# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-25-000142
**Filing Date:** 2025-11
**Character Count:** 712955
**Document Hash:** 018ae9e7af8925f194e49a31264c4557
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-25-000142.hdr.sgml**: 20251125

**ACCESSION NUMBER**: 0000794105-25-000142

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251125

**DATE AS OF CHANGE**: 20251125

**PERIOD START**: 20251231

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 251518318

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

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

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

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

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

## Series and Classes Contracts Data

### Vanguard Ultra-Short Bond ETF (Series ID: S000071399)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000226472 | ETF Shares   | VUSB            |

## Nport-Ex

Vanguard<sup>®</sup> Ultra-Short Bond ETF

#### Schedule of Investments (unaudited)
As of September 30, 2025

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

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| **U.S. Government and Agency Obligations (1.5%)** | **U.S. Government and Agency Obligations (1.5%)** | **U.S. Government and Agency Obligations (1.5%)** | **U.S. Government and Agency Obligations (1.5%)** | **U.S. Government and Agency Obligations (1.5%)** | **U.S. Government and Agency Obligations (1.5%)** |
| **U.S. Government Securities (1.5%)** | **U.S. Government Securities (1.5%)** | **U.S. Government Securities (1.5%)** | **U.S. Government Securities (1.5%)** | **U.S. Government Securities (1.5%)** | **U.S. Government Securities (1.5%)** |
| <sup>1</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp;12/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 31798 | &nbsp;&nbsp; 30850 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11380 | &nbsp;&nbsp; 11058 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 775 | &nbsp;&nbsp; 777 |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19000 | &nbsp;&nbsp; 19028 |
| <sup>2</sup> | &nbsp;&nbsp;&nbsp;United States Treasury Note/Bond | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28500 | &nbsp;&nbsp; 28773 |
| **Total U.S. Government and Agency Obligations (Cost $90,417)** | **Total U.S. Government and Agency Obligations (Cost $90,417)** | **Total U.S. Government and Agency Obligations (Cost $90,417)** | **Total U.S. Government and Agency Obligations (Cost $90,417)** | **Total U.S. Government and Agency Obligations (Cost $90,417)** | &nbsp;&nbsp;&nbsp;&nbsp;**90486** |
| **Asset-Backed/Commercial Mortgage-Backed Securities (27.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (27.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (27.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (27.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (27.9%)** | **Asset-Backed/Commercial Mortgage-Backed Securities (27.9%)** |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Alloya Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp;12/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2176 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Alloya Auto Receivables Trust Class A4 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 812 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.310% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2 | &nbsp;&nbsp; 2 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1372 | &nbsp;&nbsp; 1384 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5786 | &nbsp;&nbsp; 5823 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 4090 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Auto Receivables Trust Class B Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 722 | &nbsp;&nbsp; 724 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.681% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 547 | &nbsp;&nbsp; 556 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1185 | &nbsp;&nbsp; 1195 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.452% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5270 | &nbsp;&nbsp; 5281 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.827% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 753 | &nbsp;&nbsp; 765 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.117% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 842 | &nbsp;&nbsp; 850 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.648% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1784 | &nbsp;&nbsp; 1790 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.022% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1689 | &nbsp;&nbsp; 1714 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.215% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1783 | &nbsp;&nbsp; 1792 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.844% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2528 | &nbsp;&nbsp; 2535 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.315% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 203 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 441 | &nbsp;&nbsp; 443 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ally Bank Auto Credit-Linked Notes Class D Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.991% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp; 1184 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Issuer Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6800 | &nbsp;&nbsp; 6816 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4003 | &nbsp;&nbsp; 4012 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;American Heritage Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2170 | &nbsp;&nbsp; 2190 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2471 | &nbsp;&nbsp; 2478 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3779 | &nbsp;&nbsp; 3807 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;AmeriCredit Automobile Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.430% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8590 | &nbsp;&nbsp; 8680 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/17/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 301 | &nbsp;&nbsp; 301 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2091 | &nbsp;&nbsp; 2108 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1614 | &nbsp;&nbsp; 1624 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.540% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1404 | &nbsp;&nbsp; 1415 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/17/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2510 | &nbsp;&nbsp; 2519 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;ARI Fleet Lease Trust Class A2 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4300 | &nbsp;&nbsp; 4327 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;AutoNation Finance Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4870 | &nbsp;&nbsp; 4917 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2020-2A | &nbsp;&nbsp;&nbsp;&nbsp; 2.020% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2325 | &nbsp;&nbsp; 2313 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class A Series 2022-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3590 | &nbsp;&nbsp; 3634 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2022-5A | &nbsp;&nbsp;&nbsp;&nbsp; 6.240% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 150 | &nbsp;&nbsp; 151 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Avis Budget Rental Car Funding AESOP LLC Class C Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.180% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 480 | &nbsp;&nbsp; 485 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3152 | &nbsp;&nbsp; 3177 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bank of America Auto Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4283 | &nbsp;&nbsp; 4330 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class AR Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.053% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 950 | &nbsp;&nbsp; 950 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Basswood Park CLO Ltd. Class BR Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.523% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 1270 | &nbsp;&nbsp; 1268 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Bayview Opportunity Master Fund VII Trust Class B Series 2024-SN1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp; 1361 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Benchmark Mortgage Trust Class AAB Series 2019-B15 | &nbsp;&nbsp;&nbsp;&nbsp; 2.859% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2072 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1680 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.990% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 596 | &nbsp;&nbsp; 597 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9392 | &nbsp;&nbsp; 9424 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 6/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8100 | &nbsp;&nbsp; 8162 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.210% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5200 | &nbsp;&nbsp; 5218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;BMW Vehicle Lease Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7210 | &nbsp;&nbsp; 7289 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;BofA Auto Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3480 | &nbsp;&nbsp; 3514 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5860 | &nbsp;&nbsp; 5879 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Bridgecrest Lending Auto Securitization Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 2167 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Multi-Asset Execution Trust Class A Series 2022-A3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1501 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Capital One Prime Auto Receivables Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1187 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2024-1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.724% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1163 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Capital Street Master Trust Class A Series 2025-1, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.489% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6060 | &nbsp;&nbsp; 6060 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A2A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 143 | &nbsp;&nbsp; 143 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A2A Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4365 | &nbsp;&nbsp; 4373 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2022-2 | &nbsp;&nbsp;&nbsp;&nbsp; 3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp; 78 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 | &nbsp;&nbsp; 3864 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7410 | &nbsp;&nbsp; 7471 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CarMax Auto Owner Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp; 871 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Class A3 Series 2024-P4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3230 | &nbsp;&nbsp; 3251 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 6.280% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 755 | &nbsp;&nbsp; 764 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4517 | &nbsp;&nbsp; 4558 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;CCG Receivables Trust Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2140 | &nbsp;&nbsp; 2152 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.753% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 11557 | &nbsp;&nbsp; 11606 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.851% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 1023 | &nbsp;&nbsp; 1027 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Credit Linked Notes Class D Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.047% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 384 | &nbsp;&nbsp; 385 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3251 | &nbsp;&nbsp; 3285 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 7640 | &nbsp;&nbsp; 7691 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 965 | &nbsp;&nbsp; 971 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 6.160% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2035 | &nbsp;&nbsp;&nbsp;&nbsp; 2799 | &nbsp;&nbsp; 2839 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Chesapeake Funding II LLC Class A1 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2036 | &nbsp;&nbsp;&nbsp;&nbsp; 1831 | &nbsp;&nbsp; 1854 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Citigroup Commercial Mortgage Trust Class AAB Series 2019-GC41 | &nbsp;&nbsp;&nbsp;&nbsp; 2.720% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2056 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp; 632 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.840% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2490 | &nbsp;&nbsp; 2508 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.830% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5491 | &nbsp;&nbsp; 5534 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7209 | &nbsp;&nbsp; 7250 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8460 | &nbsp;&nbsp; 8528 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.190% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 225 | &nbsp;&nbsp; 225 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;CNH Equipment Trust Class A3 Series 2022-A | &nbsp;&nbsp;&nbsp;&nbsp; 2.940% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1559 | &nbsp;&nbsp; 1554 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Crossroads Asset Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4110 | &nbsp;&nbsp; 4136 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1128 | &nbsp;&nbsp; 1130 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1041 | &nbsp;&nbsp; 1046 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4734 | &nbsp;&nbsp; 4766 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1403 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1511 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2160 | &nbsp;&nbsp; 2182 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Dell Equipment Finance Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 210 | &nbsp;&nbsp; 213 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3022 | &nbsp;&nbsp; 3033 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAA LLC Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2630 | &nbsp;&nbsp; 2679 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAD LLC Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 731 | &nbsp;&nbsp; 735 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLAD LLC Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4110 | &nbsp;&nbsp; 4132 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;DLLST LLC Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2658 | &nbsp;&nbsp; 2670 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2462 | &nbsp;&nbsp; 2464 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7400 | &nbsp;&nbsp; 7410 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 21860 | &nbsp;&nbsp; 22016 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 9760 | &nbsp;&nbsp; 9760 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4060 | &nbsp;&nbsp; 4080 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4620 | &nbsp;&nbsp; 4635 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8350 | &nbsp;&nbsp; 8413 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp; 2635 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Drive Auto Receivables Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 7320 | &nbsp;&nbsp; 7304 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.510% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1063 | &nbsp;&nbsp; 1066 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1523 | &nbsp;&nbsp; 1533 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 6.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3408 | &nbsp;&nbsp; 3459 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1293 | &nbsp;&nbsp; 1304 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1604 | &nbsp;&nbsp; 1612 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.310% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1037 | &nbsp;&nbsp; 1043 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2293 | &nbsp;&nbsp; 2301 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1939 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7680 | &nbsp;&nbsp; 7720 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A2 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5960 | &nbsp;&nbsp; 5992 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Enterprise Fleet Financing LLC Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5240 | &nbsp;&nbsp; 5293 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class B Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1170 | &nbsp;&nbsp; 1184 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Evergreen Credit Card Trust Class C Series 2025-CRT5 | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1110 | &nbsp;&nbsp; 1122 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Automobile Receivables Trust Class A3 Series 2025-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.390% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 | &nbsp;&nbsp; 3393 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Exeter Select Automobile Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2720 | &nbsp;&nbsp; 2737 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2024-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.356% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1728 | &nbsp;&nbsp; 1731 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R01, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.306% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2303 | &nbsp;&nbsp; 2304 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R02, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.356% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2973 | &nbsp;&nbsp; 2977 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1A1 Series 2025-R04, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.356% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1842 | &nbsp;&nbsp; 1844 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2023-R06, SOFR30A + 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6.056% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 538 | &nbsp;&nbsp; 540 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R01, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.406% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4192 | &nbsp;&nbsp; 4192 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R02, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.456% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 640 | &nbsp;&nbsp; 640 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 1M1 Series 2024-R06, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.406% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 682 | &nbsp;&nbsp; 682 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2025-R03, SOFR30A + 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5.806% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 2417 | &nbsp;&nbsp; 2432 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2A1 Series 2025-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.356% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3749 | &nbsp;&nbsp; 3755 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2023-R07, SOFR30A + 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6.306% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2043 | &nbsp;&nbsp;&nbsp;&nbsp; 1589 | &nbsp;&nbsp; 1596 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Fannie Mae Connecticut Avenue Securities Trust Class 2M1 Series 2024-R05, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.356% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 966 | &nbsp;&nbsp; 966 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;FCCU Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4100 | &nbsp;&nbsp; 4142 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Federal Home Loan Mortgage Corp. STACR REMICS Trust Class A1 Series 2025-DNA3, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 5970 | &nbsp;&nbsp; 5972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Auto Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9845 | &nbsp;&nbsp; 9936 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.720% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 | &nbsp;&nbsp; 5030 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.870% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp; 872 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 720 | &nbsp;&nbsp; 725 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.780% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 | &nbsp;&nbsp; 2287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7050 | &nbsp;&nbsp; 7084 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3360 | &nbsp;&nbsp; 3381 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3190 | &nbsp;&nbsp; 3215 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 | &nbsp;&nbsp; 2287 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.960% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 960 | &nbsp;&nbsp; 972 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Lease Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1257 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp; 3.880% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 10300 | &nbsp;&nbsp; 10279 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1874 | &nbsp;&nbsp; 1880 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2631 | &nbsp;&nbsp; 2650 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class A4 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2040 | &nbsp;&nbsp; 2072 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class B Series 2020-2 | &nbsp;&nbsp;&nbsp;&nbsp; 1.490% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 2690 | &nbsp;&nbsp; 2686 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Class C Series 2022-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2670 | &nbsp;&nbsp; 2677 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 23710 | &nbsp;&nbsp; 23821 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Class A1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.290% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8650 | &nbsp;&nbsp; 8814 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2772 | &nbsp;&nbsp; 2786 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2024-DNA3, SOFR30A + 1.050% | &nbsp;&nbsp;&nbsp;&nbsp; 5.406% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp; 1157 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.306% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 848 | &nbsp;&nbsp; 849 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-DNA2, SOFR30A + 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5.456% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 3179 | &nbsp;&nbsp; 3187 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class A1 Series 2025-HQA1, SOFR30A + 0.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5.306% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2045 | &nbsp;&nbsp;&nbsp;&nbsp; 1638 | &nbsp;&nbsp; 1639 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA1, SOFR30A + 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5.706% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 3537 | &nbsp;&nbsp; 3543 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA2, SOFR30A + 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5.556% | &nbsp;&nbsp;&nbsp;&nbsp; 5/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 4154 | &nbsp;&nbsp; 4154 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-DNA3, SOFR30A + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.356% | &nbsp;&nbsp;&nbsp;&nbsp;10/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 596 | &nbsp;&nbsp; 595 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-HQA1, SOFR30A + 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5.606% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 1555 | &nbsp;&nbsp; 1557 |
| <sup>3,4,5,6</sup> | &nbsp;&nbsp;&nbsp;Freddie Mac STACR REMICS Trust Class M1 Series 2024-HQA2, SOFR30A + 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 5.556% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2044 | &nbsp;&nbsp;&nbsp;&nbsp; 2429 | &nbsp;&nbsp; 2431 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class A3 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2640 | &nbsp;&nbsp; 2651 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Receivables Issuer Trust Class B Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 | &nbsp;&nbsp; 3172 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Trust Class A2 Series 2025-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 6570 | &nbsp;&nbsp; 6613 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 901 | &nbsp;&nbsp; 902 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6986 | &nbsp;&nbsp; 7008 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 2/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8440 | &nbsp;&nbsp; 8516 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11780 | &nbsp;&nbsp; 11889 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.440% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp; 2758 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3270 | &nbsp;&nbsp; 3313 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.220% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp; 2688 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1172 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2150 | &nbsp;&nbsp; 2176 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class A4 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5390 | &nbsp;&nbsp; 5409 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2020 | &nbsp;&nbsp; 2029 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14850 | &nbsp;&nbsp; 14983 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1720 | &nbsp;&nbsp; 1742 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3550 | &nbsp;&nbsp; 3556 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.890% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2300 | &nbsp;&nbsp; 2326 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3510 | &nbsp;&nbsp; 3547 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.410% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1390 | &nbsp;&nbsp; 1396 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class C Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2133 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Automobile Leasing Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1530 | &nbsp;&nbsp; 1534 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 274 | &nbsp;&nbsp; 276 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Consumer Automobile Receivables Trust Class A3 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2740 | &nbsp;&nbsp; 2757 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class A Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 17870 | &nbsp;&nbsp; 17402 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GM Financial Revolving Receivables Trust Class C Series 2021-1 | &nbsp;&nbsp;&nbsp;&nbsp; 1.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/12/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 2690 | &nbsp;&nbsp; 2620 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp; 3177 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.680% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13360 | &nbsp;&nbsp; 13462 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 18400 | &nbsp;&nbsp; 18659 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class A1 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.590% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13670 | &nbsp;&nbsp; 13778 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1330 | &nbsp;&nbsp; 1342 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 | &nbsp;&nbsp; 2257 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2024-4A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1620 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1080 | &nbsp;&nbsp; 1088 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GMF Floorplan Owner Revolving Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1090 | &nbsp;&nbsp; 1097 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Golden Credit Card Trust Class A Series 2021-1A | &nbsp;&nbsp;&nbsp;&nbsp; 1.140% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16750 | &nbsp;&nbsp; 16350 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp; 1719 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.280% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2900 | &nbsp;&nbsp; 2916 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreatAmerica Leasing Receivables Funding LLC Class A2 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp; 2712 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;GreenState Auto Receivables Trust Class A2 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.530% | &nbsp;&nbsp;&nbsp;&nbsp; 8/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 647 | &nbsp;&nbsp; 648 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.370% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7220 | &nbsp;&nbsp; 7299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Harley-Davidson Motorcycle Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8750 | &nbsp;&nbsp; 8852 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1343 | &nbsp;&nbsp; 1347 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.930% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1831 | &nbsp;&nbsp; 1839 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 2/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8229 | &nbsp;&nbsp; 8290 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3037 | &nbsp;&nbsp; 3073 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5250 | &nbsp;&nbsp; 5299 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10460 | &nbsp;&nbsp; 10602 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Honda Auto Receivables Owner Trust Class A3 series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 4.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1920 | &nbsp;&nbsp; 1930 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.990% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 501 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4943 | &nbsp;&nbsp; 4953 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.360% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2090 | &nbsp;&nbsp; 2106 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.430% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 8420 | &nbsp;&nbsp; 8458 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.180% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1370 | &nbsp;&nbsp; 1377 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1160 | &nbsp;&nbsp; 1174 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 754 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.330% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1945 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 810 | &nbsp;&nbsp; 822 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;HPEFS Equipment Trust Class C Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1950 | &nbsp;&nbsp; 1963 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Auto Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5640 | &nbsp;&nbsp; 5702 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.153% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp; 1685 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.442% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 2227 | &nbsp;&nbsp; 2249 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.957% | &nbsp;&nbsp;&nbsp;&nbsp; 3/21/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 5052 | &nbsp;&nbsp; 5083 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Huntington Bank Auto Credit-Linked Notes Class B1 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.835% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 8888 | &nbsp;&nbsp; 8909 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.020% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1520 | &nbsp;&nbsp; 1524 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.410% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7750 | &nbsp;&nbsp; 7805 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3670 | &nbsp;&nbsp; 3711 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A3 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18170 | &nbsp;&nbsp; 18290 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1570 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2028 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2520 | &nbsp;&nbsp; 2546 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class A4 Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12010 | &nbsp;&nbsp; 12092 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14175 | &nbsp;&nbsp; 14287 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2100 | &nbsp;&nbsp; 2129 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5440 | &nbsp;&nbsp; 5499 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1260 | &nbsp;&nbsp; 1277 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.940% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2920 | &nbsp;&nbsp; 2959 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Lease Securitization Trust Class B Series 2025-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp; 1237 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.580% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 | &nbsp;&nbsp; 1202 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp; 1607 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Hyundai Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4450 | &nbsp;&nbsp; 4494 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;John Deere Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.010% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp; 2290 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Class A2 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.480% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4370 | &nbsp;&nbsp; 4394 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Kubota Credit Owner Trust Class A3 Series 2022-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.090% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 651 | &nbsp;&nbsp; 651 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1435 | &nbsp;&nbsp; 1438 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.610% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2978 | &nbsp;&nbsp; 2998 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.520% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3090 | &nbsp;&nbsp; 3102 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.690% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5770 | &nbsp;&nbsp; 5822 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 13220 | &nbsp;&nbsp; 13250 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;LAD Auto Receivables Trust Class A4 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.360% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp; 2468 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;M&T Bank Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3370 | &nbsp;&nbsp; 3416 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;M&T Equipment Notes Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;12/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3620 | &nbsp;&nbsp; 3645 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Master Credit Card Trust II Class A Series 2024-1A, SOFR30A + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.131% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9950 | &nbsp;&nbsp; 9966 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1292 | &nbsp;&nbsp; 1293 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 | &nbsp;&nbsp; 5134 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4660 | &nbsp;&nbsp; 4725 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;MMAF Equipment Finance LLC Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3151 | &nbsp;&nbsp; 3161 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Navistar Financial Dealer Note Master Owner Trust Class A Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.590% | &nbsp;&nbsp;&nbsp;&nbsp; 4/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15710 | &nbsp;&nbsp; 15825 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.910% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8960 | &nbsp;&nbsp; 8995 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9940 | &nbsp;&nbsp; 10066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.320% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14930 | &nbsp;&nbsp; 15026 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1060 | &nbsp;&nbsp; 1068 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2780 | &nbsp;&nbsp; 2820 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class A4 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8710 | &nbsp;&nbsp; 8753 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.030% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1050 | &nbsp;&nbsp; 1066 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2280 | &nbsp;&nbsp; 2292 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2330 | &nbsp;&nbsp; 2360 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Lease Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp; 1206 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6586 | &nbsp;&nbsp; 6642 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Nissan Auto Receivables Owner Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7660 | &nbsp;&nbsp; 7696 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Nissan Master Owner Trust Receivables Class A Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5200 | &nbsp;&nbsp; 5266 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class A2 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.120% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5830 | &nbsp;&nbsp; 5834 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PenFed Auto Receivables Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.030% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2560 | &nbsp;&nbsp; 2557 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3520 | &nbsp;&nbsp; 3571 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-A, SOFR30A + 0.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5.222% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9020 | &nbsp;&nbsp; 9030 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1790 | &nbsp;&nbsp; 1811 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6220 | &nbsp;&nbsp; 6335 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2024-F | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1113 | &nbsp;&nbsp; 1127 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;PFS Financing Corp. Class A Series 2025-E, SOFR30A + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5.074% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13580 | &nbsp;&nbsp; 13580 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1427 | &nbsp;&nbsp; 1432 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A3 Series 2023-2A | &nbsp;&nbsp;&nbsp;&nbsp; 5.790% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2274 | &nbsp;&nbsp; 2295 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Financial Auto Securitization Trust Class A4 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp;12/22/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 1880 | &nbsp;&nbsp; 1892 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4410 | &nbsp;&nbsp; 4461 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust Class A4 Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.260% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4030 | &nbsp;&nbsp; 4041 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 3099 | &nbsp;&nbsp; 3106 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;RCKT Trust Class B Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.990% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 372 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class A2 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.605% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 204 | &nbsp;&nbsp; 208 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class A2 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.911% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 255 | &nbsp;&nbsp; 257 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.640% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 575 | &nbsp;&nbsp; 581 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.622% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 996 | &nbsp;&nbsp; 1006 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class B Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 372 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 399 | &nbsp;&nbsp; 403 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.818% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 699 | &nbsp;&nbsp; 706 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class C Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 590 | &nbsp;&nbsp; 593 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.663% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 855 | &nbsp;&nbsp; 868 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 840 | &nbsp;&nbsp; 850 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Santander Bank Auto Credit-Linked Notes Class D Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.483% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 760 | &nbsp;&nbsp; 763 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.730% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1927 | &nbsp;&nbsp; 1932 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2023-6 | &nbsp;&nbsp;&nbsp;&nbsp; 5.930% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 985 | &nbsp;&nbsp; 989 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024 -1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4259 | &nbsp;&nbsp; 4265 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6908 | &nbsp;&nbsp; 6937 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4270 | &nbsp;&nbsp; 4291 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.620% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5670 | &nbsp;&nbsp; 5682 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 10870 | &nbsp;&nbsp; 10918 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2240 | &nbsp;&nbsp; 2258 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class A3 Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.380% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10320 | &nbsp;&nbsp; 10382 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 | &nbsp;&nbsp; 2041 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-3 | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3080 | &nbsp;&nbsp; 3126 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2024-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3830 | &nbsp;&nbsp; 3853 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.880% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 6160 | &nbsp;&nbsp; 6218 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 5660 | &nbsp;&nbsp; 5693 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Santander Drive Auto Receivables Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 8600 | &nbsp;&nbsp; 8732 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 6.510% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2548 | &nbsp;&nbsp; 2561 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.390% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3169 | &nbsp;&nbsp; 3178 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.560% | &nbsp;&nbsp;&nbsp;&nbsp;11/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5070 | &nbsp;&nbsp; 5104 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2220 | &nbsp;&nbsp; 2226 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1180 | &nbsp;&nbsp; 1189 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.240% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3019 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 2000 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2024-C | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12420 | &nbsp;&nbsp; 12476 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.870% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1590 | &nbsp;&nbsp; 1609 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.320% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1832 | &nbsp;&nbsp; 1840 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class B Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 3/17/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 606 | &nbsp;&nbsp; 606 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class C Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.140% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2440 | &nbsp;&nbsp; 2450 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SBNA Auto Receivables Trust Class D Series 2025-SF1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.340% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 856 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A2 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5990 | &nbsp;&nbsp; 6010 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2023-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3173 | &nbsp;&nbsp; 3199 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.110% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4090 | &nbsp;&nbsp; 4123 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SCCU Auto Receivables Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.570% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 4560 | &nbsp;&nbsp; 4593 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.038% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 574 | &nbsp;&nbsp; 579 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class B Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.925% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 4681 | &nbsp;&nbsp; 4721 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.185% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 227 | &nbsp;&nbsp; 229 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class C Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.121% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 532 | &nbsp;&nbsp; 537 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Securitized Term Auto Receivables Trust Class D Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp;12/29/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 395 | &nbsp;&nbsp; 398 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5031 | &nbsp;&nbsp; 5065 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2024-3A | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5200 | &nbsp;&nbsp; 5230 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5830 | &nbsp;&nbsp; 5897 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SFS Auto Receivables Securitization Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.440% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 9950 | &nbsp;&nbsp; 10032 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class A Series 2025-2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.820% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 7201 | &nbsp;&nbsp; 7239 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;SoFi Consumer Loan Program Trust Class A Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2034 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 4088 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7650 | &nbsp;&nbsp; 7701 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A3 Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 15270 | &nbsp;&nbsp; 15345 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A4 Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2120 | &nbsp;&nbsp; 2138 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class A4 Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2970 | &nbsp;&nbsp; 2986 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class B Series 2025-AA | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp; 1614 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class B Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.470% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp; 1315 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Class C Series 2025-BA | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 1850 | &nbsp;&nbsp; 1856 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2023-A2 | &nbsp;&nbsp;&nbsp;&nbsp; 5.740% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7070 | &nbsp;&nbsp; 7201 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Synchrony Card Funding LLC Class A Series 2025-A2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 10280 | &nbsp;&nbsp; 10403 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.130% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2106 | &nbsp;&nbsp; 2109 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 | &nbsp;&nbsp; 3626 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.940% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 196 | &nbsp;&nbsp; 196 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Auto Lease Trust Class A4 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1460 | &nbsp;&nbsp; 1465 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A3 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3710 | &nbsp;&nbsp; 3745 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Electric Vehicle Trust Class A4 Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.380% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 650 | &nbsp;&nbsp; 662 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.270% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7720 | &nbsp;&nbsp; 7729 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.370% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1930 | &nbsp;&nbsp; 1932 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class B Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.790% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1780 | &nbsp;&nbsp; 1783 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Tesla Lease Electric Vehicle Securitization LLC Class C Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2470 | &nbsp;&nbsp; 2473 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 6690 | &nbsp;&nbsp; 6750 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2024-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 5/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7530 | &nbsp;&nbsp; 7559 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.740% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7470 | &nbsp;&nbsp; 7565 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;T-Mobile US Trust Class A Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.340% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 10480 | &nbsp;&nbsp; 10553 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.710% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2142 | &nbsp;&nbsp; 2150 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2023-C | &nbsp;&nbsp;&nbsp;&nbsp; 5.160% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3577 | &nbsp;&nbsp; 3600 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.830% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7220 | &nbsp;&nbsp; 7268 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Class A3 Series 2024-D | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4080 | &nbsp;&nbsp; 4108 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 5.660% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1890 | &nbsp;&nbsp; 1895 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2009 | &nbsp;&nbsp; 2018 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10720 | &nbsp;&nbsp; 10837 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 3.960% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15860 | &nbsp;&nbsp; 15873 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 930 | &nbsp;&nbsp; 938 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2024-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5130 | &nbsp;&nbsp; 5150 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Toyota Lease Owner Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.810% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3260 | &nbsp;&nbsp; 3303 |
| <sup>3,4,5</sup> | &nbsp;&nbsp;&nbsp;Trillium Credit Card Trust II Class A Series 2024-1A, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.892% | &nbsp;&nbsp;&nbsp;&nbsp;12/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9010 | &nbsp;&nbsp; 9021 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Truist Bank Auto Credit-Linked Notes Class B Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.728% | &nbsp;&nbsp;&nbsp;&nbsp; 9/26/2033 | &nbsp;&nbsp;&nbsp;&nbsp; 7260 | &nbsp;&nbsp; 7265 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;US Bank C&I Credit-Linked Notes Class B1 Series 2025-SUP2 | &nbsp;&nbsp;&nbsp;&nbsp; 4.818% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 5090 | &nbsp;&nbsp; 5096 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA Class B Series 2023-1 | &nbsp;&nbsp;&nbsp;&nbsp; 6.789% | &nbsp;&nbsp;&nbsp;&nbsp; 8/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 370 | &nbsp;&nbsp; 374 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;US Bank NA Class B Series 2025-SUP1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.582% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2032 | &nbsp;&nbsp;&nbsp;&nbsp; 6296 | &nbsp;&nbsp; 6299 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;USAA Auto Owner Trust Class A3 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.580% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5797 | &nbsp;&nbsp; 5835 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;USB Auto Owner Trust Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5870 | &nbsp;&nbsp; 5928 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp; 1956 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.770% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5590 | &nbsp;&nbsp; 5629 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-5 | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 3550 | &nbsp;&nbsp; 3554 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class B Series 2025-6 | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 8230 | &nbsp;&nbsp; 8254 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2023-7 | &nbsp;&nbsp;&nbsp;&nbsp; 4.610% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp; 1802 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.490% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3870 | &nbsp;&nbsp; 3877 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2024-4 | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 | &nbsp;&nbsp; 3056 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-1 | &nbsp;&nbsp;&nbsp;&nbsp; 5.090% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 506 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Verizon Master Trust Class C Series 2025-3 | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2122 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7370 | &nbsp;&nbsp; 7435 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10490 | &nbsp;&nbsp; 10592 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A3 Series 2025-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.010% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 16110 | &nbsp;&nbsp; 16132 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Lease Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.560% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 3640 | &nbsp;&nbsp; 3683 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Auto Loan Enhanced Trust Class A4 Series 2024-1 | &nbsp;&nbsp;&nbsp;&nbsp; 4.670% | &nbsp;&nbsp;&nbsp;&nbsp; 6/20/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp; 1577 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2024-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.290% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3950 | &nbsp;&nbsp; 3966 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2025-1A | &nbsp;&nbsp;&nbsp;&nbsp; 4.460% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3530 | &nbsp;&nbsp; 3555 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Volvo Financial Equipment LLC Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 3.990% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8630 | &nbsp;&nbsp; 8585 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Class ASB Series 2019-C54 | &nbsp;&nbsp;&nbsp;&nbsp; 3.063% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2052 | &nbsp;&nbsp;&nbsp;&nbsp; 465 | &nbsp;&nbsp; 455 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class A3 Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.510% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3530 | &nbsp;&nbsp; 3555 |
| <sup>3,4</sup> | &nbsp;&nbsp;&nbsp;Westlake Automobile Receivables Trust Class B Series 2025-2A | &nbsp;&nbsp;&nbsp;&nbsp; 4.630% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2031 | &nbsp;&nbsp;&nbsp;&nbsp; 2110 | &nbsp;&nbsp; 2121 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Auto Receivables Trust Class A3 Series 2023-B | &nbsp;&nbsp;&nbsp;&nbsp; 4.660% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 462 | &nbsp;&nbsp; 463 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.260% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4807 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A3 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 4/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4453 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A4 Series 2023-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1676 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1676 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class A4 Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 2310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2330 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Automobile Lease Securitization Trust Class B Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 3560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3624 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A2A Series 2025-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.140% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5850 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;World Omni Select Auto Trust Class A3 Series 2024-A | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2030 | &nbsp;&nbsp;&nbsp;&nbsp; 4220 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4246 |
| **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,615,332)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,615,332)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,615,332)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,615,332)** | **Total Asset-Backed/Commercial Mortgage-Backed Securities (Cost $1,615,332)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1625727** |
| **Corporate Bonds (64.4%)** | **Corporate Bonds (64.4%)** | **Corporate Bonds (64.4%)** | **Corporate Bonds (64.4%)** | **Corporate Bonds (64.4%)** | **Corporate Bonds (64.4%)** |
| **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** | **Communications (2.3%)** |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 23346 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23075 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1715 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1699 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3549 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;AT&T Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.100% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 749 |
|  | &nbsp;&nbsp;&nbsp;Comcast Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 297 |
|  | &nbsp;&nbsp;&nbsp;Expedia Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4492 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4491 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NTT Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.567% | &nbsp;&nbsp;&nbsp;&nbsp; 7/16/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 31291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 31506 |
|  | &nbsp;&nbsp;&nbsp;Omnicom Group Inc. / Omnicom Capital Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 568 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 1308 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1305 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2392 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2355 |
|  | &nbsp;&nbsp;&nbsp;Rogers Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12662 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12481 |
|  | &nbsp;&nbsp;&nbsp;Sprint LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.625% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 461 |
|  | &nbsp;&nbsp;&nbsp;Take-Two Interactive Software Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 862 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 865 |
|  | &nbsp;&nbsp;&nbsp;Telefonica Emisiones SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.103% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9594 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9577 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Telstra Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5132 |
|  | &nbsp;&nbsp;&nbsp;TELUS Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 991 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2065 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2049 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11528 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 19083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18971 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;T-Mobile USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 509 |
|  | &nbsp;&nbsp;&nbsp;TWDC Enterprises 18 Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 501 |
|  | &nbsp;&nbsp;&nbsp;Verizon Communications Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Walt Disney Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 314 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 313 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **134657** |
| **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** | **Consumer Discretionary (5.8%)** |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 10/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2978 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2527 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6925 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6980 |
|  | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1520 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.105% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12020 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4.806% | &nbsp;&nbsp;&nbsp;&nbsp;12/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 30000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30024 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Honda Finance Corp., SOFR + 0.710% | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12751 |
|  | &nbsp;&nbsp;&nbsp;AutoZone Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1155 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1149 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6961 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC, SOFR + 0.780% | &nbsp;&nbsp;&nbsp;&nbsp; 4.936% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16065 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BMW US Capital LLC, SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5.056% | &nbsp;&nbsp;&nbsp;&nbsp; 8/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7253 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7266 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 10750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10729 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.389% | &nbsp;&nbsp;&nbsp;&nbsp; 1/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 886 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 885 |
|  | &nbsp;&nbsp;&nbsp;Ford Motor Credit Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.542% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;General Motors Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3074 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/10/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 995 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 995 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 14550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14619 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3163 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1171 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1141 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3028 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 982 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1944 |
|  | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1169 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;General Motors Financial Co. Inc., SOFR + 1.170% | &nbsp;&nbsp;&nbsp;&nbsp; 5.515% | &nbsp;&nbsp;&nbsp;&nbsp; 4/4/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7865 |
|  | &nbsp;&nbsp;&nbsp;Home Depot Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Home Depot Inc., SOFR + 0.330% | &nbsp;&nbsp;&nbsp;&nbsp; 4.486% | &nbsp;&nbsp;&nbsp;&nbsp;12/24/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 5615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5617 |
|  | &nbsp;&nbsp;&nbsp;Hyatt Hotels Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2355 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2399 |
|  | &nbsp;&nbsp;&nbsp;Lennar Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2460 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2481 |
|  | &nbsp;&nbsp;&nbsp;Lowe's Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4436 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 634 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634 |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8729 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Marriott International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2228 |
|  | &nbsp;&nbsp;&nbsp;McDonald's Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 744 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12990 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13095 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Mercedes-Benz Finance North America LLC, SOFR + 0.630% | &nbsp;&nbsp;&nbsp;&nbsp; 4.928% | &nbsp;&nbsp;&nbsp;&nbsp; 7/31/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 26000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 26034 |
|  | &nbsp;&nbsp;&nbsp;O'Reilly Automotive Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1070 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1060 |
|  | &nbsp;&nbsp;&nbsp;Ross Stores Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12178 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11955 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Services US Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3775 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3773 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Stellantis Financial Services US Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.866% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 13880 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13926 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3767 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;Toyota Finance Australia Ltd., 3M Australian Bank Bill Rate + 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4.581% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3548 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3649 |
|  | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1595 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1608 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.920% | &nbsp;&nbsp;&nbsp;&nbsp; 9/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 33335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 33529 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toyota Motor Credit Corp., SOFR + 0.770% | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 8/7/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4175 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Financial Services Australia Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 4/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2094 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 23945 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24059 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 481 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 690 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 692 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Volkswagen Group of America Finance LLC, SOFR + 1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 5.313% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9390 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9419 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **336874** |
| **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** | **Consumer Staples (3.1%)** |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3447 |
|  | &nbsp;&nbsp;&nbsp;Altria Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.625% | &nbsp;&nbsp;&nbsp;&nbsp; 9/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11579 |
|  | &nbsp;&nbsp;&nbsp;Archer-Daniels-Midland Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 78 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 77 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.215% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8011 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6340 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6384 |
|  | &nbsp;&nbsp;&nbsp;BAT Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.557% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12620 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12491 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.668% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11631 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11485 |
|  | &nbsp;&nbsp;&nbsp;BAT International Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.448% | &nbsp;&nbsp;&nbsp;&nbsp; 3/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3017 |
|  | &nbsp;&nbsp;&nbsp;Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1678 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Cargill Inc., SOFR + 0.610% | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8015 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6012 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6071 |
|  | &nbsp;&nbsp;&nbsp;Conagra Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2885 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2719 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3181 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3150 |
|  | &nbsp;&nbsp;&nbsp;Constellation Brands Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2587 |
|  | &nbsp;&nbsp;&nbsp;Haleon US Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1680 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 633 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 628 |
|  | &nbsp;&nbsp;&nbsp;Kraft Heinz Foods Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14130 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14073 |
|  | &nbsp;&nbsp;&nbsp;Kroger Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1194 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4985 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5019 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Mars Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11530 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11670 |
|  | &nbsp;&nbsp;&nbsp;McCormick & Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 730 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 720 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Mitsubishi Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.942% | &nbsp;&nbsp;&nbsp;&nbsp; 9/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9639 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9652 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4288 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4209 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3054 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1959 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5681 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5722 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp;11/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022 |
|  | &nbsp;&nbsp;&nbsp;Philip Morris International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5325 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Philip Morris International Inc., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5.124% | &nbsp;&nbsp;&nbsp;&nbsp; 4/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5514 |
|  | &nbsp;&nbsp;&nbsp;Sysco Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;The Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5442 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5462 |
|  | &nbsp;&nbsp;&nbsp;The Campbell's Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;Tyson Foods Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 20050 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19853 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **179469** |
| **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** | **Energy (4.0%)** |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7857 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7907 |
|  | &nbsp;&nbsp;&nbsp;Boardwalk Pipelines LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7555 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7572 |
|  | &nbsp;&nbsp;&nbsp;BP Capital Markets America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.588% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1243 |
|  | &nbsp;&nbsp;&nbsp;Canadian Natural Resources Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 18188 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18079 |
|  | &nbsp;&nbsp;&nbsp;Cenovus Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3000 |
|  | &nbsp;&nbsp;&nbsp;Cheniere Corpus Christi Holdings LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 28040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28348 |
|  | &nbsp;&nbsp;&nbsp;Coterra Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5525 |
|  | &nbsp;&nbsp;&nbsp;DCP Midstream Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10020 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2685 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2657 |
|  | &nbsp;&nbsp;&nbsp;Diamondback Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 4/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2385 |
|  | &nbsp;&nbsp;&nbsp;Empresa Nacional del Petroleo | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 953 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 941 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 10/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3162 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3555 |
|  | &nbsp;&nbsp;&nbsp;Enbridge Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1488 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 285 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11059 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11033 |
|  | &nbsp;&nbsp;&nbsp;Energy Transfer LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4709 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1122 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1112 |
|  | &nbsp;&nbsp;&nbsp;EQT Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4755 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4723 |
|  | &nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4742 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;MPLX LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3497 |
|  | &nbsp;&nbsp;&nbsp;Occidental Petroleum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2565 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2594 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2996 |
|  | &nbsp;&nbsp;&nbsp;ONEOK Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13162 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13190 |
|  | &nbsp;&nbsp;&nbsp;Ovintiv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7911 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7912 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9482 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9433 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9749 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9869 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.490% | &nbsp;&nbsp;&nbsp;&nbsp; 1/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1053 |
|  | &nbsp;&nbsp;&nbsp;Petroleos Mexicanos | &nbsp;&nbsp;&nbsp;&nbsp; 6.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2923 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2952 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1128 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1147 |
|  | &nbsp;&nbsp;&nbsp;Phillips 66 Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1980 |
|  | &nbsp;&nbsp;&nbsp;SA Global Sukuk Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.602% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10097 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9890 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2528 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2544 |
|  | &nbsp;&nbsp;&nbsp;Sabine Pass Liquefaction LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2150 |
| <sup>8</sup> | &nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC | &nbsp;&nbsp;&nbsp;&nbsp; 6.875% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5939 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6000 |
|  | &nbsp;&nbsp;&nbsp;Spectra Energy Partners LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5599 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5561 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6863 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6975 |
|  | &nbsp;&nbsp;&nbsp;Targa Resources Partners LP / Targa Resources Partners Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7505 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7514 |
|  | &nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1559 |
|  | &nbsp;&nbsp;&nbsp;TransCanada PipeLines Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 550 |
|  | &nbsp;&nbsp;&nbsp;Transcontinental Gas Pipe Line Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 498 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3883 |
|  | &nbsp;&nbsp;&nbsp;Williams Cos. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8448 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8393 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **235271** |
| **Financials (31.6%)** | **Financials (31.6%)** | **Financials (31.6%)** | **Financials (31.6%)** | **Financials (31.6%)** | **Financials (31.6%)** |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8100 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8035 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2500 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12806 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1686 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1722 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 6.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5813 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5996 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4824 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4679 |
|  | &nbsp;&nbsp;&nbsp;AerCap Ireland Capital DAC / AerCap Global Aviation Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 508 |
|  | &nbsp;&nbsp;&nbsp;Aflac Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5166 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3198 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3182 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5172 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9056 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12667 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12406 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3879 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3837 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1828 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1802 |
|  | &nbsp;&nbsp;&nbsp;Air Lease Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 764 |
|  | &nbsp;&nbsp;&nbsp;Allstate Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.280% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4920 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.338% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6094 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 743 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.389% | &nbsp;&nbsp;&nbsp;&nbsp; 7/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9645 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.098% | &nbsp;&nbsp;&nbsp;&nbsp; 2/16/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;American Express Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1017 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Express Co., SOFR + 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5.120% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13650 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13658 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;American Express Co., SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5.230% | &nbsp;&nbsp;&nbsp;&nbsp; 7/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 14080 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14147 |
|  | &nbsp;&nbsp;&nbsp;Aon Corp. / Aon Global Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 5/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3040 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2982 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6152 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6045 |
|  | &nbsp;&nbsp;&nbsp;Ares Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 7.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5411 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5573 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.684% | &nbsp;&nbsp;&nbsp;&nbsp; 2/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3002 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3017 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.620% | &nbsp;&nbsp;&nbsp;&nbsp; 5/8/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 29830 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30084 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2660 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2685 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.159% | &nbsp;&nbsp;&nbsp;&nbsp; 9/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25028 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Athene Global Funding, SOFR + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 5.252% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7888 |
|  | &nbsp;&nbsp;&nbsp;Australia & New Zealand Banking Group Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3346 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 8/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4338 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.722% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2342 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.175% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1498 |
|  | &nbsp;&nbsp;&nbsp;Banco Santander SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.365% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 | &nbsp;&nbsp; 2306 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Banco Santander SA, SOFR + 1.120% | &nbsp;&nbsp;&nbsp;&nbsp; 5.452% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10200 | &nbsp;&nbsp; 10263 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.197% | &nbsp;&nbsp;&nbsp;&nbsp;10/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2548 | &nbsp;&nbsp; 2543 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.080% | &nbsp;&nbsp;&nbsp;&nbsp; 1/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 337 | &nbsp;&nbsp; 338 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.658% | &nbsp;&nbsp;&nbsp;&nbsp; 3/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23000 | &nbsp;&nbsp; 22733 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.559% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 410 | &nbsp;&nbsp; 408 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.734% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11594 | &nbsp;&nbsp; 11363 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.933% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 800 | &nbsp;&nbsp; 813 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.183% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1001 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.705% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp; 4967 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.948% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7461 | &nbsp;&nbsp; 7568 |
|  | &nbsp;&nbsp;&nbsp;Bank of America Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.419% | &nbsp;&nbsp;&nbsp;&nbsp;12/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 955 | &nbsp;&nbsp; 940 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bank of America Corp., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5.128% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 11000 | &nbsp;&nbsp; 11006 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 731 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 5.370% | &nbsp;&nbsp;&nbsp;&nbsp; 6/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1023 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 9/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 4.062% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 18000 | &nbsp;&nbsp; 17980 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 4.903% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 36000 | &nbsp;&nbsp; 36013 |
|  | &nbsp;&nbsp;&nbsp;Bank of Montreal | &nbsp;&nbsp;&nbsp;&nbsp; 5.004% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 510 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bank of Montreal, SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 5.158% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 13334 | &nbsp;&nbsp; 13354 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.441% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8282 | &nbsp;&nbsp; 8338 |
|  | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.992% | &nbsp;&nbsp;&nbsp;&nbsp; 6/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10967 | &nbsp;&nbsp; 10962 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bank of New York Mellon Corp., SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5.141% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 22500 | &nbsp;&nbsp; 22590 |
|  | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 4.404% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1905 | &nbsp;&nbsp; 1915 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia | &nbsp;&nbsp;&nbsp;&nbsp; 4.936% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21284 | &nbsp;&nbsp; 21291 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Bank of Nova Scotia, SOFR + 0.890% | &nbsp;&nbsp;&nbsp;&nbsp; 5.143% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 24966 | &nbsp;&nbsp; 25012 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.896% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9239 | &nbsp;&nbsp; 9366 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Banque Federative du Credit Mutuel SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.753% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10400 | &nbsp;&nbsp; 10507 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA | &nbsp;&nbsp;&nbsp;&nbsp; 1.904% | &nbsp;&nbsp;&nbsp;&nbsp; 9/30/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 485 | &nbsp;&nbsp; 462 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;BNP Paribas SA, SOFR + 1.430% | &nbsp;&nbsp;&nbsp;&nbsp; 5.696% | &nbsp;&nbsp;&nbsp;&nbsp; 5/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 5450 | &nbsp;&nbsp; 5505 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.100% | &nbsp;&nbsp;&nbsp;&nbsp; 1/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5630 | &nbsp;&nbsp; 5642 |
|  | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 12/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1488 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BPCE SA | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3474 | &nbsp;&nbsp; 3473 |
|  | &nbsp;&nbsp;&nbsp;Brookfield Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3384 | &nbsp;&nbsp; 3359 |
|  | &nbsp;&nbsp;&nbsp;Brown & Brown Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16182 | &nbsp;&nbsp; 16260 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 5.237% | &nbsp;&nbsp;&nbsp;&nbsp; 6/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4995 | &nbsp;&nbsp; 5094 |
|  | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.862% | &nbsp;&nbsp;&nbsp;&nbsp; 1/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 27110 | &nbsp;&nbsp; 27337 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp;&nbsp; 4.997% | &nbsp;&nbsp;&nbsp;&nbsp; 9/8/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15349 | &nbsp;&nbsp; 15365 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Canadian Imperial Bank of Commerce, SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5.112% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13140 | &nbsp;&nbsp; 13185 |
|  | &nbsp;&nbsp;&nbsp;Cboe Global Markets Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3619 | &nbsp;&nbsp; 3599 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.875% | &nbsp;&nbsp;&nbsp;&nbsp; 8/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3003 | &nbsp;&nbsp; 2972 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6843 | &nbsp;&nbsp; 6696 |
|  | &nbsp;&nbsp;&nbsp;Charles Schwab Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 990 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.576% | &nbsp;&nbsp;&nbsp;&nbsp; 5/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2523 |
|  | &nbsp;&nbsp;&nbsp;Citibank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.876% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10500 | &nbsp;&nbsp; 10581 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citibank NA, SOFR + 0.708% | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 8/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3054 | &nbsp;&nbsp; 3062 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2479 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.122% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 482 | &nbsp;&nbsp; 477 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.887% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1471 | &nbsp;&nbsp; 1465 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.070% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7445 | &nbsp;&nbsp; 7331 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.643% | &nbsp;&nbsp;&nbsp;&nbsp; 5/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12327 | &nbsp;&nbsp; 12409 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.668% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7590 | &nbsp;&nbsp; 7521 |
|  | &nbsp;&nbsp;&nbsp;Citigroup Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.520% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8815 | &nbsp;&nbsp; 8697 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Citigroup Inc., SOFR + 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5.067% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 12400 | &nbsp;&nbsp; 12406 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Commonwealth Bank of Australia, SOFR + 0.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9129 | &nbsp;&nbsp; 9172 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA | &nbsp;&nbsp;&nbsp;&nbsp; 4.655% | &nbsp;&nbsp;&nbsp;&nbsp; 8/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3635 | &nbsp;&nbsp; 3666 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Cooperatieve Rabobank UA, SOFR + 0.620% | &nbsp;&nbsp;&nbsp;&nbsp; 4.840% | &nbsp;&nbsp;&nbsp;&nbsp; 8/28/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3030 | &nbsp;&nbsp; 3038 |
|  | &nbsp;&nbsp;&nbsp;Corebridge Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12910 | &nbsp;&nbsp; 12802 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 6/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9370 | &nbsp;&nbsp; 9444 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6210 | &nbsp;&nbsp; 6282 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Corebridge Global Funding, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5.094% | &nbsp;&nbsp;&nbsp;&nbsp; 1/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 8999 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.589% | &nbsp;&nbsp;&nbsp;&nbsp; 7/5/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1708 | &nbsp;&nbsp; 1727 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA | &nbsp;&nbsp;&nbsp;&nbsp; 4.631% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5590 | &nbsp;&nbsp; 5624 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Credit Agricole SA, SOFR + 1.130% | &nbsp;&nbsp;&nbsp;&nbsp; 5.463% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7390 | &nbsp;&nbsp; 7418 |
|  | &nbsp;&nbsp;&nbsp;Deutsche Bank AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.373% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;Eaton Vance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2840 | &nbsp;&nbsp; 2820 |
|  | &nbsp;&nbsp;&nbsp;Equifax Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 431 | &nbsp;&nbsp; 429 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4722 | &nbsp;&nbsp; 4714 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Equitable America Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 4.886% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9722 | &nbsp;&nbsp; 9734 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Equitable Financial Life Global Funding | &nbsp;&nbsp;&nbsp;&nbsp; 1.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 445 | &nbsp;&nbsp; 423 |
|  | &nbsp;&nbsp;&nbsp;Equitable Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.350% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 166 | &nbsp;&nbsp; 167 |
|  | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6060 | &nbsp;&nbsp; 6121 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Fifth Third Bank NA, SOFR + 0.810% | &nbsp;&nbsp;&nbsp;&nbsp; 5.108% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9960 | &nbsp;&nbsp; 9971 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 636 | &nbsp;&nbsp; 645 |
|  | &nbsp;&nbsp;&nbsp;Fiserv Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1250 | &nbsp;&nbsp; 1285 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;GA Global Funding Trust | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1469 | &nbsp;&nbsp; 1473 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5343 | &nbsp;&nbsp; 5301 |
|  | &nbsp;&nbsp;&nbsp;GATX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 789 | &nbsp;&nbsp; 785 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.200% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 200 | &nbsp;&nbsp; 197 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2684 | &nbsp;&nbsp; 2686 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5340 | &nbsp;&nbsp; 5204 |
|  | &nbsp;&nbsp;&nbsp;Global Payments Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2557 | &nbsp;&nbsp; 2587 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Bank USA | &nbsp;&nbsp;&nbsp;&nbsp; 5.283% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 21870 | &nbsp;&nbsp; 21968 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.431% | &nbsp;&nbsp;&nbsp;&nbsp; 3/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6930 | &nbsp;&nbsp; 6841 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.948% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 732 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.640% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4917 | &nbsp;&nbsp; 4814 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.615% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5340 | &nbsp;&nbsp; 5299 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.691% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1489 |
|  | &nbsp;&nbsp;&nbsp;Goldman Sachs Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.223% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp; 1682 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.300% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16619 | &nbsp;&nbsp; 16721 |
|  | &nbsp;&nbsp;&nbsp;HPS Corporate Lending Fund | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 1/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1009 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.887% | &nbsp;&nbsp;&nbsp;&nbsp; 8/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 649 | &nbsp;&nbsp; 658 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.041% | &nbsp;&nbsp;&nbsp;&nbsp; 3/13/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11964 | &nbsp;&nbsp; 11928 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.597% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10640 | &nbsp;&nbsp; 10862 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.755% | &nbsp;&nbsp;&nbsp;&nbsp; 6/9/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4625 | &nbsp;&nbsp; 4665 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.210% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7245 | &nbsp;&nbsp; 7367 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 2.013% | &nbsp;&nbsp;&nbsp;&nbsp; 9/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4891 | &nbsp;&nbsp; 4686 |
|  | &nbsp;&nbsp;&nbsp;HSBC Holdings plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.130% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8141 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc, SOFR + 1.030% | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/3/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 9440 | &nbsp;&nbsp; 9468 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HSBC Holdings plc, SOFR + 1.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5.288% | &nbsp;&nbsp;&nbsp;&nbsp;11/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8400 | &nbsp;&nbsp; 8430 |
|  | &nbsp;&nbsp;&nbsp;HSBC USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.294% | &nbsp;&nbsp;&nbsp;&nbsp; 3/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2544 |
|  | &nbsp;&nbsp;&nbsp;Huntington National Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.871% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15593 | &nbsp;&nbsp; 15764 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Huntington National Bank, SOFR + 0.720% | &nbsp;&nbsp;&nbsp;&nbsp; 5.048% | &nbsp;&nbsp;&nbsp;&nbsp; 4/12/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 25000 | &nbsp;&nbsp; 25014 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6290 | &nbsp;&nbsp; 6267 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 6.083% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp; 1526 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.017% | &nbsp;&nbsp;&nbsp;&nbsp; 3/28/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8378 | &nbsp;&nbsp; 8355 |
|  | &nbsp;&nbsp;&nbsp;ING Groep NV | &nbsp;&nbsp;&nbsp;&nbsp; 4.858% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1013 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 300 | &nbsp;&nbsp; 295 |
|  | &nbsp;&nbsp;&nbsp;Intercontinental Exchange Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;Invesco Finance plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8047 | &nbsp;&nbsp; 8031 |
|  | &nbsp;&nbsp;&nbsp;Jefferies Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 8/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 20380 | &nbsp;&nbsp; 20416 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.947% | &nbsp;&nbsp;&nbsp;&nbsp; 2/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2675 | &nbsp;&nbsp; 2633 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.571% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1490 | &nbsp;&nbsp; 1523 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.323% | &nbsp;&nbsp;&nbsp;&nbsp; 4/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 3990 | &nbsp;&nbsp; 4000 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.979% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 1015 |
|  | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.915% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp; 1323 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.800% | &nbsp;&nbsp;&nbsp;&nbsp; 5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 20480 | &nbsp;&nbsp; 20494 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 5.166% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21436 | &nbsp;&nbsp; 21503 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;JPMorgan Chase & Co., SOFR + 0.930% | &nbsp;&nbsp;&nbsp;&nbsp; 5.236% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9000 | &nbsp;&nbsp; 9055 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp; 745 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.574% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1224 | &nbsp;&nbsp; 1208 |
|  | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.871% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp; 2074 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Lloyds Banking Group plc, SOFR + 1.060% | &nbsp;&nbsp;&nbsp;&nbsp; 5.298% | &nbsp;&nbsp;&nbsp;&nbsp;11/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16257 | &nbsp;&nbsp; 16338 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1109 | &nbsp;&nbsp; 1110 |
|  | &nbsp;&nbsp;&nbsp;Manufacturers & Traders Trust Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.762% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 16377 | &nbsp;&nbsp; 16530 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Marsh & McLennan Cos. Inc., SOFR + 0.700% | &nbsp;&nbsp;&nbsp;&nbsp; 4.967% | &nbsp;&nbsp;&nbsp;&nbsp; 11/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6480 | &nbsp;&nbsp; 6500 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.538% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6100 | &nbsp;&nbsp; 5969 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.640% | &nbsp;&nbsp;&nbsp;&nbsp;10/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5100 | &nbsp;&nbsp; 4966 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.341% | &nbsp;&nbsp;&nbsp;&nbsp; 1/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1447 | &nbsp;&nbsp; 1413 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.080% | &nbsp;&nbsp;&nbsp;&nbsp; 4/19/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 850 | &nbsp;&nbsp; 849 |
|  | &nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.017% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2288 | &nbsp;&nbsp; 2323 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.234% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10763 | &nbsp;&nbsp; 10556 |
|  | &nbsp;&nbsp;&nbsp;Mizuho Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.554% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7600 | &nbsp;&nbsp; 7443 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.138% | &nbsp;&nbsp;&nbsp;&nbsp;10/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp; 4002 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 1/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1039 | &nbsp;&nbsp; 1041 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 1.512% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3580 | &nbsp;&nbsp; 3503 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 6.296% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2850 | &nbsp;&nbsp; 2969 |

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley | &nbsp;&nbsp;&nbsp;&nbsp; 3.772% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 939 | &nbsp;&nbsp; 931 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.447% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1175 | &nbsp;&nbsp; 1178 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.504% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1970 | &nbsp;&nbsp; 2013 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1745 | &nbsp;&nbsp; 1777 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, SOFR + 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 5.228% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 23000 | &nbsp;&nbsp; 23085 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Morgan Stanley Bank NA, SOFR + 0.940% | &nbsp;&nbsp;&nbsp;&nbsp; 5.258% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10705 | &nbsp;&nbsp; 10753 |
|  | &nbsp;&nbsp;&nbsp;Morgan Stanley Private Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.466% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 15340 | &nbsp;&nbsp; 15428 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.702% | &nbsp;&nbsp;&nbsp;&nbsp; 3/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 21880 | &nbsp;&nbsp; 21908 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9145 | &nbsp;&nbsp; 9236 |
|  | &nbsp;&nbsp;&nbsp;National Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 19970 | &nbsp;&nbsp; 20194 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Nationwide Building Society | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3085 | &nbsp;&nbsp; 3128 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 1.642% | &nbsp;&nbsp;&nbsp;&nbsp; 6/14/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 925 | &nbsp;&nbsp; 908 |
|  | &nbsp;&nbsp;&nbsp;NatWest Group plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.073% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6300 | &nbsp;&nbsp; 6189 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;NatWest Markets plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.416% | &nbsp;&nbsp;&nbsp;&nbsp; 5/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2850 | &nbsp;&nbsp; 2910 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.653% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8100 | &nbsp;&nbsp; 7945 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.329% | &nbsp;&nbsp;&nbsp;&nbsp; 1/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6795 | &nbsp;&nbsp; 6626 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.594% | &nbsp;&nbsp;&nbsp;&nbsp; 7/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8940 | &nbsp;&nbsp; 9139 |
|  | &nbsp;&nbsp;&nbsp;Nomura Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.386% | &nbsp;&nbsp;&nbsp;&nbsp; 7/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp; 3056 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;PayPal Holdings Inc., SOFR + 0.670% | &nbsp;&nbsp;&nbsp;&nbsp; 4.867% | &nbsp;&nbsp;&nbsp;&nbsp; 3/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11500 | &nbsp;&nbsp; 11525 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3965 | &nbsp;&nbsp; 3949 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/24/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6064 | &nbsp;&nbsp; 6109 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2678 | &nbsp;&nbsp; 2628 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 756 | &nbsp;&nbsp; 748 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Penske Truck Leasing Co. LP / PTL Finance Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.350% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2360 | &nbsp;&nbsp; 2389 |
|  | &nbsp;&nbsp;&nbsp;PNC Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.429% | &nbsp;&nbsp;&nbsp;&nbsp; 7/21/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10885 | &nbsp;&nbsp; 10938 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2721 | &nbsp;&nbsp; 2685 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.102% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 12301 | &nbsp;&nbsp; 12381 |
|  | &nbsp;&nbsp;&nbsp;PNC Financial Services Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 6.615% | &nbsp;&nbsp;&nbsp;&nbsp;10/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 24500 | &nbsp;&nbsp; 25097 |
|  | &nbsp;&nbsp;&nbsp;Principal Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2064 | &nbsp;&nbsp; 2041 |
|  | &nbsp;&nbsp;&nbsp;Progressive Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp; 980 |
|  | &nbsp;&nbsp;&nbsp;Reinsurance Group of America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 499 |
|  | &nbsp;&nbsp;&nbsp;RenaissanceRe Finance Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3810 | &nbsp;&nbsp; 3764 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 6.000% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 520 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.715% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8000 | &nbsp;&nbsp; 8077 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.522% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 812 | &nbsp;&nbsp; 819 |
|  | &nbsp;&nbsp;&nbsp;Royal Bank of Canada | &nbsp;&nbsp;&nbsp;&nbsp; 4.965% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp; 2039 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.790% | &nbsp;&nbsp;&nbsp;&nbsp; 5.093% | &nbsp;&nbsp;&nbsp;&nbsp; 7/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14470 | &nbsp;&nbsp; 14505 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.830% | &nbsp;&nbsp;&nbsp;&nbsp; 5.132% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 8772 | &nbsp;&nbsp; 8780 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Royal Bank of Canada, SOFR + 0.860% | &nbsp;&nbsp;&nbsp;&nbsp; 5.173% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 20000 | &nbsp;&nbsp; 20053 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Societe Generale SA | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7800 | &nbsp;&nbsp; 7888 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Standard Chartered plc, SOFR + 1.240% | &nbsp;&nbsp;&nbsp;&nbsp; 5.551% | &nbsp;&nbsp;&nbsp;&nbsp; 1/21/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 4980 | &nbsp;&nbsp; 5014 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.751% | &nbsp;&nbsp;&nbsp;&nbsp; 11/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 500 |
|  | &nbsp;&nbsp;&nbsp;State Street Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.543% | &nbsp;&nbsp;&nbsp;&nbsp; 4/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5485 | &nbsp;&nbsp; 5531 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;State Street Corp., SOFR + 0.640% | &nbsp;&nbsp;&nbsp;&nbsp; 4.946% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5500 | &nbsp;&nbsp; 5509 |
|  | &nbsp;&nbsp;&nbsp;Suci Second Investment Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13654 | &nbsp;&nbsp; 13663 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.880% | &nbsp;&nbsp;&nbsp;&nbsp; 7/13/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1975 | &nbsp;&nbsp; 2003 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.402% | &nbsp;&nbsp;&nbsp;&nbsp; 9/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7285 | &nbsp;&nbsp; 7104 |
|  | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Financial Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.352% | &nbsp;&nbsp;&nbsp;&nbsp;10/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp; 494 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.969% | &nbsp;&nbsp;&nbsp;&nbsp; 9/11/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 9640 | &nbsp;&nbsp; 9669 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank Ltd., SOFR + 0.980% | &nbsp;&nbsp;&nbsp;&nbsp; 5.202% | &nbsp;&nbsp;&nbsp;&nbsp; 9/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13140 | &nbsp;&nbsp; 13270 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.532% | &nbsp;&nbsp;&nbsp;&nbsp; 7/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3464 | &nbsp;&nbsp; 3502 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.568% | &nbsp;&nbsp;&nbsp;&nbsp;12/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 36000 | &nbsp;&nbsp; 36204 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.980% | &nbsp;&nbsp;&nbsp;&nbsp; 4/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 607 | &nbsp;&nbsp; 616 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.108% | &nbsp;&nbsp;&nbsp;&nbsp; 6/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4053 | &nbsp;&nbsp; 4060 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.693% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5634 | &nbsp;&nbsp; 5707 |
|  | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp;&nbsp; 5.156% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1012 | &nbsp;&nbsp; 1036 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Toronto-Dominion Bank, SOFR + 0.820% | &nbsp;&nbsp;&nbsp;&nbsp; 5.106% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 6364 | &nbsp;&nbsp; 6392 |
|  | &nbsp;&nbsp;&nbsp;Trinity Acquisition plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8392 | &nbsp;&nbsp; 8387 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.671% | &nbsp;&nbsp;&nbsp;&nbsp; 5/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 13513 | &nbsp;&nbsp; 13543 |
|  | &nbsp;&nbsp;&nbsp;Truist Bank | &nbsp;&nbsp;&nbsp;&nbsp; 4.420% | &nbsp;&nbsp;&nbsp;&nbsp; 7/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24187 | &nbsp;&nbsp; 24291 |
|  | &nbsp;&nbsp;&nbsp;Truist Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.123% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5340 | &nbsp;&nbsp; 5342 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 7/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3650 | &nbsp;&nbsp; 3710 |
|  | &nbsp;&nbsp;&nbsp;UBS AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.864% | &nbsp;&nbsp;&nbsp;&nbsp; 1/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 11540 | &nbsp;&nbsp; 11640 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3380 | &nbsp;&nbsp; 3379 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 5.711% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3478 | &nbsp;&nbsp; 3490 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.305% | &nbsp;&nbsp;&nbsp;&nbsp; 2/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8580 | &nbsp;&nbsp; 8491 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 1.494% | &nbsp;&nbsp;&nbsp;&nbsp; 8/10/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4500 | &nbsp;&nbsp; 4393 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 3.869% | &nbsp;&nbsp;&nbsp;&nbsp; 1/12/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 7200 | &nbsp;&nbsp; 7139 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;UBS Group AG | &nbsp;&nbsp;&nbsp;&nbsp; 4.993% | &nbsp;&nbsp;&nbsp;&nbsp;12/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 27861 | &nbsp;&nbsp; 27858 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 5.727% | &nbsp;&nbsp;&nbsp;&nbsp;10/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 26473 | &nbsp;&nbsp; 26490 |

---

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---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 6.787% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5329 |
|  | &nbsp;&nbsp;&nbsp;US Bancorp | &nbsp;&nbsp;&nbsp;&nbsp; 4.548% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5365 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5404 |
|  | &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.507% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 753 |
|  | &nbsp;&nbsp;&nbsp;US Bank NA | &nbsp;&nbsp;&nbsp;&nbsp; 4.730% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 23682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23898 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;US Bank NA, SOFR + 0.690% | &nbsp;&nbsp;&nbsp;&nbsp; 4.996% | &nbsp;&nbsp;&nbsp;&nbsp;10/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4004 |
|  | &nbsp;&nbsp;&nbsp;Voya Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2471 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4996 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 7/22/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3011 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 24280 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24503 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.526% | &nbsp;&nbsp;&nbsp;&nbsp; 3/24/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8273 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8200 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.707% | &nbsp;&nbsp;&nbsp;&nbsp; 4/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 10718 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10971 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.584% | &nbsp;&nbsp;&nbsp;&nbsp; 5/22/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 12975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12855 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.808% | &nbsp;&nbsp;&nbsp;&nbsp; 7/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 759 |
|  | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.970% | &nbsp;&nbsp;&nbsp;&nbsp; 4/23/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2812 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Wells Fargo & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.056% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 1591 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1592 |
|  | &nbsp;&nbsp;&nbsp;Willis North America Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9615 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9687 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **1841529** |
| **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** | **Health Care (3.4%)** |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6447 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6374 |
|  | &nbsp;&nbsp;&nbsp;AbbVie Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2950 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2984 |
|  | &nbsp;&nbsp;&nbsp;Amgen Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 11/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 545 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1429 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1409 |
|  | &nbsp;&nbsp;&nbsp;Baxter International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.915% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8183 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2307 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2370 |
|  | &nbsp;&nbsp;&nbsp;Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/6/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2245 |
|  | &nbsp;&nbsp;&nbsp;Cardinal Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3553 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 870 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 858 |
|  | &nbsp;&nbsp;&nbsp;Cencora Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 506 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 1.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4439 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4377 |
|  | &nbsp;&nbsp;&nbsp;Cigna Group | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1486 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 2/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3008 |
|  | &nbsp;&nbsp;&nbsp;CVS Health Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21091 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7330 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5159 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5122 |
|  | &nbsp;&nbsp;&nbsp;Elevance Health Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 21385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21289 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 16232 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16239 |
|  | &nbsp;&nbsp;&nbsp;GE HealthCare Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.650% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17525 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1503 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3265 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 17500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17534 |
|  | &nbsp;&nbsp;&nbsp;HCA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2465 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;HCA Inc., SOFR + 0.870% | &nbsp;&nbsp;&nbsp;&nbsp; 5.085% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1810 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Highmark Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 5/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2700 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2648 |
|  | &nbsp;&nbsp;&nbsp;Laboratory Corp. of America Holdings | &nbsp;&nbsp;&nbsp;&nbsp; 1.550% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1201 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1180 |
|  | &nbsp;&nbsp;&nbsp;Shire Acquisitions Investments Ireland DAC | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 9/23/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3748 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3719 |
|  | &nbsp;&nbsp;&nbsp;Solventum Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6664 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6772 |
|  | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1814 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1807 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;UnitedHealth Group Inc., SOFR + 0.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4.826% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7749 |
|  | &nbsp;&nbsp;&nbsp;Zimmer Biomet Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/19/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 20624 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20786 |
|  | &nbsp;&nbsp;&nbsp;Zoetis Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2017 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; **199749** |
| **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** | **Industrials (2.9%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 3000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2996 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;BAE Systems plc | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/26/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8039 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8137 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1310 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1302 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.196% | &nbsp;&nbsp;&nbsp;&nbsp; 2/4/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1459 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3641 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3569 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.040% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14929 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.259% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1872 |
|  | &nbsp;&nbsp;&nbsp;Boeing Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6833 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Brisbane Airport Corp. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1018 |
|  | &nbsp;&nbsp;&nbsp;Caterpillar Financial Services Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 674 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp;10/14/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 820 |
|  | &nbsp;&nbsp;&nbsp;CNH Industrial Capital LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2284 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2298 |
|  | &nbsp;&nbsp;&nbsp;CSX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 741 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/16/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3848 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3855 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Daimler Truck Finance North America LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5126 |
|  | &nbsp;&nbsp;&nbsp;Delta Air Lines Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.375% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 16860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16936 |
|  | &nbsp;&nbsp;&nbsp;GE Capital International Funding Co. Unlimited Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.373% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 6643 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6632 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.100% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 480 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7965 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8060 |
|  | &nbsp;&nbsp;&nbsp;Honeywell International Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1022 |
|  | &nbsp;&nbsp;&nbsp;Huntington Ingalls Industries Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.483% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4249 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4182 |
|  | &nbsp;&nbsp;&nbsp;Ingersoll Rand Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.197% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 15179 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15436 |
|  | &nbsp;&nbsp;&nbsp;Johnson Controls International plc | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 2/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1940 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1936 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 8360 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5531 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Lonsdale Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.450% | &nbsp;&nbsp;&nbsp;&nbsp;11/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3772 |
|  | &nbsp;&nbsp;&nbsp;Northrop Grumman Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5320 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5263 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp;11/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 504 |
|  | &nbsp;&nbsp;&nbsp;PACCAR Financial Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1006 |
|  | &nbsp;&nbsp;&nbsp;Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 495 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1999 |
|  | &nbsp;&nbsp;&nbsp;RTX Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 5/4/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 18255 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17993 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1970 |
|  | &nbsp;&nbsp;&nbsp;Ryder System Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.850% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 491 |
|  | &nbsp;&nbsp;&nbsp;Southwest Airlines Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 16628 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16833 |
| <sup>5,7</sup> | &nbsp;&nbsp;&nbsp;WSO Finance Pty Ltd., 3M Australian Bank Bill Rate + 2.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5.717% | &nbsp;&nbsp;&nbsp;&nbsp; 7/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 780 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **166688** |
| **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** | **Materials (1.8%)** |
|  | &nbsp;&nbsp;&nbsp;ArcelorMittal SA | &nbsp;&nbsp;&nbsp;&nbsp; 6.550% | &nbsp;&nbsp;&nbsp;&nbsp;11/29/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 529 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 552 |
|  | &nbsp;&nbsp;&nbsp;Corp. Nacional del Cobre de Chile | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7511 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7412 |
|  | &nbsp;&nbsp;&nbsp;DuPont de Nemours Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.493% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 4048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4046 |
|  | &nbsp;&nbsp;&nbsp;Ecolab Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.700% | &nbsp;&nbsp;&nbsp;&nbsp; 11/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1230 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1214 |
|  | &nbsp;&nbsp;&nbsp;FMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2941 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2907 |
|  | &nbsp;&nbsp;&nbsp;Freeport-McMoRan Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1532 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 3/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 10534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10494 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;10/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4988 |
| <sup>3,5</sup> | &nbsp;&nbsp;&nbsp;Glencore Funding LLC, SOFR + 0.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4.901% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 24000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24021 |
|  | &nbsp;&nbsp;&nbsp;LYB International Finance II BV | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/2/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 988 |
|  | &nbsp;&nbsp;&nbsp;Nucor Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/23/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1004 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 11/7/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 7018 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7027 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2654 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4704 |
|  | &nbsp;&nbsp;&nbsp;Nutrien Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 5.200% | &nbsp;&nbsp;&nbsp;&nbsp; 6/21/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3335 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3391 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 3.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1190 |
|  | &nbsp;&nbsp;&nbsp;Owens Corning | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 766 |
|  | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1011 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Rio Tinto Finance USA plc, SOFR + 0.840% | &nbsp;&nbsp;&nbsp;&nbsp; 5.016% | &nbsp;&nbsp;&nbsp;&nbsp; 3/14/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 8970 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9033 |
|  | &nbsp;&nbsp;&nbsp;Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2052 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2033 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8914 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8929 |
|  | &nbsp;&nbsp;&nbsp;Sonoco Products Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2969 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2892 |
|  | &nbsp;&nbsp;&nbsp;Westlake Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4322 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **107110** |
| **Real Estate (3.7%)** | **Real Estate (3.7%)** | **Real Estate (3.7%)** | **Real Estate (3.7%)** | **Real Estate (3.7%)** | **Real Estate (3.7%)** |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 747 |
|  | &nbsp;&nbsp;&nbsp;Alexandria Real Estate Equities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6930 |
|  | &nbsp;&nbsp;&nbsp;American Homes 4 Rent LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 869 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 867 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6923 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2324 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2307 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3212 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3157 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1191 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1175 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5460 |
|  | &nbsp;&nbsp;&nbsp;American Tower Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8719 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8636 |
|  | &nbsp;&nbsp;&nbsp;AvalonBay Communities Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 989 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6036 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6017 |
|  | &nbsp;&nbsp;&nbsp;Boston Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 787 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8184 |
|  | &nbsp;&nbsp;&nbsp;Brixmor Operating Partnership LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2177 |
|  | &nbsp;&nbsp;&nbsp;Camden Property Trust | &nbsp;&nbsp;&nbsp;&nbsp; 5.850% | &nbsp;&nbsp;&nbsp;&nbsp; 11/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1625 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1655 |
|  | &nbsp;&nbsp;&nbsp;COPT Defense Properties LP | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2474 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 2/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2522 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2520 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2749 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.900% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1368 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1342 |
|  | &nbsp;&nbsp;&nbsp;Crown Castle Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1979 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 665 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 664 |
|  | &nbsp;&nbsp;&nbsp;CubeSmart LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.125% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 18180 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 18010 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2051 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2037 |
|  | &nbsp;&nbsp;&nbsp;Digital Realty Trust LP | &nbsp;&nbsp;&nbsp;&nbsp; 5.550% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2758 |

---

------

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| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4283 |
|  | &nbsp;&nbsp;&nbsp;DOC DR LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1096 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1087 |
|  | &nbsp;&nbsp;&nbsp;Equinix Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.800% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2640 |
|  | &nbsp;&nbsp;&nbsp;ERP Operating LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 987 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 239 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.625% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1489 |
|  | &nbsp;&nbsp;&nbsp;Essex Portfolio LP | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1887 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3764 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3746 |
|  | &nbsp;&nbsp;&nbsp;Extra Space Storage LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6765 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6718 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497 |
|  | &nbsp;&nbsp;&nbsp;Healthpeak OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 1.350% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5909 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5689 |
|  | &nbsp;&nbsp;&nbsp;Host Hotels & Resorts LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 2/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2847 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2844 |
|  | &nbsp;&nbsp;&nbsp;Kite Realty Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.000% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4613 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4598 |
|  | &nbsp;&nbsp;&nbsp;Mid-America Apartments LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 11645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11560 |
|  | &nbsp;&nbsp;&nbsp;NNN REIT Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.600% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2897 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2879 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 23432 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 23492 |
|  | &nbsp;&nbsp;&nbsp;Omega Healthcare Investors Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4034 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 268 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 266 |
|  | &nbsp;&nbsp;&nbsp;Prologis LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4715 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 11/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 974 |
|  | &nbsp;&nbsp;&nbsp;Public Storage Operating Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.094% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 492 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5262 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1346 |
|  | &nbsp;&nbsp;&nbsp;Realty Income Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5765 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8291 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8218 |
|  | &nbsp;&nbsp;&nbsp;Simon Property Group LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 635 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 629 |
|  | &nbsp;&nbsp;&nbsp;UDR Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4947 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 4.125% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1766 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1763 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1220 |
|  | &nbsp;&nbsp;&nbsp;Ventas Realty LP | &nbsp;&nbsp;&nbsp;&nbsp; 3.850% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2788 |
|  | &nbsp;&nbsp;&nbsp;Welltower OP LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1509 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3846 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3854 |
|  | &nbsp;&nbsp;&nbsp;Weyerhaeuser Co. | &nbsp;&nbsp;&nbsp;&nbsp; 6.950% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2114 |
|  | &nbsp;&nbsp;&nbsp;WP Carey Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2711 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2711 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **217786** |
| **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** | **Technology (2.7%)** |
|  | &nbsp;&nbsp;&nbsp;Broadcom Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp; 7/12/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9840 |
|  | &nbsp;&nbsp;&nbsp;Dell Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 7.100% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 534 |
|  | &nbsp;&nbsp;&nbsp;Dell International LLC / EMC Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.900% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 10534 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 10593 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 1.750% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7581 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7487 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.450% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 19058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 19136 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.050% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2877 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2873 |
|  | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4854 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4875 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.136% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5515 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 735 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/17/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5456 |
|  | &nbsp;&nbsp;&nbsp;HP Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 507 |
|  | &nbsp;&nbsp;&nbsp;IBM International Capital Pte Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 4.600% | &nbsp;&nbsp;&nbsp;&nbsp; 2/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 860 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 866 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2250 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2254 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.600% | &nbsp;&nbsp;&nbsp;&nbsp; 5/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1300 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1287 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1740 |
|  | &nbsp;&nbsp;&nbsp;Intel Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 2/10/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 7345 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7456 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 1/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 496 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp; 2/9/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4561 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4453 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.700% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5510 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5316 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 7/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2009 |
|  | &nbsp;&nbsp;&nbsp;International Business Machines Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 6.220% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1039 |
|  | &nbsp;&nbsp;&nbsp;Kyndryl Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 383 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 374 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.875% | &nbsp;&nbsp;&nbsp;&nbsp; 6/18/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 12811 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12774 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1826 |
|  | &nbsp;&nbsp;&nbsp;NXP BV / NXP Funding LLC / NXP USA Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4765 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13108 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 12953 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.300% | &nbsp;&nbsp;&nbsp;&nbsp; 3/25/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1585 |
|  | &nbsp;&nbsp;&nbsp;Oracle Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 4.800% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 1680 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1708 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Oracle Corp., SOFR + 0.760% | &nbsp;&nbsp;&nbsp;&nbsp; 5.043% | &nbsp;&nbsp;&nbsp;&nbsp; 8/3/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 4740 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4763 |
|  | &nbsp;&nbsp;&nbsp;Roper Technologies Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.800% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1459 |
|  | &nbsp;&nbsp;&nbsp;Synopsys Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.550% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 14549 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14642 |
|  | &nbsp;&nbsp;&nbsp;VMware LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.650% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1007 |

---

------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Workday Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.500% | &nbsp;&nbsp;&nbsp;&nbsp; 4/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6666 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6608 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **158931** |
| **Utilities (3.1%)** | **Utilities (3.1%)** | **Utilities (3.1%)** | **Utilities (3.1%)** | **Utilities (3.1%)** | **Utilities (3.1%)** |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 5.700% | &nbsp;&nbsp;&nbsp;&nbsp; 12/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3150 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3199 |
|  | &nbsp;&nbsp;&nbsp;Ameren Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.950% | &nbsp;&nbsp;&nbsp;&nbsp; 3/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1751 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1698 |
|  | &nbsp;&nbsp;&nbsp;American Electric Power Co. Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.200% | &nbsp;&nbsp;&nbsp;&nbsp;11/13/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1709 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1676 |
|  | &nbsp;&nbsp;&nbsp;American Water Capital Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3434 |
|  | &nbsp;&nbsp;&nbsp;Arizona Public Service Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1569 |
|  | &nbsp;&nbsp;&nbsp;Atmos Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4470 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4409 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Houston Electric LLC | &nbsp;&nbsp;&nbsp;&nbsp; 2.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 986 |
|  | &nbsp;&nbsp;&nbsp;CenterPoint Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 6/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981 |
|  | &nbsp;&nbsp;&nbsp;CMS Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 992 |
|  | &nbsp;&nbsp;&nbsp;Commonwealth Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1858 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1825 |
| <sup>5</sup> | &nbsp;&nbsp;&nbsp;Consolidated Edison Co. of New York Inc., SOFR + 0.520% | &nbsp;&nbsp;&nbsp;&nbsp; 4.768% | &nbsp;&nbsp;&nbsp;&nbsp;11/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 6260 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6265 |
|  | &nbsp;&nbsp;&nbsp;Dominion Energy Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.450% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 976 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 961 |
|  | &nbsp;&nbsp;&nbsp;DTE Energy Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.950% | &nbsp;&nbsp;&nbsp;&nbsp; 7/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 20883 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21151 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.650% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 21183 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20926 |
|  | &nbsp;&nbsp;&nbsp;Duke Energy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.150% | &nbsp;&nbsp;&nbsp;&nbsp; 8/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 652 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 642 |
|  | &nbsp;&nbsp;&nbsp;Entergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5354 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5296 |
|  | &nbsp;&nbsp;&nbsp;Eversource Energy | &nbsp;&nbsp;&nbsp;&nbsp; 5.450% | &nbsp;&nbsp;&nbsp;&nbsp; 3/1/2028 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 770 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 1.600% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5798 |
|  | &nbsp;&nbsp;&nbsp;FirstEnergy Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 20900 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20781 |
|  | &nbsp;&nbsp;&nbsp;Florida Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.300% | &nbsp;&nbsp;&nbsp;&nbsp; 5/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1391 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1376 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 6838 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6785 |
|  | &nbsp;&nbsp;&nbsp;ITC Holdings Corp. | &nbsp;&nbsp;&nbsp;&nbsp; 3.350% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4932 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4846 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Jersey Central Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.150% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2796 |
|  | &nbsp;&nbsp;&nbsp;National Fuel Gas Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.500% | &nbsp;&nbsp;&nbsp;&nbsp; 10/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1952 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1973 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Network Finance Co. Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.250% | &nbsp;&nbsp;&nbsp;&nbsp;11/11/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 874 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.875% | &nbsp;&nbsp;&nbsp;&nbsp; 1/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 973 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.550% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2461 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2441 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.625% | &nbsp;&nbsp;&nbsp;&nbsp; 7/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2478 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2502 |
|  | &nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.685% | &nbsp;&nbsp;&nbsp;&nbsp; 9/1/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 9205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9307 |
|  | &nbsp;&nbsp;&nbsp;NiSource Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.490% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 560 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 555 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Oncor Electric Delivery Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 3/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 5810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5850 |
|  | &nbsp;&nbsp;&nbsp;PPL Capital Funding Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 3.100% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 7520 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7462 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 5.400% | &nbsp;&nbsp;&nbsp;&nbsp; 8/1/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8401 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8470 |
|  | &nbsp;&nbsp;&nbsp;Sempra | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1219 |
|  | &nbsp;&nbsp;&nbsp;Southern California Edison Co. | &nbsp;&nbsp;&nbsp;&nbsp; 4.400% | &nbsp;&nbsp;&nbsp;&nbsp; 9/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2228 |
|  | &nbsp;&nbsp;&nbsp;Southern Co. | &nbsp;&nbsp;&nbsp;&nbsp; 5.150% | &nbsp;&nbsp;&nbsp;&nbsp; 10/6/2025 | &nbsp;&nbsp;&nbsp;&nbsp; 2035 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2035 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;United Energy Distribution Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 2.200% | &nbsp;&nbsp;&nbsp;&nbsp;10/29/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2190 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1422 |
| <sup>7</sup> | &nbsp;&nbsp;&nbsp;Victoria Power Networks Finance Pty Ltd. | &nbsp;&nbsp;&nbsp;&nbsp; 1.603% | &nbsp;&nbsp;&nbsp;&nbsp; 4/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 3600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2351 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 2.950% | &nbsp;&nbsp;&nbsp;&nbsp;11/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494 |
|  | &nbsp;&nbsp;&nbsp;Virginia Electric & Power Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.750% | &nbsp;&nbsp;&nbsp;&nbsp; 5/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 750 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 747 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Virginia Power Fuel Securitization LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.088% | &nbsp;&nbsp;&nbsp;&nbsp; 5/1/2029 | &nbsp;&nbsp;&nbsp;&nbsp; 2367 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2380 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 5.050% | &nbsp;&nbsp;&nbsp;&nbsp;12/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1551 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Vistra Operations Co. LLC | &nbsp;&nbsp;&nbsp;&nbsp; 3.700% | &nbsp;&nbsp;&nbsp;&nbsp; 1/30/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 790 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 783 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/9/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 293 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 293 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 5.600% | &nbsp;&nbsp;&nbsp;&nbsp; 9/12/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 419 |
|  | &nbsp;&nbsp;&nbsp;WEC Energy Group Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.375% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 547 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 518 |
|  | &nbsp;&nbsp;&nbsp;Wisconsin Power & Light Co. | &nbsp;&nbsp;&nbsp;&nbsp; 3.050% | &nbsp;&nbsp;&nbsp;&nbsp;10/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 3655 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3584 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; **179593** |
| **Total Corporate Bonds (Cost $3,736,280)** | **Total Corporate Bonds (Cost $3,736,280)** | **Total Corporate Bonds (Cost $3,736,280)** | **Total Corporate Bonds (Cost $3,736,280)** | **Total Corporate Bonds (Cost $3,736,280)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3757657** |
| **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** | **Sovereign Bonds (2.4%)** |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/19/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13229 |
|  | &nbsp;&nbsp;&nbsp;Caisse d'Amortissement de la Dette Sociale | &nbsp;&nbsp;&nbsp;&nbsp; 4.250% | &nbsp;&nbsp;&nbsp;&nbsp; 1/24/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 8199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8230 |
|  | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 4800 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4709 |
| <sup>3</sup> | &nbsp;&nbsp;&nbsp;CDP Financial Inc. | &nbsp;&nbsp;&nbsp;&nbsp; 1.000% | &nbsp;&nbsp;&nbsp;&nbsp; 5/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5395 |
|  | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 5.950% | &nbsp;&nbsp;&nbsp;&nbsp; 1/25/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1140 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1160 |
| <sup>4</sup> | &nbsp;&nbsp;&nbsp;Dominican Republic | &nbsp;&nbsp;&nbsp;&nbsp; 8.625% | &nbsp;&nbsp;&nbsp;&nbsp; 4/20/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1010 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1051 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Morocco | &nbsp;&nbsp;&nbsp;&nbsp; 2.375% | &nbsp;&nbsp;&nbsp;&nbsp;12/15/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1855 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1779 |
|  | &nbsp;&nbsp;&nbsp;Kingdom of Saudi Arabia | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp;10/26/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 5240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5189 |
|  | &nbsp;&nbsp;&nbsp;Ontario Teachers' Finance Trust | &nbsp;&nbsp;&nbsp;&nbsp; 0.875% | &nbsp;&nbsp;&nbsp;&nbsp; 9/21/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11222 |
|  | &nbsp;&nbsp;&nbsp;Province of Alberta | &nbsp;&nbsp;&nbsp;&nbsp; 2.050% | &nbsp;&nbsp;&nbsp;&nbsp; 8/17/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 11553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11372 |
|  | &nbsp;&nbsp;&nbsp;Province of British Columbia | &nbsp;&nbsp;&nbsp;&nbsp; 0.900% | &nbsp;&nbsp;&nbsp;&nbsp; 7/20/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 22878 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 22336 |
|  | &nbsp;&nbsp;&nbsp;Republic of Chile | &nbsp;&nbsp;&nbsp;&nbsp; 2.750% | &nbsp;&nbsp;&nbsp;&nbsp; 1/31/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 4455 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4375 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.500% | &nbsp;&nbsp;&nbsp;&nbsp; 5/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 580 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 578 |
|  | &nbsp;&nbsp;&nbsp;Republic of Guatemala | &nbsp;&nbsp;&nbsp;&nbsp; 4.375% | &nbsp;&nbsp;&nbsp;&nbsp; 6/5/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2218 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2205 |
|  | &nbsp;&nbsp;&nbsp;Republic of Paraguay | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp; 4/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 1350 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1352 |

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------

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;Coupon | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;&nbsp;Market<br> Value<br> ($000) |
|  | &nbsp;&nbsp;&nbsp;Republic of Poland | &nbsp;&nbsp;&nbsp;&nbsp; 3.250% | &nbsp;&nbsp;&nbsp;&nbsp; 4/6/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 13085 | &nbsp;&nbsp; 13026 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.875% | &nbsp;&nbsp;&nbsp;&nbsp; 4/14/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 2490 | &nbsp;&nbsp; 2491 |
|  | &nbsp;&nbsp;&nbsp;Republic of South Africa | &nbsp;&nbsp;&nbsp;&nbsp; 4.850% | &nbsp;&nbsp;&nbsp;&nbsp; 9/27/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 7130 | &nbsp;&nbsp; 7175 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;10/30/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 8142 | &nbsp;&nbsp; 9791 |
| <sup>9</sup> | &nbsp;&nbsp;&nbsp;State of Israel | &nbsp;&nbsp;&nbsp;&nbsp; 1.500% | &nbsp;&nbsp;&nbsp;&nbsp; 1/18/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1095 | &nbsp;&nbsp; 1258 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 4.750% | &nbsp;&nbsp;&nbsp;&nbsp; 6/15/2026 | &nbsp;&nbsp;&nbsp;&nbsp; 9278 | &nbsp;&nbsp; 9283 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 5.375% | &nbsp;&nbsp;&nbsp;&nbsp; 3/8/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 1609 | &nbsp;&nbsp; 1630 |
|  | &nbsp;&nbsp;&nbsp;Sultanate of Oman | &nbsp;&nbsp;&nbsp;&nbsp; 6.750% | &nbsp;&nbsp;&nbsp;&nbsp;10/28/2027 | &nbsp;&nbsp;&nbsp;&nbsp; 2500 | &nbsp;&nbsp; 2614 |
| **Total Sovereign Bonds (Cost $140,482)** | **Total Sovereign Bonds (Cost $140,482)** | **Total Sovereign Bonds (Cost $140,482)** | **Total Sovereign Bonds (Cost $140,482)** | **Total Sovereign Bonds (Cost $140,482)** | &nbsp;&nbsp;&nbsp;**141450** |
|  |  |  |  | &nbsp;&nbsp;Shares |  |
| **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** | **Temporary Cash Investments (3.2%)** |
| **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** | **Money Market Fund (0.4%)** |
| <sup>10</sup> | &nbsp;&nbsp;&nbsp;Vanguard Market Liquidity Fund | &nbsp;&nbsp;&nbsp;&nbsp; 4.180% |  | &nbsp;&nbsp;&nbsp;&nbsp;258730 | &nbsp;&nbsp; 25873 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;Maturity<br> Date | &nbsp;&nbsp;Face<br> Amount<br> ($000) |  |
| **U.S. Government and Agency Obligations (2.8%)** | **U.S. Government and Agency Obligations (2.8%)** | **U.S. Government and Agency Obligations (2.8%)** | **U.S. Government and Agency Obligations (2.8%)** | **U.S. Government and Agency Obligations (2.8%)** | **U.S. Government and Agency Obligations (2.8%)** |
|  | &nbsp;&nbsp;&nbsp;United States Treasury Bill | &nbsp;&nbsp;&nbsp;&nbsp;3.626%–3.821% | &nbsp;&nbsp;&nbsp;&nbsp; 9/3/2026 | &nbsp;&nbsp;&nbsp;&nbsp;166209 | &nbsp;&nbsp; 160779 |
| **Total Temporary Cash Investments (Cost $186,484)** | **Total Temporary Cash Investments (Cost $186,484)** | **Total Temporary Cash Investments (Cost $186,484)** | **Total Temporary Cash Investments (Cost $186,484)** | **Total Temporary Cash Investments (Cost $186,484)** | &nbsp;&nbsp;&nbsp;**186652** |
| **Total Investments (99.4%) (Cost $5,768,995)** | **Total Investments (99.4%) (Cost $5,768,995)** | **Total Investments (99.4%) (Cost $5,768,995)** | **Total Investments (99.4%) (Cost $5,768,995)** | **Total Investments (99.4%) (Cost $5,768,995)** | **5801972** |
| **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** | **Other Assets and Liabilities—Net (0.6%)** | &nbsp;&nbsp;&nbsp;&nbsp;**34738** |
| **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **Net Assets (100%)** | **5836710** |
| Cost is in $000. | Cost is in $000. | Cost is in $000. |  |  |  |

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| | |
|:---|:---|
| 1 | Securities with a value of $1,470 have been segregated as initial margin for open centrally cleared swap contracts. |
| 2 | Securities with a value of $3,562 have been segregated as initial margin for open futures contracts. |
| 3 | Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in transactions exempt from registration, normally to qualified institutional buyers. At September 30, 2025, the aggregate value was $1,565,039, representing 26.8% of net assets. |
| 4 | The average or expected maturity is shorter than the final maturity shown because of the possibility of interim principal payments and prepayments or the possibility of the issue being called. |
| 5 | Variable-rate security; rate shown is effective rate at period end. Certain variable-rate securities are not based on a published reference rate and spread but are determined by the issuer or agent based on current market conditions. |
| 6 | The issuer was placed under federal conservatorship in September 2008; since that time, its daily operations have been managed by the Federal Housing Finance Agency and it receives capital from the U.S. Treasury, as needed to maintain a positive net worth, in exchange for senior preferred stock. |
| 7 | Face amount denominated in Australian dollars. |
| 8 | Guaranteed by the Republic of Azerbaijan. |
| 9 | Face amount denominated in euro. |
| 10 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
|  | 3M—3-month. |
|  | CLO—Collateralized Loan Obligation. |
|  | DAC—Designated Activity Company. |
|  | REIT—Real Estate Investment Trust. |
|  | REMICS—Real Estate Mortgage Investment Conduits. |
|  | SOFR—Secured Overnight Financing Rate. |
|  | SOFR30A—30 Day Average Secured Overnight Financing Rate. |

---

------

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

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts | Futures Contracts |
|  |  |  | ($000) | ($000) |
|  | Expiration | Number of<br> Long (Short)<br> Contracts | Notional<br> Amount | &nbsp;&nbsp;Value and<br> Unrealized<br> Appreciation<br> (Depreciation) |
| Short Futures Contracts |  |  |  |  |
| 2-Year U.S. Treasury Note | December 2025 | (690) | (143795) | &nbsp;&nbsp;132 |
| 5-Year U.S. Treasury Note | December 2025 | (1057) | (115419) | &nbsp;&nbsp;208 |
| Euro-Schatz | December 2025 | (32) | (4019) | &nbsp;&nbsp;4 |
|  |  |  |  | &nbsp;&nbsp;344 |

---

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts | Forward Currency Contracts |
| Counterparty | Contract<br> Settlement<br> Date | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Contract Amount (000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| Counterparty | Contract<br> Settlement<br> Date |  | &nbsp;&nbsp;&nbsp;Receive |  | &nbsp;&nbsp;&nbsp;Deliver | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Depreciation<br> ($000) |
| UBS AG | 12/17/2025 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;53 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;36 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— |
| JPMorgan Chase Bank, N.A. | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;27201 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;41188 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(79) |
| State Street Bank & Trust Co. | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;2750 | &nbsp;&nbsp;&nbsp;AUD | &nbsp;&nbsp;&nbsp;4124 | &nbsp;&nbsp;&nbsp;19 | &nbsp;&nbsp;&nbsp;— |
| Societe Generale SA | 12/17/2025 | &nbsp;&nbsp;&nbsp;USD | &nbsp;&nbsp;&nbsp;11997 | &nbsp;&nbsp;&nbsp;EUR | &nbsp;&nbsp;&nbsp;10162 | &nbsp;&nbsp;&nbsp;12 | &nbsp;&nbsp;&nbsp;— |
|  |  |  |  |  |  | &nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;(79) |

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AUD—Australian dollar. <br> EUR—euro. <br> USD—U.S. dollar.

At September 30, 2025, the counterparties had deposited in segregated accounts securities with a value of $93 in connection with open forward currency contracts.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps | Centrally Cleared Interest Rate Swaps |
| Termination<br> Date | Future<br> Effective<br> Date | &nbsp;&nbsp;&nbsp;Notional<br> Amount<br> ($000) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> Received<br> (%) | &nbsp;&nbsp;&nbsp;Interest<br> Rate<br> (Paid)<br> (%) | &nbsp;&nbsp;&nbsp;Value<br> ($000) | &nbsp;&nbsp;&nbsp;Unrealized<br> Appreciation<br> (Depreciation)<br> ($000) |
| 9/21/2026 | N/A | &nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp;3.584<sup>1</sup> | &nbsp;&nbsp;&nbsp;(4.156)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(277) | &nbsp;&nbsp;&nbsp;(235) |
| 9/21/2026 | N/A | &nbsp;&nbsp;&nbsp;216000 | &nbsp;&nbsp;&nbsp;3.585<sup>1</sup> | &nbsp;&nbsp;&nbsp;(4.156)<sup>2</sup> | &nbsp;&nbsp;&nbsp;(183) | &nbsp;&nbsp;&nbsp;(135) |
| 9/20/2027 | N/A | &nbsp;&nbsp;&nbsp;164000 | &nbsp;&nbsp;&nbsp;4.156<sup>3</sup> | &nbsp;&nbsp;&nbsp;(3.272)<sup>4</sup> | &nbsp;&nbsp;&nbsp;443 | &nbsp;&nbsp;&nbsp;392 |
|  |  |  |  |  | &nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;22 |

---

---

| |
|:---|
| 1 Interest payment received/paid at maturity. |
| 2 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid at maturity. |
| 3 Based on Secured Overnight Financing Rate (SOFR) as of the most recent reset date. Interest payment received/paid annually. |
| 4 Interest payment received/paid annually. |

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**A.** Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using
the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Structured debt
securities, including mortgages and asset-backed securities, are valued using the latest bid prices or using valuations based on a matrix system that considers such factors as issuer, tranche, nominal or
option-adjusted spreads, weighted average coupon, weighted average maturity, credit enhancements, and collateral, as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued
at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the
securities' primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.

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

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

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

------

Swaptions are valued based on market quotations received from independent pricing services or recognized dealers. The premium paid for a purchased swaption is recorded as an asset and is subsequently adjusted daily based on the current market value of the swaption. The premium received for a written swaption is recorded as an asset with an equal liability and is subsequently adjusted daily based on the current market value of the swaption. Fluctuations in the value of swaptions are recorded as unrealized appreciation (depreciation) until expired, closed, or exercised, at which time realized gains(losses) are recognized.

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

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

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

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

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

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

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

The fund enters into centrally cleared interest rate swaps to achieve the same objectives specified with respect to the equivalent over-the-counter swaps but with less counterparty risk because a regulated clearinghouse is the counterparty instead of the clearing broker or executing broker. The clearinghouse imposes initial margin requirements to secure the fund's performance, and requires daily settlement of variation margin representing changes in the market value of each contract. To further mitigate counterparty risk, the fund trades with a diverse group of prequalified executing brokers; monitors the financial strength of its clearing brokers, executing brokers, and clearinghouse; and has entered into agreements with its clearing brokers and executing brokers.

A risk associated with all types of swaps is the possibility that a counterparty may default on its obligation to pay net amounts due to the fund. The fund's maximum amount subject to counterparty risk is the unrealized appreciation on the swap contract. The fund mitigates its counterparty risk by entering into swaps only with a diverse group of prequalified counterparties, monitoring their financial strength, entering into master netting arrangements with its counterparties, and requiring its counterparties to transfer collateral as security for their performance. In the absence of a default, the collateral pledged or received by the fund cannot be repledged, resold, or rehypothecated. In the event of a counterparty's default (including bankruptcy), the fund may terminate any swap contracts with that counterparty, determine the net amount owed by either party in accordance with its master netting arrangements, and sell or retain any collateral held up to the net amount owed to the fund under the master netting arrangements. The swap contracts contain provisions whereby a counterparty may terminate open contracts if the fund's net assets decline below a

------

certain level, triggering a payment by the fund if the fund is in a net liability position at the time of the termination. The payment amount would be reduced by any collateral the fund has pledged. Any securities pledged as collateral for open contracts are noted in the Schedule of Investments. The value of collateral received or pledged is compared daily to the value of the swap contracts exposure with each counterparty, and any difference, if in excess of a specified minimum transfer amount, is adjusted and settled within two business days.

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

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

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

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

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

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | Level 1<br> ($000) | &nbsp;&nbsp;&nbsp;Level 2<br> ($000) | &nbsp;&nbsp;&nbsp;Level 3<br> ($000) | &nbsp;&nbsp;&nbsp;Total<br> ($000) |
| **Investments** |  |  |  |  |
| Assets |  |  |  |  |
| U.S. Government and Agency Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90486 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90486 |
| Asset-Backed/Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1625727 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;1625727 |
| Corporate Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3757657 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;3757657 |
| Sovereign Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;141450 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;141450 |
| Temporary Cash Investments | 25873 | &nbsp;&nbsp;&nbsp;&nbsp;160779 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;186652 |
| Total | 25873 | &nbsp;&nbsp;&nbsp;5776099 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;5801972 |
| **Derivative Financial Instruments** |  |  |  |  |
| Assets |  |  |  |  |
| Futures Contracts<sup>1</sup> | 344 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;344 |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31 |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;392 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;392 |
| Total | 344 | &nbsp;&nbsp;&nbsp;&nbsp;423 | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;767 |
| Liabilities |  |  |  |  |
| Forward Currency Contracts | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(79) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;(79) |
| Swap Contracts<sup>1</sup> | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(370) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(370) |
| Total | &nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(449) | &nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;(449) |

---

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD BOND INDEX FUNDS

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

- **a. Name of Series:** VANGUARD ULTRA-SHORT BOND ETF

- **b. EDGAR series identifier (if any):** S000071399

- **c. LEI of Series:** 5493007JE7V8J9D1LN10

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5839237001.76

**Total Liabilities:** $2553293.57

**Net Assets:** $5836683708.19

**Cash Not Reported:** $798307.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -36248.87889958 | **1-Year:** -506487.87965924 | **5-Year:** -196369.20989347 | **10-Year:** -12.23439062 | **30-Year:** -0.00000001

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

- **3-Month:** -806.38786520 | **1-Year:** -3293.70935313 | **5-Year:** -606.60292761 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226472 | 0.27%                | 0.63%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1477153.02              | $-10275747.78                              |
| Month 2  | $601213.52               | $15653564.48                               |
| Month 3  | $2526471.59              | $1623791.20                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                 | EUR/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12640.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-78881.35    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $981.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-228.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20251217              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $17645.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd                                                   | TELSTRA GROUP                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |   7750000 | PA      | $5132151.49   | 0.09%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                            | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   8360000 | PA      | $5531103.48   | 0.09%             | 2025-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                                  | UNITED ENERGY D                   | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |   2190000 | PA      | $1421503.18   | 0.02%             | 2026-10-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                          | NETWORK FINANCE                   | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |   1350000 | PA      | $874363.60    | 0.01%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                            | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   5810000 | PA      | $3771724.20   | 0.06%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                       | BRISBANE AIRPORT                  | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |   1550000 | PA      | $1017991.99   | 0.02%             | 2026-06-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                             | VICTORIA POWER N                  | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |   3600000 | PA      | $2350588.64   | 0.04%             | 2026-04-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                        | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   5680000 | PA      | $3766763.39   | 0.06%             | 2026-04-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                     | VOLKSWAGEN AUST                   | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |   3160000 | PA      | $2094418.17   | 0.04%             | 2026-04-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                        | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   2130000 | PA      | $1421654.24   | 0.02%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                 | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |    780000 | PA      | $517823.24    | 0.01%             | 2026-07-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                        | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   5350000 | PA      | $3547985.59   | 0.06%             | 2026-04-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2024-3A A1                  | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13360000 | PA      | $13462436.46  | 0.23%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                   | Vanguard Market Liquidity Fund    | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  24087947 | NS      | $24087946.80  | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | EURO-SCHATZ FUT   Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -32 | NC      | $4298.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | US 5YR NOTE (CBT) Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1057 | NC      | $207600.93    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                 | US 2YR NOTE (CBT) Dec25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1824 | NC      | $212398.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                           | AFLAC INC                         | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5165497.18   | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | COREBRIDGE GF                     | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   6210000 | PA      | $6281515.97   | 0.11%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | COREBRIDGE GF                     | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   9370000 | PA      | $9444242.07   | 0.16%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | COREBRIDGE GF                     | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8998819.83   | 0.15%             | 2028-01-07      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                               | ARIFL 2025-B A2                   | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4326592.92   | 0.07%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749413.55    | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1698563.35   | 0.03%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3548631.31   | 0.06%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    772000 | PA      | $730656.47    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  23346000 | PA      | $23074919.56  | 0.40%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-A                                        | ARIFL 2023-A A2                   | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    301004 | PA      | $301454.14    | 0.01%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-A                                        | ARIFL 2024-A A2                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1613678 | PA      | $1624147.42   | 0.03%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                          | ABBVIE INC                        | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6447000 | PA      | $6374371.90   | 0.11%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                          | ABBVIE INC                        | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2984294.19   | 0.05%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4866000 | PA      | $4823739.37   | 0.08%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2499546.08   | 0.04%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4643000 | PA      | $4679359.43   | 0.08%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8100000 | PA      | $8035420.40   | 0.14%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13032000 | PA      | $12806222.42  | 0.22%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1686000 | PA      | $1722375.96   | 0.03%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5813000 | PA      | $5995808.04   | 0.10%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $507598.50    | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3879000 | PA      | $3837415.37   | 0.07%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1828000 | PA      | $1801487.95   | 0.03%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5171838.88   | 0.09%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $3182295.74   | 0.05%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  12667000 | PA      | $12405529.69  | 0.21%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763645.69    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9056265.57   | 0.16%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                 | ALEXANDRIA REAL                   | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   6951000 | PA      | $6929537.61   | 0.12%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                 | ALEXANDRIA REAL                   | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747411.39    | 0.01%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                                | ALLCU 2025-1A A3                  | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2170000 | PA      | $2176385.01   | 0.04%             | 2028-12-26      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                                | ALLCU 2025-1A A4                  | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    810000 | PA      | $812253.99    | 0.01%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                                   | ALLSTATE CORP                     | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4920212.18   | 0.08%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ABCLN 2024-B A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1184550 | PA      | $1195371.44   | 0.02%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ABCLN 2024-B B                    | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    842347 | PA      | $849489.41    | 0.01%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ABCLN 2024-B C                    | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1783406 | PA      | $1792168.21   | 0.03%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ABCLN 2024-B D                    | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440916 | PA      | $442850.09    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A A2                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5269503 | PA      | $5280832.17   | 0.09%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A B                    | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1784382 | PA      | $1789521.79   | 0.03%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A C                    | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2527875 | PA      | $2535129.33   | 0.04%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A D                    | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1180294 | PA      | $1184371.00   | 0.02%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                    | ABCLN 2024-A A2                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    546830 | PA      | $556095.79    | 0.01%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                    | ABCLN 2024-A B                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    752568 | PA      | $765380.31    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                    | ABCLN 2024-A C                    | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1689218 | PA      | $1714298.85   | 0.03%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                    | ABCLN 2024-A D                    | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200324 | PA      | $203311.62    | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                  | ALLYA 2024-2 A3                   | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4080000 | PA      | $4089843.00   | 0.07%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                  | ALLYA 2023-1 A3                   | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1371991 | PA      | $1383946.63   | 0.02%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                  | ALLYA 2024-1 A3                   | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5785601 | PA      | $5822748.04   | 0.10%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                  | ALLYA 2022-1 A3                   | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1525 | PA      | $1524.01      | 0.00%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                  | ALLYA 2023-A B                    | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    722052 | PA      | $723728.18    | 0.01%             | 2034-01-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                    | ALTRIA GROUP INC                  | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  11730000 | PA      | $11578884.52  | 0.20%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                    | ALTRIA GROUP INC                  | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3447057.29   | 0.06%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                         | AMEREN CORP                       | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1697999.30   | 0.03%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                         | AMEREN CORP                       | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3199092.50   | 0.05%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                     | AMCAR 2024-1 A3                   | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8590000 | PA      | $8679573.94   | 0.15%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                      | AMER ELEC PWR                     | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1709000 | PA      | $1676018.76   | 0.03%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742665.89    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9553000 | PA      | $9645308.92   | 0.17%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6083000 | PA      | $6094186.21   | 0.10%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506698.30    | 0.01%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017196.85   | 0.02%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  14080000 | PA      | $14147118.66  | 0.24%             | 2028-07-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13650000 | PA      | $13657932.83  | 0.23%             | 2029-07-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1              | AHART 2025-1A A3                  | CUSIP: 02650VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6800000 | PA      | $6815778.04   | 0.12%             | 2030-11-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2527498.18   | 0.04%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12740000 | PA      | $12750972.83  | 0.22%             | 2027-07-09      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520291.16   | 0.03%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2969000 | PA      | $2977516.75   | 0.05%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30024342.90  | 0.51%             | 2026-12-11      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $6980381.72   | 0.12%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12020068.44  | 0.21%             | 2028-09-01      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                            | AMERICAN HOMES 4                  | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    869000 | PA      | $867422.97    | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                     | AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4002818 | PA      | $4011844.30   | 0.07%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                     | AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2170000 | PA      | $2189959.66   | 0.04%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2306896.99   | 0.04%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1175053.56   | 0.02%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8719000 | PA      | $8635541.30   | 0.15%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3212000 | PA      | $3156961.06   | 0.05%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7022000 | PA      | $6922935.38   | 0.12%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5460061.59   | 0.09%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                         | AMERICAN WATER                    | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3433697.72   | 0.06%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                     | AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3778500 | PA      | $3806827.39   | 0.07%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                     | AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2470903 | PA      | $2478408.33   | 0.04%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                         | CENCORA INC                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    870000 | PA      | $857565.40    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                         | CENCORA INC                       | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505739.14    | 0.01%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                           | AMGEN INC                         | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    554000 | PA      | $544888.69    | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                 | ELEVANCE HEALTH                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   5159000 | PA      | $5121595.44   | 0.09%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                 | ELEVANCE HEALTH                   | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7329769.98   | 0.13%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                 | ELEVANCE HEALTH                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  21385000 | PA      | $21289543.99  | 0.36%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                  | AON CORP/AON GLO                  | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3040000 | PA      | $2981666.02   | 0.05%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                    | ARCELORMITTAL SA                  | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    529000 | PA      | $552315.03    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                           | ARCHER-DANIELS                    | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76987.42     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                   | ARES CAPITAL COR                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   6152000 | PA      | $6045032.53   | 0.10%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                   | ARES CAPITAL COR                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5411000 | PA      | $5572489.29   | 0.10%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                        | ARIFL 2025-A A2                   | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510000 | PA      | $2518640.93   | 0.04%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                        | ARIFL 2023-B A2                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2090610 | PA      | $2108353.40   | 0.04%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                        | ARIFL 2024-B A2                   | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1403980 | PA      | $1415171.65   | 0.02%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                           | ARIZONA PUB SERV                  | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1568588.45   | 0.03%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3002000 | PA      | $3016753.66   | 0.05%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  29830000 | PA      | $30084449.01  | 0.52%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7888299.13   | 0.14%             | 2026-08-27      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2684833.28   | 0.05%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25027708.75  | 0.43%             | 2028-09-18      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                   | ATMOS ENERGY                      | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4409384.12   | 0.08%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY               | AUST & NZ BK NY                   | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3310000 | PA      | $3345851.87   | 0.06%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                     | DRVPNK 2025-1A A3                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4870000 | PA      | $4916761.74   | 0.08%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                        | AUTOZONE INC                      | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1148540.89   | 0.02%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                           | AVALONBAY COMMUN                  | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988778.15    | 0.02%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | AESOP 2020-2A A                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   2325000 | PA      | $2312607.29   | 0.04%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | AESOP 2022-4A A                   | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   3590000 | PA      | $3633518.70   | 0.06%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | AESOP 2022-5A C                   | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150602.55    | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | AESOP 2023-2A C                   | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $485188.66    | 0.01%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                              | AXA EQUITABLE HO                  | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    166000 | PA      | $166619.96    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                     | BAE SYSTEMS PLC                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   8039000 | PA      | $8136563.72   | 0.14%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                            | BAE SYSTEMS HLDG                  | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996441.40   | 0.05%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  12620000 | PA      | $12491160.65  | 0.21%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                  | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $8011166.40   | 0.14%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                  | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6383683.61   | 0.11%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                       | BAT INTL FINANCE                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  11631000 | PA      | $11485111.09  | 0.20%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                       | BAT INTL FINANCE                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3017290.35   | 0.05%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                  | BMW US CAP LLC                    | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7253000 | PA      | $7265731.99   | 0.12%             | 2026-08-13      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                  | BMW US CAP LLC                    | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16064635.84  | 0.28%             | 2027-03-19      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                  | BMW US CAP LLC                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6961243.15   | 0.12%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE                              | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1488137.99   | 0.03%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE                              | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $491917.91    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                      | BMWLT 2023-2 A3                   | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    596347 | PA      | $597391.37    | 0.01%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE                              | CUSIP: 05611C2A0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5630000 | PA      | $5642465.16   | 0.10%             | 2026-01-26      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                      | BMWLT 2024-1 A3                   | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9391575 | PA      | $9424170.29   | 0.16%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                             | BMWLT 2024-2 A4                   | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5200000 | PA      | $5217925.44   | 0.09%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2341846.58   | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1497808.95   | 0.03%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   4255000 | PA      | $4337665.37   | 0.07%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10200000 | PA      | $10263354.65  | 0.18%             | 2028-07-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2260000 | PA      | $2305842.97   | 0.04%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000620.28   | 0.02%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4966791.55   | 0.09%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    955000 | PA      | $939921.24    | 0.02%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    409600 | PA      | $407918.00    | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2548000 | PA      | $2543054.56   | 0.04%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $22732705.04  | 0.39%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11594000 | PA      | $11363215.75  | 0.19%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7461000 | PA      | $7568020.06   | 0.13%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337633.09    | 0.01%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $813073.72    | 0.01%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11006098.29  | 0.19%             | 2029-01-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                                   | BAAT 2023-2A A3                   | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4283039 | PA      | $4329818.71   | 0.07%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $730912.70    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1022604.00   | 0.02%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $759413.55    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $509576.89    | 0.01%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  13334000 | PA      | $13354215.54  | 0.23%             | 2029-01-27      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  18000000 | PA      | $17979718.50  | 0.31%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  36000000 | PA      | $36012966.12  | 0.62%             | 2028-09-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                    | BANK OF NY MELLO                  | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  10967000 | PA      | $10961722.90  | 0.19%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                    | BANK OF NY MELLO                  | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22590131.40  | 0.39%             | 2028-07-21      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                    | BANK OF NY MELLO                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8282000 | PA      | $8338413.59   | 0.14%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK NOVA SCOTIA                  | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1905000 | PA      | $1915185.88   | 0.03%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK NOVA SCOTIA                  | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  24966000 | PA      | $25012002.85  | 0.43%             | 2029-02-14      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK NOVA SCOTIA                  | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  21284000 | PA      | $21290775.34  | 0.36%             | 2028-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                   | BAAT 2023-1A A3                   | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3151881 | PA      | $3177409.32   | 0.05%             | 2028-02-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                               | BANQ FED CRD MUT                  | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10400000 | PA      | $10507275.17  | 0.18%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                               | BANQ FED CRD MUT                  | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9239000 | PA      | $9365737.00   | 0.16%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                               | BARK 2021-1A AR                   | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    950000 | PA      | $950392.54    | 0.02%             | 2034-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                               | BARK 2021-1A BR                   | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |   1270000 | PA      | $1268285.50   | 0.02%             | 2034-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                            | BAXTER INTL                       | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1409390.45   | 0.02%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                            | BAXTER INTL                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   8439000 | PA      | $8183286.82   | 0.14%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                  | BVABS 2024-SN1 B                  | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1360846.04   | 0.02%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                               | BECTON DICKINSON                  | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2244994.75   | 0.04%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                               | BECTON DICKINSON                  | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2370373.41   | 0.04%             | 2026-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                   | BMARK 2019-B15 AAB                | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1720405 | PA      | $1679808.03   | 0.03%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS                       | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $462450.71    | 0.01%             | 2028-09-30      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS                       | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5450000 | PA      | $5504566.33   | 0.09%             | 2029-05-09      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                              | BOARDWALK PIPELI                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   7857000 | PA      | $7907175.98   | 0.14%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                              | BOARDWALK PIPELI                  | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   7555000 | PA      | $7572079.59   | 0.13%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                      | BMWLT 2025-1 A3                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8100000 | PA      | $8161898.58   | 0.14%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                      | BMWLT 2025-1 A4                   | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7210000 | PA      | $7289214.83   | 0.12%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6832602.98   | 0.12%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3641000 | PA      | $3568934.85   | 0.06%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  14765000 | PA      | $14928552.50  | 0.26%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1301970.33   | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1459013.38   | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO/THE                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1872253.89   | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                              | BAAT 2024-1A A3                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3514217.10   | 0.06%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Boston Properties LP                                                | BOSTON PROP LP                    | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   6036000 | PA      | $6017209.51   | 0.10%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                | BOSTON PROP LP                    | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    750000 | PA      | $787207.48    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                      | BP CAP MKTS AMER                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1243338.35   | 0.02%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                | BLAST 2025-3 A3                   | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5860000 | PA      | $5878568.58   | 0.10%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                | BLAST 2025-3 C                    | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2166491.88   | 0.04%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                 | BRIT COLUMBIA                     | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  22878000 | PA      | $22335929.35  | 0.38%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                    | BRIXMOR OPERATIN                  | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8183940.46   | 0.14%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                    | BRIXMOR OPERATIN                  | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2176556.07   | 0.04%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                        | BROADCOM INC                      | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9673000 | PA      | $9840289.60   | 0.17%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                              | BROOKFIELD FIN                    | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3474000 | PA      | $3473479.77   | 0.06%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                              | BROOKFIELD FIN                    | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3384000 | PA      | $3359349.96   | 0.06%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                   | BROWN & BROWN                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  16182000 | PA      | $16260372.02  | 0.28%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                             | CBOE HOLDINGS                     | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3598774.17   | 0.06%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                   | CDP FINANCIAL                     | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   5500000 | PA      | $5395538.23   | 0.09%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust                                               | CCG 2023-2 A2                     | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    754530 | PA      | $763831.16    | 0.01%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                        | CCG 2024-1 A2                     | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4517091 | PA      | $4558139.56   | 0.08%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                        | CCG 2025-1 A2                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2140000 | PA      | $2151497.15   | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                     | CIGNA GROUP/THE                   | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1486024.29   | 0.03%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                     | CIGNA GROUP/THE                   | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4439000 | PA      | $4377250.89   | 0.07%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                     | CMS ENERGY                        | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992068.63    | 0.02%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH INDUSTRIAL                    | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    820000 | PA      | $820285.06    | 0.01%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                          | CNH INDUSTRIAL                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2284000 | PA      | $2298444.47   | 0.04%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                            | CSX CORP                          | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740857.49    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                          | CNH 2022-A A3                     | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1558995 | PA      | $1553633.70   | 0.03%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                     | CVS HEALTH CORP                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  21294000 | PA      | $21090601.84  | 0.36%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                     | CVS HEALTH CORP                   | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008027.07   | 0.05%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                  | COTERRA ENERGY                    | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   5560000 | PA      | $5525507.93   | 0.09%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                          | CAISSE AMORT DET                  | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |  13117000 | PA      | $13228831.21  | 0.23%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                               | CAMDEN PROP TRST                  | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1654616.36   | 0.03%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                              | THE CAMPBELLS CO                  | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1678355.26   | 0.03%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                              | THE CAMPBELLS CO                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   5442000 | PA      | $5462022.97   | 0.09%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                              | THE CAMPBELLS CO                  | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015301.42   | 0.02%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4995000 | PA      | $5094342.56   | 0.09%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13140000 | PA      | $13185363.75  | 0.23%             | 2027-09-11      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  27110000 | PA      | $27337070.11  | 0.47%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15349000 | PA      | $15365413.30  | 0.26%             | 2028-09-08      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                      | CANADIAN NATL RE                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  18188000 | PA      | $18078800.70  | 0.31%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                             | COMET 2022-A3 A                   | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500508.20   | 0.03%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                     | COPAR 2024-1 A4                   | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1170000 | PA      | $1186830.10   | 0.02%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                         | CAPST 2024-1 A                    | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1163317.02   | 0.02%             | 2028-10-16      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                         | CAPST 2025-1 A                    | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6060000 | PA      | $6059972.12   | 0.10%             | 2029-08-16      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                              | CRVNA 2024-P4 A3                  | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3230000 | PA      | $3251271.81   | 0.06%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                 | CARDINAL HEALTH                   | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   3529000 | PA      | $3553276.66   | 0.06%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                         | CARGILL INC                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8015114.64   | 0.14%             | 2028-02-11      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                      | CARMX 2024-4 A2A                  | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4365470 | PA      | $4373452.86   | 0.07%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                      | CARMX 2025-3 A3                   | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7410000 | PA      | $7470521.92   | 0.13%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                      | CARMX 2023-2 A3                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3845920 | PA      | $3864323.79   | 0.07%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                      | CARMX 2022-2 A3                   | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78422 | PA      | $78376.08     | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                      | CARMX 2023-1 B                    | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860000 | PA      | $870708.98    | 0.01%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                      | CARMX 2024-1 A2A                  | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    143035 | PA      | $143102.72    | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                 | CATERPILLAR FINL                  | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    682000 | PA      | $673680.08    | 0.01%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                  | CENOVUS ENERGY                    | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2999982.78   | 0.05%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                              | CENTERPOINT ENER                  | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981446.45    | 0.02%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                             | CENTERPOINT HOUS                  | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985641.00    | 0.02%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                       | CHAOT 2024-1A A3                  | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3251295 | PA      | $3284713.92   | 0.06%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                       | CHAOT 2025-1A A3                  | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7640000 | PA      | $7691116.18   | 0.13%             | 2030-06-25      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                | CHENIERE CORP CH                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  28040000 | PA      | $28348075.48  | 0.49%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | CFII 2023-1A A1                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    965284 | PA      | $971212.26    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | CFII 2023-2A A1                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   2799222 | PA      | $2838999.73   | 0.05%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | CFII 2024-1A A1                   | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   1830948 | PA      | $1853878.33   | 0.03%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Chile Government International Bond                                 | CHILE                             | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   4455000 | PA      | $4374574.87   | 0.07%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-2                              | CITZN 2023-2 A3                   | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5490596 | PA      | $5533990.39   | 0.09%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2478634.88   | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1465424.09   | 0.03%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7590000 | PA      | $7521367.43   | 0.13%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8815000 | PA      | $8697098.32   | 0.15%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $7331107.43   | 0.13%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12327000 | PA      | $12409399.71  | 0.21%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                         | CITIBANK NA                       | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3054000 | PA      | $3061707.23   | 0.05%             | 2026-08-06      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                         | CITIBANK NA                       | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10580755.40  | 0.18%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                         | CITIBANK NA                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2522904.93   | 0.04%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    482000 | PA      | $477030.95    | 0.01%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12405838.17  | 0.21%             | 2029-03-04      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                       | CGCMT 2019-GC41 AAB               | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    649059 | PA      | $632293.81    | 0.01%             | 2056-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                              | CITZN 2023-1 A3                   | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2490417 | PA      | $2507627.06   | 0.04%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                              | CITZN 2024-1 A3                   | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7208882 | PA      | $7250008.14   | 0.12%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                              | CITZN 2024-2 A3                   | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8460000 | PA      | $8527927.88   | 0.15%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                          | CNH 2024-A A2                     | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    224513 | PA      | $224597.59    | 0.00%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                        | COMCAST CORP                      | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296928.12    | 0.01%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                              | COMMONWEALTH EDI                  | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1824689.74   | 0.03%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                      | COM BK AUSTRALIA                  | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   9129000 | PA      | $9171870.88   | 0.16%             | 2028-03-14      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands Inc                                                  | CONAGRA BRANDS                    | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2718392.84   | 0.05%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                  | CONAGRA BRANDS                    | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   6012000 | PA      | $6071236.84   | 0.10%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                        | CAS 2023-R07 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1588503 | PA      | $1595895.10   | 0.03%             | 2043-09-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                        | CAS 2025-R05 2A1                  | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3748847 | PA      | $3755251.60   | 0.06%             | 2045-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                        | CAS 2024-R04 1A1                  | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1728491 | PA      | $1730651.69   | 0.03%             | 2044-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                        | CAS 2024-R01 1M1                  | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4191539 | PA      | $4191546.06   | 0.07%             | 2044-01-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                        | CAS 2023-R06 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    537898 | PA      | $539574.53    | 0.01%             | 2043-07-25      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                        | CAS 2024-R02 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    639945 | PA      | $639548.51    | 0.01%             | 2044-02-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                        | CAS 2025-R02 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2973104 | PA      | $2976779.83   | 0.05%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                        | CAS 2025-R03 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2417019 | PA      | $2432148.62   | 0.04%             | 2045-03-25      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                        | CAS 2024-R05 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965955 | PA      | $965800.61    | 0.02%             | 2044-07-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                       | CAS 2025-R01 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2302596 | PA      | $2304043.67   | 0.04%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                        | CAS 2024-R06 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    682179 | PA      | $681756.29    | 0.01%             | 2044-09-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                        | CAS 2025-R04 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1841803 | PA      | $1843800.28   | 0.03%             | 2045-05-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                              | CON EDISON CO                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   6260000 | PA      | $6265129.51   | 0.11%             | 2027-11-18      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                            | CONSTELLATION BR                  | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $3150085.39   | 0.05%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                            | CONSTELLATION BR                  | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2580000 | PA      | $2586819.46   | 0.04%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                         | COOP RAB UA/NY                    | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3030000 | PA      | $3038345.23   | 0.05%             | 2026-08-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                            | COREBRIDGE FIN                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  12910000 | PA      | $12802002.94  | 0.22%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                          | COPT DEFENSE LP                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2473608.13   | 0.04%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | CRED AGRICOLE SA                  | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1708000 | PA      | $1726759.31   | 0.03%             | 2026-07-05      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | CRED AGRICOLE SA                  | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5590000 | PA      | $5624212.20   | 0.10%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | CRED AGRICOLE SA                  | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7390000 | PA      | $7418143.04   | 0.13%             | 2029-01-09      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7200000 | PA      | $7138853.21   | 0.12%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8580000 | PA      | $8491266.76   | 0.15%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  27861000 | PA      | $27857970.12  | 0.48%             | 2029-12-23      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                  | UBS AG STAMFORD                   | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   3650000 | PA      | $3709547.85   | 0.06%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2025-A                                       | XROAD 2025-A A2                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4110000 | PA      | $4135645.17   | 0.07%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2520439.34   | 0.04%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2748822.28   | 0.05%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979144.30   | 0.03%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1341646.10   | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CUBESMART LP                      | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    665000 | PA      | $663849.84    | 0.01%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CUBESMART LP                      | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |  18180000 | PA      | $18009518.50  | 0.31%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                    | DLLAA 2023-1A A2                  | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       459 | PA      | $459.22       | 0.00%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  3 | On Loan: No      |
| DCP Midstream Operating LP                                          | DCP MIDSTREAM OP                  | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $10020308.94  | 0.17%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                    | DLLAA 2025-1A A2                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3022404 | PA      | $3033329.54   | 0.05%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                    | DLLAA 2025-1A A3                  | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2630000 | PA      | $2679386.40   | 0.05%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                       | DTE ENERGY CO                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  20883000 | PA      | $21150837.00  | 0.36%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                    | DLLST 2024-1A A3                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2658256 | PA      | $2669936.61   | 0.05%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                                    | DLLAD 2024-1A A2                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    731295 | PA      | $735108.72    | 0.01%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                    | DLLAD 2025-1A A2                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4110000 | PA      | $4131485.44   | 0.07%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | DAIMLER TRUCK                     | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $3854808.69   | 0.07%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | DAIMLER TRUCK                     | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5126475.73   | 0.09%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Dell Inc                                                            | DELL COMPUTER                     | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533986.95    | 0.01%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                                 | DEFT 2023-3 A3                    | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4734203 | PA      | $4765486.08   | 0.08%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                 | DEFT 2024-1 A3                    | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1390000 | PA      | $1402754.50   | 0.02%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-1                                 | DEFT 2023-1 A3                    | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1128101 | PA      | $1129780.52   | 0.02%             | 2028-09-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                                 | DEFT 2023-2 A3                    | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1041248 | PA      | $1045854.36   | 0.02%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                   | DELL INT / EMC                    | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10534000 | PA      | $10592803.32  | 0.18%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                        | DEFT 2025-1 A3                    | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2181897.43   | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                        | DEFT 2025-1 B                     | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $212932.97    | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                  | DEFT 2024-2 A3                    | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1510902.30   | 0.03%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                 | DELTA AIR LINES                   | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |  16860000 | PA      | $16935738.15  | 0.29%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                        | DEUTSCHE BANK NY                  | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $766014.77    | 0.01%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                              | DIAMONDBACK ENER                  | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2657124.25   | 0.05%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                              | DIAMONDBACK ENER                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2384842.84   | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                             | DIGITAL REALTY                    | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2051000 | PA      | $2036881.55   | 0.03%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                             | DIGITAL REALTY                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2758225.15   | 0.05%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                  | WALT DISNEY CO                    | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    314000 | PA      | $313446.35    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                            | WALT DISNEY CO                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    510000 | PA      | $501461.37    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                 | DOMINION ENERGY                   | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    976000 | PA      | $961437.79    | 0.02%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                               | DOWDUPONT                         | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   4048000 | PA      | $4046059.67   | 0.07%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                 | DRIVE 2024-2 A3                   | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7400000 | PA      | $7410313.38   | 0.13%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                 | DRIVE 2024-2 B                    | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4620000 | PA      | $4635171.16   | 0.08%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                 | DRIVE 2024-1 A3                   | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2462179 | PA      | $2463693.19   | 0.04%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                 | DRIVE 2024-1 B                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4060000 | PA      | $4080299.59   | 0.07%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                 | DRIVE 2025-1 A3                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21860000 | PA      | $22015571.06  | 0.38%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                 | DRIVE 2025-1 B                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8350000 | PA      | $8412495.58   | 0.14%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                 | DRIVE 2025-2 A3                   | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9760000 | PA      | $9759539.33   | 0.17%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                 | DRIVE 2025-2 B                    | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2635283.11   | 0.05%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                 | DRIVE 2025-2 C                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7320000 | PA      | $7303678.60   | 0.13%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                    | DUKE ENERGY COR                   | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  21183000 | PA      | $20926131.55  | 0.36%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                    | DUKE ENERGY COR                   | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    652000 | PA      | $641552.40    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                    | ERP OPERATING LP                  | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987144.48    | 0.02%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                            | EQT CORP                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4755000 | PA      | $4723071.27   | 0.08%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                            | EQT CORP                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1111722.77   | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance Corp                                                    | EATON VANCE CORP                  | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2820438.28   | 0.05%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                          | ECOLAB INC                        | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1213893.74   | 0.02%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                        | ENBRIDGE INC                      | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1488326.90   | 0.03%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                        | ENBRIDGE INC                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3243000 | PA      | $3161860.27   | 0.05%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                        | ENBRIDGE INC                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3554592.58   | 0.06%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER                   | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285072.78    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER                   | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4629000 | PA      | $4709154.14   | 0.08%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                        | ENTERGY CORP                      | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   5354000 | PA      | $5295683.16   | 0.09%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                                  | EFF 2023-3 A2                     | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3408110 | PA      | $3459268.86   | 0.06%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                               | EFF 2024-4 A2                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2293268 | PA      | $2301193.80   | 0.04%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-1 LLC                               | EFF 2023-1 A2                     | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1063314 | PA      | $1066303.16   | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                               | EFF 2023-2 A2                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1523386 | PA      | $1533389.68   | 0.03%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                               | EFF 2024-1 A2                     | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1292678 | PA      | $1303707.46   | 0.02%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                               | EFF 2024-3 A2                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1037268 | PA      | $1042790.17   | 0.02%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71618367                                  | EFF 2024-2 A2                     | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1604450 | PA      | $1612285.71   | 0.03%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | EFF 2025-2 A2                     | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7680000 | PA      | $7720029.70   | 0.13%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                               | EFF 2025-3 A2                     | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5960000 | PA      | $5992240.62   | 0.10%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                               | EFF 2025-3 A3                     | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5240000 | PA      | $5292839.11   | 0.09%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | EFF 2025-1 A2                     | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1938700.44   | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Equifax Inc                                                         | EQUIFAX INC                       | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    431000 | PA      | $428996.71    | 0.01%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                         | EQUINIX INC                       | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2640431.23   | 0.05%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                    | EQUITABLE AMERIC                  | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   4722000 | PA      | $4713489.87   | 0.08%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                                    | EQUITABLE AMERIC                  | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   9722000 | PA      | $9733823.99   | 0.17%             | 2027-09-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                             | EQUITABLE FINANC                  | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    445000 | PA      | $423132.29    | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Essex Portfolio LP                                                  | ESSEX PORTFOLIO                   | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238714.67    | 0.00%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                  | ESSEX PORTFOLIO                   | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489420.94   | 0.03%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                  | ESSEX PORTFOLIO                   | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1886845.76   | 0.03%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                         | EVGRN 2025-CRT5 B                 | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |   1170000 | PA      | $1184177.71   | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                         | EVGRN 2025-CRT5 C                 | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |   1110000 | PA      | $1122304.91   | 0.02%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                   | EVERSOURCE ENERG                  | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770296.14    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                          | EART 2025-4A A3                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3380000 | PA      | $3393196.53   | 0.06%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                   | ESART 2025-2 A3                   | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2720000 | PA      | $2737451.25   | 0.05%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                   | EXPEDIA GRP INC                   | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   4492000 | PA      | $4491444.70   | 0.08%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | EXTRA SPACE STOR                  | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   3764000 | PA      | $3746346.61   | 0.06%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | EXTRA SPACE STOR                  | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   6765000 | PA      | $6718355.60   | 0.12%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                            | FMC CORP                          | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $2906559.27   | 0.05%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                  | FCCU 2025-1A A3                   | CUSIP: 31424YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4141594.09   | 0.07%             | 2030-06-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | FIFTH THIRD BANK                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $6120955.90   | 0.10%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | FIFTH THIRD BANK                  | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   9960000 | PA      | $9971351.31   | 0.17%             | 2028-01-28      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                       | FITAT 2023-1 A3                   | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9845413 | PA      | $9936052.23   | 0.17%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                          | FISERV INC                        | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1285160.15   | 0.02%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                          | FISERV INC                        | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    636000 | PA      | $644573.60    | 0.01%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                    | FIRSTENERGY CORP                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  20900000 | PA      | $20781495.12  | 0.36%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                    | FIRSTENERGY CORP                  | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5798270.15   | 0.10%             | 2026-01-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                 | FORDO 2023-A A3                   | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1874455 | PA      | $1879511.86   | 0.03%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                 | FORDO 2023-B A3                   | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2631095 | PA      | $2650241.94   | 0.05%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                 | FORDL 2024-B B                    | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2260000 | PA      | $2286886.77   | 0.04%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                 | FORDL 2025-A A3                   | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4980000 | PA      | $5029563.45   | 0.09%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                 | FORDL 2025-A A4                   | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2260000 | PA      | $2287136.72   | 0.04%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                 | FORDL 2025-A B                    | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    960000 | PA      | $971980.70    | 0.02%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                              | FORDR 2022-1 A                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10300000 | PA      | $10279105.42  | 0.18%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                              | FORDR 2022-1 C                    | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2670000 | PA      | $2676869.64   | 0.05%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                          | FORDF 2023-1 A1                   | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  23710000 | PA      | $23821038.67  | 0.41%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                          | FORDF 2024-1 A1                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   8650000 | PA      | $8813587.94   | 0.15%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                 | FORDL 2024-A A4                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $724711.39    | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                 | FORDL 2024-A B                    | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3190000 | PA      | $3214656.79   | 0.06%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                 | FORDL 2023-B A4                   | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870000 | PA      | $871700.59    | 0.01%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                 | FORDL 2023-B B                    | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3360000 | PA      | $3380749.34   | 0.06%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2020-REV2                              | FORDR 2020-2 B                    | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2690000 | PA      | $2686403.47   | 0.05%             | 2033-04-15      | Fixed         | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                 | FORDL 2025-B A4                   | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7050000 | PA      | $7083997.92   | 0.12%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                 | FORDL 2025-B B                    | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1256582.88   | 0.02%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                 | FORDO 2024-D A4                   | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2040000 | PA      | $2071897.44   | 0.04%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CRED                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10750000 | PA      | $10729334.95  | 0.18%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CRED                   | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    886000 | PA      | $885004.50    | 0.02%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CRED                   | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499492.91    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                             | STACR 2024-DNA1 A1                | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   2772354 | PA      | $2786215.41   | 0.05%             | 2044-02-25      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                             | STACR 2024-DNA1 M1                | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   3537085 | PA      | $3542509.59   | 0.06%             | 2044-02-25      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                             | STACR 2024-HQA1 M1                | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |   1555088 | PA      | $1556578.99   | 0.03%             | 2044-03-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                             | STACR 2024-DNA2 M1                | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |   4153771 | PA      | $4153771.12   | 0.07%             | 2044-05-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA2                             | STACR 2024-HQA2 M1                | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   2428979 | PA      | $2430485.30   | 0.04%             | 2044-08-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                             | STACR 2024-DNA3 A1                | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |   1155000 | PA      | $1157286.44   | 0.02%             | 2044-10-25      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                             | STACR 2024-DNA3 M1                | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    595568 | PA      | $595396.15    | 0.01%             | 2044-10-25      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                             | STACR 2025-DNA1 A1                | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    848000 | PA      | $848528.47    | 0.01%             | 2045-01-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                 | STACR 2025-HQA1 A1                | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1638000 | PA      | $1638507.78   | 0.03%             | 2045-02-25      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                 | STACR 2025-DNA2 A1                | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3179000 | PA      | $3186899.18   | 0.05%             | 2045-05-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                             | STACR 2025-DNA3 A1                | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   5970000 | PA      | $5971964.13   | 0.10%             | 2045-09-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                | FREEPORT-MCMORAN                  | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1531909.76   | 0.03%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA GLOBAL FNDING                  | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1472909.20   | 0.03%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                           | GATX CORP                         | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5343000 | PA      | $5300994.19   | 0.09%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                           | GATX CORP                         | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    789000 | PA      | $784620.27    | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                    | GE CAPITAL INTL                   | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |   6643000 | PA      | $6632401.82   | 0.11%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2023-1 A1                   | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3150000 | PA      | $3177004.01   | 0.05%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2023-1 B                    | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1330000 | PA      | $1342326.04   | 0.02%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2024-3A B                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2257186.85   | 0.04%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2024-4A A1                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18400000 | PA      | $18659130.88  | 0.32%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2024-4A B                   | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1619662.72   | 0.03%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                      | GFORT 2025-1A A1                  | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13670000 | PA      | $13778054.52  | 0.24%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                      | GFORT 2025-1A B                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080000 | PA      | $1087741.98   | 0.02%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                      | GFORT 2025-1A C                   | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1090000 | PA      | $1096924.23   | 0.02%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                     | GMREV 2021-1 A                    | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17870000 | PA      | $17401982.91  | 0.30%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                     | GMREV 2021-1 C                    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2690000 | PA      | $2620368.01   | 0.04%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Haleon US Capital LLC                                               | GSK CONSUMER                      | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1680135.06   | 0.03%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3           | GMCAR 2023-3 A3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273819 | PA      | $276068.03    | 0.00%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                      | GE HEALTHCARE                     | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  16232000 | PA      | $16238999.40  | 0.28%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                      | GE HEALTHCARE                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17525122.86  | 0.30%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1           | GMCAR 2024-1 A3                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2740000 | PA      | $2757291.87   | 0.05%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                        | GMALT 2024-1 A3                   | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6985847 | PA      | $7008245.56   | 0.12%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                        | GMALT 2024-1 B                    | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14850000 | PA      | $14983289.15  | 0.26%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                  | GMALT 2024-2 A4                   | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3270000 | PA      | $3313456.34   | 0.06%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                  | GMALT 2024-2 B                    | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1720000 | PA      | $1742232.89   | 0.03%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-1 A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8440000 | PA      | $8515695.83   | 0.15%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-1 A4                   | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1171848.24   | 0.02%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-1 B                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2325752.87   | 0.04%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-3                            | GSAR 2025-3A A2                   | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6570000 | PA      | $6613352.80   | 0.11%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 A3                   | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11780000 | PA      | $11888704.66  | 0.20%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 A4                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2176403.29   | 0.04%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 B                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3510000 | PA      | $3546882.38   | 0.06%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 C                    | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2133211.90   | 0.04%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                   | GENERAL MOTORS C                  | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3074107.37   | 0.05%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1943854.26   | 0.03%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3162902.43   | 0.05%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $1140921.48   | 0.02%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027860.22   | 0.05%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    995000 | PA      | $995335.33    | 0.02%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14550000 | PA      | $14618755.01  | 0.25%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1168558.57   | 0.02%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7860000 | PA      | $7864648.88   | 0.13%             | 2028-04-04      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    970000 | PA      | $981887.20    | 0.02%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | GLENCORE FDG LLC                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10534000 | PA      | $10494524.36  | 0.18%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | GLENCORE FDG LLC                  | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5022000 | PA      | $4988119.88   | 0.09%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | GLENCORE FDG LLC                  | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24020692.80  | 0.41%             | 2026-10-01      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Global Payments Inc                                                 | GLOBAL PAY INC                    | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197336.12    | 0.00%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                 | GLOBAL PAY INC                    | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5204220.99   | 0.09%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                 | GLOBAL PAY INC                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2587108.70   | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                            | GCAR 2025-3A A3                   | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2651095.39   | 0.05%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                            | GCAR 2025-3A B                    | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3160000 | PA      | $3171515.36   | 0.05%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                        | GMALT 2023-3 A3                   | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    901120 | PA      | $902121.77    | 0.02%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                        | GMALT 2023-3 A4                   | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2758389.98   | 0.05%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                        | GMALT 2023-3 B                    | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2020000 | PA      | $2029370.78   | 0.03%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                        | GMALT 2025-3 A4                   | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5390000 | PA      | $5408911.89   | 0.09%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                        | GMALT 2025-3 B                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1390000 | PA      | $1396187.31   | 0.02%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                        | GMALT 2025-3 C                    | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1530000 | PA      | $1533739.32   | 0.03%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                        | GMALT 2024-3 A4                   | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2680000 | PA      | $2687857.49   | 0.05%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                        | GMALT 2024-3 B                    | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3550000 | PA      | $3556338.53   | 0.06%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                            | GCCT 2021-1A A                    | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | US        |  16750000 | PA      | $16349611.35  | 0.28%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489102.41   | 0.03%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1681840.15   | 0.03%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6930000 | PA      | $6840532.18   | 0.12%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732465.61    | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4917000 | PA      | $4814135.03   | 0.08%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5298961.46   | 0.09%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                  | GOLDMAN SACHS BK                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  21870000 | PA      | $21968424.40  | 0.38%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-2          | GALC 2024-2 A2                    | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900350 | PA      | $2915943.81   | 0.05%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                      | GALC 2025-1 A2                    | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2712451.32   | 0.05%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1          | GALC 2024-1 A2                    | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1715179 | PA      | $1718794.79   | 0.03%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust 2024-1                            | GRNST 2024-1A A2                  | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    646636 | PA      | $647757.37    | 0.01%             | 2027-08-16      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                            | FLORIDA POWER &                   | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1375918.74   | 0.02%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                        | HPEFS 2024-1A A3                  | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4943178 | PA      | $4953210.86   | 0.08%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                        | HPEFS 2024-1A B                   | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1370000 | PA      | $1376594.36   | 0.02%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                        | HPEFS 2024-1A C                   | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1944734.97   | 0.03%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502547.09   | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17534239.28  | 0.30%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2465210.98   | 0.04%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1809786.08   | 0.03%             | 2028-03-01      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3265087.02   | 0.06%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                   | HEALTHPEAK OP                     | CUSIP: 40414LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496566.83    | 0.01%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11964000 | PA      | $11928459.62  | 0.20%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4891000 | PA      | $4685890.34   | 0.08%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4625000 | PA      | $4664835.40   | 0.08%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7245000 | PA      | $7367235.54   | 0.13%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    649000 | PA      | $657665.63    | 0.01%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10640000 | PA      | $10861734.94  | 0.19%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8400000 | PA      | $8430247.98   | 0.14%             | 2028-11-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8141026.56   | 0.14%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   9440000 | PA      | $9468396.94   | 0.16%             | 2029-03-03      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                        | HSBC USA INC                      | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2543644.45   | 0.04%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                              | HP INC                            | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   5561000 | PA      | $5456240.60   | 0.09%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                              | HP INC                            | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735451.67    | 0.01%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                              | HP INC                            | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506633.86    | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                          | HPS CORPORATE LE                  | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009290.87   | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                          | HPS CORPORATE LE                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |  16619000 | PA      | $16720645.46  | 0.29%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                        | HPEFS 2024-2A A3                  | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2090000 | PA      | $2105610.84   | 0.04%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                        | HPEFS 2024-2A B                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1173841.35   | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                        | HPEFS 2024-2A C                   | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    810000 | PA      | $821905.54    | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                        | HPEFS 2025-1A A3                  | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8420000 | PA      | $8457632.35   | 0.14%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                        | HPEFS 2025-1A B                   | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $753948.00    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                        | HPEFS 2025-1A C                   | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1962546.30   | 0.03%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                      | HDMOT 2025-A A3                   | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8851944.50   | 0.15%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                             | HDMOT 2024-A A3                   | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7298498.73   | 0.13%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                   | HEALTHPEAK OP                     | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5909000 | PA      | $5689469.60   | 0.10%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7581000 | PA      | $7486916.23   | 0.13%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  19058000 | PA      | $19136395.65  | 0.33%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4854000 | PA      | $4874487.42   | 0.08%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5515362.66   | 0.09%             | 2028-09-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2877000 | PA      | $2872542.95   | 0.05%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Highmark Inc                                                        | HIGHMARK INC                      | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2647781.22   | 0.05%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                  | HOME DEPOT INC                    | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985592.32    | 0.02%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                  | HOME DEPOT INC                    | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   5615000 | PA      | $5616685.17   | 0.10%             | 2025-12-24      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                           | HAROT 2024-1 A3                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5249613 | PA      | $5299237.39   | 0.09%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                           | HAROT 2023-2 A3                   | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1830649 | PA      | $1838984.13   | 0.03%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                  | HAROT 2024-2 A3                   | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10460000 | PA      | $10602186.96  | 0.18%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                           | HAROT 2023-4 A3                   | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3037220 | PA      | $3073155.24   | 0.05%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                           | HAROT 2023-1 A3                   | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1342958 | PA      | $1346878.78   | 0.02%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                           | HAROT 2023-3 A3                   | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8229048 | PA      | $8290194.14   | 0.14%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                           | HAROT 2024-4 A3                   | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1920000 | PA      | $1930437.31   | 0.03%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                         | HONEYWELL INTL                    | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $480302.76    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                         | HONEYWELL INTL                    | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021648.08   | 0.02%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                         | HONEYWELL INTL                    | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $8060448.34   | 0.14%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                            | HOST HOTELS                       | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   2847000 | PA      | $2844413.67   | 0.05%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                        | HPEFS 2023-2A A3                  | CUSIP: 44328UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500271 | PA      | $500668.49    | 0.01%             | 2031-01-21      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Huntington Auto Trust 2024-1                                        | HUNT 2024-1A A3                   | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5640000 | PA      | $5702372.20   | 0.10%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                   | HUNT INGALLS IND                  | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   4249000 | PA      | $4181869.75   | 0.07%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                        | HACLN 2025-1 B                    | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5052190 | PA      | $5082767.89   | 0.09%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                        | HUNTINGTON NATL                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  15593000 | PA      | $15764325.75  | 0.27%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                        | HUNTINGTON NATL                   | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25013981.50  | 0.43%             | 2028-04-12      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1              | HACLN 2024-1 B1                   | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1657524 | PA      | $1684686.74   | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2              | HACLN 2024-2 B1                   | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2227249 | PA      | $2248875.41   | 0.04%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2              | HACLN 2025-2 B1                   | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8887602 | PA      | $8909343.94   | 0.15%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                   | HYATT HOTELS                      | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2399341.68   | 0.04%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                               | HART 2024-A A3                    | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4450000 | PA      | $4494164.92   | 0.08%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                               | HART 2023-A A3                    | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200509 | PA      | $1201969.47   | 0.02%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                      | HALST 2024-C B                    | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5440000 | PA      | $5498753.63   | 0.09%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                      | HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1520189 | PA      | $1524442.58   | 0.03%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                      | HALST 2024-A B                    | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14175000 | PA      | $14287460.20  | 0.24%             | 2028-05-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                   | IBM INT CAPITAL                   | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    860000 | PA      | $865930.55    | 0.01%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                               | HART 2023-B A3                    | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1594785 | PA      | $1606548.82   | 0.03%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                      | HALST 2024-B A3                   | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7750000 | PA      | $7805124.20   | 0.13%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                      | HALST 2024-B A4                   | CUSIP: 44934FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1570369.95   | 0.03%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                      | HALST 2024-B B                    | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2129246.70   | 0.04%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                      | HALST 2025-B A4                   | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2520000 | PA      | $2545755.16   | 0.04%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                      | HALST 2025-B B                    | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2920000 | PA      | $2958893.23   | 0.05%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                      | HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18170000 | PA      | $18289734.85  | 0.31%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                      | HALST 2025-C A4                   | CUSIP: 44935GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12010000 | PA      | $12091641.58  | 0.21%             | 2029-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                      | HALST 2025-C B                    | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1230000 | PA      | $1237417.52   | 0.02%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                      | HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3670000 | PA      | $3711359.07   | 0.06%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                      | HALST 2025-A A4                   | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2027855.40   | 0.03%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                      | HALST 2025-A B                    | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1276785.47   | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6290000 | PA      | $6267193.78   | 0.11%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8378000 | PA      | $8354833.57   | 0.14%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1525625.16   | 0.03%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1013253.53   | 0.02%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                  | INGERSOLL RAND                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  15179000 | PA      | $15435865.11  | 0.26%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1286847.93   | 0.02%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1740095.77   | 0.03%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2253921.82   | 0.04%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $7456269.04   | 0.13%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                       | INTERCONTINENT                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294876.64    | 0.01%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                       | INTERCONTINENT                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499956.12    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039129.32   | 0.02%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495657.52    | 0.01%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5315992.35   | 0.09%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4561000 | PA      | $4452822.84   | 0.08%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009080.62   | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                 | INVESCO FIN PLC                   | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   8047000 | PA      | $8030505.02   | 0.14%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                   | ITC HOLDINGS COR                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   6838000 | PA      | $6784697.45   | 0.12%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                   | ITC HOLDINGS COR                  | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   4932000 | PA      | $4845665.93   | 0.08%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                        | CACLN 2025-1 B                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11557326 | PA      | $11605527.30  | 0.20%             | 2033-02-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                        | CACLN 2025-1 C                    | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1023257 | PA      | $1027446.58   | 0.02%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                        | CACLN 2025-1 D                    | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    383722 | PA      | $385164.12    | 0.01%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2632554.84   | 0.05%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $3999990.80   | 0.07%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1522767.99   | 0.03%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015243.84   | 0.02%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9055462.50   | 0.16%             | 2028-07-22      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21436000 | PA      | $21503339.48  | 0.37%             | 2028-10-22      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20480000 | PA      | $20494138.37  | 0.35%             | 2029-01-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1323354.01   | 0.02%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                       | JEFFERIES GROUP                   | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  20380000 | PA      | $20415915.27  | 0.35%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                     | JERSEY CENT P&L                   | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2796101.14   | 0.05%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                         | JDOT 2023-A A3                    | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2280348 | PA      | $2290277.98   | 0.04%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                  | JOHNSON CONTROLS                  | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   1940000 | PA      | $1935825.80   | 0.03%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                | KITE REALTY GRP                   | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   4613000 | PA      | $4598198.22   | 0.08%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                | KRAFT HEINZ FOOD                  | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    633000 | PA      | $627742.43    | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                | KRAFT HEINZ FOOD                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  14130000 | PA      | $14072849.52  | 0.24%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                       | KROGER CO                         | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1194133.20   | 0.02%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2022-2                                    | KCOT 2022-2A A3                   | CUSIP: 50117JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650892 | PA      | $650692.77    | 0.01%             | 2026-12-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                                    | KCOT 2025-2A A2                   | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4370000 | PA      | $4394172.66   | 0.08%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                | KYNDRYL HOLDINGS                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    383000 | PA      | $374017.57    | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-1                                   | LADAR 2024-1A A3                  | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1434733 | PA      | $1438225.42   | 0.02%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance II BV                                     | LYB INT FINANCE                   | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $988415.07    | 0.02%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                 | LABORATORY CORP                   | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1180089.40   | 0.02%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                   | LADAR 2024-3A A3                  | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3090000 | PA      | $3102258.96   | 0.05%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                          | LADAR 2025-1A A3                  | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5770000 | PA      | $5822299.86   | 0.10%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                   | LADAR 2025-2A A3                  | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13220000 | PA      | $13250145.57  | 0.23%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                   | LADAR 2025-2A A4                  | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2460000 | PA      | $2467603.61   | 0.04%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                   | LADAR 2024-2A A3                  | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2977993 | PA      | $2998213.46   | 0.05%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                         | LENNAR CORP                       | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2481075.63   | 0.04%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1224000 | PA      | $1207913.18   | 0.02%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2074406.58   | 0.04%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  16257000 | PA      | $16337889.63  | 0.28%             | 2028-11-26      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $744900.80    | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                      | LOWE'S COS INC                    | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4436439.71   | 0.08%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                    | MANUF & TRADERS                   | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1109499.06   | 0.02%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                      | MTBAT 2025-1A A3                  | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3370000 | PA      | $3416351.65   | 0.06%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                                   | MMAF 2024-A A2                    | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3151063 | PA      | $3161258.80   | 0.05%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP                           | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3496607.87   | 0.06%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP                           | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    652000 | PA      | $645130.33    | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                                 | MTLRF 2025-1A A2                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3620000 | PA      | $3645102.53   | 0.06%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                    | MANUF & TRADERS                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  16377000 | PA      | $16530034.55  | 0.28%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                            | MARS INC                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   4985000 | PA      | $5019290.62   | 0.09%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                            | MARS INC                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  11530000 | PA      | $11670313.99  | 0.20%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                            | MARSH & MCLENNAN                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   6480000 | PA      | $6499951.47   | 0.11%             | 2027-11-08      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                       | MARRIOTT INTL                     | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    634000 | PA      | $634000.00    | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                       | MARRIOTT INTL                     | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2228301.02   | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                       | MARRIOTT INTL                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8728596.38   | 0.15%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust II                                         | MCCT 2024-1A A                    | CUSIP: 576339DZ5<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-CBDO         | CORP              | CA        |   9950000 | PA      | $9965598.62   | 0.17%             | 2028-01-21      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                               | MCCORMICK                         | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    730000 | PA      | $720182.62    | 0.01%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                     | MCDONALD'S CORP                   | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $744139.94    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                               | MBALT 2023-A A3                   | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1292423 | PA      | $1293106.23   | 0.02%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                      | MBALT 2025-A A3                   | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4660000 | PA      | $4724978.11   | 0.08%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | MERCEDES-BNZ FIN                  | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $26033887.36  | 0.45%             | 2026-07-31      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | MERCEDES-BNZ FIN                  | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12990000 | PA      | $13094902.30  | 0.22%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                               | MBALT 2024-A A3                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5070000 | PA      | $5134466.06   | 0.09%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                           | MID-AMER APT LP                   | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |  11645000 | PA      | $11560071.15  | 0.20%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                     | MITSUBISHI CORP                   | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   9639000 | PA      | $9651844.74   | 0.17%             | 2028-09-09      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6100000 | PA      | $5969436.64   | 0.10%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5100000 | PA      | $4966026.01   | 0.09%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1447000 | PA      | $1413085.37   | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $849170.08    | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2288000 | PA      | $2322579.41   | 0.04%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                          | MIZUHO FINANCIAL                  | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  10763000 | PA      | $10556176.79  | 0.18%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                          | MIZUHO FINANCIAL                  | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   7600000 | PA      | $7442517.51   | 0.13%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23085051.47  | 0.40%             | 2029-01-12      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1776769.49   | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2013372.47   | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  10705000 | PA      | $10753253.43  | 0.18%             | 2028-07-14      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1177784.16   | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    939000 | PA      | $930928.71    | 0.02%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3503220.67   | 0.06%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2968823.54   | 0.05%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4002454.72   | 0.07%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1041226.91   | 0.02%             | 2027-01-28      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                      | MORGAN STANLEY                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  15340000 | PA      | $15427797.57  | 0.26%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                              | NXP BV/NXP FDG                    | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1855000 | PA      | $1826122.83   | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                              | NXP BV/NXP FDG                    | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  12811000 | PA      | $12774076.65  | 0.22%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                              | NXP BV/NXP FDG                    | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4750000 | PA      | $4764645.58   | 0.08%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                    | NTT FINANCE                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  31291000 | PA      | $31506014.23  | 0.54%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                             | NATL BANK CANADA                  | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   9145000 | PA      | $9235918.49   | 0.16%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                             | NATL BANK CANADA                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  19970000 | PA      | $20193644.43  | 0.35%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                             | NATL BANK CANADA                  | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  21880000 | PA      | $21908096.76  | 0.38%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                | NATIONAL FUEL GA                  | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   1952000 | PA      | $1972797.54   | 0.03%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                        | NNN REIT                          | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   2897000 | PA      | $2878790.04   | 0.05%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                         | NATIONWIDE BLDG                   | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3085000 | PA      | $3127975.81   | 0.05%             | 2027-07-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                   | NATWEST GROUP                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $907615.67    | 0.02%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                 | NATWEST MARKETS                   | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   2850000 | PA      | $2910396.54   | 0.05%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                   | NAVMT 2024-1 A                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15710000 | PA      | $15824951.64  | 0.27%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                         | OVINTIV INC                       | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   7911000 | PA      | $7911567.38   | 0.14%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $2440557.16   | 0.04%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972522.32    | 0.02%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2478000 | PA      | $2502434.69   | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9205000 | PA      | $9307302.53   | 0.16%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                        | NISOURCE INC                      | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    560000 | PA      | $554782.27    | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables                               | NMOTR 2024-B A                    | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5200000 | PA      | $5266426.36   | 0.09%             | 2029-02-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                          | NAROT 2024-B A3                   | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7660000 | PA      | $7695810.50   | 0.13%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                      | NALT 2025-A A3                    | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9940000 | PA      | $10066208.18  | 0.17%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                      | NALT 2025-A A4                    | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2780000 | PA      | $2820152.65   | 0.05%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                      | NALT 2025-A B                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1065497.06   | 0.02%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                      | NALT 2025-A C                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2330000 | PA      | $2360010.63   | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                          | NAROT 2023-B A3                   | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6585571 | PA      | $6641611.15   | 0.11%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                      | NALT 2024-A A3                    | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8960000 | PA      | $8994954.75   | 0.15%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                      | NALT 2024-A A4                    | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060000 | PA      | $1067528.65   | 0.02%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                      | NALT 2025-B A3                    | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14930000 | PA      | $15025725.19  | 0.26%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                      | NALT 2025-B A4                    | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8710000 | PA      | $8753442.87   | 0.15%             | 2029-07-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                      | NALT 2025-B B                     | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2280000 | PA      | $2291972.51   | 0.04%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                      | NALT 2025-B C                     | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1205978.28   | 0.02%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                 | NOMURA HOLDINGS                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   8100000 | PA      | $7944711.82   | 0.14%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                 | NOMURA HOLDINGS                   | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   6795000 | PA      | $6626032.74   | 0.11%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                 | NOMURA HOLDINGS                   | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3056214.75   | 0.05%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                 | NOMURA HOLDINGS                   | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   8940000 | PA      | $9138849.74   | 0.16%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                               | NORTHROP GRUMMAN                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5263534.16   | 0.09%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                          | NUCOR CORP                        | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004347.31   | 0.02%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | NUTRIEN LTD                       | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2659000 | PA      | $2653712.92   | 0.05%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | NUTRIEN LTD                       | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   7018000 | PA      | $7026554.24   | 0.12%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | NUTRIEN LTD                       | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3335000 | PA      | $3390604.89   | 0.06%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | NUTRIEN LTD                       | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   4680000 | PA      | $4704040.74   | 0.08%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                             | O'REILLY AUTOMOT                  | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1060397.60   | 0.02%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                           | OCCIDENTAL PETE                   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2593765.81   | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                      | OMEGA HEALTHCARE                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |  23432000 | PA      | $23491565.55  | 0.40%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                      | OMEGA HEALTHCARE                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4033720.64   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                             | OMNICOM GP/OMNI                   | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $567651.10    | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                      | ONCOR ELECTRIC D                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5850487.57   | 0.10%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                           | ONEOK INC                         | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2996285.98   | 0.05%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                           | ONEOK INC                         | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  13162000 | PA      | $13190506.65  | 0.23%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  13108000 | PA      | $12953180.89  | 0.22%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1658000 | PA      | $1585046.72   | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4763103.28   | 0.08%             | 2028-08-03      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1708415.18   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                       | OWENS CORNING                     | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1190538.97   | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                       | OWENS CORNING                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    750000 | PA      | $766229.06    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2023-C A                    | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3520000 | PA      | $3571138.21   | 0.06%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-A A                    | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9020000 | PA      | $9029830.90   | 0.15%             | 2028-01-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-B A                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790000 | PA      | $1811081.19   | 0.03%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-D A                    | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6220000 | PA      | $6335061.29   | 0.11%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-F A                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1113000 | PA      | $1126538.64   | 0.02%             | 2029-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2025-E A                    | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13580000 | PA      | $13579938.89  | 0.23%             | 2029-07-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                | PNC FINANCIAL                     | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2684703.90   | 0.05%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                | PNC FINANCIAL                     | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  24500000 | PA      | $25097117.68  | 0.43%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                | PNC FINANCIAL                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  12301000 | PA      | $12381435.87  | 0.21%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                             | PPL CAPITAL FDG                   | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   7520000 | PA      | $7462496.67   | 0.13%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                         | PNC BANK NA                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  10885000 | PA      | $10937818.37  | 0.19%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                               | PACCAR FINL CORP                  | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1006318.17   | 0.02%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                               | PACCAR FINL CORP                  | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503832.95    | 0.01%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                | PARKER-HANNIFIN                   | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494833.19    | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                 | PAYPAL HOLDING                    | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11525411.44  | 0.20%             | 2028-03-06      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                          | PNFED 2025-A A2                   | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5830000 | PA      | $5833999.96   | 0.10%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                          | PNFED 2025-A A3                   | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2556496.13   | 0.04%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    756000 | PA      | $748037.85    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3965500 | PA      | $3948800.13   | 0.07%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2628149.08   | 0.05%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6064000 | PA      | $6109481.64   | 0.10%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2388714.73   | 0.04%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | PETROLEOS MEXICA                  | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9482000 | PA      | $9432637.47   | 0.16%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | PETROLEOS MEXICA                  | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   9749000 | PA      | $9868820.86   | 0.17%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | PETROLEOS MEXICA                  | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   2923000 | PA      | $2951816.83   | 0.05%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                 | PETROLEOS MEXICA                  | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   1040000 | PA      | $1053172.05   | 0.02%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1959205.12   | 0.03%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4208912.30   | 0.07%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021569.38   | 0.02%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3054039.15   | 0.05%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5681000 | PA      | $5721380.04   | 0.10%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5324791.88   | 0.09%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5513911.50   | 0.09%             | 2028-04-28      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                      | PHILLIPS 66 CO                    | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980493.60   | 0.03%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                      | PHILLIPS 66 CO                    | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1146791.42   | 0.02%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                          | PHYSICIANS REALT                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4282000 | PA      | $4283080.99   | 0.07%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                          | DOC DR LLC                        | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1087438.48   | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                    | REP OF POLAND                     | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |  13085000 | PA      | $13026415.97  | 0.22%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2                  | PFAST 2023-2A A3                  | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2273967 | PA      | $2294746.11   | 0.04%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1                  | PFAST 2024-1A A4                  | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1880000 | PA      | $1892268.50   | 0.03%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2                         | PILOT 2024-2A A4                  | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4030000 | PA      | $4041300.93   | 0.07%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1                  | PFAST 2023-1A A3                  | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1427105 | PA      | $1431503.23   | 0.02%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                      | PILOT 2025-1A A3                  | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4410000 | PA      | $4460540.81   | 0.08%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Principal Financial Group Inc                                       | PRINCIPAL FINL                    | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2041083.39   | 0.03%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                | PROGRESSIVE CORP                  | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979799.71    | 0.02%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                         | PROLOGIS LP                       | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4715423.28   | 0.08%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                         | PROLOGIS LP                       | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266319.92    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                         | PUBLIC STORAGE                    | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $492106.11    | 0.01%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                         | PUBLIC STORAGE                    | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $973795.32    | 0.02%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                 | RCKTL 2025-1A A                   | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3099383 | PA      | $3106436.70   | 0.05%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                 | RCKTL 2025-1A B                   | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $371588.34    | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                            | COOPERATIEVE RAB                  | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3635000 | PA      | $3665662.79   | 0.06%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                  | REALTY INCOME                     | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1345569.45   | 0.02%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                  | REALTY INCOME                     | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5764629.92   | 0.10%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                  | REALTY INCOME                     | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5261726.09   | 0.09%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                    | REINSURANCE GRP                   | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499393.30    | 0.01%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                           | RENAISSANCERE FI                  | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3763917.63   | 0.06%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                           | RIO TINTO FIN PL                  | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1010869.08   | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                           | RIO TINTO FIN PL                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   8970000 | PA      | $9032829.20   | 0.15%             | 2028-03-14      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                           | ROGERS COMMUNIC                   | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1308000 | PA      | $1305323.98   | 0.02%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                           | ROGERS COMMUNIC                   | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2392000 | PA      | $2355165.95   | 0.04%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                           | ROGERS COMMUNIC                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  12662000 | PA      | $12481097.88  | 0.21%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                              | ROPER TECHNOLOGI                  | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1458533.39   | 0.02%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                     | ROSS STORES INC                   | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |  12178000 | PA      | $11955078.06  | 0.20%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                   | NATWEST GROUP                     | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6300000 | PA      | $6188710.88   | 0.11%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $519939.83    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  14470000 | PA      | $14504591.11  | 0.25%             | 2027-07-23      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2005000 | PA      | $2039302.08   | 0.03%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8772000 | PA      | $8780026.91   | 0.15%             | 2029-01-24      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8077064.16   | 0.14%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    812000 | PA      | $818974.38    | 0.01%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20052781.40  | 0.34%             | 2028-10-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                    | RYDER SYSTEM INC                  | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969594.96   | 0.03%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                    | RYDER SYSTEM INC                  | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491190.50    | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                        | SBALT 2024-C A3                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2220000 | PA      | $2226462.64   | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                        | SBALT 2024-C A4                   | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12420000 | PA      | $12475743.44  | 0.21%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                    | SFAST 2025-2A A3                  | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9950000 | PA      | $10031527.32  | 0.17%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                        | SBALT 2024-A A3                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3168753 | PA      | $3178458.08   | 0.05%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                        | SBALT 2024-A A4                   | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3019456.50   | 0.05%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                    | SFAST 2024-1A A3                  | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5031483 | PA      | $5064808.61   | 0.09%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                  | SCCU 2024-1A A3                   | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4090000 | PA      | $4123010.80   | 0.07%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2023-A                                        | SBALT 2023-A A3                   | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2547747 | PA      | $2561004.38   | 0.04%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                    | SFAST 2024-3A A3                  | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5200000 | PA      | $5229835.00   | 0.09%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBALT 2025-A A3                   | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1180000 | PA      | $1189131.43   | 0.02%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBALT 2025-A A4                   | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1590000 | PA      | $1609303.08   | 0.03%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                  | SBAT 2024-A A3                    | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1832287 | PA      | $1839765.79   | 0.03%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                        | SBALT 2024-B A3                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5070000 | PA      | $5104384.74   | 0.09%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                        | SBALT 2024-B A4                   | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $2000207.00   | 0.03%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                | SBAT 2025-SF1 B                   | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    605713 | PA      | $606430.65    | 0.01%             | 2031-03-17      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                | SBAT 2025-SF1 C                   | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2440000 | PA      | $2450135.03   | 0.04%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                | SBAT 2025-SF1 D                   | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $856071.04    | 0.01%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                        | SABINE PASS LIQU                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2544236.64   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                        | SABINE PASS LIQU                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2152000 | PA      | $2149802.72   | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B               | SBCLN 2024-B A2                   | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255297 | PA      | $257098.88    | 0.00%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B               | SBCLN 2024-B B                    | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $371992.23    | 0.01%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B               | SBCLN 2024-B C                    | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    590000 | PA      | $592568.33    | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B               | SBCLN 2024-B D                    | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    760000 | PA      | $763380.33    | 0.01%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                       | SDART 2024-2 A3                   | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6907702 | PA      | $6936835.51   | 0.12%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                       | SDART 2023-6 A3                   | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985335 | PA      | $989420.92    | 0.02%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                       | SDART 2024-3 A3                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4269591 | PA      | $4291352.29   | 0.07%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                       | SDART 2024-3 B                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3080000 | PA      | $3126278.54   | 0.05%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                      | SDART 2025-2 A3                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2257630.82   | 0.04%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                       | SDART 2024-1 A3                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4258713 | PA      | $4265288.77   | 0.07%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                       | SDART 2024-1 B                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030000 | PA      | $2041433.37   | 0.03%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                       | SDART 2025-1 A3                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10870000 | PA      | $10917588.86  | 0.19%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                       | SDART 2025-1 B                    | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6160000 | PA      | $6217645.28   | 0.11%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                       | SDART 2025-1 C                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8600000 | PA      | $8731528.40   | 0.15%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                       | SDART 2025-3 A3                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10320000 | PA      | $10382093.38  | 0.18%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                       | SDART 2025-3 B                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5660000 | PA      | $5693139.30   | 0.10%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B               | SBCLN 2023-B B                    | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575423 | PA      | $580785.05    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B               | SBCLN 2023-B C                    | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    398808 | PA      | $403175.91    | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B               | SBCLN 2023-B D                    | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    854589 | PA      | $867584.45    | 0.01%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A               | SBCLN 2024-A A2                   | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204347 | PA      | $207647.50    | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A               | SBCLN 2024-A B                    | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995726 | PA      | $1006418.37   | 0.02%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A               | SBCLN 2024-A C                    | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    698494 | PA      | $706373.69    | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A               | SBCLN 2024-A D                    | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    839679 | PA      | $850332.78    | 0.01%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                       | SDART 2024-5 A3                   | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5670000 | PA      | $5681970.50   | 0.10%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                       | SDART 2024-5 B                    | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3830000 | PA      | $3852485.93   | 0.07%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                       | SDART 2023-4 A3                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1926912 | PA      | $1932045.02   | 0.03%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                  | SCCU 2023-1A A3                   | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3172683 | PA      | $3199363.83   | 0.05%             | 2028-10-16      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                  | SCCU 2025-1A A2                   | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5990000 | PA      | $6010390.56   | 0.10%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                  | SCCU 2025-1A A3                   | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4560000 | PA      | $4592978.83   | 0.08%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                             | CHARLES SCHWAB                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2971543.91   | 0.05%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                             | CHARLES SCHWAB                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990454.57    | 0.02%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                             | CHARLES SCHWAB                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   6843000 | PA      | $6695835.54   | 0.11%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                             | CHARLES SCHWAB                    | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507427.02    | 0.01%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                             | SSTRT 2025-A B                    | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    574098 | PA      | $579466.55    | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                             | SSTRT 2025-A C                    | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    226804 | PA      | $228818.39    | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                      | SSTRT 2025-B B                    | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   4680776 | PA      | $4720479.05   | 0.08%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                      | SSTRT 2025-B C                    | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    532492 | PA      | $536538.98    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                      | SSTRT 2025-B D                    | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    395075 | PA      | $397681.32    | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                              | SEMPRA                            | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1218635.74   | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                              | SEMPRA                            | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   8401000 | PA      | $8469772.60   | 0.15%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                      | SFAST 2025-1A A3                  | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5830000 | PA      | $5897318.43   | 0.10%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                             | SHERWIN-WILLIAMS                  | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $2033137.26   | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                          | SHIRE ACQ INV IE                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   3748000 | PA      | $3718589.26   | 0.06%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                             | SIMON PROP GP LP                  | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8291000 | PA      | $8217671.16   | 0.14%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                             | SIMON PROP GP LP                  | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    635000 | PA      | $628760.24    | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                 | SOCIETE GENERALE                  | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7800000 | PA      | $7888346.47   | 0.14%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-3 Trust                             | SCLP 2025-3 A                     | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4080000 | PA      | $4088285.66   | 0.07%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-2 Trust                             | SCLP 2025-2 A                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7201141 | PA      | $7238740.72   | 0.12%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp                                                      | SOLVENTUM CORP                    | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   6664000 | PA      | $6771938.74   | 0.12%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                  | SONOCO PRODUCTS                   | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2969000 | PA      | $2891836.49   | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                  | SONOCO PRODUCTS                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   8914000 | PA      | $8928659.70   | 0.15%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond              | SOUTH AFRICA                      | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   2490000 | PA      | $2490751.68   | 0.04%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond              | SOUTH AFRICA                      | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   7130000 | PA      | $7175162.99   | 0.12%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                       | SOUTHERN CAL ED                   | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2228267.21   | 0.04%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                     | SOUTHERN CO                       | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2035000 | PA      | $2035000.00   | 0.03%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                               | SOUTHWEST AIR                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  16628000 | PA      | $16833326.87  | 0.29%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                          | SPECTRA PARTNERS                  | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   5599000 | PA      | $5560673.22   | 0.10%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sprint LLC                                                          | SPRINT CORP                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    460000 | PA      | $461036.54    | 0.01%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                              | STANDARD CHART                    | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4980000 | PA      | $5013644.73   | 0.09%             | 2029-01-21      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                   | STATE STREET CRP                  | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499882.95    | 0.01%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                   | STATE STREET CRP                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5509378.99   | 0.09%             | 2027-10-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                   | STATE STREET CRP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $5530961.78   | 0.09%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                               | STELLANTIS FINAN                  | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3772973.28   | 0.06%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                               | STELLANTIS FINAN                  | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13880000 | PA      | $13925843.28  | 0.24%             | 2028-09-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                      | SFUEL 2025-AA A3                  | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7650000 | PA      | $7701119.60   | 0.13%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                      | SFUEL 2025-AA A4                  | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2120000 | PA      | $2137555.93   | 0.04%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                      | SFUEL 2025-AA B                   | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1614266.88   | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA A3                  | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15270000 | PA      | $15344914.62  | 0.26%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA A4                  | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2970000 | PA      | $2985781.39   | 0.05%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1314882.50   | 0.02%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA C                   | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1856403.04   | 0.03%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $493631.64    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7285000 | PA      | $7104306.94   | 0.12%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1975000 | PA      | $2002654.13   | 0.03%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                      | SUMITOMO TR&BK                    | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  13140000 | PA      | $13270135.01  | 0.23%             | 2027-09-10      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                      | SUMITOMO TR&BK                    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   9640000 | PA      | $9669176.42   | 0.17%             | 2028-09-11      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER                   | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11059000 | PA      | $11032629.48  | 0.19%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                        | SYNOPSYS INC                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  14549000 | PA      | $14642253.71  | 0.25%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                          | SYNIT 2023-A2 A                   | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7070000 | PA      | $7200657.84   | 0.12%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                          | SYNIT 2025-A2 A                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10280000 | PA      | $10403216.08  | 0.18%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                          | SYSCO CORP                        | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986732.75    | 0.02%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  19083250 | PA      | $18970950.99  | 0.33%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2048755.74   | 0.04%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11626000 | PA      | $11527667.06  | 0.20%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476578.12    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509521.92    | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-1                                            | TMUST 2024-1A A                   | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6690000 | PA      | $6750438.80   | 0.12%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-2                                            | TMUST 2024-2A A                   | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7530000 | PA      | $7558951.34   | 0.13%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                            | TMUST 2025-2A A                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10480000 | PA      | $10552536.27  | 0.18%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                                   | TMUST 2025-1A A                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7470000 | PA      | $7565350.82   | 0.13%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                   | TAKE-TWO INTERAC                  | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    862000 | PA      | $864829.10    | 0.01%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | TARGA RES PRTNRS                  | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7505000 | PA      | $7514020.71   | 0.13%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                | TARGA RESOURCES                   | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   6863000 | PA      | $6974553.19   | 0.12%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                             | TELEFONICA EMIS                   | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   9594000 | PA      | $9576869.63   | 0.16%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                          | TELUS CORP                        | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $991397.29    | 0.02%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                       | TENNESSEE GAS PL                  | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1558786.10   | 0.03%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A A3                   | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7720000 | PA      | $7728544.50   | 0.13%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A A4                   | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1932305.19   | 0.03%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A B                    | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1782478.47   | 0.03%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A C                    | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2470000 | PA      | $2473259.17   | 0.04%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                       | TESLA 2024-A A3                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3615404 | PA      | $3626363.83   | 0.06%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-A                                       | TESLA 2023-A A4                   | CUSIP: 88167PAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    196098 | PA      | $196272.90    | 0.00%             | 2027-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                       | TESLA 2023-B A3                   | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2105825 | PA      | $2109473.82   | 0.04%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                       | TESLA 2023-B A4                   | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1460000 | PA      | $1465278.48   | 0.03%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                 | TEVT 2023-1 A3                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3710000 | PA      | $3745456.10   | 0.06%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                 | TEVT 2023-1 A4                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $661978.40    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4053000 | PA      | $4059546.04   | 0.07%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5634000 | PA      | $5707122.11   | 0.10%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1012000 | PA      | $1035984.96   | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3464000 | PA      | $3502120.94   | 0.06%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    607000 | PA      | $615653.71    | 0.01%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  36000000 | PA      | $36203947.20  | 0.62%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6364000 | PA      | $6391658.26   | 0.11%             | 2028-01-31      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                 | GLOBAL PAY INC                    | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2684000 | PA      | $2686398.42   | 0.05%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                          | TAOT 2023-B A3                    | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2142079 | PA      | $2149840.79   | 0.04%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                                     | TLOT 2024-B A4                    | CUSIP: 891943AE2<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-CBDO         | CORP              | US        |   5130000 | PA      | $5150301.46   | 0.09%             | 2029-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                          | TAOT 2023-C A3                    | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3577451 | PA      | $3600172.13   | 0.06%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                            | TOYOTA MTR CRED                   | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4175454.28   | 0.07%             | 2026-08-07      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                            | TOYOTA MTR CRED                   | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1608115.83   | 0.03%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                            | TOYOTA MTR CRED                   | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3648549.55   | 0.06%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                            | TOYOTA MTR CRED                   | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  33335000 | PA      | $33528976.70  | 0.57%             | 2028-09-05      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                          | TAOT 2024-A A3                    | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7220000 | PA      | $7268129.24   | 0.12%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                                  | TLOT 2024-A A3                    | CUSIP: 89238GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2008813 | PA      | $2018363.96   | 0.03%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                                  | TLOT 2024-A A4                    | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $938116.76    | 0.02%             | 2028-06-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                            | TLOT 2025-A A3                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10720000 | PA      | $10836652.90  | 0.19%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                            | TLOT 2025-A A4                    | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3260000 | PA      | $3303264.44   | 0.06%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                          | TAOT 2024-D A3                    | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4080000 | PA      | $4107854.98   | 0.07%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2023-B                                     | TLOT 2023-B A3                    | CUSIP: 89240HAD7<br>LEI: 254900ILC8EOVFWZQA04 | Long             | ABS-CBDO         | CORP              | US        |   1889574 | PA      | $1894783.94   | 0.03%             | 2026-11-20      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                                     | TLOT 2025-B A3                    | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-CBDO         | CORP              | US        |  15860000 | PA      | $15873376.32  | 0.27%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                           | TRANSCANADA PL                    | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $550202.33    | 0.01%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                               | TRANSCONT GAS PL                  | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $498479.50    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                       | TCCT 2024-1A A                    | CUSIP: 89621ABZ1<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-CBDO         | CORP              | CA        |   9010000 | PA      | $9020914.71   | 0.15%             | 2028-12-26      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                             | TRINITY ACQ PLC                   | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   8392000 | PA      | $8386656.73   | 0.14%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                         | TRUIST BANK                       | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  13513000 | PA      | $13543303.58  | 0.23%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                         | TRUIST BANK                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  24187000 | PA      | $24290907.59  | 0.42%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                               | TRUIST FINANCIAL                  | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5342087.94   | 0.09%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                  | TACLN 2025-1 B                    | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7260000 | PA      | $7265360.06   | 0.12%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                     | TYSON FOODS INC                   | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |  20050000 | PA      | $19852951.01  | 0.34%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4500000 | PA      | $4392958.05   | 0.08%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3478000 | PA      | $3490348.57   | 0.06%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                  | UBS AG STAMFORD                   | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  11540000 | PA      | $11639950.36  | 0.20%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                             | UDR INC                           | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4946619.05   | 0.08%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2023-A                                        | USAOT 2023-A A3                   | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5796560 | PA      | $5834541.62   | 0.10%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                            | US BANK NA OHIO                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752499.27    | 0.01%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                            | US BANK NA OHIO                   | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4004304.92   | 0.07%             | 2027-10-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                            | US BANK NA OHIO                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  23682000 | PA      | $23897860.96  | 0.41%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3380000 | PA      | $3378724.05   | 0.06%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                       | USCLN 2025-SUP2 B1                | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5090000 | PA      | $5095663.13   | 0.09%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                          | USCLN 2023-1 B                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370142 | PA      | $374448.98    | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                          | USCLN 2025-SUP1 B                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6295531 | PA      | $6299280.11   | 0.11%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                         | USCAR 2025-1A A3                  | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5870000 | PA      | $5928242.14   | 0.10%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                          | US BANCORP                        | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5365000 | PA      | $5403935.36   | 0.09%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                          | US BANCORP                        | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  26473000 | PA      | $26489826.50  | 0.45%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                          | US BANCORP                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5328970.09   | 0.09%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | TREASURY BILL                     | CUSIP: 912797RS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166209000 | PA      | $160778905.43 | 2.75%             | 2026-09-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11380000 | PA      | $11058159.38  | 0.19%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31798000 | PA      | $30850270.47  | 0.53%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28500000 | PA      | $28772753.84  | 0.49%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    775000 | PA      | $777331.05    | 0.01%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19000000 | PA      | $19027460.89  | 0.33%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                            | UNITED TECH CORP                  | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1999212.76   | 0.03%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                            | UNITED TECH CORP                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  18255000 | PA      | $17992932.13  | 0.31%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                              | UNITEDHEALTH GRP                  | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1807180.32   | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                              | UNITEDHEALTH GRP                  | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   7740000 | PA      | $7748747.13   | 0.13%             | 2026-07-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                    | VENTAS REALTY LP                  | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1766000 | PA      | $1762582.51   | 0.03%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                    | VENTAS REALTY LP                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1220052.49   | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                    | VENTAS REALTY LP                  | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2788500.57   | 0.05%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                          | VERIZON COMM INC                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476787.35    | 0.01%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2023-7 C                     | CUSIP: 92348KCG6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1801553.22   | 0.03%             | 2029-11-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2024-1 C                     | CUSIP: 92348KCP6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3870000 | PA      | $3877444.33   | 0.07%             | 2028-12-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                  | VZMT 2024-4 B                     | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1940000 | PA      | $1955857.75   | 0.03%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                  | VZMT 2024-4 C                     | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3030000 | PA      | $3055686.52   | 0.05%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2024-6 B                     | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   8230000 | PA      | $8254354.22   | 0.14%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-1 C                     | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $506208.90    | 0.01%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-3 B                     | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   5590000 | PA      | $5628866.15   | 0.10%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-3 C                     | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2121617.03   | 0.04%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-5 B                     | CUSIP: 92348KEH2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3550000 | PA      | $3553874.83   | 0.06%             | 2031-06-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                      | VIRGINIA EL&PWR                   | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493540.04    | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                      | VIRGINIA EL&PWR                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746563.44    | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                              | VIRGINIA POWER                    | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   2367001 | PA      | $2380104.84   | 0.04%             | 2029-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                            | VISTRA OPERATION                  | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    790000 | PA      | $783336.12    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                            | VISTRA OPERATION                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1550927.66   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                          | VMWARE LLC                        | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006861.76   | 0.02%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  23945000 | PA      | $24058970.54  | 0.41%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    475000 | PA      | $481485.92    | 0.01%             | 2027-03-22      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9390000 | PA      | $9418639.59   | 0.16%             | 2026-08-14      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    690000 | PA      | $691696.03    | 0.01%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                  | VWALT 2024-A A3                   | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7370000 | PA      | $7435289.36   | 0.13%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                  | VWALT 2025-B A3                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16110000 | PA      | $16132138.36  | 0.28%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                          | VALET 2024-1 A4                   | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1577076.80   | 0.03%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                  | VWALT 2025-A A3                   | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10490000 | PA      | $10592259.67  | 0.18%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                  | VWALT 2025-A A4                   | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3640000 | PA      | $3683165.30   | 0.06%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                         | VFET 2025-2A A3                   | CUSIP: 92886CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8630000 | PA      | $8585190.71   | 0.15%             | 2029-12-17      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1                         | VFET 2024-1A A3                   | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3966358.14   | 0.07%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                       | VFET 2025-1A A3                   | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3530000 | PA      | $3555392.35   | 0.06%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Voya Financial Inc                                                  | VOYA FINANCIAL                    | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2471122.44   | 0.04%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                        | WP CAREY INC                      | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   2711000 | PA      | $2711430.10   | 0.05%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                | WEC ENERGY GROUP                  | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    547000 | PA      | $518352.88    | 0.01%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                | WEC ENERGY GROUP                  | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    293000 | PA      | $293131.84    | 0.01%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                | WEC ENERGY GROUP                  | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    414000 | PA      | $419469.07    | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5048000 | PA      | $4996186.82   | 0.09%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3010671.60   | 0.05%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12975000 | PA      | $12855441.47  | 0.22%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8273000 | PA      | $8199566.12   | 0.14%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759013.93    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10718000 | PA      | $10970919.29  | 0.19%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  24280000 | PA      | $24503337.15  | 0.42%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2812365.07   | 0.05%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1592134.67   | 0.03%             | 2029-09-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                      | WFCM 2019-C54 ASB                 | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    464772 | PA      | $455378.54    | 0.01%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                    | WELLTOWER INC                     | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508688.47   | 0.03%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                       | WESTLAKE CHEM                     | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   4350000 | PA      | $4322075.70   | 0.07%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                        | WLAKE 2025-2A A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3530000 | PA      | $3554916.51   | 0.06%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                        | WLAKE 2025-2A B                   | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2121109.36   | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                     | WEYERHAEUSER CO                   | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2114513.32   | 0.04%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                     | WEYERHAEUSER CO                   | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   3846000 | PA      | $3854442.16   | 0.07%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                | WILLIAMS COS INC                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   3866000 | PA      | $3883418.30   | 0.07%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                | WILLIAMS COS INC                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   8448000 | PA      | $8393032.83   | 0.14%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                            | WILLIS NORTH AME                  | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   9615000 | PA      | $9687168.65   | 0.17%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                        | WISCONSIN P&L                     | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   3655000 | PA      | $3583660.76   | 0.06%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                         | WORKDAY INC                       | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   6666000 | PA      | $6608216.91   | 0.11%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2024-A                                 | WOSAT 2024-A A3                   | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4220000 | PA      | $4246310.86   | 0.07%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                      | WOLS 2025-A A3                    | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4420000 | PA      | $4453223.37   | 0.08%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                      | WOLS 2025-A A4                    | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2330000.90   | 0.04%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                            | WOART 2023-B A3                   | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    462340 | PA      | $463410.18    | 0.01%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                                 | WOSAT 2025-A A2A                  | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5850000 | PA      | $5850280.80   | 0.10%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A             | WOLS 2023-A A4                    | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1675614 | PA      | $1676435.94   | 0.03%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A             | WOLS 2024-A A3                    | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4760000 | PA      | $4806878.38   | 0.08%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A             | WOLS 2024-A B                     | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3560000 | PA      | $3623698.37   | 0.06%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                          | ZIMMER BIOMET                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  20624000 | PA      | $20786262.00  | 0.36%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                          | ZOETIS INC                        | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2016807.95   | 0.03%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                   | CDP FINANCIAL                     | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |   4800000 | PA      | $4708833.36   | 0.08%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                     | ONTARIO TEACHERS                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |  11550000 | PA      | $11221802.82  | 0.19%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                    | CODELCO INC                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   7511000 | PA      | $7412193.70   | 0.13%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                               | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   1010000 | PA      | $1050636.45   | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                               | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   1140000 | PA      | $1159990.64   | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                       | EMPRESA NACIONAL                  | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    953000 | PA      | $940759.89    | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                           | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    580000 | PA      | $578038.83    | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                           | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |   2218000 | PA      | $2204728.06   | 0.04%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                              | PARAGUAY                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |   1350000 | PA      | $1352127.86   | 0.02%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SWP: USD 3.584500 19-SEP-2026 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 216000000 | NC      | $-141965.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SWP: USD 3.271650 19-SEP-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 164000000 | NC      | $394625.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                 | SWP: USD 3.584000 19-SEP-2026 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 325000000 | NC      | $-215154.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                          | STHRN GAS CRIDOR                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |   5939000 | PA      | $6000000.06   | 0.10%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                  | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   9278000 | PA      | $9283317.22   | 0.16%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                          | ALBERTA PROVINCE                  | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |  11553000 | PA      | $11371550.89  | 0.19%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   1095000 | PA      | $1258442.92   | 0.02%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                  | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   1609000 | PA      | $1630392.30   | 0.03%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                  | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   2500000 | PA      | $2613999.50   | 0.04%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                    | GALAXY PIPELINE                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   4863143 | PA      | $4741564.75   | 0.08%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                               | MOROCCO KINGDOM                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |   1855000 | PA      | $1779040.53   | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                 | SA GLOBAL SUKU                    | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |  10097000 | PA      | $9890541.59   | 0.17%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   8142000 | PA      | $9790608.93   | 0.17%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                          | CAISSE AMORT DET                  | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |   8199000 | PA      | $8230433.33   | 0.14%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                           | SUCI SECOND INVE                  | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |  13654000 | PA      | $13663396.68  | 0.23%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer