUSIP: 845437BR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9930925.90    | 0.02%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.3% 04/01/33                | SOUTHWESTERN ELEC POWER REGD 5.30000000                                                            | CUSIP: 845437BU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5400000 | PA      | $5475732.14    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELE 5.2% 04/01/36                | SOUTHWESTERN ELEC POWER REGD 5.20000000                                                            | CUSIP: 845437BV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000000 | PA      | $9833500.60    | 0.02%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC5 A1 V/R 11/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SER 2006-BC5 CL A1 V/R REGD 4.07303000          | CUSIP: 84751NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8042620 | PA      | $6497618.99    | 0.01%             | 2037-11-25      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| SURF 2006-BC2 A2 V/R 02/25/37                 | SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUS SER 2006-BC2 CL A2C V/R REGD 6.47770000          | CUSIP: 84751PLN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9594090 | PA      | $3017454.49    | 0.01%             | 2037-02-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRAND 3.875% 03/15/31                | SPECTRUM BRANDS INC REGD 144A P/P 3.87500000                                                       | CUSIP: 84762LAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1704000 | PA      | $1470750.92    | 0.00%             | 2031-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANC 6.625% 01/15/28                | ONEMAIN FINANCE CORP REGD 6.62500000                                                               | CUSIP: 85172FAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2400000 | PA      | $2416413.60    | 0.01%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL 6.875% 11/15/28                | SPRINT CAPITAL CORP REGD 6.87500000                                                                | CUSIP: 852060AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1262000 | PA      | $1334323.71    | 0.00%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL  8.75% 03/15/32                | SPRINT CAPITAL CORP REGD 8.75000000                                                                | CUSIP: 852060AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27750000 | PA      | $32996694.72   | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRU 5.152% 03/20/28                | SPRINT SPECTRUM / SPEC I REGD 144A P/P 5.15200000                                                  | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11064400 | PA      | $11119031.80   | 0.02%             | 2028-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SPRTE 2026-1  5.227% 03/15/33                 | SPRITE 2026-1 LTD SER 2026-1 CL A REGD 144A P/P 5.22700000                                         | CUSIP: 85209QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15730000 | PA      | $15478521.34   | 0.03%             | 2041-03-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SPRTE 2026-1  9.413% 03/15/33                 | SPRITE 2026-1 LTD SER 2026-1 CL C REGD 144A P/P 9.41300000                                         | CUSIP: 85209QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9295000 | PA      | $9197519.62    | 0.02%             | 2041-03-15      | Fixed         | 9.41%                 | No            |                  2 | On Loan: No      |
| BLOCK INC 6.5% 05/15/32                       | BLOCK INC REGD 6.50000000                                                                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       236000 | PA      | $238154.92     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STAR PARENT INC 9% 10/01/30                   | STAR PARENT INC REGD 144A P/P 9.00000000                                                           | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |      2964000 | PA      | $3070706.96    | 0.01%             | 2030-10-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP 5.4% 05/15/35                  | STARBUCKS CORP REGD 5.40000000                                                                     | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |      1135000 | PA      | $1160483.45    | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS 5.375% 08/15/34                | STEEL DYNAMICS INC REGD 5.37500000                                                                 | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     10885000 | PA      | $10984359.26   | 0.02%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS  5.25% 05/15/35                | STEEL DYNAMICS INC REGD 5.25000000                                                                 | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |      7260000 | PA      | $7263111.06    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN  6.45% 03/18/35                | STELLANTIS FIN US INC REGD 144A P/P 6.45000000                                                     | CUSIP: 85855CAL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000000 | PA      | $1970127.12    | 0.00%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMAT 3.6% 11/15/31                | STEWART INFORMATION SERV REGD 3.60000000                                                           | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     18925000 | PA      | $16731081.53   | 0.04%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STRE 2024-1A A 6.27% 07/15/44                 | STREAM INNOVATIONS 2024-1 ISSUER TRUST SER 2024-1A CL A REGD 144A P/P 6.27000000                   | CUSIP: 86324CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       573666 | PA      | $590518.65     | 0.00%             | 2044-07-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| STRE 2024-2A A 5.21% 02/15/45                 | STREAM INNOVATIONS 2024-2 ISSUER TRUST SER 2024-2A CL A REGD 144A P/P 5.21000000                   | CUSIP: 86324EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3048032 | PA      | $3067528.97    | 0.01%             | 2045-02-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SARM 2005-1 1A1 V/R 02/25/35                  | STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SERIES  SER 2005-1 CL 1A1 V/R REGD 4.30162500       | CUSIP: 863579KY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2632763 | PA      | $2519081.93    | 0.01%             | 2035-02-25      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SAIL 2004-8 M1 V/R 09/25/34                   | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SER 2004-8 CL M1 V/R REGD 4.69303000                 | CUSIP: 86358ELZ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       335118 | PA      | $322395.05     | 0.00%             | 2034-09-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| SAIL 2004-9 M2 V/R 10/25/34                   | STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-9 SER 2004-9 CL M2 V/R REGD 4.88803000                 | CUSIP: 86358EMU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2781031 | PA      | $2788026.63    | 0.01%             | 2034-10-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| SAIL 2005-HE2 M2 V/R 07/25/35                 | STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-HE2 SER 2005-HE2 CL M2 V/R REGD 4.54303000             | CUSIP: 86358EVN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2651746 | PA      | $2623828.64    | 0.01%             | 2035-07-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| LXS 2005-5N 3A2 V/R 11/25/35                  | LEHMAN XS TRUST SERIES 2005-5N SER 2005-5N CL 3A2 V/R REGD 4.15303000                              | CUSIP: 86359DUT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8938729 | PA      | $8400481.16    | 0.02%             | 2035-11-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| SAMI 2007-AR3 2A V/R 06/25/37                 | STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 2007-AR3 SER 2007-AR3 CL 2A1 V/R REGD 4.17303000    | CUSIP: 86363NAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9108849 | PA      | $8493191.29    | 0.02%             | 2047-09-25      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-1 6.028% 07/30/29                 | SUBWAY FUNDING LLC SER 2024-1A CL A2I REGD 144A P/P 6.02800000                                     | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18960000 | PA      | $19082358.36   | 0.04%             | 2054-07-30      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| SUBWAY 2024-3 5.246% 07/30/29                 | SUBWAY FUNDING LLC SER 2024-3A CL A2I REGD 144A P/P 5.24600000                                     | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4937500 | PA      | $4874102.99    | 0.01%             | 2054-07-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SUBURBAN PROPANE 6.5% 12/15/35                | SUBURBAN PROPANE PARTNRS REGD 144A P/P 6.50000000                                                  | CUSIP: 864486AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4230000 | PA      | $4112217.77    | 0.01%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SNVA 2024-A A 5.3% 02/20/31                   | SUNNOVA HELIOS XIII ISSUER LLC SER 2024-A CL A REGD 144A P/P 5.30000000                            | CUSIP: 86745CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1031350 | PA      | $884524.75     | 0.00%             | 2051-02-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SNVA 2019-AA A 3.75% 06/20/29                 | SUNNOVA HELIOS II ISSUER LLC 2019-A SER 2019-AA CL A REGD 144A P/P 3.75000000                      | CUSIP: 86745LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1181583 | PA      | $1082583.86    | 0.00%             | 2046-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SNVA 2021-1 A 2.58% 04/30/31                  | SUNNOVA SOL III ISSUER LLC SER 2021-1 CL A REGD 144A P/P 2.58000000                                | CUSIP: 86745QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       985069 | PA      | $840504.66     | 0.00%             | 2056-04-28      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP V/R /PERP/                          | SUNOCO LP REGD V/R /PERP/ 144A P/P 7.87500000                                                      | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      7890000 | PA      | $8055895.14    | 0.02%             | 2175-03-18      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP 5.625% 03/15/31                     | SUNOCO LP REGD 144A P/P 5.62500000                                                                 | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      2506000 | PA      | $2494505.73    | 0.01%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP 5.375% 07/15/31                     | SUNOCO LP REGD 144A P/P 5.37500000                                                                 | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       660000 | PA      | $654697.63     | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP 5.625% 07/15/34                     | SUNOCO LP REGD 144A P/P 5.62500000                                                                 | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      1690000 | PA      | $1664152.89    | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUNRN 2019-2 A 3.61% 10/30/27                 | SUNRUN ATLAS ISSUER 2019-2 LLC SER 2019-2 CL A REGD 144A P/P 3.61000000                            | CUSIP: 86772FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8904207 | PA      | $8589907.00    | 0.02%             | 2055-02-01      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| SUNRN 2021-2A  2.27% 01/30/29                 | SUNRUN DEMETER ISSUER 2021-2 LLC SER 2021-2A CL A REGD 144A P/P 2.27000000                         | CUSIP: 86772HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1103500 | PA      | $1001587.81    | 0.00%             | 2057-01-30      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| SWTCH 2025-1A 5.036% 03/25/30                 | SWITCH ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.03600000                                   | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13460000 | PA      | $12967962.97   | 0.03%             | 2055-03-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 4.85% 04/01/30                   | SYNOPSYS INC REGD 4.85000000                                                                       | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     22500000 | PA      | $22665484.58   | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5% 04/01/32                      | SYNOPSYS INC REGD 5.00000000                                                                       | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      9050000 | PA      | $9128527.39    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.15% 04/01/35                   | SYNOPSYS INC REGD 5.15000000                                                                       | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      9840000 | PA      | $9858814.87    | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 5.7% 04/01/55                    | SYNOPSYS INC REGD 5.70000000                                                                       | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     11540000 | PA      | $11033194.70   | 0.02%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 6.1% 04/12/34                  | TD SYNNEX CORP REGD 6.10000000                                                                     | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     11215000 | PA      | $11567609.58   | 0.03%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP 5.3% 10/10/35                  | TD SYNNEX CORP REGD 5.30000000                                                                     | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     15300000 | PA      | $14823007.51   | 0.03%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINAN 7.25% 02/02/33                | SYNCHRONY FINANCIAL REGD 7.25000000                                                                | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       169000 | PA      | $172613.45     | 0.00%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 08/02/30                | SYNCHRONY FINANCIAL REGD V/R 5.93500000                                                            | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     10945000 | PA      | $11120610.66   | 0.02%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 03/06/31                | SYNCHRONY FINANCIAL REGD V/R 5.45000000                                                            | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     14275000 | PA      | $14263179.59   | 0.03%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 07/29/36                | SYNCHRONY FINANCIAL REGD V/R 6.00000000                                                            | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     27408000 | PA      | $27033141.61   | 0.06%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCI V/R 02/25/32                | SYNCHRONY FINANCIAL REGD V/R 4.94700000                                                            | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |      2068000 | PA      | $2006999.13    | 0.00%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| SYMP 2020-22A A1 V/R 04/18/33                 | SYMPHONY CLO XXII LTD SER 2020-22A CL A1AR V/R REGD 144A P/P 4.84763000                            | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      5517470 | PA      | $5517392.49    | 0.01%             | 2033-04-18      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| TCO 2024-DPM A V/R 12/15/26                   | TCO COMMERCIAL MORTGAGE TRUST 2024-DPM SER 2024-DPM CL A V/R REGD 144A P/P 4.91542000              | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4100000 | PA      | $4093593.75    | 0.01%             | 2039-12-15      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| TMCL 2025-1H A 6.43% 04/23/29                 | TMCL VII HOLDINGS LTD SER 2025-1H CL A REGD 144A P/P 6.43000000                                    | CUSIP: 87257FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |     12217394 | PA      | $12200491.96   | 0.03%             | 2050-07-23      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.875% 04/15/30                | T-MOBILE USA INC REGD SER WI 3.87500000                                                            | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74687000 | PA      | $72735498.89   | 0.16%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.375% 04/15/29                | T-MOBILE USA INC REGD 3.37500000                                                                   | CUSIP: 87264ABV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     19250000 | PA      | $18655616.40   | 0.04%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 3.5% 04/15/31                | T-MOBILE USA INC REGD 3.50000000                                                                   | CUSIP: 87264ABW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18758000 | PA      | $17740915.35   | 0.04%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 2.55% 02/15/31                | T-MOBILE USA INC REGD 2.55000000                                                                   | CUSIP: 87264ACB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1908000 | PA      | $1733823.74    | 0.00%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 2.7% 03/15/32                | T-MOBILE USA INC REGD SER WI 2.70000000                                                            | CUSIP: 87264ACQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2720000 | PA      | $2419588.54    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5.2% 01/15/33                | T-MOBILE USA INC REGD 5.20000000                                                                   | CUSIP: 87264ACV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       856000 | PA      | $871318.60     | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA IN 5.75% 01/15/34                | T-MOBILE USA INC REGD 5.75000000                                                                   | CUSIP: 87264ADC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10390000 | PA      | $10834763.48   | 0.02%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.7% 01/15/35                | T-MOBILE USA INC REGD 4.70000000                                                                   | CUSIP: 87264ADM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12845000 | PA      | $12423523.70   | 0.03%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC 5% 02/15/36                  | T-MOBILE USA INC REGD 5.00000000                                                                   | CUSIP: 87264ADZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     14702000 | PA      | $14480227.83   | 0.03%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TMUST 2024-2A  4.25% 08/20/27                 | T-MOBILE US TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 4.25000000                                 | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6900000 | PA      | $6909812.49    | 0.02%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TPGCLO 2025-1A A V/R 07/15/37                 | TPG CLO 2025-1 LTD SER 2025-1A CL A1 V/R REGD 144A P/P 5.33324000                                  | CUSIP: 87268JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13010000 | PA      | $13011626.25   | 0.03%             | 2037-07-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| TVC 2024-RRTL1 A V/R 02/25/27                 | TVC MORTGAGE TRUST 2024-RRTL1 SER 2024-RRTL1 CL A1 V/R REGD 144A P/P 5.54500000                    | CUSIP: 87306WAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12455000 | PA      | $12480674.74   | 0.03%             | 2039-07-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| TVC 2026-RRTL1 A V/R 07/25/28                 | TVC MORTGAGE TRUST 2026-RRTL1 SER 2026-RRTL1 CL A1 V/R REGD 144A P/P 4.96400000                    | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2840000 | PA      | $2825819.03    | 0.01%             | 2041-02-25      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER  4.85% 03/24/31                | TAKEOFF MERGER SUB INC REGD 144A P/P 4.85000000                                                    | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     15169000 | PA      | $14979307.26   | 0.03%             | 2031-03-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTI 4% 04/14/32                | TAKE-TWO INTERACTIVE SOF REGD 4.00000000                                                           | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      1448000 | PA      | $1381068.11    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 4.875% 02/01/31                | TARGA RESOURCES PARTNERS REGD 4.87500000                                                           | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2085000 | PA      | $2081705.41    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PA 4% 01/15/32                | TARGA RESOURCES PARTNERS REGD 144A 4.00000000                                                      | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3880000 | PA      | $3677095.90    | 0.01%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCE 6.125% 03/15/33                | TARGA RESOURCES CORP REGD 6.12500000                                                               | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     12425000 | PA      | $13140434.61   | 0.03%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  6.5% 03/30/34                | TARGA RESOURCES CORP REGD 6.50000000                                                               | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     24725000 | PA      | $26726922.92   | 0.06%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES  5.5% 02/15/35                | TARGA RESOURCES CORP REGD 5.50000000                                                               | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      1255000 | PA      | $1266161.68    | 0.00%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES 5.55% 08/15/35                | TARGA RESOURCES CORP REGD 5.55000000                                                               | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      6280000 | PA      | $6333683.51    | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP DISC 05/01/26                  | TARGA RES CORP DISC 05/01/26 0.00000000                                                            | CUSIP: 87613LE13<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      8800000 | PA      | $8768754.72    | 0.02%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP DISC 05/04/26                  | TARGA RES CORP DISC 05/04/26 0.00000000                                                            | CUSIP: 87613LE47<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |      3400000 | PA      | $3386727.42    | 0.01%             | 2026-05-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISO 5.125% 08/01/30                | TAYLOR MORRISON COMM REGD 144A P/P 5.12500000                                                      | CUSIP: 87724RAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       241000 | PA      | $238243.27     | 0.00%             | 2030-08-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TAYLOR MORRISON 5.75% 11/15/32                | TAYLOR MORRISON COMM REGD 144A P/P 5.75000000                                                      | CUSIP: 87724RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4372000 | PA      | $4375825.50    | 0.01%             | 2032-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & 4.9% 09/15/44                | TEACHERS INSUR & ANNUITY REGD P/P 4.90000000                                                       | CUSIP: 878091BD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1505000 | PA      | $1338265.97    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR  4.27% 05/15/47                | TEACHERS INSUR & ANNUITY REGD 144A P/P 4.27000000                                                  | CUSIP: 878091BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       515000 | PA      | $414043.99     | 0.00%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TELUS CORP DISC 05/20/26                      | TELUS CORP DISC 05/20/26 0.00000000                                                                | CUSIP: 87974WEL8<br>LEI: N/A                  | Long             | STIV             | CORP              | CA        |      3300000 | PA      | $3280673.55    | 0.01%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TMTS 2005-6HE M6 V/R 04/25/36                 | TERWIN MORTGAGE TRUST SERIES TMTS 2005-6HE SER 2005-6HE CL M6 V/R REGD 4.99303000                  | CUSIP: 881561RE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3018137 | PA      | $3010204.13    | 0.01%             | 2036-04-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN  6.15% 02/01/36                | TEVA PHARM FIN CO LLC REGD 6.15000000                                                              | CUSIP: 88163VAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2934000 | PA      | $3022941.28    | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 3.15% 10/01/26                | TEVA PHARMACEUTICALS NE REGD 3.15000000                                                            | CUSIP: 88167AAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3115000 | PA      | $3084033.16    | 0.01%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTI 4.1% 10/01/46                | TEVA PHARMACEUTICALS NE REGD 4.10000000                                                            | CUSIP: 88167AAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     46555000 | PA      | $34510341.61   | 0.08%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 6.75% 03/01/28                | TEVA PHARMACEUTICALS NE REGD SER WI 6.75000000                                                     | CUSIP: 88167AAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1400000 | PA      | $1434874.00    | 0.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUT 4.75% 05/09/27                | TEVA PHARMACEUTICAL INDU REGD 4.75000000                                                           | CUSIP: 88167AAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4538000 | PA      | $4527559.88    | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 5.125% 05/09/29                | TEVA PHARMACEUTICALS NE REGD 5.12500000                                                            | CUSIP: 88167AAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4885000 | PA      | $4869243.92    | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 8.125% 09/15/31                | TEVA PHARMACEUTICALS NE REGD SER . 8.12500000                                                      | CUSIP: 88167AAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3170000 | PA      | $3543806.40    | 0.01%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEU 7.875% 09/15/29                | TEVA PHARMACEUTICALS NE REGD SER .* 7.87500000                                                     | CUSIP: 88167AAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6355000 | PA      | $6805181.85    | 0.01%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICA 6% 12/01/32                | TEVA PHARMACEUTICALS NE REGD 6.00000000                                                            | CUSIP: 88167AAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      3400000 | PA      | $3489556.00    | 0.01%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN  5.75% 12/01/30                | TEVA PHARM FIN IV REGD 5.75000000                                                                  | CUSIP: 881937AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      9534000 | PA      | $9654996.00    | 0.02%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 3% 06/01/30                       | TEXTRON INC REGD 3.00000000                                                                        | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     23695000 | PA      | $22305442.27   | 0.05%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 6.1% 11/15/33                     | TEXTRON INC REGD 6.10000000                                                                        | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     15175000 | PA      | $16008826.64   | 0.03%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC 4.95% 03/15/36                    | TEXTRON INC REGD 4.95000000                                                                        | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |       905000 | PA      | $879877.03     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAMES WAT 9.75% 10/10/27/GBP/                | THAMES WATER SUPER SEN /GBP/ REGD 144A P/P 9.75000000                                              | CUSIP: 88325AAA8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |       369127 | PA      | $531668.74     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPAN 5.15% 03/15/34                | WILLIAMS COMPANIES INC REGD 5.15000000                                                             | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     21805000 | PA      | $21832984.76   | 0.05%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| THRST 2021-1A 4.163% 07/15/27                 | THRUST ENGINE LEASING 2021 DAC SER 2021-1A CL A REGD 144A P/P 4.16300000                           | CUSIP: 88603UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4273309 | PA      | $4226433.83    | 0.01%             | 2040-07-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| TIF 2024-1A A 5.48% 05/20/34                  | TIF FUNDING III LLC SER 2024-1A CL A REGD 144A P/P 5.48000000                                      | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2936750 | PA      | $2949000.07    | 0.01%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CAB 6.55% 05/01/37                | TIME WARNER CABLE LLC REGD 6.55000000                                                              | CUSIP: 88732JAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2135000 | PA      | $2152498.16    | 0.00%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CA 5.875% 11/15/40                | TIME WARNER CABLE LLC REGD 5.87500000                                                              | CUSIP: 88732JAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12025000 | PA      | $10897488.14   | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABL 5.5% 09/01/41                | TIME WARNER CABLE LLC REGD 5.50000000                                                              | CUSIP: 88732JBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3624000 | PA      | $3123350.16    | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FAR 5.75% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 5.75000000                                                     | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2629028 | PA      | $2604472.88    | 0.01%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FA 4.875% 09/30/39                | TOPAZ SOLAR FARMS LLC REGD 144A P/P 4.87500000                                                     | CUSIP: 89054XAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       341250 | PA      | $307125.00     | 0.00%             | 2039-09-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP 5.625% 01/31/34                 | TOPBUILD CORP REGD 144A P/P 5.62500000                                                             | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      6872000 | PA      | $6726119.12    | 0.01%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 A2 V/R 07/25/57                   | TOWD POINT MORTGAGE TRUST 2017-3 SER 2017-3 CL A2 V/R REGD 144A P/P 3.00000000                     | CUSIP: 89169DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       148923 | PA      | $147395.03     | 0.00%             | 2057-07-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-3 B2 V/R 07/25/57                   | TOWD POINT MORTGAGE TRUST 2017-3 SER 2017-3 CL B2 V/R REGD 144A P/P 3.82244000                     | CUSIP: 89169DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2900000 | PA      | $2585700.90    | 0.01%             | 2057-07-25      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| TPMT 2015-5 B2 V/R 11/25/29                   | TOWD POINT MORTGAGE TRUST 2015-5 SER 2015-5 CL B2 V/R REGD 144A P/P 3.97170000                     | CUSIP: 89171VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $9679389.00    | 0.02%             | 2055-05-25      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| TPMT 2017-4 M2 V/R 06/25/57                   | TOWD POINT MORTGAGE TRUST 2017-4 SER 2017-4 CL M2 V/R REGD 144A P/P 3.25000000                     | CUSIP: 89173UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3873000 | PA      | $3408427.45    | 0.01%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-3 A1 V/R 05/25/58                   | TOWD POINT MORTGAGE TRUST 2018-3 SER 2018-3 CL A1 V/R REGD 144A P/P 3.75000000                     | CUSIP: 89175MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       481453 | PA      | $472240.17     | 0.00%             | 2058-05-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-5 A1 V/R 07/25/58                   | TOWD POINT MORTGAGE TRUST 2018-5 SER 2018-5 CL A1 V/R REGD 144A P/P 3.25000000                     | CUSIP: 89176VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5485384 | PA      | $5288436.94    | 0.01%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2018-5 M1 V/R 07/25/58                   | TOWD POINT MORTGAGE TRUST 2018-5 SER 2018-5 CL M1 V/R REGD 144A P/P 3.25000000                     | CUSIP: 89176VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2250000 | PA      | $1922516.10    | 0.00%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-1 A1 V/R 11/25/28                   | TOWD POINT MORTGAGE TRUST 2019-1 SER 2019-1 CL A1 V/R REGD 144A P/P 3.75000000                     | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1109039 | PA      | $1075084.85    | 0.00%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-2 M1 V/R 12/25/58                   | TOWD POINT MORTGAGE TRUST 2019-2 SER 2019-2 CL M1 V/R REGD 144A P/P 3.75000000                     | CUSIP: 89177JAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9810000 | PA      | $8478178.70    | 0.02%             | 2058-12-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-4 A1 V/R 07/25/29                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL A1 V/R REGD 144A P/P 2.90000000                     | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31021907 | PA      | $29816762.04   | 0.06%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| TPMT 2019-4 M1 V/R 11/25/33                   | TOWD POINT MORTGAGE TRUST 2019-4 SER 2019-4 CL M1 V/R REGD 144A P/P 3.50000000                     | CUSIP: 89178BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1155000 | PA      | $1017955.79    | 0.00%             | 2059-10-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2022-SJ1 M1 V/R 03/25/62                 | TOWD POINT MORTGAGE TRUST 2022-SJ1 SER 2022-SJ1 CL M1 V/R REGD 144A P/P 4.50000000                 | CUSIP: 89180GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21089000 | PA      | $20622863.51   | 0.04%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TPMT 2021-SJ2 A1 V/R 12/25/61                 | TOWD POINT MORTGAGE TRUST 2021-SJ2 SER 2021-SJ2 CL A1A V/R REGD 144A P/P 2.25000000                | CUSIP: 89180LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11052913 | PA      | $10806677.49   | 0.02%             | 2061-12-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-CES4 A V/R 09/25/28                 | TOWD POINT MORTGAGE TRUST 2024-CES4 SER 2024-CES4 CL A1 V/R REGD 144A P/P 5.12200000               | CUSIP: 89182QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18446181 | PA      | $18400719.02   | 0.04%             | 2064-09-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-3 A1A V/R 04/25/38                  | TOWD POINT MORTGAGE TRUST 2024-3 SER 2024-3 CL A1A V/R REGD 144A P/P 5.01180500                    | CUSIP: 89183FAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6082576 | PA      | $6053506.19    | 0.01%             | 2065-07-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| TPMT 2024-4 A1A V/R 11/25/42                  | TOWD POINT MORTGAGE TRUST 2024-4 SER 2024-4 CL A1A V/R REGD 144A P/P 4.54573600                    | CUSIP: 89183GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14222164 | PA      | $14233990.76   | 0.03%             | 2064-10-27      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| TPMT 2025-CES2 A V/R 07/25/65                 | TOWD POINT MORTGAGE TRUST 2025-CES2 SER 2025-CES2 CL A2 V/R REGD 144A P/P 5.57600000               | CUSIP: 89183KAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20377000 | PA      | $20410232.85   | 0.04%             | 2065-07-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| TAOT 2025-D A4 3.94% 09/17/29                 | TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST SER 2025-D CL A4 REGD 3.94000000                        | CUSIP: 89231GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11986000 | PA      | $11878894.30   | 0.03%             | 2031-02-17      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-A A3 4.83% 10/16/28                 | TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST SER 2024-A CL A3 REGD 4.83000000                        | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4103847 | PA      | $4121555.53    | 0.01%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| TAOT 2025-C A4 4.19% 06/15/29                 | TOYOTA AUTO RECEIVABLES 2025-C OWNER TRUST SER 2025-C CL A4 REGD 4.19000000                        | CUSIP: 89238VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16000000 | PA      | $15996169.60   | 0.03%             | 2031-01-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-D A2 4.55% 06/15/26                 | TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST SER 2024-D CL A2A REGD 4.55000000                       | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1527556 | PA      | $1528216.18    | 0.00%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TAOT 2024-D A3 4.4% 04/17/28                  | TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST SER 2024-D CL A3 REGD 4.40000000                        | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13000000 | PA      | $13047398.00   | 0.03%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TRFIG 2024-1A A1 V/R 05/15/27                 | TRAFIGURA SECURITISATION FINANCE PLC SER 2024-1A CL A1 V/R REGD 144A P/P 5.07247400                | CUSIP: 892725AW2<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |     17950000 | PA      | $17942514.85   | 0.04%             | 2027-11-15      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 08/15/76                | TRANSCANADA TRUST REGD V/R SER 16-A 5.87500000                                                     | CUSIP: 89356BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     31662000 | PA      | $31695498.40   | 0.07%             | 2076-08-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 03/15/77                | TRANSCANADA TRUST REGD V/R 5.30000000                                                              | CUSIP: 89356BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     35254000 | PA      | $34945083.30   | 0.08%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 09/15/79                | TRANSCANADA TRUST REGD V/R 5.50000000                                                              | CUSIP: 89356BAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      2659000 | PA      | $2635926.26    | 0.01%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST V/R 03/07/82                | TRANSCANADA TRUST REGD V/R 5.60000000                                                              | CUSIP: 89356BAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      7038000 | PA      | $6900039.72    | 0.02%             | 2082-03-07      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 6.875% 12/15/30                 | TRANSDIGM INC REGD 144A P/P 6.87500000                                                             | CUSIP: 893647BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       172000 | PA      | $176239.46     | 0.00%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 6.375% 03/01/29                 | TRANSDIGM INC REGD 144A P/P 6.37500000                                                             | CUSIP: 893647BU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15279944.85   | 0.03%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC 6% 01/15/33                     | TRANSDIGM INC REGD 144A P/P 6.00000000                                                             | CUSIP: 893647BW6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       178000 | PA      | $177900.07     | 0.00%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTE 8.75% 02/15/30                | TRANSOCEAN INTERNTNL LTD REGD 144A P/P 8.75000000                                                  | CUSIP: 893830BX6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       623000 | PA      | $648040.24     | 0.00%             | 2030-02-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE 4.5% 12/01/29                | TRAVEL + LEISURE CO REGD 144A P/P 4.50000000                                                       | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       755000 | PA      | $721960.29     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR1 2.049% 07/17/26                 | TRICON AMERICAN HOMES 2020-SFR1 SER 2020-SFR1 CL B REGD 144A P/P 2.04900000                        | CUSIP: 89613GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1180000 | PA      | $1169151.43    | 0.00%             | 2038-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR1 2.548% 07/17/26                 | TRICON AMERICAN HOMES 2020-SFR1 SER 2020-SFR1 CL D REGD 144A P/P 2.54800000                        | CUSIP: 89613GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1220000 | PA      | $1209588.03    | 0.00%             | 2038-07-17      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TAH 2020-SFR2  2.73% 11/17/27                 | TRICON AMERICAN HOMES 2020-SFR2 TRUST SER 2020-SFR2 CL E1 REGD 144A P/P 2.73000000                 | CUSIP: 89613JAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1855000 | PA      | $1774384.48    | 0.00%             | 2039-11-17      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.794% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E1 REGD 144A P/P 2.79400000                    | CUSIP: 89614YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1955000 | PA      | $1939503.89    | 0.00%             | 2038-07-17      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| TCN 2021-SFR1 2.894% 07/17/26                 | TRICON RESIDENTIAL 2021-SFR1 TRUST SER 2021-SFR1 CL E2 REGD 144A P/P 2.89400000                    | CUSIP: 89614YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4695000 | PA      | $4656251.70    | 0.01%             | 2038-07-17      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC 6.1% 03/15/33                     | TRIMBLE INC REGD 6.10000000                                                                        | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     16585000 | PA      | $17352910.38   | 0.04%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP INC 3.5% 03/01/29                | TRINET GROUP INC REGD 144A P/P 3.50000000                                                          | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       129000 | PA      | $116936.29     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP I 7.125% 08/15/31                | TRINET GROUP INC REGD 144A P/P 7.12500000                                                          | CUSIP: 896288AC1<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |       116000 | PA      | $112566.75     | 0.00%             | 2031-08-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| TRNTS 2021-16A A V/R 07/20/34                 | TRINITAS CLO XVI LTD SER 2021-16A CL A1R V/R REGD 144A P/P 4.79763000                              | CUSIP: 89642DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      9740000 | PA      | $9728565.24    | 0.02%             | 2034-07-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| TRTX 2025-FL6 A V/R 09/18/42                  | TRTX 2025-FL6 ISSUER LTD SER 2025-FL6 CL A V/R REGD 144A P/P 5.21636000                            | CUSIP: 897764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      8472000 | PA      | $8485567.91    | 0.02%             | 2042-09-18      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 6.125% 10/24/28                | REPUBLIC OF TURKIYE REGD SER 11Y 6.12500000                                                        | CUSIP: 900123CQ1<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      2700000 | PA      | $2706088.01    | 0.01%             | 2028-10-24      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TU 7.625% 04/26/29                | REPUBLIC OF TURKIYE REGD SER 10Y 7.62500000                                                        | CUSIP: 900123CT5<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      8600000 | PA      | $8878277.42    | 0.02%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211  3.9% 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL A1A2 REGD 144A P/P 3.90050000         | CUSIP: 90117PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4300000 | PA      | $4106500.00    | 0.01%             | 2035-08-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 B V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL B V/R REGD 144A P/P 4.09150000        | CUSIP: 90117PAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4700000 | PA      | $4441500.00    | 0.01%             | 2035-08-10      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| AOTA 2015-1211 C V/R 08/10/25                 | 1211 AVENUE OF THE AMERICAS TRUST 2015-1211 SER 2015-1211 CL C V/R REGD 144A P/P 4.14210000        | CUSIP: 90117PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6290000 | PA      | $5881150.00    | 0.01%             | 2035-08-10      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 01/12/34                     | UBS GROUP AG REGD V/R 144A P/P 5.95900000                                                          | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     30000000 | PA      | $31299527.40   | 0.07%             | 2034-01-12      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 02/08/35                     | UBS GROUP AG REGD V/R 144A P/P 5.69900000                                                          | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     15240000 | PA      | $15622786.28   | 0.03%             | 2035-02-08      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 09/13/30                     | UBS GROUP AG REGD V/R 144A P/P 5.61700000                                                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     51200000 | PA      | $52783612.42   | 0.11%             | 2030-09-13      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 05/09/36                     | UBS GROUP AG REGD V/R 144A P/P 5.58000000                                                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     19700000 | PA      | $19980493.72   | 0.04%             | 2036-05-09      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG V/R 11/06/33                     | UBS GROUP AG REGD V/R 144A P/P MTN 4.84400000                                                      | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      6818000 | PA      | $6706122.48    | 0.01%             | 2033-11-06      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UKG INC 6.875% 02/01/31                       | UKG INC REGD 144A P/P 6.87500000                                                                   | CUSIP: 90279XAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2570000 | PA      | $2511700.66    | 0.01%             | 2031-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/34                | UBER TECHNOLOGIES INC REGD 4.80000000                                                              | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     19675000 | PA      | $19261988.31   | 0.04%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIE 4.8% 09/15/35                | UBER TECHNOLOGIES INC REGD 4.80000000                                                              | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |      6170000 | PA      | $5987085.41    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US RENAL CARE 10.625% 06/28/28                | US RENAL CARE INC REGD P/P 10.62500000                                                             | CUSIP: 90355YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195300 | PA      | $162099.00     | 0.00%             | 2028-06-28      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| USCAR 2025-1A D 5.4% 03/15/29                 | USB AUTO OWNER TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.40000000                              | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       700000 | PA      | $703442.95     | 0.00%             | 2032-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ULTRAPAR INTERN 5.25% 06/06/29                | ULTRAPAR INTERNATIONL SA REGD 144A P/P 5.25000000                                                  | CUSIP: 90401CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      2041000 | PA      | $2030287.28    | 0.00%             | 2029-06-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 04/02/34                    | UNICREDIT SPA REGD V/R 144A P/P MTN 7.29600000                                                     | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     20986000 | PA      | $22084203.47   | 0.05%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/30/35                    | UNICREDIT SPA REGD V/R 144A P/P MTN 5.45900000                                                     | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     39280000 | PA      | $39209227.65   | 0.09%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA V/R 06/03/32                    | UNICREDIT SPA REGD V/R 144A P/P 3.12700000                                                         | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |      7680000 | PA      | $7056428.70    | 0.02%             | 2032-06-03      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019 4.15% 08/25/31                | UNITED AIR 2019-1 AA PTT REGD SER AA 4.15000000                                                    | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       427934 | PA      | $418578.15     | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 202 5.875% 10/15/27                | UNITED AIR 2020-1 A PTT REGD SER 20-1 5.87500000                                                   | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7358701 | PA      | $7481631.28    | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018- 3.7% 03/01/30                | UNITED AIR 2018-1 A PTT REGD SER A 3.70000000                                                      | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       397377 | PA      | $381778.02     | 0.00%             | 2030-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.7% 05/01/32                | UNITED AIR 2019-2 AA PTT REGD SER AA 2.70000000                                                    | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       680167 | PA      | $625163.72     | 0.00%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023- 5.8% 01/15/36                | UNITED AIR 2023-1 A PTT REGD 5.80000000                                                            | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25493045 | PA      | $26239465.92   | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019- 2.9% 05/01/28                | UNITED AIR 2019-2 A PTT REGD SER A 2.90000000                                                      | CUSIP: 90932MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1084299 | PA      | $1038798.33    | 0.00%             | 2028-05-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN  4.75% 04/27/32                | UNITED MEXICAN STATES REGD 4.75000000                                                              | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     25325000 | PA      | $24314532.50   | 0.05%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN S 3.5% 02/12/34                | UNITED MEXICAN STATES REGD 3.50000000                                                              | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |       773000 | PA      | $658209.50     | 0.00%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 4.875% 05/19/33                | UNITED MEXICAN STATES REGD 4.87500000                                                              | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      3379000 | PA      | $3197378.75    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.875% 05/13/37                | UNITED MEXICAN STATES REGD 6.87500000                                                              | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     21450000 | PA      | $22468875.00   | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.625% 09/22/35                | UNITED MEXICAN STATES REGD SER 10 5.62500000                                                       | CUSIP: 91087BBL3<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      9386000 | PA      | $9080955.00    | 0.02%             | 2035-09-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 5.625% 02/09/34                | UNITED MEXICAN STATES REGD 5.62500000                                                              | CUSIP: 91087BBQ2<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     15225000 | PA      | $14890050.00   | 0.03%             | 2034-02-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN 6.125% 02/09/38                | UNITED MEXICAN STATES REGD 6.12500000                                                              | CUSIP: 91087BBR0<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     15764000 | PA      | $15362018.00   | 0.03%             | 2038-02-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 3.875% 02/15/31                | UNITED RENTALS NORTH AM REGD 3.87500000                                                            | CUSIP: 911363AM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       191000 | PA      | $179553.27     | 0.00%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS  3.75% 01/15/32                | UNITED RENTALS NORTH AM REGD 3.75000000                                                            | CUSIP: 911365BP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       195000 | PA      | $178714.22     | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 6.125% 03/15/34                | UNITED RENTALS NORTH AM REGD 144A P/P 6.12500000                                                   | CUSIP: 911365BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15905000 | PA      | $16105196.24   | 0.04%             | 2034-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS 5.375% 11/15/33                | UNITED RENTALS NORTH AM REGD 144A P/P 5.37500000                                                   | CUSIP: 911365BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33280000 | PA      | $32360793.09   | 0.07%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/09/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797RF6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     22944000 | PA      | $22716507.26   | 0.05%             | 2026-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 08/06/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797RG4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     15330000 | PA      | $15135863.33   | 0.03%             | 2026-08-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/03/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797RS8<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     14356000 | PA      | $14133937.37   | 0.03%             | 2026-09-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/09/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797SL2<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       100000 | PA      | $99919.77      | 0.00%             | 2026-04-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/23/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797SM0<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       100000 | PA      | $99778.19      | 0.00%             | 2026-04-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/30/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797SN8<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       100000 | PA      | $99707.61      | 0.00%             | 2026-04-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 05/07/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797SP3<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    307530000 | PA      | $306409821.98  | 0.67%             | 2026-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 05/21/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797SV0<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    281395000 | PA      | $279977081.55  | 0.61%             | 2026-05-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/07/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TG2<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    117015000 | PA      | $116944498.46  | 0.25%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 04/21/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TJ6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    281485000 | PA      | $280917650.09  | 0.61%             | 2026-04-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/16/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TN7<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     61469000 | PA      | $60819443.55   | 0.13%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/30/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TQ0<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     79266000 | PA      | $78312504.53   | 0.17%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 05/19/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TS6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |        75000 | PA      | $74637.00      | 0.00%             | 2026-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 05/26/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TT4<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      1797000 | PA      | $1786993.10    | 0.00%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 06/02/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TU1<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       856000 | PA      | $850675.60     | 0.00%             | 2026-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 06/09/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797TZ0<br>LEI: N/A                  | Long             | STIV             | UST               | US        |      4754000 | PA      | $4721246.60    | 0.01%             | 2026-06-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 06/30/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797UC9<br>LEI: N/A                  | Long             | STIV             | UST               | US        |       406000 | PA      | $402349.55     | 0.00%             | 2026-06-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/17/26                        | UNITED STATES TREASURY BILL ZCP 0.00000000                                                         | CUSIP: 912797UG0<br>LEI: N/A                  | Long             | STIV             | UST               | US        |     85413000 | PA      | $83972206.54   | 0.18%             | 2026-09-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/40                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                          | CUSIP: 912810QF8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       300964 | PA      | $294519.68     | 0.00%             | 2040-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.125% 02/15/41                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.12500000                                          | CUSIP: 912810QP6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       445569 | PA      | $431079.85     | 0.00%             | 2041-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/42                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                          | CUSIP: 912810QV3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       719710 | PA      | $554234.23     | 0.00%             | 2042-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 02/15/43                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                          | CUSIP: 912810RA8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       424407 | PA      | $312522.77     | 0.00%             | 2043-02-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.375% 02/15/44                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000                                          | CUSIP: 912810RF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       697790 | PA      | $576338.00     | 0.00%             | 2044-02-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.5% 02/15/45                    | UNITED STATES TREASURY BOND 2.50000000                                                             | CUSIP: 912810RK6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     49400000 | PA      | $34643679.56   | 0.08%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.75% 02/15/45                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.75000000                                          | CUSIP: 912810RL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4834270 | PA      | $3471256.66    | 0.01%             | 2045-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 05/15/45                      | UNITED STATES TREASURY BOND 3.00000000                                                             | CUSIP: 912810RM2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     30000000 | PA      | $22830468.60   | 0.05%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B 1.000% 2/15/46                | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                          | CUSIP: 912810RR1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2745380 | PA      | $2035247.76    | 0.00%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/46                   | UNITED STATES TREASURY BOND 2.25000000                                                             | CUSIP: 912810RT7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    442200000 | PA      | $288241852.67  | 0.63%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.875% 02/15/47                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.87500000                                          | CUSIP: 912810RW0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4850640 | PA      | $3439029.55    | 0.01%             | 2047-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.75% 11/15/47                   | UNITED STATES TREASURY BOND 2.75000000                                                             | CUSIP: 912810RZ3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |       250000 | PA      | $176337.89     | 0.00%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                             | CUSIP: 912810SA7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     15800000 | PA      | $11651265.70   | 0.03%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/48                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                          | CUSIP: 912810SB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4352568 | PA      | $3125132.38    | 0.01%             | 2048-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.125% 05/15/48                  | UNITED STATES TREASURY BOND 3.12500000                                                             | CUSIP: 912810SC3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     12780000 | PA      | $9617449.19    | 0.02%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 08/15/48                      | UNITED STATES TREASURY BOND 3.00000000                                                             | CUSIP: 912810SD1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     10405000 | PA      | $7636294.53    | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3% 02/15/49                      | UNITED STATES TREASURY BOND 3.00000000                                                             | CUSIP: 912810SF6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     76710000 | PA      | $56025268.17   | 0.12%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1% 02/15/49                           | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.00000000                                          | CUSIP: 912810SG4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      7251206 | PA      | $5130770.64    | 0.01%             | 2049-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.875% 05/15/49                  | UNITED STATES TREASURY BOND 2.87500000                                                             | CUSIP: 912810SH2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     11130000 | PA      | $7912734.38    | 0.02%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 08/15/49                   | UNITED STATES TREASURY BOND 2.25000000                                                             | CUSIP: 912810SJ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     86470000 | PA      | $53783664.67   | 0.12%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 11/15/49                  | UNITED STATES TREASURY BOND 2.37500000                                                             | CUSIP: 912810SK5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     34174000 | PA      | $21771240.77   | 0.05%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 02/15/50                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                          | CUSIP: 912810SM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      4326642 | PA      | $2447548.24    | 0.01%             | 2050-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.625% 11/15/50                  | UNITED STATES TREASURY BOND 1.62500000                                                             | CUSIP: 912810SS8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |          800 | PA      | $417.41        | 0.00%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.375% 05/15/51                  | UNITED STATES TREASURY BOND 2.37500000                                                             | CUSIP: 912810SX7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |          900 | PA      | $563.03        | 0.00%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 8/15/51                       | UNITED STATES TREASURY BOND 2.00000000                                                             | CUSIP: 912810SZ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |          900 | PA      | $512.40        | 0.00%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 11/15/51                  | UNITED STATES TREASURY BOND 1.87500000                                                             | CUSIP: 912810TB4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    109250800 | PA      | $60015390.92   | 0.13%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2% 11/15/41                      | UNITED STATES TREASURY BOND 2.00000000                                                             | CUSIP: 912810TC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    320895000 | PA      | $221918948.44  | 0.48%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 2.25% 02/15/52                   | UNITED STATES TREASURY BOND 2.25000000                                                             | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |          200 | PA      | $120.53        | 0.00%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 3.25% 05/15/42                   | UNITED STATES TREASURY BOND 3.25000000                                                             | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    195125000 | PA      | $160779952.15  | 0.35%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4% 11/15/42                      | UNITED STATES TREASURY BOND 4.00000000                                                             | CUSIP: 912810TM0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     73150000 | PA      | $66192177.55   | 0.14%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.5% 02/15/53                         | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.50000000                                          | CUSIP: 912810TP3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     24181599 | PA      | $18529143.70   | 0.04%             | 2053-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.125% 08/15/53                  | UNITED STATES TREASURY BOND 4.12500000                                                             | CUSIP: 912810TT5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     37895000 | PA      | $33232138.48   | 0.07%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 4.250% 02/15/54                | UNITED STATES TREASURY BOND 4.25000000                                                             | CUSIP: 912810TX6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     47274000 | PA      | $42347162.81   | 0.09%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.25% 08/15/54                   | UNITED STATES TREASURY BOND 4.25000000                                                             | CUSIP: 912810UC0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     22100000 | PA      | $19793312.50   | 0.04%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.5% 11/15/54                    | UNITED STATES TREASURY BOND 4.50000000                                                             | CUSIP: 912810UE6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    124800000 | PA      | $116590500.00  | 0.25%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TIPS 2.375% 02/15/55                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000                                          | CUSIP: 912810UH9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     57258162 | PA      | $53207019.24   | 0.12%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 5% 05/15/45                      | UNITED STATES TREASURY BOND 5.00000000                                                             | CUSIP: 912810UL0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    131311000 | PA      | $133019068.54  | 0.29%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 08/15/55                   | UNITED STATES TREASURY BOND 4.75000000                                                             | CUSIP: 912810UM8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    299559000 | PA      | $291929606.72  | 0.63%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.875% 08/15/45                  | UNITED STATES TREASURY BOND 4.87500000                                                             | CUSIP: 912810UN6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    304838000 | PA      | $303837750.31  | 0.66%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 11/15/45                  | UNITED STATES TREASURY BOND 4.62500000                                                             | CUSIP: 912810UQ9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    230138700 | PA      | $221975967.99  | 0.48%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.75% 02/15/56                   | UNITED STATES TREASURY BOND 4.75000000                                                             | CUSIP: 912810UR7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    742082000 | PA      | $723761850.63  | 1.57%             | 2056-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 4.625% 02/15/46                  | UNITED STATES TREASURY BOND 4.62500000                                                             | CUSIP: 912810UT3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    557984000 | PA      | $537931450.00  | 1.17%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.25% 07/15/29                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.25000000                                          | CUSIP: 9128287D6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     44665386 | PA      | $43436166.92   | 0.09%             | 2029-07-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/26                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                          | CUSIP: 912828S50<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     56040383 | PA      | $56849497.41   | 0.12%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 01/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                          | CUSIP: 91282CBF7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      1999120 | PA      | $1879362.48    | 0.00%             | 2031-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 07/15/31                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                          | CUSIP: 91282CCM1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      2669766 | PA      | $2494200.96    | 0.01%             | 2031-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.125% 10/15/26                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000                                          | CUSIP: 91282CDC2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     57252468 | PA      | $57745000.10   | 0.13%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| US TIPS 0.625% 07/15/32                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 0.62500000                                          | CUSIP: 91282CEZ0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     87987984 | PA      | $83011309.72   | 0.18%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.375% 07/15/33                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.37500000                                          | CUSIP: 91282CHP9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    105915966 | PA      | $103528005.81  | 0.23%             | 2033-07-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.75% 01/15/34                        | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.75000000                                          | CUSIP: 91282CJY8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    124222114 | PA      | $123691163.84  | 0.27%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.875% 07/15/34                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.87500000                                          | CUSIP: 91282CLE9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    392334175 | PA      | $394243449.65  | 0.86%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TIPS 1.625% 04/15/30                       | UNITED STATES TREASURY INFLATION INDEXED BONDS 1.62500000                                          | CUSIP: 91282CNB3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      8276175 | PA      | $8358482.80    | 0.02%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 07/31/32                      | UNITED STATES TREASURY NOTE 4.00000000                                                             | CUSIP: 91282CNR8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    245300000 | PA      | $244063918.58  | 0.53%             | 2032-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 08/15/35                   | UNITED STATES TREASURY NOTE 4.25000000                                                             | CUSIP: 91282CNT4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    214820000 | PA      | $214014425.00  | 0.47%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 11/30/30                    | UNITED STATES TREASURY NOTE 3.50000000                                                             | CUSIP: 91282CPN5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    469813000 | PA      | $461169173.71  | 1.00%             | 2030-11-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4% 01/31/33                      | UNITED STATES TREASURY NOTE 4.00000000                                                             | CUSIP: 91282CPY1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    259733000 | PA      | $257744419.22  | 0.56%             | 2033-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.125% 02/15/36                  | UNITED STATES TREASURY NOTE 4.12500000                                                             | CUSIP: 91282CPZ8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    462478000 | PA      | $455251781.25  | 0.99%             | 2036-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.375% 02/29/28                  | UNITED STATES TREASURY NOTE 3.37500000                                                             | CUSIP: 91282CQB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    148545000 | PA      | $147372887.85  | 0.32%             | 2028-02-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 02/28/31                    | UNITED STATES TREASURY NOTE 3.50000000                                                             | CUSIP: 91282CQD6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |      9198000 | PA      | $9019788.75    | 0.02%             | 2031-02-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.5% 03/15/29                    | UNITED STATES TREASURY NOTE 3.50000000                                                             | CUSIP: 91282CQE4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    208370000 | PA      | $206530484.64  | 0.45%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 4.25% 03/31/33                   | UNITED STATES TREASURY NOTE 4.25000000                                                             | CUSIP: 91282CQF1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    308865000 | PA      | $310988446.88  | 0.68%             | 2033-03-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/31/31                  | UNITED STATES TREASURY NOTE 3.87500000                                                             | CUSIP: 91282CQG9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1616365000 | PA      | $1611187588.94 | 3.50%             | 2031-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 03/31/28                  | UNITED STATES TREASURY NOTE 3.87500000                                                             | CUSIP: 91282CQH7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    642055000 | PA      | $643008053.60  | 1.40%             | 2028-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 3.875% 12/15/28                | UNITEDHEALTH GROUP INC REGD 3.87500000                                                             | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1070000 | PA      | $1059487.82    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 4.75% 05/15/52                | UNITEDHEALTH GROUP INC REGD 4.75000000                                                             | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      1645000 | PA      | $1384760.24    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH G 5.625% 07/15/54                | UNITEDHEALTH GROUP INC REGD 5.62500000                                                             | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     19355000 | PA      | $18446746.30   | 0.04%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIT 2025-1A  5.877% 04/20/30                 | UNITI FIBER ABS ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 5.87700000                              | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1600000 | PA      | $1624505.92    | 0.00%             | 2055-04-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALT 1.65% 09/01/26                | UNIVERSAL HEALTH SVCS REGD SER WI 1.65000000                                                       | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      8275000 | PA      | $8176121.20    | 0.02%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| USPTT 2022-2A  4.25% 06/17/30                 | UPSTART STRUCTURED PASS-THROUGH TRUST SERI SER 2022-2A CL A REGD 144A P/P 4.25000000               | CUSIP: 91680YAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       297195 | PA      | $296480.18     | 0.00%             | 2030-06-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INT 6.947% 05/25/32                | UZBEKISTAN INTL BOND REGD 144A P/P 6.94740000                                                      | CUSIP: 91822Q2J5<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      2610000 | PA      | $2729433.94    | 0.01%             | 2032-05-25      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VBTEL 2022-1A 4.288% 08/15/27                 | VB-S1 ISSUER LLC - VBTEL SER 2022-1A CL D REGD 144A P/P 4.28800000                                 | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10305000 | PA      | $10172210.80   | 0.02%             | 2052-02-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| UZBEKISTAN INTL  6.9% 02/28/32                | UZBEKISTAN INTL BOND REGD 144A P/P 6.90000000                                                      | CUSIP: 91824PAA5<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |     14475000 | PA      | $15082937.12   | 0.03%             | 2032-02-28      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| VCAT 2026-NPL1 A V/R 01/25/29                 | VCAT 2026-NPL1 LLC SER 2026-NPL1 CL A1 V/R REGD 144A P/P 5.10100000                                | CUSIP: 91825GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5847740 | PA      | $5815029.43    | 0.01%             | 2056-01-25      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| VT TOPCO INC 8.5% 08/15/30                    | VT TOPCO INC REGD 144A P/P 8.50000000                                                              | CUSIP: 91838PAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4492000 | PA      | $4567016.40    | 0.01%             | 2030-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCI 5% 01/15/32                | VZ SECURED FINANCING BV REGD 144A P/P 5.00000000                                                   | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6500000 | PA      | $5571774.00    | 0.01%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VDC 2020-2A A 1.992% 09/15/27                 | VANTAGE DATA CENTERS LLC SER 2020-2A CL A2 REGD 144A P/P 1.99200000                                | CUSIP: 92212KAC0<br>LEI: 5493000RL8X7WTQ7HO20 | Long             | ABS-CBDO         | CORP              | US        |      3040000 | PA      | $2902775.62    | 0.01%             | 2045-09-15      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| VDC 2021-1A A 2.165% 10/15/26                 | VANTAGE DATA CENTERS ISSUER LLC SER 2021-1A CL A2 REGD 144A P/P 2.16500000                         | CUSIP: 92212KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20075000 | PA      | $19733747.08   | 0.04%             | 2046-10-15      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| VDC 2024-1A A2 5.1% 09/17/29                  | VANTAGE DATA CENTERS ISSUER LLC SER 2024-1A CL A2 REGD 144A P/P 5.10000000                         | CUSIP: 92212KAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9375000 | PA      | $9217485.94    | 0.02%             | 2054-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA 8% 11/15/32                    | VAR ENERGI ASA REGD 144A P/P 8.00000000                                                            | CUSIP: 92212WAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | NO        |      1625000 | PA      | $1848222.09    | 0.00%             | 2032-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA B V/R 04/15/23                 | VASA TRUST 2021-VASA SER 2021-VASA CL B V/R REGD 144A P/P 5.03748000                               | CUSIP: 92230AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14000000 | PA      | $13499641.40   | 0.03%             | 2039-07-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| VASA 2021-VASA C V/R 04/15/23                 | VASA TRUST 2021-VASA SER 2021-VASA CL C V/R REGD 144A P/P 5.53748000                               | CUSIP: 92230AAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12000000 | PA      | $11271121.20   | 0.02%             | 2039-07-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| VCAT 2025-NPL3 A V/R 02/25/28                 | VCAT 2025-NPL3 LLC SER 2025-NPL3 CL A1 V/R REGD 144A P/P 5.88900000                                | CUSIP: 92243QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9657082 | PA      | $9669059.98    | 0.02%             | 2055-02-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 09/15/27                | REPUBLIC OF VENEZUELA REGD 0.00000000                                                              | CUSIP: 922646AS3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      1049000 | PA      | $498275.00     | 0.00%             | 2027-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 7.5% 05/01/33                | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.50000000                                                     | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     14720000 | PA      | $16180282.88   | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL  7.75% 05/01/35                | VENTURE GLOBAL PLAQUE REGD 144A P/P 7.75000000                                                     | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      7750000 | PA      | $8686029.50    | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 01/15/34                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                     | CUSIP: 922966AC0<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      8798000 | PA      | $9171424.78    | 0.02%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL  6.75% 01/15/36                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.75000000                                                     | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     11476000 | PA      | $12154828.35   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 6.125% 12/15/30                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.12500000                                                     | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     10432000 | PA      | $10728540.03   | 0.02%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL P 6.5% 06/15/34                | VENTURE GLOBAL PLAQUE REGD 144A P/P 6.50000000                                                     | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |      4354000 | PA      | $4532305.01    | 0.01%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL L 9.5% 02/01/29                | VENTURE GLOBAL LNG INC REGD 144A P/P 9.50000000                                                    | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     38200000 | PA      | $41305446.08   | 0.09%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL 9.875% 02/01/32                | VENTURE GLOBAL LNG INC REGD 144A P/P 9.87500000                                                    | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      5700000 | PA      | $6121731.60    | 0.01%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG 7% 01/15/30                | VENTURE GLOBAL LNG INC REGD 144A P/P 7.00000000                                                    | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      8300000 | PA      | $8474739.90    | 0.02%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG  V/R /PERP/                | VENTURE GLOBAL LNG INC REGD V/R /PERP/ 144A P/P 9.00000000                                         | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      3305000 | PA      | $3291932.59    | 0.01%             | 2175-03-30      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP 5.45% 09/18/33                   | VERALTO CORP REGD SER WI 5.45000000                                                                | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     19210000 | PA      | $19616882.21   | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 1.75% 01/20/31                | VERIZON COMMUNICATIONS REGD 1.75000000                                                             | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      7000000 | PA      | $6137017.25    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNI 2.55% 03/21/31                | VERIZON COMMUNICATIONS REGD 2.55000000                                                             | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     22000000 | PA      | $19973094.46   | 0.04%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTIC 5.25% 03/15/35                | VERISK ANALYTICS INC REGD 5.25000000                                                               | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     10605000 | PA      | $10514278.47   | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VZMT 2024-6 A1 4.17% 08/20/27                 | VERIZON MASTER TRUST SER 2024-6 CL A1A REGD 4.17000000                                             | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     48100000 | PA      | $48093496.88   | 0.10%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-R1 A1 V/R 09/25/69                 | VERUS SECURITIZATION TRUST 2024-R1 SER 2024-R1 CL A1 V/R REGD 144A P/P 5.21800000                  | CUSIP: 924926AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5041826 | PA      | $5054309.55    | 0.01%             | 2069-09-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-5 A1 V/R 06/25/68                  | VERUS SECURITIZATION TRUST 2023-5 SER 2023-5 CL A1 V/R REGD 144A P/P 6.47600000                    | CUSIP: 924934AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2593133 | PA      | $2592173.17    | 0.01%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VEROS 2026-1 C 5.22% 07/15/31                 | VEROS AUTO RECEIVABLES TRUST 2026-1 SER 2026-1 CL C REGD 144A P/P 5.22000000                       | CUSIP: 92511CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1100000 | PA      | $1101801.80    | 0.00%             | 2031-07-15      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-5 A1 V/R 09/25/66                  | VERUS SECURITIZATION TRUST 2021-5 SER 2021-5 CL A1 V/R REGD 144A P/P 1.01300000                    | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17140174 | PA      | $14748881.26   | 0.03%             | 2066-09-25      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-7 A1 V/R 10/25/66                  | VERUS SECURITIZATION TRUST 2021-7 SER 2021-7 CL A1 V/R REGD 144A P/P 2.82900000                    | CUSIP: 92538QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7332395 | PA      | $6718601.87    | 0.01%             | 2066-10-25      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-3 A1 S/UP 02/25/67                 | VERUS SECURITIZATION TRUST 2022-3 SER 2022-3 CL A1 S/UP REGD 144A P/P 5.13000000                   | CUSIP: 92538UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16028336 | PA      | $15311816.11   | 0.03%             | 2067-02-25      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-2 A1 V/R 02/25/67                  | VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A1 V/R REGD 144A P/P 4.26000000                    | CUSIP: 92538XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40883765 | PA      | $39287021.31   | 0.09%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2022-2 A2 V/R 02/25/67                  | VERUS SECURITIZATION TRUST 2022-2 SER 2022-2 CL A2 V/R REGD 144A P/P 4.26000000                    | CUSIP: 92538XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21812212 | PA      | $20790888.18   | 0.05%             | 2067-02-25      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| VERUS 2021-3 A1 V/R 06/25/66                  | VERUS SECURITIZATION TRUST 2021-3 SER 2021-3 CL A1 V/R REGD 144A P/P 1.04600000                    | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5584650 | PA      | $4973157.19    | 0.01%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| VERUS 2023-7 A1 V/R 10/25/68                  | VERUS SECURITIZATION TRUST 2023-7 SER 2023-7 CL A1 V/R REGD 144A P/P 7.07000000                    | CUSIP: 92539YAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8499908 | PA      | $8557918.93    | 0.02%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-INV1  V/R 03/25/69                 | VERUS SECURITIZATION TRUST 2024-INV1 SER 2024-INV1 CL A1 V/R REGD 144A P/P 6.11600000              | CUSIP: 92540FAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9491306 | PA      | $9546867.62    | 0.02%             | 2069-03-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-3 A1 V/R 04/25/69                  | VERUS SECURITIZATION TRUST 2024-3 SER 2024-3 CL A1 V/R REGD 144A P/P 6.33800000                    | CUSIP: 92540MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3457788 | PA      | $3485961.38    | 0.01%             | 2069-04-25      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| VERUS 2024-8 A1 V/R 10/25/69                  | VERUS SECURITIZATION TRUST 2024-8 SER 2024-8 CL A1 V/R REGD 144A P/P 5.36400000                    | CUSIP: 92540PAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3176766 | PA      | $3181561.75    | 0.01%             | 2069-10-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOB 7.875% 07/30/30                | PARAMOUNT GLOBAL REGD 7.87500000                                                                   | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3206000 | PA      | $3346824.74    | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBA 4.95% 01/15/31                | PARAMOUNT GLOBAL REGD 4.95000000                                                                   | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      3597000 | PA      | $3331948.76    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL 4.2% 05/19/32                | PARAMOUNT GLOBAL REGD 4.20000000                                                                   | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      1888000 | PA      | $1618533.24    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 3.75% 02/15/27                | VICI PROPERTIES / NOTE REGD 144A P/P 3.75000000                                                    | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4961928.65    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 4.125% 08/15/30                | VICI PROPERTIES / NOTE REGD 144A P/P 4.12500000                                                    | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11350000 | PA      | $10869313.77   | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 09/01/26                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                    | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4994155.35    | 0.01%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES 5.75% 02/01/27                | VICI PROPERTIES / NOTE REGD 144A P/P 5.75000000                                                    | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1216000 | PA      | $1222998.32    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES  4.5% 01/15/28                | VICI PROPERTIES / NOTE REGD 144A P/P 4.50000000                                                    | CUSIP: 92564RAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5000000 | PA      | $4970454.75    | 0.01%             | 2028-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 3.875% 02/15/29                | VICI PROPERTIES / NOTE REGD 144A P/P 3.87500000                                                    | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1094000 | PA      | $1063155.10    | 0.00%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.125% 11/15/31                | VICI PROPERTIES LP REGD 5.12500000                                                                 | CUSIP: 925650AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7550000 | PA      | $7495103.27    | 0.02%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIE 5.625% 04/01/35                | VICI PROPERTIES LP REGD 5.62500000                                                                 | CUSIP: 925650AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8300000 | PA      | $8261265.56    | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VIKING CRUISES 5.875% 10/15/33                | VIKING CRUISES LTD REGD 144A P/P 5.87500000                                                        | CUSIP: 92676XAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27602000 | PA      | $27251781.41   | 0.06%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PAR 5.7% 08/01/35                | VIPER ENERGY PARTNERS LL REGD 5.70000000                                                           | CUSIP: 92764MAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46357000 | PA      | $46719048.17   | 0.10%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDI O2 V 8.5% 03/15/33                | VIRGIN MEDI O2 VI DAC REGD 144A P/P 8.50000000                                                     | CUSIP: 92769UAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      4370000 | PA      | $3818601.70    | 0.01%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 5.7% 12/30/34                | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.70000000                                                  | CUSIP: 92840VAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3135000 | PA      | $3153850.76    | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 5.25% 10/15/35                | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.25000000                                                  | CUSIP: 92840VAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4495000 | PA      | $4365190.69    | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATION 4.7% 01/31/31                | VISTRA OPERATIONS CO LLC REGD 144A P/P 4.70000000                                                  | CUSIP: 92840VAY8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7075000 | PA      | $6961088.26    | 0.02%             | 2031-01-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIO 5.35% 01/31/36                | VISTRA OPERATIONS CO LLC REGD 144A P/P 5.35000000                                                  | CUSIP: 92840VAZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10032000 | PA      | $9813237.19    | 0.02%             | 2036-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.4% 08/15/26                      | VMWARE LLC REGD 1.40000000                                                                         | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     17859000 | PA      | $17671139.21   | 0.04%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 2.2% 08/15/31                      | VMWARE LLC REGD 2.20000000                                                                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     12716000 | PA      | $11161043.27   | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PL V/R 04/04/79                | VODAFONE GROUP PLC REGD V/R 7.00000000                                                             | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     15000000 | PA      | $15428348.10   | 0.03%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINA 4.75% 07/15/31                | VMED O2 UK FINAN REGD 144A P/P 4.75000000                                                          | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       526000 | PA      | $452552.66     | 0.00%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINA 7.75% 04/15/32                | VMED O2 UK FINANCING I REGD 144A P/P 7.75000000                                                    | CUSIP: 92858RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       694000 | PA      | $665230.87     | 0.00%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 5.3% 03/22/27                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.30000000                                                  | CUSIP: 928668CF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000000 | PA      | $25206745.75   | 0.05%             | 2027-03-22      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 5.65% 03/25/32                | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.65000000                                                  | CUSIP: 928668CR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1045000 | PA      | $1061273.25    | 0.00%             | 2032-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VALET 2023-2 A 5.48% 06/21/27                 | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 SER 2023-2 CL A3 REGD 5.48000000                        | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4646347 | PA      | $4691584.49    | 0.01%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| VFIN 2024-1A  5.935% 06/15/37                 | VOLOFIN FINANCE DESIGNATED ACTIVITY CO SER 2024-1A CL A REGD 144A P/P 5.93500000                   | CUSIP: 92873RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4021884 | PA      | $4073770.58    | 0.01%             | 2037-06-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| VOLTAGRID LLC 7.375% 11/01/30                 | VOLTAGRID LLC REGD 144A P/P 7.37500000                                                             | CUSIP: 92874BAA3<br>LEI: 254900R5BEUGIKK1FM03 | Long             | DBT              | CORP              | US        |       243000 | PA      | $250972.59     | 0.00%             | 2030-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| VFET 2024-1A A 4.56% 05/15/26                 | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 SER 2024-1A CL A2 REGD 144A P/P 4.56000000             | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4175272 | PA      | $4177399.41    | 0.01%             | 2027-05-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| WFRBS 2014-C2 4.378% 05/15/24                 | WFRBS COMMERCIAL MORTGAGE TRUST 2014-C20 SER 2014-C20 CL B REGD 4.37800000                         | CUSIP: 92890FAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1514952 | PA      | $1310403.48    | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VTR 2025-STEM C V/R 10/13/29                  | VTR COMMERCIAL MORTGAGE TRUST 2025-STEM SER 2025-STEM CL C V/R REGD 144A P/P 5.47055000            | CUSIP: 92890YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13945000 | PA      | $13752281.49   | 0.03%             | 2039-10-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| VSTRG 2024-A D 7.29% 04/17/28                 | VSTRONG AUTO RECEIVABLES TRUST 2024-A SER 2024-A CL D REGD 144A P/P 7.29000000                     | CUSIP: 92891PAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       300000 | PA      | $313059.57     | 0.00%             | 2030-07-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| INGIM 2013-2A A1 V/R 04/25/31                 | VOYA CLO 2013-2 LTD SER 2013-2A CL A1R V/R REGD 144A P/P 4.89963000                                | CUSIP: 92916WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        24386 | PA      | $24380.74      | 0.00%             | 2031-04-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| VOYA 2020-1A BRR V/R 07/16/34                 | VOYA CLO 2020-1 LTD SER 2020-1A CL BRR V/R REGD 144A P/P 5.22113000                                | CUSIP: 92918EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     13000000 | PA      | $12988339.00   | 0.03%             | 2034-07-16      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| VOYAGER AVIATION 8.5% 05/09/26                | VOYAGER AVIATION HOLD REGD P/P 0.00000000                                                          | CUSIP: 92918XAA3<br>LEI: 549300KHOKL1CX4NIJ92 | Long             | DBT              | CORP              | US        |        29781 | PA      | $1198.58       | 0.00%             | 2026-05-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYAGER PARENT  9.25% 07/01/32                | VOYAGER PARENT LLC REGD 144A P/P 9.25000000                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |      1610000 | PA      | $1671524.54    | 0.00%             | 2032-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR11 A V/R 08/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR11 CL A1A V/R REGD 4.43303000      | CUSIP: 92922F2G2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       868194 | PA      | $872588.65     | 0.00%             | 2045-08-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR13 A V/R 10/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR13 CL A1A1 V/R REGD 4.37303000     | CUSIP: 92922F4M7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1157413 | PA      | $1126676.62    | 0.00%             | 2045-10-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR15 A V/R 11/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005- SER 2005-AR15 CL A1A1 V/R REGD 4.31303000     | CUSIP: 92922F5T1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2288918 | PA      | $2166934.24    | 0.00%             | 2045-11-25      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| WAMU 2005-AR2 1A V/R 01/25/45                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005 SER 2005-AR2 CL 1A1A V/R REGD 4.45303000       | CUSIP: 92922FC97<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400919 | PA      | $2457941.46    | 0.01%             | 2045-01-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| WAMU 2006-AR1 2A V/R 01/25/46                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2006 SER 2006-AR1 CL 2A1A V/R REGD 4.92874000       | CUSIP: 92925CCE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14747380 | PA      | $14341262.23   | 0.03%             | 2046-01-25      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-HY1 4A V/R 02/25/37                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-HY1 SER 2007-HY1 CL 4A1 V/R REGD 4.08902900    | CUSIP: 92925VAM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4818315 | PA      | $4382206.14    | 0.01%             | 2037-02-25      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| WFRBS 2013-C15 B V/R 08/15/23                 | WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15 SER 2013-C15 CL B V/R REGD 4.15212300                     | CUSIP: 92938CAH0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1313535 | PA      | $1276755.93    | 0.00%             | 2046-08-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| WAMU 2007-OA5 1A V/R 06/25/47                 | WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2007-OA5 SER 2007-OA5 CL 1A V/R REGD 4.60874000     | CUSIP: 93364BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6882531 | PA      | $5939802.89    | 0.01%             | 2047-06-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| WMALT 2007-2 2A 5.5% 04/25/37                 | WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES WMALT SER 2007-2 CL 2A1 REGD 5.50000000       | CUSIP: 93936HAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3558739 | PA      | $3494571.03    | 0.01%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WATR 2026-1 D 6.77% 04/19/51                  | WATR 2026-1 D 144A REGD 6.77000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      4688000 | PA      | $4688000.00    | 0.01%             | 2051-04-19      | Fixed         | 6.77%                 | No            |                  2 | On Loan: No      |
| WATR 2026-1 C 5.81% 04/19/51                  | WATR 2026-1 C 144A             REGD 5.81000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      4545000 | PA      | $4545000.00    | 0.01%             | 2051-04-19      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| WATR 2025-2 A 4.79% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL A REGD 144A P/P 4.79000000                                | CUSIP: 94260AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23236400 | PA      | $23236399.80   | 0.05%             | 2050-09-16      | Fixed         | 4.79%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 B 5.04% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL B REGD 144A P/P 5.04000000                                | CUSIP: 94260AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7399000 | PA      | $7399000.00    | 0.02%             | 2050-09-16      | Fixed         | 5.04%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 C 5.24% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL C REGD 144A P/P 5.24000000                                | CUSIP: 94260AAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4900000 | PA      | $4900000.00    | 0.01%             | 2050-09-16      | Fixed         | 5.24%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 D 6.16% 10/17/33                  | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL D REGD 144A P/P 6.16000000                                | CUSIP: 94260AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5100000 | PA      | $5100000.00    | 0.01%             | 2050-09-16      | Fixed         | 6.16%                 | No            |                  3 | On Loan: No      |
| WATR 2025-2 R 0% 10/17/33                     | WATR I 2025-2 ISSUER TRUST SER 2025-2 CL R REGD 144A P/P 0.00000000                                | CUSIP: 94260AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4281664 | PA      | $7636164.51    | 0.02%             | 2050-09-16      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WATR 2026-1 B 5.56% 04/19/51                  | WATR 2026-1 B 144AREGD 5.56000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      6818000 | PA      | $6818000.00    | 0.01%             | 2051-04-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WATR 2026-1 A 5.25% 04/19/51                  | WATR 2026-1 A 144A REGD 5.25000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     25994000 | PA      | $25994000.00   | 0.06%             | 2051-04-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WATR 2026-1 R 144A 0% 04/19/51                | WATR 2026-1 R 144A REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      7955000 | PA      | $7955000.00    | 0.02%             | 2051-04-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WATR 2025-1 A 5.25% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL A REGD 144A P/P 5.25000000                                | CUSIP: 942611AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20575232 | PA      | $20575232.08   | 0.04%             | 2050-06-17      | Fixed         | 5.25%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 B 5.56% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL B REGD 144A P/P 5.56000000                                | CUSIP: 942611AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5300000 | PA      | $5300000.00    | 0.01%             | 2050-06-17      | Fixed         | 5.56%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 C 5.81% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL C REGD 144A P/P 5.81000000                                | CUSIP: 942611AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3300000 | PA      | $3300000.00    | 0.01%             | 2050-06-17      | Fixed         | 5.81%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 D 6.77% 06/18/33                  | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL D REGD 144A P/P 6.77000000                                | CUSIP: 942611AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5800000 | PA      | $5800000.00    | 0.01%             | 2050-06-17      | Fixed         | 6.77%                 | No            |                  3 | On Loan: No      |
| WATR 2025-1 R 0% 06/18/33                     | WATR I 2025-1 ISSUER TRUST SER 2025-1 CL R REGD 144A P/P 0.00000000                                | CUSIP: 942611AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3515972 | PA      | $6233854.04    | 0.01%             | 2050-06-17      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| WAAV 2019-1 A 3.597% 09/15/27                 | WAVE 2019-1 LLC SER 2019-1 CL A REGD 144A P/P 3.59700000                                           | CUSIP: 94354KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       305555 | PA      | $299731.54     | 0.00%             | 2044-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WEATHERFORD INT 6.75% 10/15/33                | WEATHERFORD INTERNATIONA REGD 144A P/P 6.75000000                                                  | CUSIP: 947075AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       178000 | PA      | $181874.88     | 0.00%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WFCM 2024-SVEN B V/R 06/10/29                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST SER 2024-SVEN CL B V/R REGD 144A P/P 6.26321000              | CUSIP: 949937AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11010000 | PA      | $11259405.13   | 0.02%             | 2037-06-10      | Variable      | 6.26%                 | No            |                  2 | On Loan: No      |
| WFCM 2016-C36 3.419% 11/15/59                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C36 SER 2016-C36 CL AS REGD 3.41900000                  | CUSIP: 95000MBR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4341000 | PA      | $4266823.60    | 0.01%             | 2059-11-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/17/27                | WELLS FARGO & COMPANY REGD V/R MTN 3.19600000                                                      | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     13648000 | PA      | $13609180.72   | 0.03%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 10/30/30                | WELLS FARGO & COMPANY REGD V/R MTN 2.87900000                                                      | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     16340000 | PA      | $15416445.72   | 0.03%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 02/11/31                | WELLS FARGO & COMPANY REGD V/R MTN 2.57200000                                                      | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4803000 | PA      | $4442672.12    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 06/02/28                | WELLS FARGO & COMPANY REGD V/R MTN 2.39300000                                                      | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      6030000 | PA      | $5885617.86    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/02/33                | WELLS FARGO & COMPANY REGD V/R MTN 3.35000000                                                      | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4411000 | PA      | $4050117.16    | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28                | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                                                      | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     12380000 | PA      | $12277869.95   | 0.03%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/28                | WELLS FARGO & COMPANY REGD V/R MTN 4.80800000                                                      | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000000 | PA      | $20083015.80   | 0.04%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/33                | WELLS FARGO & COMPANY REGD V/R MTN 4.89700000                                                      | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7979000 | PA      | $7938196.03    | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/24/34                | WELLS FARGO & COMPANY REGD V/R 5.38900000                                                          | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      4494000 | PA      | $4561303.00    | 0.01%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 07/25/29                | WELLS FARGO & COMPANY REGD V/R MTN 5.57400000                                                      | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3650000 | PA      | $3733849.81    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/35                | WELLS FARGO & COMPANY REGD V/R 5.49900000                                                          | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      2565000 | PA      | $2611038.06    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 5.70700000                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      7710000 | PA      | $7809454.61    | 0.02%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/22/28                | WELLS FARGO & COMPANY REGD V/R MTN 4.73589500                                                      | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     18600000 | PA      | $18667801.28   | 0.04%             | 2028-04-22      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 12/03/35                | WELLS FARGO & COMPANY REGD V/R 5.21100000                                                          | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      3725000 | PA      | $3708525.41    | 0.01%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/31                | WELLS FARGO & COMPANY REGD V/R 5.24400000                                                          | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     25735000 | PA      | $26233775.69   | 0.06%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/24/28                | WELLS FARGO & COMPANY REGD V/R MTN SER W 4.90000000                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000000 | PA      | $15054401.40   | 0.03%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/36                | WELLS FARGO & COMPANY REGD V/R 5.60500000                                                          | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20250000 | PA      | $20722383.90   | 0.05%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/31                | WELLS FARGO & COMPANY REGD V/R 5.15000000                                                          | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      1235000 | PA      | $1256101.11    | 0.00%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 09/15/36                | WELLS FARGO & COMPANY REGD V/R 4.89200000                                                          | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8470000 | PA      | $8240517.89    | 0.02%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 01/23/37                | WELLS FARGO & COMPANY REGD V/R 4.96000000                                                          | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      8914000 | PA      | $8683502.59    | 0.02%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WFCM 2020-C55 2.725% 12/15/30                 | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2020-C55 SER 2020-C55 CL A5 REGD 2.72500000                  | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5200000 | PA      | $4854295.68    | 0.01%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUT 5.25% 04/15/31                | WESCO DISTRIBUTION INC REGD 144A P/P 5.25000000                                                    | CUSIP: 95081QAT1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1295000 | PA      | $1287270.02    | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WEFUN 2025-1 C 5.34% 01/16/29                 | WESTERN FUNDING AUTO LOAN TRUST 2025-1 SER 2025-1 CL C REGD 144A P/P 5.34000000                    | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2100000 | PA      | $2119048.05    | 0.00%             | 2035-11-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.45% 04/01/44                | WESTERN MIDSTREAM OPERAT REGD 5.45000000                                                           | CUSIP: 958254AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1256000 | PA      | $1117326.75    | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.3% 03/01/48                | WESTERN MIDSTREAM OPERAT REGD 5.30000000                                                           | CUSIP: 958254AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5089000 | PA      | $4301424.53    | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.5% 08/15/48                | WESTERN MIDSTREAM OPERAT REGD 5.50000000                                                           | CUSIP: 958254AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       940000 | PA      | $812231.60     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 5.25% 02/01/50                | WESTERN MIDSTREAM OPERAT REGD 5.25000000                                                           | CUSIP: 958667AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2350000 | PA      | $1982033.92    | 0.00%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 4.05% 02/01/30                | WESTERN MIDSTREAM OPERAT REGD 4.05000000                                                           | CUSIP: 958667AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1775000 | PA      | $1723657.43    | 0.00%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.15% 04/01/33                | WESTERN MIDSTREAM OPERAT REGD 6.15000000                                                           | CUSIP: 958667AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13915000 | PA      | $14522804.28   | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTRE 6.35% 01/15/29                | WESTERN MIDSTREAM OPERAT REGD 6.35000000                                                           | CUSIP: 958667AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7405000 | PA      | $7711059.76    | 0.02%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREA 5.5% 12/15/35                | WESTERN MIDSTREAM OPERAT REGD 5.50000000                                                           | CUSIP: 958667AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5378000 | PA      | $5288907.46    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-2A  7.01% 11/15/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2 SER 2023-2A CL D REGD 144A P/P 7.01000000             | CUSIP: 959926AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5285000 | PA      | $5359000.57    | 0.01%             | 2028-11-15      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-4A  7.19% 11/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL D REGD 144A P/P 7.19000000             | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9020000 | PA      | $9264844.29    | 0.02%             | 2029-07-16      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-3A  6.47% 03/15/29                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-3 SER 2023-3A CL D REGD 144A P/P 6.47000000             | CUSIP: 96041CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5675000 | PA      | $5777913.29    | 0.01%             | 2029-03-15      | Fixed         | 6.47%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-1A  6.79% 02/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1A CL D REGD 144A P/P 6.79000000             | CUSIP: 96042XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2480000 | PA      | $2519698.85    | 0.01%             | 2028-11-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-2A  5.91% 04/15/30                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2A CL D REGD 144A P/P 5.91000000             | CUSIP: 96042YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2400000 | PA      | $2447898.48    | 0.01%             | 2030-04-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| WLAKE 2026-P1 3.874% 01/15/27                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SER 2026-P1 CL A1 REGD 144A P/P 3.87400000                   | CUSIP: 96043AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11140914 | PA      | $11139700.83   | 0.02%             | 2027-01-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| WLAKE 2026-P1  3.84% 09/15/27                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-P1 SER 2026-P1 CL A2 REGD 144A P/P 3.84000000           | CUSIP: 96043AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000000 | PA      | $9977404.00    | 0.02%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| WLAKE 2026-1A 4.152% 06/15/26                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A1 REGD 144A P/P 4.15200000            | CUSIP: 96043BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     48362509 | PA      | $48355936.06   | 0.11%             | 2026-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  4.82% 09/15/27                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL A2A REGD 144A P/P 4.82000000           | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1541979 | PA      | $1542497.54    | 0.00%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  4.71% 04/17/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL A3 REGD 144A P/P 4.71000000            | CUSIP: 96043CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6600000 | PA      | $6615485.58    | 0.01%             | 2028-04-17      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| WLAKE 2024-3A  5.21% 04/15/30                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL D REGD 144A P/P 5.21000000             | CUSIP: 96043CAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6605000 | PA      | $6640672.94    | 0.01%             | 2030-04-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| WLAKE 2025-1A  5.54% 01/15/28                 | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL D REGD 144A P/P 5.54000000             | CUSIP: 96043VAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3500000 | PA      | $3527708.10    | 0.01%             | 2030-11-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO 4% 04/15/30                   | WEYERHAEUSER CO REGD 4.00000000                                                                    | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |      9630000 | PA      | $9372662.90    | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELIN 5.7% 09/30/31                | WHISTLER PIPELINE LLC REGD 144A P/P 5.70000000                                                     | CUSIP: 96337RAB8<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      3640000 | PA      | $3738935.56    | 0.01%             | 2031-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WHISTLER PIPELI 5.95% 09/30/34                | WHISTLER PIPELINE LLC REGD 144A P/P 5.95000000                                                     | CUSIP: 96337RAC6<br>LEI: 549300NG57SGLTNW5C85 | Long             | DBT              | CORP              | US        |      4065000 | PA      | $4165008.39    | 0.01%             | 2034-09-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.35% 05/15/33                | WILLIS NORTH AMERICA INC REGD 5.35000000                                                           | CUSIP: 970648AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2890000 | PA      | $2920241.36    | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AM 5.15% 03/15/36                | WILLIS NORTH AMERICA INC REGD 5.15000000                                                           | CUSIP: 970648AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      3532000 | PA      | $3439611.71    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTF 2021-A  3.104% 05/15/29                 | WILLIS ENGINE STRUCTURED TRUST VI SER 2021-A CL A REGD 144A P/P 3.10400000                         | CUSIP: 97064GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1992333 | PA      | $1876459.49    | 0.00%             | 2046-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| WESTF 2023-A A 8% 10/15/29                    | WILLIS ENGINE STRUCTURED TRUST VII SER 2023-A CL A REGD 144A P/P 8.00000000                        | CUSIP: 97064YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3888890 | PA      | $3978338.86    | 0.01%             | 2048-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| WSTOP 2024-1A 5.858% 12/05/31                 | WINGSTOP FUNDING LLC SER 2024-1A CL A2 REGD 144A P/P 5.85800000                                    | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2245000 | PA      | $2279950.83    | 0.00%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWE 5.375% 03/30/34                | WISCONSIN POWER & LIGHT REGD 5.37500000                                                            | CUSIP: 976826BS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4610000 | PA      | $4679725.60    | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WOM CHILE HOLDCO S 5% 04/01/32                | WOM CHILE HOLDCO SPA REGD P/P CONVERTIBLE 5.00000000                                               | CUSIP: 97810KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |       779166 | PA      | $707054.26     | 0.00%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WFNMT 2024-A A 5.47% 04/15/27                 | WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST SER 2024-A CL A REGD 5.47000000                   | CUSIP: 981464HR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7865000 | PA      | $7970249.43    | 0.02%             | 2031-02-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| WOART 2022-D A 5.61% 02/15/28                 | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D SER 2022-D CL A3 REGD 5.61000000                          | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       195430 | PA      | $195849.34     | 0.00%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LL 7.75% 10/15/30                | WULF COMPUTE LLC REGD 144A P/P 7.75000000                                                          | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       239000 | PA      | $252546.52     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE C 6% 04/01/27                | TRAVEL + LEISURE CO REGD 6.00000000                                                                | CUSIP: 98310WAN8<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |      2367000 | PA      | $2378496.52    | 0.01%             | 2027-04-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| XBP GLOBAL HOLDINGS INC                       | XBP GLOBAL HOLDINGS INC 0.00000000                                                                 | CUSIP: 98400V200<br>LEI: 984500BE0P94C4CD8C71 | Long             | EC               | CORP              | US        |         1688 | NS      | $7427.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARDAGH HOLDINGS SA - 144A                     | ARDAGH HOLDINGS SA - 144A 0.00000000                                                               | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |       397308 | NS      | $2781156.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| YUM  BRANDS INC 4.75% 01/15/30                | YUM  BRANDS INC REGD 144A P/P 4.75000000                                                           | CUSIP: 988498AL5<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       750000 | PA      | $737487.90     | 0.00%             | 2030-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| YUM  BRANDS IN 3.625% 03/15/31                | YUM  BRANDS INC REGD 3.62500000                                                                    | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       194000 | PA      | $179212.06     | 0.00%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM  BRANDS IN 4.625% 01/31/32                | YUM  BRANDS INC REGD 4.62500000                                                                    | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |       187000 | PA      | $178571.44     | 0.00%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.875% 04/14/28                 | ZF NA CAPITAL REGD 144A P/P 6.87500000                                                             | CUSIP: 98877DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       240000 | PA      | $243432.72     | 0.00%             | 2028-04-14      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.75% 04/23/30                  | ZF NA CAPITAL REGD 144A P/P 6.75000000                                                             | CUSIP: 98877DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      5065000 | PA      | $4899791.35    | 0.01%             | 2030-04-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL 6.875% 04/23/32                 | ZF NA CAPITAL REGD 144A P/P 6.87500000                                                             | CUSIP: 98877DAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      7660000 | PA      | $7277788.98    | 0.02%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLD 9.25% 03/09/30                | ZAYO GROUP HOLDINGS INC REGD P/P 9.25000000                                                        | CUSIP: 98919VAC9<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |       877648 | PA      | $872504.98     | 0.00%             | 2030-03-09      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| ZEBRA TECHNOLOGI 6.5% 06/01/32                | ZEBRA TECHNOLOGIES CORP REGD 144A P/P 6.50000000                                                   | CUSIP: 989207AD7<br>LEI: PO0I32GKZ3HZMMDPZZ08 | Long             | DBT              | CORP              | US        |       230000 | PA      | $231567.68     | 0.00%             | 2032-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 7.65% 04/21/25/               | REPUBLIC OF VENEZUELA REGD/ 7.65000000                                                             | CUSIP: P97497TZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       534000 | PA      | $222945.00     | 0.00%             | 2026-04-21      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 6% 12/09/20/               | REPUBLIC OF VENEZUELA REGD 0.00000000                                                              | CUSIP: P97475AG5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |        30000 | PA      | $11400.00      | 0.00%             | 2049-12-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GREENE KI 5.106% 03/15/34/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD SER A4 5.10600000                                               | CUSIP: G4158GAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       315554 | PA      | $406684.84     | 0.00%             | 2034-03-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NGATE 2006- V/R 12/01/50 /GBP/                | NEWGATE FUNDING PLC SER 2006-2 CL A3A V/R REGD REG S /GBP/ 4.03237000                              | CUSIP: G64849AQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      2111378 | PA      | $2782895.92    | 0.01%             | 2050-12-01      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| GRIF 1 A V/R 08/28/39 /EUR/                   | GRIFONAS FINANCE NO 1 PLC SER 1 CL A V/R REGD REG S /EUR/ 2.41900000                               | CUSIP: G4180AAA2<br>LEI: 2138001BQMIKJQ4HNR60 | Long             | ABS-CBDO         | CORP              | GB        |      1245171 | PA      | $1418618.71    | 0.00%             | 2039-08-28      | Variable      | 2.42%                 | No            |                  2 | On Loan: No      |
| MITCHELLS & BUTLE V/R 12/15/30                | MITCHELLS & BUTLERS FINA REGD V/R SER A3N 4.35951300                                               | CUSIP: G6160KAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3305974 | PA      | $3159705.64    | 0.01%             | 2030-12-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HOLDINGS  /HKD/                | COUNTRY GARDEN HOLDINGS CO /HKD/ 0.00000000                                                        | CUSIP: G24524103<br>LEI: 549300MGHLPT1EFHGF84 | Long             | EC               | CORP              | CN        |       148661 | NS      | $6085.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/47 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL A2 V/R REGD REG S /GBP/ 4.04016000                     | CUSIP: G5807QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      1721011 | PA      | $2265239.71    | 0.00%             | 2047-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| MANSD 2007- V/R 04/15/49 /GBP/                | MANSARD MORTGAGES 2007-1 PLC SER 2007-1X CL M1 V/R REGD REG S /GBP/ 4.16016000                     | CUSIP: G5807QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      3221750 | PA      | $4121394.27    | 0.01%             | 2049-04-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VEN 5.5% 04/12/37 /OFAC BLOCK/   | PETROLEOS DE VENEZUELA S REGD 5.50000000                                                           | CUSIP: P7807HAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      2500000 | PA      | $835500.00     | 0.00%             | 2037-04-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UROPA 2007- V/R 10/10/40 /EUR/                | UROPA SECURITIES PLC SER 2007-1 CL A3B V/R REGD REG S /EUR/ 2.23100000                             | CUSIP: G92958AA8<br>LEI: 213800IVU1GPPZBQ4446 | Long             | ABS-CBDO         | CORP              | GB        |       455184 | PA      | $522411.03     | 0.00%             | 2040-10-10      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.9% 08/12/37/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.90000000                                                         | CUSIP: 715638AV4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |       340000 | PA      | $96784.86      | 0.00%             | 2037-08-12      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-5NP PLC SER 2007-5X CL A1A V/R REGD REG S /GBP/ 4.67171000                        | CUSIP: G3299ZAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      4197706 | PA      | $5344841.55    | 0.01%             | 2045-09-13      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| ESAIL 2007- V/R 09/13/45 /GBP/                | EUROSAIL-UK 2007-6NC PLC SER 2007-6NCX CL A3A V/R REGD REG S /GBP/ 4.55145000                      | CUSIP: G329A0AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |        63044 | PA      | $82914.50      | 0.00%             | 2045-09-13      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENE 7% 3/31/38/OFAC FAIL/        | REPUBLIC OF VENEZUELA REGD/OFAC FAIL/ 0.00000000                                                   | CUSIP: P97475AJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       187000 | PA      | $76202.50      | 0.00%             | 2038-03-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LGATE 2008- V/R 01/01/61 /GBP/                | LUDGATE FUNDING PLC SER 2008-W1X CL A1 V/R REGD REG S /GBP/ 4.46237000                             | CUSIP: G571A3BB0<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-CBDO         | CORP              | GB        |       202110 | PA      | $265065.06     | 0.00%             | 2061-01-01      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/               | REPUBLIC OF VENEZUELA REGD REG S/ 0.00000000                                                       | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       110000 | PA      | $49225.00      | 0.00%             | 2049-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 9.25% 05/07/28/               | REPUBLIC OF VENEZUELA REGD REG S/ 9.25000000                                                       | CUSIP: P17625AB3<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       420000 | PA      | $191100.00     | 0.00%             | 2028-05-07      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD 6.95000000                                                             | CUSIP: 715638BE1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     64395000 | PA      | $20052555.44   | 0.04%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 7.75% 04/13/20/                | REPUBLIC OF VE 7.75% 04/13/20 7.75000000                                                           | CUSIP: P97475AN0<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       100000 | PA      | $40750.00      | 0.00%             | 2099-10-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 8.5% 05/31/29/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000                                                | CUSIP: P9767G6N6<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     43200000 | PA      | $2407321.99    | 0.01%             | 2029-05-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VEN 8.25% 10/13/24/               | REPUBLIC OF VENEZUELA REGD/ 8.25000000                                                             | CUSIP: P97475AP5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      7294000 | PA      | $3110891.00    | 0.01%             | 2026-10-13      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 6.95% 08/12/31/PEN/                | REPUBLIC OF PERU /PEN/ REGD P/P 6.95000000                                                         | CUSIP: 715638BD3<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     26220000 | PA      | $8164888.63    | 0.02%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.95% 08/12/31/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.95000000                                                           | CUSIP: P87324BH4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      4154000 | PA      | $1293552.53    | 0.00%             | 2031-08-12      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.95% 08/05/31                | REPUBLIC OF VENEZUELA REGD REG S 0.00000000                                                        | CUSIP: P17625AD9<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      3200000 | PA      | $1632000.00    | 0.00%             | 2031-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VE 11.75% 10/21/26                | REPUBLIC OF VENEZUELA REGD 0.00000000                                                              | CUSIP: P17625AE7<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |       120000 | PA      | $61500.00      | 0.00%             | 2026-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 9% 11/17/21 /              | PETROLEOS DE VENEZUELA S REGD 9.00000000                                                           | CUSIP: P7807HAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |       200000 | PA      | $76500.00      | 0.00%             | 2026-11-17      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY S/UP 04/02/32                  | MORGAN STANLEY REGD S/UP REG S P/P EMTN 0.00000000                                                 | CUSIP: U6S771NR6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     14800000 | PA      | $10997620.26   | 0.02%             | 2032-04-02      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SBERBANK (SB C 5.125% 10/29/22/OFAC FAIL/     | SBERBANK (SB CAP SA REGD REG S/OFAC FAIL/ 5.12500000                                               | CUSIP: L8084DAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      1300000 | PA      | $65000.00      | 0.00%             | 2049-10-29      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 7% 02/28/31/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER R213 7.00000000                                            | CUSIP: S69124NF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    663600000 | PA      | $36744022.51   | 0.08%             | 2031-02-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.875% 09/16/43                | RUSSIAN FEDERATION REGD 5.87500000                                                                 | CUSIP: X74359AC8<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      2600000 | PA      | $1767231.88    | 0.00%             | 2043-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JS 4.375% 09/26/27                | QAZAQGAZ NC JSC REGD REG S 4.37500000                                                              | CUSIP: Y4S6FLAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |       600000 | PA      | $595179.81     | 0.00%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 4% 11/30/28/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000                                                       | CUSIP: P4R07XQE9<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |      5536881 | PA      | $306389.73     | 0.00%             | 2028-11-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD REG S 5.25000000                                                           | CUSIP: X5424XBQ0<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      4000000 | PA      | $2520002.00    | 0.01%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GAZPROM (GAZ CA 4.95% 03/23/27                | GAZPROM (GAZ CAPITAL SA) REGD REG S 4.95000000                                                     | CUSIP: L4191BCA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     20900000 | PA      | $17347000.00   | 0.04%             | 2027-03-23      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| REPUBLICA O 8.5% 03/15/28/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD REG S 8.50000000                                               | CUSIP: P80557BV5<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |    262242000 | PA      | $6598899.87    | 0.01%             | 2028-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.93PSO/N 03/20/28 XCITI FIXED                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-3805354.57   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGE 6.5% 11/28/27                | REPUBLIC OF NIGERIA REGD REG S EMTN 6.50000000                                                     | CUSIP: V342A3BX1<br>LEI: N/A                  | Long             | DBT              | USGA              | NG        |     12726000 | PA      | $12756889.18   | 0.03%             | 2027-11-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERAT 5.25% 06/23/47                | RUSSIAN FEDERATION REGD 144A P/P 5.25000000                                                        | CUSIP: X5424XBP2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |       200000 | PA      | $126000.10     | 0.00%             | 2047-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 6.15% 08/12/32/PEN/                | BONOS DE TESORERIA /PEN/ REGD 6.15000000                                                           | CUSIP: P6S32DDY6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      5276000 | PA      | $1583900.79    | 0.00%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF 6.875% 12/05/27                | ISLAMIC REP OF PAKISTAN REGD REG S 6.87500000                                                      | CUSIP: Y2835JAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | PK        |     11964000 | PA      | $11801880.98   | 0.03%             | 2027-12-05      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 8.5% 01/31/37/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2037 8.50000000                                            | CUSIP: S69124TY1<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    579100000 | PA      | $31961936.69   | 0.07%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NA 5.375% 04/24/30                | KAZMUNAYGAS NATIONAL CO REGD REG S EMTN 5.37500000                                                 | CUSIP: Y44709AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |      2346000 | PA      | $2368369.51    | 0.01%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BONOS DE T 5.94% 02/12/29/PEN/                | BONOS DE TESORERIA /PEN/ REGD 5.94000000                                                           | CUSIP: P6S32DET6<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |      9770000 | PA      | $2921992.84    | 0.01%             | 2029-02-12      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 4.7% 09/01/30/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 4.70000000                                                        | CUSIP: P9T38EAW8<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    880000000 | PA      | $930391.03     | 0.00%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HOLDINGS LTD /HKD/                | TIMES CHINA HOLDINGS LTD /HKD/ 0.00000000                                                          | CUSIP: G8904A100<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |      1936230 | NS      | $18307.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF S 8% 01/31/30/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2030 8.00000000                                            | CUSIP: S69124VP7<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    154100000 | PA      | $9006858.93    | 0.02%             | 2030-01-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 11/15/26                | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                           | CUSIP: P7807HAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      4600000 | PA      | $1554340.00    | 0.00%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE  2.75% 04/18/41/GBP/                | YORKSHIRE WATER FINANCE /GBP/ REGD REG S EMTN 2.75000000                                           | CUSIP: G98590AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3000000 | PA      | $2460505.17    | 0.01%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZ 5.375% 02/20/29                | REPUBLIC OF UZBEKISTAN REGD REG S EMTN 5.37500000                                                  | CUSIP: Y000WRAB4<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |       285000 | PA      | $281044.95     | 0.00%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 5.4% 08/12/34/PEN/                | REPUBLIC OF PERU /PEN/ REGD REG S 5.40000000                                                       | CUSIP: P78024AG4<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |    131780000 | PA      | $35914006.92   | 0.08%             | 2034-08-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERATI 5.1% 03/28/35                | RUSSIAN FEDERATION REGD REG S 5.10000000                                                           | CUSIP: X5424XCG1<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |       200000 | PA      | $139743.93     | 0.00%             | 2035-03-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| STICHTING AK  S/UP /PERP//EUR/                | STICHTING AK RABOBANK /EUR/ REGD S/UP /PERP/ SER * 6.50000000                                      | CUSIP: N22634XZ2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      3176300 | PA      | $4063100.87    | 0.01%             | 2170-03-29      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE  1.625% 07/17/29/EUR/                | WESTLAKE CORP /EUR/ REGD 1.62500000                                                                | CUSIP: 960413AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2025000 | PA      | $2175107.72    | 0.00%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESO 10% 01/01/31/BRL/                | NOTA DO TESOURO NACIONAL /BRL/ REGD SER NTNF 10.00000000                                           | CUSIP: P8T60NEH0<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    271038000 | PA      | $46971617.70   | 0.10%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| NETFLIX I 4.625% 05/15/29/EUR/                | NETFLIX INC /EUR/ REGD 4.62500000                                                                  | CUSIP: U74079AS0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |      2300000 | PA      | $2755866.70    | 0.01%             | 2029-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PACIFIC NAT 3.7% 09/24/29/AUD/                | PACIFIC NATIONAL FINANCE /AUD/ REGD MTN 3.70000000                                                 | CUSIP: Q72457AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     11010000 | PA      | $6935162.91    | 0.02%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORLDLINE SA ZCP 07/30/26/EUR/                | WORLDLINE SA/FRANCE /EUR/ REGD ZCP REG S CONVERTIBLE 0.00000000                                    | CUSIP: F9867TAJ2<br>LEI: 549300CJMQNCA0U4TS33 | Long             | DBT              | CORP              | FR        |      2504251 | PA      | $2929268.77    | 0.01%             | 2026-07-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.875% 03/30/31                | ENERGEAN ISRAEL FINANCE REGD 5.87500000                                                            | CUSIP: M4R2A7AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      6495000 | PA      | $6033235.18    | 0.01%             | 2031-03-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGEAN ISRAE 5.375% 03/30/28                | ENERGEAN ISRAEL FINANCE REGD 5.37500000                                                            | CUSIP: M4R2A7AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | IL        |      4950000 | PA      | $4752319.77    | 0.01%             | 2028-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATI 3.5% 04/14/33                | KAZMUNAYGAS NATIONAL CO REGD 3.50000000                                                            | CUSIP: Y44709AH9<br>LEI: N/A                  | Long             | DBT              | CORP              | KZ        |       351000 | PA      | $314596.96     | 0.00%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE D 2% 12/09/49/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 2.00000000                                          | CUSIP: F4065QLG3<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      5800000 | PA      | $3962305.33    | 0.01%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| T/L MEDIAPRO 0% 08/14/29 /EUR/                | T/L MEDIAPRO (SUBCALIDORA 2    SARL)   REGD  /EUR/ 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |      8100000 | PA      | $9186840.13    | 0.02%             | 2029-08-14      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| PROSUS NV 1.985% 07/13/33/EUR/                | PROSUS NV /EUR/ REGD REG S EMTN 1.98500000                                                         | CUSIP: N7163RAV5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |      4100000 | PA      | $4059301.08    | 0.01%             | 2033-07-13      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| TREASURY CORP 2% 11/20/37/AUD/                | TREASURY CORP VICTORIA /AUD/ REGD MTN 2.00000000                                                   | CUSIP: Q9194YLD4<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     16650000 | PA      | $7760723.17    | 0.02%             | 2037-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIGITAL DUTCH 1% 01/15/32/EUR/                | DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 1.00000000                                                 | CUSIP: N2639BAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2684000 | PA      | $2593130.56    | 0.01%             | 2032-01-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX TE 0.75% 11/20/31/EUR/                | CELLNEX TELECOM SA /EUR/ REGD REG S P/P EMTN SER CLNX CONVERTIBLE 0.75000000                       | CUSIP: E2R41MDX9<br>LEI: 5493008T4YG3AQUI7P67 | Long             | DBT              | CORP              | ES        |      4400000 | PA      | $4523606.83    | 0.01%             | 2031-11-20      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE  3.5% 01/29/31/EUR/                | BLACKSTONE PP EUR HOLD /EUR/ REGD REG S 3.50000000                                                 | CUSIP: L1051PAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |      4290000 | PA      | $4813271.46    | 0.01%             | 2031-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS  7.75% 11/23/34/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000                                                | CUSIP: P4R07XEY8<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    275400000 | PA      | $14050731.91   | 0.03%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AURIZON NET 6.1% 09/12/31/AUD/                | AURIZON NETWORK PTY LTD /AUD/ REGD REG S MTN 6.10000000                                            | CUSIP: Q0695RAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      4670000 | PA      | $3208147.02    | 0.01%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF 5.8% 09/30/27                | ARAB REPUBLIC OF EGYPT REGD 5.80000000                                                             | CUSIP: M1487WDM4<br>LEI: N/A                  | Long             | DBT              | USGA              | EG        |      5350000 | PA      | $5279736.74    | 0.01%             | 2027-09-30      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (GAZ  3% 06/29/27                | GAZPROM PJSC (GAZ FN) REGD REG S 3.00000000                                                        | CUSIP: G3768BAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10000000 | PA      | $8100000.00    | 0.02%             | 2027-06-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATL GAS T 4.25% 04/05/30/EUR/                | NATL GAS TRANSMISSION /EUR/ REGD REG S EMTN 4.25000000                                             | CUSIP: G6374SAA4<br>LEI: FPCHGTHKVH9ZWXS7S453 | Long             | DBT              | CORP              | GB        |      7110000 | PA      | $8394470.90    | 0.02%             | 2030-04-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 3% 12/03/26/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 3.00000000                                                       | CUSIP: P4R07XU61<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |       351548 | PA      | $19541.97      | 0.00%             | 2026-12-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CERVED INFOR V/R 02/15/29/EUR/                | CERVED INFORMATION SOLUT /EUR/ REGD V/R 7.40000000                                                 | CUSIP: T2608CAA2<br>LEI: 8156005E0EF91772E207 | Long             | DBT              | CORP              | IT        |      1000000 | PA      | $1014316.07    | 0.00%             | 2029-02-15      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.2% 06/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 83 2.20000000                                                 | CUSIP: J2S39L3F9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |    542000000 | PA      | $2533078.60    | 0.01%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL SW 1.375% 10/07/30/EUR/                | GLOBAL SWITCH FINANCE /EUR/ REGD REG S EMTN 1.37500000                                             | CUSIP: N3582CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      5130000 | PA      | $5465384.68    | 0.01%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLDS 3% 03/27/33                | SINO-OCEAN GP HLDS LTD REGD 144A P/P MTN 3.00000000                                                | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | CN        |      1576579 | PA      | $98142.04      | 0.00%             | 2033-03-27      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SINO-OCEAN GP HLD ZCP 03/27/27                | SINO-OCEAN GP HLDS LTD REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                    | CUSIP: N/A<br>LEI: 529900OLNN3N4AB8ME83       | Long             | DBT              | CORP              | CN        |      3896445 | PA      | $29223.34      | 0.00%             | 2027-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORI 8% 10/29/35/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD 8.00000000                                                     | CUSIP: 760942BJ0<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |    273508000 | PA      | $6824674.44    | 0.01%             | 2035-10-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.85% 12/14/26                | LOGAN GROUP CO LTD REGD 0.00000000                                                                 | CUSIP: G5631SAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      2995000 | PA      | $299500.00     | 0.00%             | 2026-12-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO- 3.625% 03/01/29                | ROCKETMTGE CO-ISSUER INC REGD REG S 3.62500000                                                     | CUSIP: U7468CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      4385000 | PA      | $4154509.93    | 0.01%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRON V/R /PERP//EUR/                | VEOLIA ENVIRONNEMENT SA /EUR/ REGD V/R /PERP/ REG S SER . 2.50000000                               | CUSIP: F9686QVU9<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |       900000 | PA      | $982861.91     | 0.00%             | 2174-04-20      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| REPUBLICA  9.75% 07/20/33/UYU/                | REPUBLICA ORIENT URUGUAY /UYU/ REGD 9.75000000                                                     | CUSIP: 760942BF8<br>LEI: N/A                  | Long             | DBT              | USGA              | UY        |    335125000 | PA      | $9144719.83    | 0.02%             | 2033-07-20      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| HEATHROW  1.125% 10/08/30/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 1.12500000                                              | CUSIP: G4R1K3AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1775000 | PA      | $1812783.20    | 0.00%             | 2030-10-08      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| DELIVERY HE 1.5% 01/15/28/EUR/                | DELIVERY HERO AG /EUR/ REGD REG S CONVERTIBLE 1.50000000                                           | CUSIP: D1T28ZAC7<br>LEI: 529900C3EX1FZGE48X78 | Long             | DBT              | CORP              | DE        |      2300000 | PA      | $2480739.39    | 0.01%             | 2028-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF C 5% 09/19/32/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 5.00000000                                                         | CUSIP: P28714AT3<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      4900000 | PA      | $5327238.62    | 0.01%             | 2032-09-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  5.625% 02/19/36/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 5.62500000                                                         | CUSIP: P28714AS5<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      5800000 | PA      | $6123883.42    | 0.01%             | 2036-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SUCI SECOND IN 4.375% 09/10/27                | SUCI SECOND INVEST CO REGD REG S 4.37500000                                                        | CUSIP: G85444AD2<br>LEI: 558600VUMCHBIHACQF76 | Long             | DBT              | CORP              | KY        |      6000000 | PA      | $5972115.36    | 0.01%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBE 3.7% 11/25/30                | REPUBLIC OF UZBEKISTAN REGD REG S EMTN 3.70000000                                                  | CUSIP: Y000WRAD0<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      3005000 | PA      | $2729761.50    | 0.01%             | 2030-11-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.519% 04/20/28/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000                                                 | CUSIP: Y2R35QFA4<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     75254000 | PA      | $18692119.15   | 0.04%             | 2028-04-20      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| MEXICAN UDIBO 4% 08/24/34/MXN/                | MEXICAN UDIBONOS /MXN/ REGD SER S 4.00000000                                                       | CUSIP: P4R07X5G7<br>LEI: N/A                  | Long             | DBT              | UST               | MX        |      1845627 | PA      | $95962.72      | 0.00%             | 2034-08-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESORER 6% 04/01/33/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 6.00000000                                                        | CUSIP: P3718SBL1<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   1790000000 | PA      | $2044781.16    | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HEATHROW  3.875% 01/16/36/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 3.87500000                                              | CUSIP: G4R1K8AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       690000 | PA      | $770234.51     | 0.00%             | 2036-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| E.ON SE 4% 01/16/40/EUR/                      | E.ON SE /EUR/ REGD REG S EMTN 4.00000000                                                           | CUSIP: D2T8J8DT0<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | DBT              | CORP              | DE        |      1280000 | PA      | $1440709.65    | 0.00%             | 2040-01-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AURIZON NET 2.9% 09/02/30/AUD/                | AURIZON NETWORK PTY LTD /AUD/ REGD REG S MTN 2.90000000                                            | CUSIP: Q0695RAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      2180000 | PA      | $1320140.61    | 0.00%             | 2030-09-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENEL SPA V/R /PERP//EUR/                      | ENEL SPA /EUR/ REGD V/R /PERP/ REG S SER .. 4.50000000                                             | CUSIP: T3679PLD7<br>LEI: WOCMU6HCI0OJWNPRZS33 | Long             | DBT              | CORP              | IT        |      6965000 | PA      | $7624438.77    | 0.02%             | 2175-01-14      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMPRION GM 4.58% 01/15/46/EUR/                | AMPRION GMBH /EUR/ REGD REG S EMTN 4.58000000                                                      | CUSIP: D03614BV1<br>LEI: 529900ZIV0ETYHYZM863 | Long             | DBT              | CORP              | DE        |      5400000 | PA      | $6100748.48    | 0.01%             | 2046-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GAZPROM PJSC (G 2.95% 01/27/29                | GAZPROM PJSC (GAZ FN) REGD 144A P/P 2.95000000                                                     | CUSIP: G3768BAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     28600000 | PA      | $21164000.00   | 0.05%             | 2029-01-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZ 6% 05/16/24                | PETROLEOS DE VENEZUELA S REGD 6.00000000                                                           | CUSIP: P7807HAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      2312000 | PA      | $790010.40     | 0.00%             | 2026-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 3.4% 12/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 89 3.40000000                                                 | CUSIP: J2615UDR4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   8211150000 | PA      | $49261726.16   | 0.11%             | 2055-12-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEVERN TR 3.875% 08/04/37/EUR/                | SEVERN TRENT WATER UTIL /EUR/ REGD REG S EMTN 3.87500000                                           | CUSIP: G80571BE4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      4135000 | PA      | $4595525.16    | 0.01%             | 2037-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAK 6% 04/08/26                | ISLAMIC REP OF PAKISTAN REGD REG S EMTN 6.00000000                                                 | CUSIP: Y2835JAH1<br>LEI: N/A                  | Long             | DBT              | USGA              | PK        |      9438000 | PA      | $9426201.65    | 0.02%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DWR CYMRU 2.375% 03/31/34/GBP/                | DWR CYMRU FINANCING UK /GBP/ REGD REG S EMTN 2.37500000                                            | CUSIP: G2885RAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      7075000 | PA      | $6957036.73    | 0.02%             | 2034-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF UZBE 3.9% 10/19/31                | REPUBLIC OF UZBEKISTAN REGD REG S 3.90000000                                                       | CUSIP: Y000WRAE8<br>LEI: N/A                  | Long             | DBT              | USGA              | UZ        |      4869000 | PA      | $4392630.14    | 0.01%             | 2031-10-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TITULOS DE T 11% 08/22/29/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 11.00000000                                                  | CUSIP: P6S337KA2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 119700800000 | PA      | $30028377.65   | 0.07%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| IMPERIAL B 1.75% 03/18/33/EUR/                | IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 1.75000000                                          | CUSIP: N4R48AAA7<br>LEI: 724500GIEFJOBWGD0272 | Long             | DBT              | CORP              | NL        |      1514000 | PA      | $1491081.77    | 0.00%             | 2033-03-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| RTE RESEAU 3.75% 04/30/44/EUR/                | RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000                                           | CUSIP: F7686GAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      1300000 | PA      | $1373403.13    | 0.00%             | 2044-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.125% 09/24/31/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.12500000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |      7300000 | PA      | $8374441.48    | 0.02%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SUEZ 2.875% 05/24/34/EUR/                     | SUEZ /EUR/ REGD REG S EMTN 2.87500000                                                              | CUSIP: F9155XNG6<br>LEI: 5493007LKZ37MXEN5D79 | Long             | DBT              | CORP              | FR        |      3100000 | PA      | $3269423.70    | 0.01%             | 2034-05-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.4% 03/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 86 2.40000000                                                 | CUSIP: J2S39L7Y4<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   3239900000 | PA      | $15777223.88   | 0.03%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF 6.5% 11/26/38/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 6.50000000                                                         | CUSIP: P28714AV8<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      8100000 | PA      | $8905968.58    | 0.02%             | 2038-11-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC O 5.75% 11/26/34/EUR/                | REPUBLIC OF COLOMBIA /EUR/ REGD 5.75000000                                                         | CUSIP: P28714AW6<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        |      9200000 | PA      | $10026203.36   | 0.02%             | 2034-11-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SMITHS GR 3.625% 11/13/33/EUR/                | SMITHS GROUP PLC /EUR/ REGD REG S EMTN 3.62500000                                                  | CUSIP: G82401NY5<br>LEI: 213800MJL6IPZS3ASA11 | Long             | DBT              | CORP              | GB        |      5845000 | PA      | $6510759.96    | 0.01%             | 2033-11-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 08/19/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 5Y 39.64000000                                          | CUSIP: M8T85TTS1<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      3500000 | PA      | $78768.80      | 0.00%             | 2026-08-19      | Variable      | 39.64%                | No            |                  2 | On Loan: No      |
| DYNO NOBEL  5.4% 11/08/32/AUD/                | DYNO NOBEL LTD /AUD/ REGD MTN 5.40000000                                                           | CUSIP: Q3311AAB3<br>LEI: 254900UW2F3BKV6Z9V18 | Long             | DBT              | CORP              | AU        |      3780000 | PA      | $2499335.06    | 0.01%             | 2032-11-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 10/01/26/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                           | CUSIP: P8T60NRT0<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |    333700000 | PA      | $60256626.81   | 0.13%             | 2026-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TITULOS D 13.25% 02/09/33/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 13.25000000                                                  | CUSIP: P6S32JW71<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 104490700000 | PA      | $28111643.31   | 0.06%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| BONOS DE TE 7.3% 08/12/33/PEN/                | BONOS DE TESORERIA /PEN/ REGD 7.30000000                                                           | CUSIP: P6S32DFH1<br>LEI: N/A                  | Long             | DBT              | USGA              | PE        |     94500000 | PA      | $29715505.04   | 0.06%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EUROGRID  3.279% 09/05/31/EUR/                | EUROGRID GMBH /EUR/ REGD REG S EMTN 3.27900000                                                     | CUSIP: D25727AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      1800000 | PA      | $2037637.32    | 0.00%             | 2031-09-05      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DES 8% 07/31/53/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000                                                | CUSIP: P4R07XX27<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |    581818000 | PA      | $26862377.67   | 0.06%             | 2053-07-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.375% 03/22/31/EUR/                  | ROMANIA /EUR/ REGD 144A P/P MTN 5.37500000                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | USGA              | RO        |      7190000 | PA      | $8384777.91    | 0.02%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CODELCO INC 5.125% 02/02/33                   | CODELCO INC REGD REG S 5.12500000                                                                  | CUSIP: P3143NBP8<br>LEI: N/A                  | Long             | DBT              | CORP              | CL        |      3000000 | PA      | $2966517.00    | 0.01%             | 2033-02-02      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SARTORIUS 4.875% 09/14/35/EUR/                | SARTORIUS FINANCE BV /EUR/ REGD REG S 4.87500000                                                   | CUSIP: N7750FAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      7200000 | PA      | $8597609.16    | 0.02%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 1.8% 03/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000                                                 | CUSIP: J2S39LY81<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1222000000 | PA      | $5190448.95    | 0.01%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.1% 09/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 84 2.10000000                                                 | CUSIP: J2S39L4X9<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1166200000 | PA      | $5310415.02    | 0.01%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 4.75% 02/20/37/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000                                               | CUSIP: Q6715QNE3<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     33080000 | PA      | $21097171.98   | 0.05%             | 2037-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRP 5.9% 04/19/34/AUD/                | SYDNEY AIRPORT FINANCE /AUD/ REGD REG S MTN 5.90000000                                             | CUSIP: Q8809VAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      1000000 | PA      | $679103.95     | 0.00%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNITED UTI 3.75% 05/23/34/EUR/                | UNITED UTILITIES WAT FIN /EUR/ REGD REG S EMTN 3.75000000                                          | CUSIP: G929RZBK1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2526000 | PA      | $2861330.66    | 0.01%             | 2034-05-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CBRE OPEN- 4.75% 03/27/34/EUR/                | CBRE OPEN-ENDED FUNDS /EUR/ REGD REG S EMTN 4.75000000                                             | CUSIP: L1302WAC3<br>LEI: 529900J5H3JGJ83AUZ88 | Long             | DBT              | CORP              | LU        |      7480000 | PA      | $8814737.72    | 0.02%             | 2034-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND TR 5% 07/21/37/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.00000000                                                     | CUSIP: Q7943QKS7<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     33080000 | PA      | $21366033.34   | 0.05%             | 2037-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MEX BONOS D 7.5% 05/26/33/MXN/                | MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000                                                | CUSIP: P4R07XU53<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |     29200000 | PA      | $1492209.12    | 0.00%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 07/01/26/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                           | CUSIP: P8T60NLM1<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |   1645600000 | PA      | $307214460.03  | 0.67%             | 2026-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ELIA GROU 3.875% 06/11/31/EUR/                | ELIA GROUP SA/NV /EUR/ REGD REG S 3.87500000                                                       | CUSIP: B3S09JAB7<br>LEI: 549300S1MP1NFDIKT460 | Long             | DBT              | CORP              | BE        |      2400000 | PA      | $2764594.05    | 0.01%             | 2031-06-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEW S WALE 5.25% 02/24/38/AUD/                | NEW S WALES TREASURY CRP /AUD/ REGD REG S 5.25000000                                               | CUSIP: Q6715QTG2<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     17860000 | PA      | $11747415.04   | 0.03%             | 2038-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN INT V/R /PERP//EUR/                | VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S 7.87500000                                      | CUSIP: N93695UE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      4600000 | PA      | $5886860.96    | 0.01%             | 2174-09-06      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| DAVIDE CA 2.375% 01/17/29/EUR/                | DAVIDE CAMPARI-MILANO SP /EUR/ REGD REG S CONVERTIBLE 2.37500000                                   | CUSIP: N24565AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |      4200000 | PA      | $4729339.49    | 0.01%             | 2029-01-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| LA FRANCA 3.375% 11/21/33/EUR/                | LA FRANCAISE DES JEUX SA /EUR/ REGD REG S 3.37500000                                               | CUSIP: F55896AC2<br>LEI: 969500R4CLSQFTYYI535 | Long             | DBT              | CORP              | FR        |      6200000 | PA      | $6886231.54    | 0.01%             | 2033-11-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HEATHROW FU 4.5% 07/11/33/EUR/                | HEATHROW FUNDING LTD /EUR/ REGD REG S EMTN 4.50000000                                              | CUSIP: G4R1K3BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1715000 | PA      | $2021030.58    | 0.00%             | 2033-07-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE 6.375% 11/18/34/GBP/                | YORKSHIRE WATER FINANCE /GBP/ REGD REG S EMTN 6.37500000                                           | CUSIP: G98590AT2<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     11278000 | PA      | $15044487.74   | 0.03%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MOLNLYCKE  4.25% 06/11/34/EUR/                | MOLNLYCKE HOLDING AB /EUR/ REGD REG S EMTN 4.25000000                                              | CUSIP: W5659GAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |      1495000 | PA      | $1736818.55    | 0.00%             | 2034-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CREDICORP  10.1% 12/15/43/PEN/                | CREDICORP CAPITAL SOCIED /PEN/ REGD P/P 10.10000000                                                | CUSIP: 224939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     11700000 | PA      | $3622733.41    | 0.01%             | 2043-12-15      | Fixed         | 10.10%                | No            |                  2 | On Loan: No      |
| ROBERT BO 4.375% 06/02/43/EUR/                | ROBERT BOSCH GMBH /EUR/ REGD REG S EMTN 4.37500000                                                 | CUSIP: D12376AM7<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |      3200000 | PA      | $3531061.96    | 0.01%             | 2043-06-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOL 6.625% 06/20/33                | INTESA SANPAOLO SPA REGD REG S 6.62500000                                                          | CUSIP: T5R13TNZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     20000000 | PA      | $21679439.40   | 0.05%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  3.476% 07/02/35/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0225 3.47600000                                                 | CUSIP: Y2R35QHB0<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |     12684000 | PA      | $3088799.91    | 0.01%             | 2035-07-02      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BOOKING H 3.875% 03/21/45/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 3.87500000                                                         | CUSIP: 09857LBG2<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      2310000 | PA      | $2353558.06    | 0.01%             | 2045-03-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA 7.5% 05/01/30/EUR/                 | GRIFOLS SA /EUR/ REGD REG S P/P 7.50000000                                                         | CUSIP: E5706XAS7<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |      4246000 | PA      | $5076024.31    | 0.01%             | 2030-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T/L EURO PARFUMS 0% 09/01/28                  | T/L EURO PARFUMS FZE REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       370321 | PA      | $362914.74     | 0.00%             | 2028-09-01      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| ROMANIA 6.25% 09/10/34/EUR/                   | ROMANIA /EUR/ REGD 144A P/P 6.25000000                                                             | CUSIP: X7360WDK5<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     16100000 | PA      | $18898761.65   | 0.04%             | 2034-09-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GATWICK F 3.625% 10/16/33/EUR/                | GATWICK FUNDING LIMITED /EUR/ REGD REG S EMTN 3.62500000                                           | CUSIP: G3899VAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1100000 | PA      | $1237685.08    | 0.00%             | 2033-10-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UNITED UTI 3.75% 08/07/35/EUR/                | UNITED UTILITIES WAT FIN /EUR/ REGD REG S EMTN 3.75000000                                          | CUSIP: G929RZBS4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3335000 | PA      | $3737967.52    | 0.01%             | 2035-08-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| REDEXIS S 4.375% 05/30/31/EUR/                | REDEXIS SA /EUR/ REGD REG S EMTN 4.37500000                                                        | CUSIP: E8S35YAA0<br>LEI: 635400DYWVUY8IC5MR90 | Long             | DBT              | CORP              | ES        |      5000000 | PA      | $5797121.54    | 0.01%             | 2031-05-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELECTRICIT 4.75% 06/17/44/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000                                          | CUSIP: F2893TBJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      3600000 | PA      | $4109679.53    | 0.01%             | 2044-06-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 Y 2.7% 09/20/45/JPY/                | JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 194 2.70000000                                                | CUSIP: J2615UCC8<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1467300000 | PA      | $8515249.34    | 0.02%             | 2045-09-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE 36% 08/12/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 36.00000000                                              | CUSIP: M8T85VGT8<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |   2111123300 | PA      | $46673464.77   | 0.10%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| DWR CYMRU  6.25% 09/08/37/GBP/                | DWR CYMRU FINANCING UK /GBP/ REGD REG S EMTN 6.25000000                                            | CUSIP: G2885RAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      3270000 | PA      | $4266001.83    | 0.01%             | 2037-09-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AMCOR UK F 3.75% 02/20/33/EUR/                | AMCOR UK FINANCE PLC /EUR/ REGD 3.75000000                                                         | CUSIP: 0234EVAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     10065000 | PA      | $11234538.73   | 0.02%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BLACKROCK  3.75% 07/18/35/EUR/                | BLACKROCK INC /EUR/ REGD 3.75000000                                                                | CUSIP: 09290DAL5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     10040000 | PA      | $11461871.41   | 0.02%             | 2035-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WP CAREY I 4.25% 07/23/32/EUR/                | WP CAREY INC /EUR/ REGD 4.25000000                                                                 | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      4105000 | PA      | $4744611.91    | 0.01%             | 2032-07-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIGITAL D 3.875% 03/15/35/EUR/                | DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 3.87500000                                                 | CUSIP: N2639EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      1644000 | PA      | $1807857.45    | 0.00%             | 2035-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MALAYSIA  4.054% 04/18/39/MYR/                | MALAYSIA GOVERNMENT /MYR/ REGD SER 0124 4.05400000                                                 | CUSIP: Y2R35QGD7<br>LEI: N/A                  | Long             | DBT              | USGA              | MY        |    115006000 | PA      | $28790723.32   | 0.06%             | 2039-04-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TITULOS D 11.75% 01/24/35/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 11.75000000                                                  | CUSIP: P6S337RP2<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 113898000000 | PA      | $28692196.12   | 0.06%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| SHIMAO GROUP HOLD ZCP 07/21/26                | SHIMAO GROUP HOLDINGS LT REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | HK        |     16481208 | PA      | $321383.56     | 0.00%             | 2026-07-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDI 4% 03/01/44/EUR/                | BOOKING HOLDINGS INC /EUR/ REGD 4.00000000                                                         | CUSIP: 09857LBD9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      1715000 | PA      | $1772652.35    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BONOS TESOR 5.8% 10/01/29/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 5.80000000                                                        | CUSIP: P3719CKX9<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |   4335000000 | PA      | $4901480.69    | 0.01%             | 2029-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED KI 4.375% 03/07/28/GBP/                | UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000                                                    | CUSIP: G4527HN31<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     70480000 | PA      | $93215427.46   | 0.20%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED ME 4.625% 05/04/33/EUR/                | UNITED MEXICAN STATES /EUR/ REGD 4.62500000                                                        | CUSIP: P9767HGK9<br>LEI: N/A                  | Long             | DBT              | USGA              | MX        |      7500000 | PA      | $8569872.84    | 0.02%             | 2033-05-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG 4.2% 09/30/32                | TIMES CHINA HLDG LTD REGD 144A P/P 4.20000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |      2802369 | PA      | $77065.15      | 0.00%             | 2032-09-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG L 4% 03/30/29                | TIMES CHINA HLDG LTD REGD 144A P/P 4.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |       767016 | PA      | $26462.05      | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TIMES CHINA HLDG  ZCP 03/30/27                | TIMES CHINA HLDG LTD REGD ZCP 144A P/P CONVERTIBLE 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | CN        |       689558 | PA      | $5171.69       | 0.00%             | 2027-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOUR ZCP 04/01/26/BRL/                | LETRA TESOURO NACIONAL /BRL/ REGD ZCP SER LTN 0.00000000                                           | CUSIP: P8T60NQH7<br>LEI: N/A                  | Long             | DBT              | USGA              | BR        |      9100000 | PA      | $1756807.63    | 0.00%             | 2026-04-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CREDICORP C 9.7% 03/05/45/PEN/                | CREDICORP CAPITAL SOCIED /PEN/ REGD 144A P/P 9.70000000                                            | CUSIP: 224939AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | PE        |     13000000 | PA      | $3946808.82    | 0.01%             | 2045-03-05      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 05/17/28/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 39.64000000                                          | CUSIP: M8T85VFU6<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |    798500000 | PA      | $17824101.89   | 0.04%             | 2028-05-17      | Variable      | 39.64%                | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 09/06/28/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 39.28000000                                          | CUSIP: M8T85VHJ9<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |     51400000 | PA      | $1152554.54    | 0.00%             | 2028-09-06      | Variable      | 39.28%                | No            |                  2 | On Loan: No      |
| WP CAREY I 3.75% 05/10/35/EUR/                | WP CAREY INC /EUR/ REGD 3.75000000                                                                 | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      4395000 | PA      | $4753053.76    | 0.01%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SECHE ENVIRONN V/R /PERP//EUR/                | SECHE ENVIRONNEMENT SACA /EUR/ REGD V/R /PERP/ REG S 5.87000000                                    | CUSIP: F8211MAU7<br>LEI: 969500R9ENNIN33POO20 | Long             | DBT              | CORP              | FR        |      2700000 | PA      | $3038036.18    | 0.01%             | 2175-01-09      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 2.3% 12/20/54/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 85 2.30000000                                                 | CUSIP: J2S39L6L3<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   1041800000 | PA      | $4962802.91    | 0.01%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM 4.85% 03/16/64/EUR/                | AMAZON.COM INC /EUR/ REGD 4.85000000                                                               | CUSIP: 023135DT0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     11740000 | PA      | $13450630.89   | 0.03%             | 2064-03-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM 4.45% 03/16/45/EUR/                | AMAZON.COM INC /EUR/ REGD 4.45000000                                                               | CUSIP: 023135DS2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |      2730000 | PA      | $3108867.30    | 0.01%             | 2045-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX E 3.625% 11/22/34/EUR/                | EQUINIX EU 2 FINANCING C /EUR/ REGD 3.62500000                                                     | CUSIP: 29390XAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12150000 | PA      | $13286733.49   | 0.03%             | 2034-11-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGE 5.108% 06/13/29/AUD/                | VOLKSWAGEN FIN SERV AUST /AUD/ REGD MTN 5.10800000                                                 | CUSIP: Q94829SW1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5300000 | PA      | $3565353.02    | 0.01%             | 2029-06-13      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.75% 07/11/39/EUR/                   | ROMANIA /EUR/ REGD 144A P/P 6.75000000                                                             | CUSIP: X7360WDN9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     14300000 | PA      | $16476234.75   | 0.04%             | 2039-07-11      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ELECTRICI 4.625% 05/07/45/EUR/                | ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.62500000                                          | CUSIP: F2893TBV7<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      6800000 | PA      | $7595248.20    | 0.02%             | 2045-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.875% 07/11/32/EUR/                  | ROMANIA /EUR/ REGD 144A P/P 5.87500000                                                             | CUSIP: X7360WDM1<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |     33800000 | PA      | $39578453.95   | 0.09%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NORTEGAS  4.125% 01/21/33/EUR/                | NORTEGAS ENERGIA GRUPO S /EUR/ REGD REG S EMTN 4.12500000                                          | CUSIP: E7S19VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |      4700000 | PA      | $5260966.60    | 0.01%             | 2033-01-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DIGITAL D 3.875% 07/15/34/EUR/                | DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 3.87500000                                                 | CUSIP: N2639BAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      2140000 | PA      | $2364447.43    | 0.01%             | 2034-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROMANIA 6.625% 05/16/36                       | ROMANIA REGD 6.62500000                                                                            | CUSIP: X73648AA9<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1296000 | PA      | $1286740.39    | 0.00%             | 2036-05-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| DVI DT VE 4.875% 08/21/30/EUR/                | DVI DT VERMOEGENS IMMVWL /EUR/ REGD REG S SER . 4.87500000                                         | CUSIP: D2335ZAB6<br>LEI: 529900MFTCNJE8PQM633 | Long             | DBT              | CORP              | DE        |      1000000 | PA      | $1149216.01    | 0.00%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUEENSLAND 5.25% 08/13/38/AUD/                | QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000                                                     | CUSIP: Q7944UJA8<br>LEI: N/A                  | Long             | DBT              | USGA              | AU        |     25565000 | PA      | $16687499.17   | 0.04%             | 2038-08-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUNCH FIN 7.875% 12/30/30/GBP/                | PUNCH FINANCE PLC /GBP/ REGD REG S 7.87500000                                                      | CUSIP: G7297ZAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      1500000 | PA      | $1976727.08    | 0.00%             | 2030-12-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEAMSYSTEM SP 5% 07/01/31/EUR/                | TEAMSYSTEM SP /EUR/ REGD REG S 5.00000000                                                          | CUSIP: T9T377AL4<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |      1265000 | PA      | $1349490.95    | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE G 36.78% 10/13/27/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD SER 2Y 36.78000000                                              | CUSIP: M8T85VVZ7<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |   1218839000 | PA      | $26557480.32   | 0.06%             | 2027-10-13      | Fixed         | 36.78%                | No            |                  2 | On Loan: No      |
| AUSGRID F 5.946% 12/10/35/AUD/                | AUSGRID FINANCE PTY LTD /AUD/ REGD REG S MTN 5.94600000                                            | CUSIP: Q0697CAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |      5840000 | PA      | $3928051.30    | 0.01%             | 2035-12-10      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EATON CAPI 3.55% 03/10/34/EUR/                | EATON CAPITAL ULC /EUR/ REGD 3.55000000                                                            | CUSIP: 27806HAD3<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |       885000 | PA      | $1002616.86    | 0.00%             | 2034-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| VONOVIA S 5.717% 09/03/35/AUD/                | VONOVIA SE /AUD/ REGD REG S MTN 5.71700000                                                         | CUSIP: D9581TDB3<br>LEI: 5299005A2ZEP6AP7KM81 | Long             | DBT              | CORP              | DE        |      6680000 | PA      | $4334822.62    | 0.01%             | 2035-09-03      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FLORA FOO 6.875% 07/02/29/EUR/                | FLORA FOOD MANAGEMENT BV /EUR/ REGD 144A P/P 6.87500000                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |      7100000 | PA      | $7696426.50    | 0.02%             | 2029-07-02      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TURKIYE CENT ZCP 04/07/26/TRY/                | TURKIYE CENTR BANK BILL /TRY/ REGD ZCP SER 32D 0.00000000                                          | CUSIP: M8930LAN7<br>LEI: N/A                  | Long             | STIV             | USGA              | TR        |    190000000 | PA      | $4244425.69    | 0.01%             | 2026-04-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TURKIYE GOVE V/R 05/20/26/TRY/                | TURKIYE GOVERNMENT BOND /TRY/ REGD V/R SER 4Y 39.64000000                                          | CUSIP: M8T85TW32<br>LEI: N/A                  | Long             | DBT              | USGA              | TR        |      4700000 | PA      | $105759.39     | 0.00%             | 2026-05-20      | Variable      | 39.64%                | No            |                  2 | On Loan: No      |
| ALPHABET IN 3.5% 11/06/38/EUR/                | ALPHABET INC /EUR/ REGD 3.50000000                                                                 | CUSIP: 02079KBE6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |      4070000 | PA      | $4459661.81    | 0.01%             | 2038-11-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TITULOS D 12.75% 11/28/40/COP/                | TITULOS DE TESORERIA /COP/ REGD SER B 12.75000000                                                  | CUSIP: P6S337JZ9<br>LEI: N/A                  | Long             | DBT              | USGA              | CO        | 120709900000 | PA      | $31942326.58   | 0.07%             | 2040-11-28      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HLD 5% 12/31/32                | COUNTRY GARDEN HLDGS REGD P/P SER AI 5.00000000                                                    | CUSIP: G24524BR3<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      1646747 | PA      | $224369.27     | 0.00%             | 2032-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (30 Y 3.2% 09/20/55/JPY/                | JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 88 3.20000000                                                 | CUSIP: J2615UBY1<br>LEI: N/A                  | Long             | DBT              | USGA              | JP        |   7386850000 | PA      | $42605003.09   | 0.09%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL 4% 03/10/38/EUR/                | EATON CAPITAL ULC /EUR/ REGD 4.00000000                                                            | CUSIP: 27806HAE1<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |      7110000 | PA      | $8103294.98    | 0.02%             | 2038-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUG 4.737% 03/11/46/EUR/                | BAKER HUGHES LLC/CO-OBL /EUR/ REGD 4.73700000                                                      | CUSIP: 05724BAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      6250000 | PA      | $7137509.08    | 0.02%             | 2046-03-11      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| CIFI HOLDINGS GRO ZCP 06/30/29                | CIFI HOLDINGS GROUP REGD ZCP P/P SER IAI CONVERTIBLE 0.00000000                                    | CUSIP: G2140ABF3<br>LEI: 549300WGKSV867C0JF48 | Long             | DBT              | CORP              | CN        |      2697421 | PA      | $116826.57     | 0.00%             | 2029-06-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MAPLE PAR 4.728% 03/26/35/EUR/                | MAPLE PARENT HLDS CO /EUR/ REGD 144A P/P 4.72800000                                                | CUSIP: 56530KAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      8560000 | PA      | $9871147.40    | 0.02%             | 2035-03-26      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| T/L HILTON GARDEN 0% 05/31/29                 | T/L HILTON GARDEN INN WAIKIKI  REGD 0.00000000                                                     | CUSIP: BYD3CW2A7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4548649 | PA      | $4532728.38    | 0.01%             | 2029-05-31      | Variable      | 6.97%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF S 9% 01/31/40/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2040 9.00000000                                            | CUSIP: S69124WH4<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |    398130000 | PA      | $22095523.85   | 0.05%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC  8.875% 02/28/35/ZAR/                | REPUBLIC OF SOUTH AFRICA /ZAR/ REGD SER 2035 8.87500000                                            | CUSIP: S69124WF8<br>LEI: N/A                  | Long             | DBT              | USGA              | ZA        |   1156600000 | PA      | $67146518.35   | 0.15%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GREENE KI 4.064% 03/15/35/GBP/                | GREENE KING FINANCE PLC /GBP/ REGD REG S SER A6 4.06430000                                         | CUSIP: G415ACAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      2436750 | PA      | $2992291.48    | 0.01%             | 2035-03-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BONOS TESORER 5% 03/01/35/CLP/                | BONOS TESORERIA PESOS /CLP/ REGD 5.00000000                                                        | CUSIP: P9T38EAP3<br>LEI: N/A                  | Long             | DBT              | USGA              | CL        |    420000000 | PA      | $437883.53     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASH COLLATERAL V/R 12/31/49                  | CASH COLLATERAL USD 3.54000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -5920000 | PA      | $-5920000.00   | -0.01%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL ISDA V/R 12/31/49             | CASH COLLATERAL ISDA BPS USD 3.54000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             | CORP              | US        |     -3420000 | PA      | $-3420000.00   | -0.01%            | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| CASH COLLATERAL LCH GSC USD                   | CASH COLLATERAL LCH GSC USD 3.54000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |      1323000 | PA      | $1323000.00    | 0.00%             | 2049-12-31      | Floating      | 3.54%                 | No            |                  1 | On Loan: No      |
| MODIVCARE TOPCO LLC                           | MODIVCARE TOPCO LLC 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       532117 | NS      | $2926643.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LUXCO3 SHARES /EUR/                           | LUXCO3 SHARES /EUR/ 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        51547 | NS      | $857960.62     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC                         | WINDSTREAM PARENT INC 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        11321 | NS      | $95571.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| AMSURG EQUITY                                 | AMSURG EQUITY 0.00000000                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        90873 | NS      | $3996131.09    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| ELECTRICI 5.636% 08/28/35/AUD/                | ELECTRICITE DE FRANCE SA /AUD/ REGD MTN 5.63600000                                                 | CUSIP: F2893TCD6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |      2590000 | PA      | $1712560.97    | 0.00%             | 2035-08-28      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| AA BOND CO  5.5% 07/31/32/GBP/                | AA BOND CO LTD /GBP/ REGD REG S EMTN 5.50000000                                                    | CUSIP: G00005AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      3005000 | PA      | $3856816.63    | 0.01%             | 2032-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AQUE 2024-8 V/R 01/15/39 /EUR/                | AQUEDUCT EUROPEAN CLO 8 DAC SER 2024-8A CL BR V/R REGD 144A P/P /EUR/ 4.11300000                   | CUSIP: G0442MAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |      4550000 | PA      | $5235609.16    | 0.01%             | 2039-01-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| ARESE 17A B V/R 01/15/40 /EUR/                | ARES EUROPEAN CLO XVII DAC SER 17A CL BR V/R REGD 144A P/P /EUR/ 4.01800000                        | CUSIP: G04583AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     12500000 | PA      | $14457559.38   | 0.03%             | 2040-01-15      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| CAIF 1A C V/R 08/17/30 /GBP/                  | CAISTER FINANCE DAC SER 1A CL C V/R REGD 144A P/P /GBP/ 6.57583000                                 | CUSIP: G1858UAH0<br>LEI: 635400IBLLJ9RCTGJN46 | Long             | ABS-CBDO         | CORP              | IE        |      6813000 | PA      | $8999461.85    | 0.02%             | 2035-08-17      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| COUNTRY GARDEN HL ZCP 12/31/31                | COUNTRY GARDEN HLDGS REGD ZCP P/P SER AI CONVERTIBLE 0.00000000                                    | CUSIP: G24524BX0<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | CN        |      3690757 | PA      | $405983.27     | 0.00%             | 2031-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| FICLO 2023- V/R 10/15/39 /EUR/                | FIDELITY GRAND HARBOUR CLO 2023-2 DAC SER 2023-2A CL B1R V/R REGD 144A P/P /EUR/ 3.86600000        | CUSIP: G34415AM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     10035000 | PA      | $11526762.66   | 0.03%             | 2039-10-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| FLUTTER T 6.125% 06/04/31/GBP/                | FLUTTER TREASURY DAC /GBP/ REGD REG S 6.12500000                                                   | CUSIP: G35906AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      3460000 | PA      | $4428646.32    | 0.01%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KONA SPC LTD V/R 09/15/26/EUR/                | KONA SPC LTD /EUR/ REGD V/R 144A P/P 5.71800000                                                    | CUSIP: G5312JAA1<br>LEI: 254900UKS4SVVOMZWX26 | Long             | DBT              | CORP              | KY        |      1900000 | PA      | $2210918.80    | 0.00%             | 2026-09-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| LOGAN GROUP CO  4.25% 07/12/25                | LOGAN GROUP CO LTD REGD REG S 0.00000000                                                           | CUSIP: G5631SAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | CN        |      2205000 | PA      | $220500.00     | 0.00%             | 2026-07-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PENTA 2022- V/R 11/09/38 /EUR/                | PENTA CLO 12 DAC SER 2022-12A CL BRR V/R REGD 144A P/P /EUR/ 3.97000000                            | CUSIP: G7S01EAR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |     12030000 | PA      | $13940318.79   | 0.03%             | 2038-11-09      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| STRA 2024-1 V/R 06/20/60 /GBP/                | STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL A V/R REGD 144A P/P /GBP/ 4.87919000           | CUSIP: G85317AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     27268028 | PA      | $36126681.78   | 0.08%             | 2060-06-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| STRA 2024-1 V/R 06/20/60 /GBP/                | STRATTON MORTGAGE FUNDING 2024-1 PLC SER 2024-1A CL B V/R REGD 144A P/P /GBP/ 5.47919000           | CUSIP: G85317AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     19600000 | PA      | $25984145.33   | 0.06%             | 2060-06-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| VFUND 1A A V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL A V/R REGD 144A P/P /GBP/ 4.73599000                                  | CUSIP: G931Z3AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |     40263363 | PA      | $53264554.41   | 0.12%             | 2066-05-16      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| VFUND 1A B V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL B V/R REGD 144A P/P /GBP/ 5.23599000                                  | CUSIP: G931Z3AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      5135000 | PA      | $6796407.19    | 0.01%             | 2066-05-16      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| VFUND 1A C V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL C V/R REGD 144A P/P /GBP/ 5.73599000                                  | CUSIP: G931Z3AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      5358000 | PA      | $7088706.95    | 0.02%             | 2066-05-16      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| VFUND 1A D V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL D V/R REGD 144A P/P /GBP/ 6.73599000                                  | CUSIP: G931Z3AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      2768000 | PA      | $3665219.51    | 0.01%             | 2066-05-16      | Variable      | 6.74%                 | No            |                  2 | On Loan: No      |
| VFUND 1A RC 0% 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL RC REGD 144A P/P /GBP/ 0.00000000                                     | CUSIP: G931Z3AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |         8642 | PA      | $589092.11     | 0.00%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VFUND 1A F V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL F V/R REGD 144A P/P /GBP/ 9.23599000                                  | CUSIP: G931Z3AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |       982000 | PA      | $1300549.83    | 0.00%             | 2066-05-16      | Variable      | 9.24%                 | No            |                  2 | On Loan: No      |
| VFUND 1A R 0% 02/16/29 /GBP/                  | VALLEY FUNDING PLC SER 1A CL R REGD 144A P/P /GBP/ 0.00000000                                      | CUSIP: G931Z3AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |       321556 | PA      | $407965.09     | 0.00%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VFUND 1A Z 0% 02/16/29 /GBP/                  | VALLEY FUNDING PLC SER 1A CL Z REGD 144A P/P /GBP/ 0.00000000                                      | CUSIP: G931Z3AH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      7993000 | PA      | $8942023.62    | 0.02%             | 2066-05-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| VFUND 1A E V/R 02/16/29 /GBP/                 | VALLEY FUNDING PLC SER 1A CL E V/R REGD 144A P/P /GBP/ 7.73599000                                  | CUSIP: G931Z3AK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | GB        |      1786000 | PA      | $2365467.20    | 0.01%             | 2066-05-16      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| SES S A RTS 12/31/49                          | SES S A RIGHTS EXPIRE 12/31/49 0.00000000                                                          | CUSIP: L8176HAF7<br>LEI: N/A                  | Long             | EC               | CORP              | LU        |       159290 | NS      | $2316395.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| T/L VISTRA OPERAT ZCP 12/20/30                | T/L VISTRA OPERATIONS CO LLC ZCP TERM LOAN 0.00000000                                              | CUSIP: 88233FAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2774249 | PA      | $2776856.44    | 0.01%             | 2030-12-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L LEALAND FINA 0% 12/30/27                  | T/L LEALAND FINANCE COMPANY    B V REGD 0.00000000                                                 | CUSIP: N5200EAB7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       731595 | PA      | $599300.64     | 0.00%             | 2027-12-30      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| T/L LEALAND FINAN 0% 06/30/27                 | T/L LEALAND FINANCE COMPANY  B V REGD 0.00000000                                                   | CUSIP: N5200EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |       148837 | PA      | $122046.13     | 0.00%             | 2027-06-30      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| T/L ADMI CORP 0% 12/23/27                     | T/L ADMI CORP_________________  (AKA ASPEN DENTAL) REGD 0.00000000                                 | CUSIP: 00709LAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       697016 | PA      | $650712.96     | 0.00%             | 2027-12-23      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| T/L PERATON CORP 0% 02/01/2028                | T/L PERATON CORP REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1508331 | PA      | $1284600.37    | 0.00%             | 2028-02-01      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| T/L CCRR PARE 0% 03/06/28                     | T/L CCRR PARENT INC REGD 0.00000000                                                                | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       613341 | PA      | $167644.36     | 0.00%             | 2028-03-06      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| T/L ARCHES BUYER 0% 12/06/27                  | T/L ARCHES BUYER INC REGD 0.00000000                                                               | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       248400 | PA      | $247197.86     | 0.00%             | 2027-12-06      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| T/L KFC HOLDING 0% 03/15/2028                 | T/L KFC HOLDING CO AKA YUM BRANDS REGD 0.00000000                                                  | CUSIP: 72584DAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1113486 | PA      | $1115345.47    | 0.00%             | 2028-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| T/L BW GAS & CONV 0% 3/31/28                  | T/L BW GAS & CONVENIENCE       HOLDINGS LLC REGD 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       497389 | PA      | $495523.83     | 0.00%             | 2028-03-31      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| T/L FIRST BRANDS 0% 03/30/27                  | T/L FIRST BRANDS GROUP LLC     REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       248043 | PA      | $322.46        | 0.00%             | 2027-03-30      | Variable      | 10.78%                | No            |                  2 | On Loan: No      |
| T/L GOGO INTER 0% 04/30/2028                  | T/L GOGO INTERMEDIATE HOLDINGS LLC REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1175985 | PA      | $1022378.27    | 0.00%             | 2028-04-30      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| T/L POLARIS 0% 06/02/28 /EUR/                 | T/L POLARIS NEWCO LLC REGD     /EUR/ 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5804221 | PA      | $5657739.67    | 0.01%             | 2028-06-02      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| T/L BCPE NORTH STA 0% 06/09/28                | T/L BCPE NORTH STAR US HOLDCO 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1526559 | PA      | $1519307.99    | 0.00%             | 2028-06-09      | Variable      | 7.78%                 | No            |                  2 | On Loan: No      |
| T/L CLOUDERA INC 0% 10/08/2028                | T/L CLOUDERA INC REGD 0.00000000                                                                   | CUSIP: 74339VAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2427016 | PA      | $2153976.82    | 0.00%             | 2028-10-08      | Variable      | 7.52%                 | No            |                  2 | On Loan: No      |
| T/L ASURION LLC 0% 1/22/29                    | T/L ASURION LLC REGD 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       382944 | PA      | $380071.95     | 0.00%             | 2029-01-22      | Variable      | 9.03%                 | No            |                  2 | On Loan: No      |
| T/L PELICAN PRO 0% 12/29/28                   | T/L PELICAN PRODUCTS INC       REGD 0.00000000                                                     | CUSIP: 70468BAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2460953 | PA      | $2172971.86    | 0.00%             | 2028-12-29      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| T/L CAST & CREW 0% 12/29/2028                 | T/L CAST & CREW PAYROLL LLC    REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1536268 | PA      | $587238.52     | 0.00%             | 2028-12-29      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L ELEMENT MAT 0% 7/6/29                     | T/L ELEMENT MATERIALS          TECHNOLOGY GROUP US HOLDINGS   INC REGD 0.00000000                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       297202 | PA      | $297760.34     | 0.00%             | 2029-07-06      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| T/L BARRACUDA NET 0%  08/15/29                | T/L BARRACUDA NETWORKS INC    REGD 0.00000000                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       709742 | PA      | $448911.94     | 0.00%             | 2029-08-15      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T/L SYNIVERSE HOL 0% 05/10/29                 | T/L SYNIVERSE HOLDINGS INC     REGD 0.00000000                                                     | CUSIP: 87168TAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       280774 | PA      | $259014.20     | 0.00%             | 2029-05-10      | Variable      | 10.70%                | No            |                  2 | On Loan: No      |
| T/L MATIV HOLDINGS 0% 05/06/27                | T/L MATIV HOLDINGS INC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       764235 | PA      | $756592.17     | 0.00%             | 2027-05-06      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 08/20/27                | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                                 | CUSIP: 42250UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3419352 | PA      | $3368062.14    | 0.01%             | 2027-08-20      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 02/22/27                | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                                 | CUSIP: 42250UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3419352 | PA      | $3368062.14    | 0.01%             | 2027-02-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| T/L INGENOVIS HEA ZCP 03/06/28                | T/L INGENOVIS HEALTH INC REGD ZCP TERM LOAN 0.00000000                                             | CUSIP: 12510MAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1261658 | PA      | $296489.60     | 0.00%             | 2028-03-06      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FINAN 0% 10/31/27                  | T/L ALTICE FINANCING S.A. 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |       632675 | PA      | $457506.13     | 0.00%             | 2027-10-31      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| T/L VIRGIN MEDI 0% 02/28/31                   | T/L VIRGIN MEDIA BRISTOL LLC   REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2894382 | PA      | $2632092.66    | 0.01%             | 2031-03-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L SCUR-ALP 0% 03/29/30                      | T/L SCUR-ALPHA 1503 GMBH REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |      7957354 | PA      | $6868231.39    | 0.01%             | 2030-03-29      | Variable      | 9.17%                 | No            |                  2 | On Loan: No      |
| T/L MH SUB I LLC 0% 05/03/28                  | T/L MH SUB I LLC MICRO HOLDING CORP REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1412624 | PA      | $1210816.81    | 0.00%             | 2028-05-03      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L AVOLON TLB BOR 0% 06/08/28                | T/L AVOLON TLB BORROWER 1 (US) LLC REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      5566691 | PA      | $5572368.62    | 0.01%             | 2028-06-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| T/L US RENAL 0% 06/28/2028                    | T/L US RENAL REGD 0.00000000                                                                       | CUSIP: 90290PAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       931374 | PA      | $873750.13     | 0.00%             | 2028-06-28      | Variable      | 8.78%                 | No            |                  2 | On Loan: No      |
| T/L SYNEOS HEALTH 0% 09/19/30                 | T/L SYNEOS HEALTH INC (AKA INC RESEARCH HOLDINGS INC) REGD 0.00000000                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       505576 | PA      | $499347.25     | 0.00%             | 2030-09-27      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| T/L ACTION ENVIRON 0% 10/24/30                | T/L ACTION ENVIRONMENTAL GROUP INC THE REGD 0.00000000                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       903876 | PA      | $899356.90     | 0.00%             | 2030-10-24      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| T/L HILTON WORLDW ZCP 11/09/30                | T/L HILTON WORLDWIDE FINANCE REGD ZCP TERM LOAN 0.00000000                                         | CUSIP: 43289DAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6280462 | PA      | $6288312.27    | 0.01%             | 2030-11-08      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 02/28/31                 | T/L TRANSDIGM INC ZCP REGD     TERM LOAN 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     36523245 | PA      | $36519227.38   | 0.08%             | 2031-02-28      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L AMSURG LLC 0% 07/20/26                    | T/L AMSURG LLC REGD 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2787322 | PA      | $2787321.94    | 0.01%             | 2026-07-20      | Variable      | 11.64%                | No            |                  3 | On Loan: No      |
| T/L AMSURG LLC 0.0% 11/03/2028                | T/L AMSURG LLC 2024 B 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10023474 | PA      | $10324177.76   | 0.02%             | 2028-11-03      | Variable      | 11.64%                | No            |                  3 | On Loan: No      |
| T/L WEC US LTD 0% 01/17/31                    | T/L WEC US HOLDINGS LTD        TERM LOAN/ ZCP 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1159255 | PA      | $1156716.08    | 0.00%             | 2031-01-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L POSEIDON 0% 03/13/30/EUR/                 | T/L POSEIDON BIDCO REGD /EUR/ 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     15000000 | PA      | $4854569.92    | 0.01%             | 2030-03-13      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| T/L STUBHUB HOLDC ZCP 03/15/30                | T/L STUBHUB HOLDCO SUB LLC REGD ZCP TERM LOAN 0.00000000                                           | CUSIP: 74530DAH8<br>LEI: 549300NL9JUFIOARLW93 | Long             | LON              | CORP              | US        |      1234839 | PA      | $1212463.24    | 0.00%             | 2030-03-15      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| T/L STATION CASINO 0% 03/14/31                | T/L STATION CASINOS LLC REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       622959 | PA      | $622260.81     | 0.00%             | 2031-03-14      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L DELIVERY HERO 0% 12/12/29                 | T/L DELIVERY HERO SE REGD 0.00000000                                                               | CUSIP: D2007ZAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3501346 | PA      | $3431318.61    | 0.01%             | 2029-12-12      | Variable      | 8.64%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK OP ZCP 03/01/29                | T/L HEALTHPEAK OP LLC REGD ZCP TERM LOAN 0.00000000                                                | CUSIP: 42250UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6900991 | PA      | $6762970.94    | 0.01%             | 2029-03-01      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| T/L UNITED NATURA ZCP 05/01/31                | T/L UNITED NATURAL FOODS INC REGD ZCP TERM LOAN 0.00000000                                         | CUSIP: 91116KAD7<br>LEI: 549300GKGW6WPZ282D40 | Long             | LON              | CORP              | US        |      1278725 | PA      | $1282241.09    | 0.00%             | 2031-05-01      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| T/L DARKTRACE PLC 0% 10/09/31                 | T/L DARKTRACE PLC REGD 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |      1539345 | PA      | $1470274.78    | 0.00%             | 2031-10-09      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| T/L TTF HOLDINGS 0% 07/18/31                  | T/L TTF HOLDINGS LLC REGD 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2603764 | PA      | $1926785.40    | 0.00%             | 2031-07-18      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| T/L 1011778 B 0% 09/20/30                     | T/L 1011778 B.C. UNLIMITED     LIABILITY COMPANY REGD 0.00000000                                   | CUSIP: C6901LAM9<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |      1404842 | PA      | $1400810.14    | 0.00%             | 2030-09-20      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L JAZZ PHARM 0% 05/05/28                    | T/L JAZZ PHARMACEUTICALS       PUBLIC LIMITED COMPANY         REGD /TERM LOAN 0.00000000           | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |      1390451 | PA      | $1394358.07    | 0.00%             | 2028-05-05      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L CITY FOOTB 00.00% 07/21/30                | T/L CITY FOOTBALL GROUP        LIMITED 0.00000000                                                  | CUSIP: 17781XAD8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |      2348924 | PA      | $2340115.04    | 0.01%             | 2030-07-21      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| T/L TRIPADVISOR 0% 07/08/31                   | T/L TRIPADVISOR  INC REGD 0.00000000                                                               | CUSIP: 89677NAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1107079 | PA      | $1046189.76    | 0.00%             | 2031-07-08      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L RESEARCH NOW G 0% 07/15/28                | T/L RESEARCH NOW GROUP LLC     REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       276861 | PA      | $270113.57     | 0.00%             | 2028-07-15      | Variable      | 8.91%                 | No            |                  2 | On Loan: No      |
| T/L PLANO HOLDCO 0% 10/02/31                  | T/L PLANO HOLDCO INC REGD ZCP/TERM LOAN 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       445500 | PA      | $356400.00     | 0.00%             | 2031-10-02      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| T/L SHOWTIME ACQ 0% 08/16/31                  | T/L SHOWTIME ACQUISITION LLC   0% 0.00000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1289019 | PA      | $1269684.08    | 0.00%             | 2031-08-16      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| T/L HDI AEROSPACE 0% 09/19/31                 | T/L HDI AEROSPACE INTERMEDIATE HOLDING III CORPORATION 0% 0.00000000                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1434162 | PA      | $1435066.02    | 0.00%             | 2031-09-19      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| T/L ALPHA GENERAT ZCP 09/30/31                | T/L ALPHA GENERATION LLC REGD ZCP TERM LOAN 0.00000000                                             | CUSIP: 02072UAC6<br>LEI: 254900K5V62L4YGVKF49 | Long             | LON              | CORP              | US        |      2597752 | PA      | $2588893.32    | 0.01%             | 2031-09-30      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L INVITATION HOM 0% 09/09/28                | T/L INVITATION HOMES OPERATING PARTNERSHIP LP 0% 0.00000000                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     10003165 | PA      | $9878125.91    | 0.02%             | 2028-09-09      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| T/L DAVE & BUST 0% 11/01/2031                 | T/L DAVE & BUSTER'S INC        REGD 0.00000000                                                     | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1515444 | PA      | $1259985.85    | 0.00%             | 2031-11-01      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| T/L SUNBELT TRANS 0% 10/16/31                 | T/L SUNBELT TRANSFORMER        SUNBELT SOLOMON TLB 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1185000 | PA      | $1182037.50    | 0.00%             | 2031-10-16      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L BALCAN INN 00.00% 10/18/31                | T/L BALCAN INNOVATIONS INC 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |       926847 | PA      | $602450.60     | 0.00%             | 2031-10-18      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| T/L CORNERSTONE 0% 10/28/31                   | T/L CORNERSTONE GENERATION     LLC  REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       549807 | PA      | $549416.46     | 0.00%             | 2031-10-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L GREAT CANADIAN 0% 11/01/29                | T/L GREAT CANADIAN GAMING      CORPORATION 0.00000000                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |      2313627 | PA      | $2273138.62    | 0.00%             | 2029-11-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| T/L PROJECT ALPHA 0% 10/26/30                 | T/L PROJECT ALPHA INTERMEDIATE HOLDING INC REGD 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4333630 | PA      | $3265000.22    | 0.01%             | 2030-10-26      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| T/L SOPHOS HOL 0% 03/05/27                    | T/L SOPHOS HOLDINGS LLC REGD 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2100367 | PA      | $1994697.37    | 0.00%             | 2027-03-05      | Variable      | 7.28%                 | No            |                  2 | On Loan: No      |
| T/L SABRE INC 0% 11/15/2029/                  | T/L SABRE INC REGD 0.00000000                                                                      | CUSIP: 78571YBK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       597125 | PA      | $466880.37     | 0.00%             | 2029-11-15      | Variable      | 9.77%                 | No            |                  2 | On Loan: No      |
| T/L CHARTER COMMU 0% 12/15/31                 | T/L CHARTER COMMUNICATIONS     OPERATING LLC REGD 0.00000000                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2580274 | PA      | $2578829.30    | 0.01%             | 2031-12-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| T/L GUGGENHEI 0% 11/26/31                     | T/L GUGGENHEIM PARTNERS        INVESTMENT MANAGEMENT HOLDINGS LLC REGD 0.00000000                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       634463 | PA      | $634463.45     | 0.00%             | 2031-11-26      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| T/L RENAISSANCE 0.00% 04/05/30                | T/L RENAISSANCE HOLDING CORP 0.00000000                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3465654 | PA      | $2446544.00    | 0.01%             | 2030-04-05      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L JANE STREET G ZCP 12/15/31                | T/L JANE STREET GROUP LLC REGD ZCP TERM LOAN 0.00000000                                            | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |      4450178 | PA      | $4363711.05    | 0.01%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L MH SUB I 0% 12/31/31                      | T/L MH SUB I LLC   REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1860554 | PA      | $1231835.66    | 0.00%             | 2031-12-31      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| T/L FLUTTER FINA 0% 11/30/30/                 | T/L FLUTTER FINANCING B V      REGD 0.00000000                                                     | CUSIP: N3313EAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1755589 | PA      | $1733644.34    | 0.00%             | 2030-11-30      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| T/L ABG INTERM 00.00% 12/21/28                | T/L ABG INTERMEDIATE HOLDINGS  2 LLC 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1160630 | PA      | $1157403.34    | 0.00%             | 2028-12-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L RED VENTURES 0% 03/03/30                  | T/L RED VENTURES LLC (NEW      IMAGITAS INC) 0.00000000                                            | CUSIP: 75703UAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1435808 | PA      | $1262434.10    | 0.00%             | 2030-03-03      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L PLANVIEW PARE 0% 12/17/27                 | T/L PLANVIEW PARENT INC REGD 0.00000000                                                            | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4067123 | PA      | $3002065.41    | 0.01%             | 2027-12-17      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| T/L MCAFEE CORP 0% 03/01/29                   | T/L MCAFEE CORP  REGD 0.00000000                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1258191 | PA      | $1119790.19    | 0.00%             | 2029-03-01      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L KELSO IND 0% 12/30/2029                   | T/L KELSO INDUSTRIES LLC REGD 0.00000000                                                           | CUSIP: 48825CAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1339795 | PA      | $1323047.40    | 0.00%             | 2029-12-30      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| T/L MERCURY AGGREG 0% 04/03/26                | T/L MERCURY AGGREGATOR L P     REGD 0.00000000                                                     | CUSIP: BCGCCQEW4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1197022 | PA      | $0.00          | 0.00%             | 2027-04-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| T/L MERCURY AGGREG 0% 04/03/26                | T/L MERCURY AGGREGATOR L P     REGD 0.00000000                                                     | CUSIP: BCGCELV04<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       644807 | PA      | $0.00          | 0.00%             | 2027-04-03      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| T/L GENESYS    00.00% 01/30/32                | T/L GENESYS CLOUD SERVICES     HOLDINGS II  LLC 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       817676 | PA      | $781224.10     | 0.00%             | 2032-01-30      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L EOC BORROWER  ZCP 03/24/28                | T/L EOC BORROWER LLC REGD ZCP TERM LOAN 0.00000000                                                 | CUSIP: 26875YAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       623145 | PA      | $621070.13     | 0.00%             | 2028-03-24      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L BOXER PARENT 0% 07/30/31                  | T/L BOXER PARENT COMPANY INC   REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1196977 | PA      | $1106832.97    | 0.00%             | 2031-07-30      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L TRITON WATER 0% 03/31/2028                | T/L TRITON WATER HOLDINGS      REGD 0.00000000                                                     | CUSIP: 89678QAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       312292 | PA      | $312397.94     | 0.00%             | 2028-03-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L DTI HOLDCO 00.00% 04/26/29                | T/L DTI HOLDCO INC. 0.00000000                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1823233 | PA      | $1567980.24    | 0.00%             | 2029-04-26      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L SECRETARIAT 0% 02/28/32                   | T/L SECRETARIAT ADVISORS LLC   REGD 0.00000000                                                     | CUSIP: 81368NAN5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       843327 | PA      | $826460.42     | 0.00%             | 2032-02-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L SECRETARIAT 0% 02/28/32                   | T/L SECRETARIAT ADVISORS LLC   REGD 0.00000000                                                     | CUSIP: 81368NAP0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       102632 | PA      | $100579.34     | 0.00%             | 2032-02-28      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L QUARTZ ACQUIR 0% 06/28/30                 | T/L QUARTZ ACQUIRECO  LLC      REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1853145 | PA      | $1538110.36    | 0.00%             | 2030-06-28      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| T/L DK CROWN HOL 0% 02/25/32                  | T/L DK CROWN HOLDINGS INC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1485987 | PA      | $1483208.41    | 0.00%             | 2032-02-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| T/L IQVIA INC 00.00% 01/02/31                 | T/L IQVIA INC 0.00000000                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2091533 | PA      | $2095715.76    | 0.00%             | 2031-01-02      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| T/L BCPE EMPIRE    0% 12/11/30                | T/L BCPE EMPIRE HOLDINGS INC   FACILITY TERM LOAN B 0.00000000                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       326947 | PA      | $321633.92     | 0.00%             | 2030-12-11      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| T/L OREGON TOOL 0% 10/15/29                   | T/L OREGON TOOL LUX LP REGD 0.00000000                                                             | CUSIP: L7266PAC9<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |        57275 | PA      | $57990.52      | 0.00%             | 2029-10-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| T/L ASP BLADE HO 0% 10/15/29                  | T/L ASP BLADE HOLDINGS INC     REGD 0.00000000                                                     | CUSIP: L7266PAE5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |      1447973 | PA      | $1017201.37    | 0.00%             | 2029-10-15      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| T/L PEER HOLDING 0% 07/01/31                  | T/L PEER HOLDING III B V REGD 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      2498045 | PA      | $2490250.91    | 0.01%             | 2031-07-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| T/L MAGNITE INC 0% 02/06/31                   | T/L MAGNITE INC REGD 0.00000000                                                                    | CUSIP: 55955NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1631964 | PA      | $1611564.85    | 0.00%             | 2031-02-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L REPUBLIC 0% 03/05/27/EUR/                 | T/L REPUBLIC OF PANAMA REGD    /EUR/ 0.00000000                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | PA        |     28600000 | PA      | $33057309.44   | 0.07%             | 2027-03-05      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| T/L EAGLEVIEW 00.00% 08/14/28                 | T/L EAGLEVIEW TECHNOLOGY       CORPORTION 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2026757 | PA      | $1840558.70    | 0.00%             | 2028-08-14      | Variable      | 10.20%                | No            |                  2 | On Loan: No      |
| T/L NAKED JUICE 0% 01/24/29                   | T/L NAKED JUICE LLC REGD 0.00000000                                                                | CUSIP: 62984CAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6703587 | PA      | $6653309.69    | 0.01%             | 2029-01-24      | Variable      | 9.20%                 | No            |                  2 | On Loan: No      |
| T/L NAKED JUICE 0.00% 01/24/29                | T/L NAKED JUICE LLC ZCP 0.00000000                                                                 | CUSIP: 62984CAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1570428 | PA      | $828400.63     | 0.00%             | 2029-01-24      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| T/L BAKED JUICE 0.00% 01/24/30                | T/L NAKED JUICE LLC ZCP 0.00000000                                                                 | CUSIP: 62984CAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       351498 | PA      | $72643.99      | 0.00%             | 2030-01-24      | Variable      | 9.80%                 | No            |                  2 | On Loan: No      |
| T/L ANTYLIA SCIENT 0% 05/14/32                | T/L ANTYLIA SCIENTIFIC REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1129983 | PA      | $1117745.43    | 0.00%             | 2032-05-14      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| T/L SVF II FINCO 0% 04/25/29                  | T/L SVF II FINCO (CAYMAN) LP - SOFTBANK VISION FUND II B1     TRANCHE SOFR 0% 0.00000000           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |     19905336 | PA      | $20277565.99   | 0.04%             | 2029-04-25      | Variable      | 7.35%                 | No            |                  3 | On Loan: No      |
| T/L SVF II FINCO 0% 04/25/29                  | T/L SVF II FINCO (CAYMAN) LP - SOFTBANK VISION FUND II B2     TRANCHE SOFR 0% 0.00000000           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      2547336 | PA      | $2594971.22    | 0.01%             | 2029-04-25      | Variable      | 7.35%                 | No            |                  3 | On Loan: No      |
| T/L ENVALIOR 0% 04/01/30 /EUR/                | T/L ENVALIOR FINANCE GMBH REGD /EUR/ 0.00000000                                                    | CUSIP: D255LZAB1<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      4100000 | PA      | $4202910.95    | 0.01%             | 2030-04-01      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| T/L CLEANOVA MI 0.00% 05/22/32                | T/L CLEANOVA MIDCO LIMITED 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |       760590 | PA      | $758688.78     | 0.00%             | 2032-05-22      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| T/L FIRST EAGLE 0% 06/06/32                   | T/L FIRST EAGLE INVESTMENT     MANAGEMENT LLC REGD 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1858163 | PA      | $1829286.98    | 0.00%             | 2032-06-06      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| T/L FIRST EAGLE 0% 06/06/32                   | T/L FIRST EAGLE INVESTMENT     MANAGEMENT LLC REGD 0.00000000                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       318042 | PA      | $313100.04     | 0.00%             | 2032-06-06      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| T/L AMSPEC PARENT 0% 12/22/31                 | T/L AMSPEC PARENT LLC REGD 0.00000000                                                              | CUSIP: 03218AAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1888354 | PA      | $1880479.73    | 0.00%             | 2031-12-22      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| T/L ALBION FIN 00.00% 05/30/31                | T/L ALBION FINANCING 3 SARL 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1488750 | PA      | $1486427.55    | 0.00%             | 2031-05-30      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| T/L KUEHG CORP 0% 06/12/30                    | T/L KUEHG CORP REGD 0.00000000                                                                     | CUSIP: 50118YAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       728673 | PA      | $649298.30     | 0.00%             | 2030-06-12      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| T/L PRIORITY HOLDIN 0% 7/23/32                | T/L PRIORITY HOLDINGS LLC REGD 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2193557 | PA      | $2131874.22    | 0.00%             | 2032-07-23      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L C&S WHOLESALE 0% 08/06/30                 | T/L C&S WHOLESALE GROCERS INC. 0.00000000                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2384006 | PA      | $2326384.76    | 0.01%             | 2030-08-06      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| T/L ENTAIN HOLDING 0% 07/30/32                | T/L ENTAIN HOLDINGS            (GIBRALTAR) LIMITEDREGD TERM   LOAN 0.00000000                      | CUSIP: G3168QAB3<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |      3395959 | PA      | $3389608.61    | 0.01%             | 2032-07-30      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| T/L ABILENE DC 00.00% 06/09/28                | T/L ABILENE DC 7 LLC 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     34124508 | PA      | $34124508.14   | 0.07%             | 2028-06-09      | Variable      | 3.28%                 | No            |                  3 | On Loan: No      |
| T/L ABILENE DC 00.00% 06/09/28                | T/L ABILENE DC 4 LLC 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33751542 | PA      | $33751542.11   | 0.07%             | 2028-06-09      | Variable      | 4.68%                 | No            |                  3 | On Loan: No      |
| T/L HEARTLAND 0% 08/07/32                     | T/L HEARTLAND DENTAL LLC       REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2158346 | PA      | $2152216.26    | 0.00%             | 2032-08-07      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| T/L ABILENE DC 00.00% 06/09/28                | T/L ABILENE DC 5 LLC 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     33323950 | PA      | $33323949.74   | 0.07%             | 2028-06-09      | Variable      | 4.01%                 | No            |                  3 | On Loan: No      |
| T/L CLOUD SOFT 00.00% 03/21/31                | T/L CLOUD SOFTWARE GROUP INC. 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1128403 | PA      | $1030231.66    | 0.00%             | 2031-03-21      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| T/L QUIDELORTHO CO 0% 08/13/32                | T/L QUIDELORTHO CORPORATION    REGD TERM LOAN 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1962082 | PA      | $1957785.13    | 0.00%             | 2032-08-13      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM 0% 08/13/32                     | T/L TRANSDIGM INC  REGD 0.00000000                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2171474 | PA      | $2170953.08    | 0.00%             | 2032-08-13      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| T/L QUIDELORTHO C ZCP 08/21/30                | T/L QUIDELORTHO CORP REGD ZCP TERM LOAN 0.00000000                                                 | CUSIP: 74840YAF1<br>LEI: 549300YU8CMO9HF53113 | Long             | LON              | CORP              | US        |      1615873 | PA      | $1539118.58    | 0.00%             | 2030-08-21      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L SOUTH FIELD 0% 08/29/31                   | T/L SOUTH FIELD ENERGY LLC     REGD 0.00000000                                                     | CUSIP: 83783XAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       703967 | PA      | $704410.94     | 0.00%             | 2031-08-29      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| T/L SOUTH FIELD 0% 08/29/31                   | T/L SOUTH FIELD ENERGY LLC     REGD 0.00000000                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |        44023 | PA      | $44050.63      | 0.00%             | 2031-08-29      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| T/L UFC HOLD 0% 11/21/31                      | T/L UFC HOLDINGS LLC REGD 0.00000000                                                               | CUSIP: 90266UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1714113 | PA      | $1711918.93    | 0.00%             | 2031-11-21      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| T/L TRANSDIGM INC 0% 3/22/30                  | T/L TRANSDIGM INC 0.00000000                                                                       | CUSIP: 89364MCF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2203936 | PA      | $2203340.96    | 0.00%             | 2030-03-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L SKYMILES IP LT 0% 10/20/27                | T/L SKYMILES IP LTD REGD 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | KY        |      2357864 | PA      | $2365244.41    | 0.01%             | 2027-10-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| T/L LAVENDER DUTCH 0% 09/27/32                | T/L LAVENDER DUTCH BORROWERCO  B V  REGD 0.00000000                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |      1850995 | PA      | $1820916.07    | 0.00%             | 2032-09-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L PEER HOLDING 0% 09/25/32                  | T/L PEER HOLDING III B.V. 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2324377 | PA      | $2301133.33    | 0.01%             | 2032-09-25      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| T/L CELSIUS HOLDI 0% 04/01/32                 | T/L CELSIUS HOLDINGS INC REGD 0.00000000                                                           | CUSIP: 15118XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       937229 | PA      | $938110.20     | 0.00%             | 2032-04-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| T/L ZAYO GROUP HOL 0% 03/25/30                | T/L ZAYO GROUP HOLDINGS INC 0.00000000                                                             | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       981330 | PA      | $962036.87     | 0.00%             | 2030-03-25      | Variable      | 6.78%                 | No            |                  2 | On Loan: No      |
| T/L ZIGGO FINAN 0% 01/31/2033                 | T/L ZIGGO FINANCING            PARTNERSHIP REGD 0.00000000                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1569188 | PA      | $1523288.99    | 0.00%             | 2033-01-31      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FRA 00.00% 05/31/31                | T/L ALTICE FRANCE S.A. 0.00000000                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |        75199 | PA      | $86834.57      | 0.00%             | 2031-05-31      | Variable      | 8.89%                 | No            |                  2 | On Loan: No      |
| T/L ALTICE FRA 0% 05/31/31                    | T/L ALTICE FRANCE S.A. REGD 0.00000000                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |     20865045 | PA      | $20878190.43   | 0.05%             | 2031-05-31      | Variable      | 10.55%                | No            |                  2 | On Loan: No      |
| T/L FIRST BRANDS  ZCP 06/29/26                | T/L FIRST BRANDS GROUP LLC____  REGD ZCP TERM LOAN 0.00000000                                      | CUSIP: 31935HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         1047 | PA      | $240.86        | 0.00%             | 2026-06-29      | Variable      | 13.67%                | No            |                  2 | On Loan: No      |
| T/L FIRST BRAND 0.00% 06/29/26                | T/L FIRST BRANDS GROUP LLC 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       284449 | PA      | $190.58        | 0.00%             | 2026-06-29      | Variable      | 10.67%                | No            |                  2 | On Loan: No      |
| T/L OPAL US LLC 0.00% 04/28/32                | T/L OPAL US LLC 0.00000000                                                                         | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1090414 | PA      | $1089279.49    | 0.00%             | 2032-04-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| T/L RAISING CANES 0% 10/25/32                 | T/L RAISING CANES RESTAURANTS  LLC REGD 0.00000000                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1574556 | PA      | $1563739.26    | 0.00%             | 2032-10-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| T/L SONARSOURCE 0.00% 12/31/49                | T/L SONARSOURCE FINANCING LLC  0% 0.00000000                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1585207 | PA      | $1446501.24    | 0.00%             | 2049-12-31      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| T/L VOYAGER PAR 0% 07/01/32                   | T/L VOYAGER PARENT LLC REGD 0.00000000                                                             | CUSIP: 92921HAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2322880 | PA      | $2304482.31    | 0.01%             | 2032-07-01      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE INC. 0% 12/31/49                | T/L MODIVCARE INC 0% 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      2345000 | PA      | $2321550.00    | 0.01%             | 2030-12-29      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| T/L MODIVCARE BUYE 0% 12/01/30                | T/L MODIVCARE BUYER LLC 0% 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      3296841 | PA      | $3037214.76    | 0.01%             | 2030-12-01      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| T/L LSF12 CROWN 0% 12/02/31                   | T/L LSF12 CROWN US COMMERCIAL  BIDCO LLC REGD 0.00000000                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1022220 | PA      | $1022219.75    | 0.00%             | 2031-12-02      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| T/L HOLOGIC INC 0% 01/14/33                   | T/L HOLOGIC INC REGD 0.00000000                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      1349775 | PA      | $1332902.84    | 0.00%             | 2033-01-14      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L FUGUE FINANCE 0% 01/09/32                 | T/L FUGUE FINANCE LLC 0% 0.00000000                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       926081 | PA      | $913060.45     | 0.00%             | 2032-01-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| T/L BLACKHAWK 00.00% 03/12/29                 | T/L BLACKHAWK NETWORK          HOLDINGS INC. - TERM LOAN B 0% 0.00000000                           | CUSIP: 09238FAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1393459 | PA      | $1373602.60    | 0.00%             | 2029-03-12      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| T/L POTOMAC ENE 0.00% 08/05/32                | T/L POTOMAC ENERGY CENTER LLC 0.00000000                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       673887 | PA      | $673887.40     | 0.00%             | 2032-08-05      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| T/L THE MICHAELS 0% 02/18/33                  | T/L THE MICHAELS COMPANIES     INC REGD 0.00000000                                                 | CUSIP: 59408UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      3900000 | PA      | $3776370.00    | 0.01%             | 2033-02-18      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| T/L DELIVERY HERO 0% 06/30/32                 | T/L DELIVERY HERO SE REGD 0.00000000                                                               | CUSIP: D2007ZAG2<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |      1315240 | PA      | $1270034.96    | 0.00%             | 2032-06-30      | Variable      | 8.72%                 | No            |                  2 | On Loan: No      |
| T/L ADVANTAGE SALE 0% 04/19/30                | T/L ADVANTAGE SALES            & MARKETING INC REGD 0.00000000                                     | CUSIP: 00769EBC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1346456 | PA      | $1009842.32    | 0.00%             | 2030-04-19      | Variable      | 9.78%                 | No            |                  2 | On Loan: No      |
| T/L XEROX CORPORA 0% 11/19/29                 | T/L XEROX CORPORATION REGD 0.00000000                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |      4090318 | PA      | $2863222.58    | 0.01%             | 2029-11-19      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| T/L BCPE EMPIRE HO 0% 12/29/32                | T/L BCPE EMPIRE HOLDINGS INC   REGD 0.00000000                                                     | CUSIP: 05550HAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4392607 | PA      | $4318503.36    | 0.01%             | 2032-12-29      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| T/L ARCWOOD ENV 0% 03/20/33                   | T/L ARCWOOD ENVIRONMENTAL      INC REGD 0.00000000                                                 | CUSIP: 03970GAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       996554 | PA      | $996554.34     | 0.00%             | 2033-03-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L PRIMO BRANDS  ZCP 03/19/31                | T/L PRIMO BRANDS CORP REGD ZCP TERM LOAN 0.00000000                                                | CUSIP: 89678QAF3<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |       777456 | PA      | $778303.93     | 0.00%             | 2031-03-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| T/L OAK-EAGLE ACQ 0% 03/24/33                 | T/L OAK-EAGLE ACQUIRECO INC    REGD 0.00000000                                                     | CUSIP: 67123SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       519231 | PA      | $515985.64     | 0.00%             | 2033-03-24      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| DPF 2022-1  V/R 01/28/27 /EUR/                | DUTCH PROPERTY FINANCE 2022-1 BV SER 2022-1 CL A V/R REGD REG S /EUR/ 2.78800000                   | CUSIP: N2819YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | NL        |      6877424 | PA      | $7952426.32    | 0.02%             | 2059-10-28      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| ENBW INTL 5.792% 02/26/36/AUD/                | ENBW INTL FINANCE BV /AUD/ REGD REG S MTN 5.79230000                                               | CUSIP: N2960PNK5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |      6680000 | PA      | $4445665.84    | 0.01%             | 2036-02-26      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZU 9% 05/07/23/               | REPUBLIC OF VENEZUELA REGD 9.00000000                                                              | CUSIP: P17625AA5<br>LEI: N/A                  | Long             | DBT              | USGA              | VE        |      7405000 | PA      | $3313737.50    | 0.01%             | 2049-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CEMEX SAB DE C 3.875% 07/11/31                | CEMEX SAB DE CV REGD REG S 3.87500000                                                              | CUSIP: P2253TJR1<br>LEI: 549300RIG2CXWN6IV731 | Long             | DBT              | CORP              | MX        |     11915000 | PA      | $11122310.54   | 0.02%             | 2031-07-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 3.7% 10/07/33                | REPUBLIC OF GUATEMALA REGD REG S 3.70000000                                                        | CUSIP: P5015VAM8<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      2000000 | PA      | $1744000.00    | 0.00%             | 2033-10-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUAT 6.6% 06/13/36                | REPUBLIC OF GUATEMALA REGD REG S 6.60000000                                                        | CUSIP: P5015VAQ9<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      1200000 | PA      | $1259400.00    | 0.00%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUA 6.25% 08/15/36                | REPUBLIC OF GUATEMALA REGD REG S 6.25000000                                                        | CUSIP: P5015VAU0<br>LEI: N/A                  | Long             | DBT              | USGA              | GT        |      8750000 | PA      | $8894375.00    | 0.02%             | 2036-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE V 5.375% 04/12/27                | PETROLEOS DE VENEZUELA S REGD 5.37500000                                                           | CUSIP: P7807HAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |      2052000 | PA      | $681879.60     | 0.00%             | 2027-04-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VE 9.75% 05/17/35 /              | PETROLEOS DE VENEZUELA S REGD 0.00000000                                                           | CUSIP: P7807HAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | VE        |       830000 | PA      | $344699.00     | 0.00%             | 2035-05-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PARENT INC /PFD/                   | WINDSTREAM PARENT INC         /PREFERRED/ 0.00000000                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |           72 | NS      | $72220.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| SOUTH AFRICA ZCP 04/22/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VSK0<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    241100000 | PA      | $14193561.45   | 0.03%             | 2026-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 05/06/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VSM6<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    121700000 | PA      | $7146132.66    | 0.02%             | 2026-05-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 05/13/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VSN4<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |     54600000 | PA      | $3201957.29    | 0.01%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 05/20/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VSP9<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    136500000 | PA      | $7994621.78    | 0.02%             | 2026-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 07/22/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VSY0<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    317100000 | PA      | $18355675.38   | 0.04%             | 2026-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 08/05/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VTA1<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    219700000 | PA      | $12683276.29   | 0.03%             | 2026-08-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 08/19/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VTC7<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    156300000 | PA      | $8998646.73    | 0.02%             | 2026-08-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 10/28/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VTN3<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |     47230000 | PA      | $2681225.71    | 0.01%             | 2026-10-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 11/04/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VTP8<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |      5100000 | PA      | $289105.30     | 0.00%             | 2026-11-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 11/18/26/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VTR4<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    272100000 | PA      | $15379652.40   | 0.03%             | 2026-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA ZCP 01/27/27/ZAR/                | SOUTH AFRICAN T-BILLS /ZAR/ REGD ZCP SER 364D 0.00000000                                           | CUSIP: S3242VUB7<br>LEI: N/A                  | Long             | STIV             | USGA              | ZA        |    317220000 | PA      | $17659735.12   | 0.04%             | 2027-01-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2026 JPM LONG                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $177.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US00206RHW51 01.000 SP 06/20/2026 GOLDUS33XXX FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $5507.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2026 MSCSUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $2432.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZEB4 01.000 SP 12/20/2026 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $68498.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2026 CHASUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $1816.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $2797.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 MSCSUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-74.86        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 GSILGB2XXXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-158.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US345397YG20 05.000 SP 06/20/2026 GOLDUS33XXX FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $109317.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 06/20/2027 CHASUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-33.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFC1 01.000 SP 12/20/2027 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $13668.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRZH6 05.000 SP 12/20/2027 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $37891.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 GSILGB2XXXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-2441.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 MSCSUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-3052.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US195325BB02 01.000 SP 12/20/2027 BNPAFRPPXXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-1831.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 06/20/2028 MSCSUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $2788.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFD9 01.000 SP 06/20/2028 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-5099.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US00206RHW51 01.000 SP 06/20/2028 GOLDUS33XXX FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $17300.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFE7 01.000 SP 12/20/2028 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-1217.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2028 MSCSUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $9776.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US91087BAC46 01.000 SP 12/20/2028 GSILGB2XXXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $1777.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFF4 01.000 SP 06/20/2029 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-2132.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFG2 01.000 SP 12/20/2029 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-4242.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD3 05.000 SP 12/20/2029 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $1173388.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFH0 01.000 NA 06/20/2030 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-1330.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD4 05.000 SP 06/20/2030 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $155229.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS US097023CY98 01.000 SP 12/20/2030 GOLDUS33XXX FIXED                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $58551.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFI8 01.000 SP 12/20/2030 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-5918.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAD5 05.000 SP 12/20/2030 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $11525988.40   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS JP367240BP19 01.000 SP 12/20/2030 CHASUS33XXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | JP        |            1 | NC      | $-59131.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS JP367240BP19 01.000 SP 12/20/2030 GSILGB2XXXX LONG                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | JP        |            1 | NC      | $-59131.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BZFJ6 01.000 SP 06/20/2031 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $-8457.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDX 2I65BRAE1 05.000 SP 06/20/2031 GOLDUS33XXX FIXED                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $2841290.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CXT 2I667KMH8 05.000 SP 12/20/2030 BNPAFRPPXXX LONG                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $2081285.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CXT 2I667KMH8 05.000 SP 12/20/2030 BOFAUS6NGFX LONG                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $4022483.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CXT 2I667KMH8 05.000 SP 12/20/2030 CHASUS33XXX LONG                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |            1 | NC      | $1961211.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | CDS NA 04.750 SP 07/06/2026 DUB LONG                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $11946.83      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | CDS NA 04.850 SP 07/06/2026 DUB LONG                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |            1 | NC      | $24668.87      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| N/A                                           | IRS RER6MP00.50 06/17/50 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $4750611.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RER6MP00.83 12/09/52 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $19533704.81   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.75 06/21/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $21606776.95   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR01.50 06/17/50 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $36277026.35   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR01.25 12/16/50 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $24019606.68   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP02.25 03/12/50 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $1067620.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.25 12/20/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $18973589.91   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 06/20/54 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $9532362.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R10.3275PBZDIOVRA 01/04/27 GOLD FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-7475191.39   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.75PNF3F 06/19/29 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | NZ        |            1 | NC      | $1004114.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 12/18/54 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $14061489.87   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.15 11/15/53 GOLD FLOAT                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $28230038.58   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.17 11/15/53 GOLD FLOAT                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $17335529.73   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.15 11/15/53 GOLD FLOAT                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $8108881.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.25 03/19/55 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $16182211.45   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.25 03/19/55 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $14382548.92   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.02PMXIB 12/17/29 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $138705.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.99PMXIB 12/18/29 GOLD FIXED                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $99757.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.13PMXIB 12/27/29 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $219244.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.15PMXIB 12/31/29 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $223381.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.00PJI3M 01/03/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $35913.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.00PJI3M 01/06/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $35961.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.01PJI3M 01/07/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $35820.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.03PJI3M 01/07/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $37605.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $39614.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.05PJI3M 01/07/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $40060.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.06PJI3M 01/08/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $123312.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.08PJI3M 01/08/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $59674.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R08.20PJI3M 01/10/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $267549.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R09.10PMXIB 03/13/30 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | MX        |            1 | NC      | $595539.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.50 09/17/55 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $8015940.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 09/17/35 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $1028519.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.50PBW6M 06/18/35 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |            1 | NC      | $-799595.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.2914PBZDIOVRA 01/02/29 GOLD FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-701961.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.9271PBZDIOVRA 01/04/27 GOLD FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-402913.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R14.0087PBZDIOVRA 01/04/27 GOLD FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-244112.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.3537PBZDIOVRA 01/02/29 GOLD FIXED                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-1265630.73   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 09/17/32 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-653248.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 12/17/30 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-198387.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS PSOFRR03.75 12/17/32 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-328751.14    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 12/17/35 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $159344.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.97 11/15/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $1056844.95    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.08 11/15/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $862736.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 03/18/33 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-37960.04     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 03/18/33 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $-20459.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS P03.00RER6M 09/16/56 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |            1 | NC      | $-191097.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R03.50PSO/N 03/18/31 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $-7470234.29   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP04.00 03/18/36 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $659029.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSO/NP04.50 03/18/56 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |            1 | NC      | $33708.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.01 11/15/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $53392.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.01 11/15/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $55781.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.67 02/15/36 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $114721.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.33 08/31/30 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $116821.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R04.48PPR6M 03/11/36 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CZ        |            1 | NC      | $-1832.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.40 08/31/30 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $28453.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.99 11/15/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $61282.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.52PBZDIOVRA 01/02/31 GOLD FIXED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-84241.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.56PBZDIOVRA 01/02/31 GOLD FIXED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-16723.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.67PBZDIOVRA 01/02/31 GOLD FIXED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-1297.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.35PBZDIOVRA 01/02/31 GOLD FIXED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-53127.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R06.77PJI3M 03/10/28 GOLDUS33XXX FIXED                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | ZA        |            1 | NC      | $-31025.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.245PBZDIOVRA 01/02/31 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-32286.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.255PBZDIOVRA 01/02/31 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-286331.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.71 11/15/35 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $55243.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.56 01/31/33 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $36996.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.06 02/15/46 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $34183.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.07 02/15/46 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $65845.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.42 08/31/30 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $39494.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.05 02/15/56 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $37214.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP03.75 02/15/36 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $130966.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.05 02/15/56 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $39795.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.08 11/15/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $19115.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.44PBZDIOVRA 01/02/31 GOLD FIXED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-12764.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS R13.435PBZDIOVRA 01/02/31 GOLD FIXED                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | BR        |            1 | NC      | $-12939.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                           | IRS RSOFRP04.08 11/15/53 GOLDUS33XXX FLOAT                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |            1 | NC      | $27685.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO  7.2% 11/28/33                | INTESA SANPAOLO SPA REGD REG S 7.20000000                                                          | CUSIP: T5R13TXR6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      1100000 | PA      | $1233557.05    | 0.00%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROU 5.773% 01/10/33                | CVS PASS-THROUGH TRUST REGD 5.77300000                                                             | CUSIP: U15149AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      1494453 | PA      | $1515326.19    | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| RIO OIL FINANCE 9.75% 01/06/27                | RIO OIL FINANCE TRUST REGD REG S 9.75000000                                                        | CUSIP: U76673AB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        44034 | PA      | $44914.71      | 0.00%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM PAR WT EX 08/01/35                 | WINDSTREAM PARENT INC_________  WARRANTS EXP 08/01/35 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               | CORP              | US        |         2205 | NS      | $18606.67      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MVM ENERGETIKA Z 6.5% 03/13/31                | MVM ENERGETIKA ZRT REGD REG S 6.50000000                                                           | CUSIP: X5T03SAD9<br>LEI: 529900ELI5AQ9F74PF85 | Long             | DBT              | CORP              | HU        |      1200000 | PA      | $1237398.65    | 0.00%             | 2031-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NPC UKRENERGO 6.875% 11/09/28                 | NPC UKRENERGO REGD REG S 0.00000000                                                                | CUSIP: X6S5XWAA1<br>LEI: 8945009LCLS92V4AK321 | Long             | DBT              | CORP              | UA        |       400000 | PA      | $367882.04     | 0.00%             | 2028-11-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA 5.75% 03/24/35                        | ROMANIA REGD REG S 5.75000000                                                                      | CUSIP: X7360WDA7<br>LEI: N/A                  | Long             | DBT              | USGA              | RO        |      1926000 | PA      | $1820979.80    | 0.00%             | 2035-03-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RUSSIAN FEDERA 5.625% 04/04/42                | RUSSIAN FEDERATION REGD 5.62500000                                                                 | CUSIP: X74344DS2<br>LEI: N/A                  | Long             | DBT              | USGA              | RU        |      1200000 | PA      | $810036.92     | 0.00%             | 2042-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| THAMES WAT 9.75% 10/10/27/GBP/                | THAMES WATER SUPER SEN /GBP/ REGD 144A P/P 9.75000000                                              | CUSIP: N/A<br>LEI: 635400LBEYCV7F4FC741       | Long             | DBT              | CORP              | GB        |       110217 | PA      | $160510.93     | 0.00%             | 2027-10-10      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Bridge Builder Trust

**Signature:** Aaron Masek

**Name of Signer:** Aaron Masek

**Title:** Principal Financial Officer