# EDGAR Filing Document

**Accession Number:** 0001227523
**File Stem:** 0000940400-26-008228
**Filing Date:** 2026-2
**Character Count:** 1042669
**Document Hash:** 8861e4b0581754850b7a2bbbefab9395
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-008228.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000940400-26-008228

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** OPTIMUM FUND TRUST
- **CENTRAL INDEX KEY:** 0001227523

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21335
- **FILM NUMBER:** 26683552

**BUSINESS ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354
- **BUSINESS PHONE:** 800.914.0278

**MAIL ADDRESS:**
- **STREET 1:** 100 INDEPENDENCE
- **STREET 2:** 610 MARKET STREET
- **CITY:** PHILADELPHIA
- **STATE:** PA
- **ZIP:** 19106-2354

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** BOB TRUST
- **DATE OF NAME CHANGE:** 20030415

## Series and Classes Contracts Data

### OPTIMUM FIXED INCOME FUND (Series ID: S000002420)

| Class ID   | Class Name                                    | Ticker Symbol   |
|:---|:---|:---|
| C000006443 | OPTIMUM FIXED INCOME FUND CLASS A             | OAFIX           |
| C000006445 | OPTIMUM FIXED INCOME FUND CLASS C             | OCFIX           |
| C000006446 | OPTIMUM FIXED INCOME FUND INSTITUTIONAL CLASS | OIFIX           |

## Nport-Ex

## Schedule of investments
Optimum Fixed Income Fund

December 31, 2025 (Unaudited)

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 1.29%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 1.29%** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations — 1.29%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae Grantor<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1999-T2 A1 7.50% 1/19/39 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2051 | &nbsp;&nbsp;$2121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-T1 1A2 6.50% 1/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1661 | &nbsp;&nbsp;&nbsp; 1715 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae REMIC<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-W11 1A2 6.50% 5/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15216 | &nbsp;&nbsp;&nbsp; 15754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-W15 1A1 6.00% 8/25/44 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8684 | &nbsp;&nbsp;&nbsp; 8947 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 1999-19 PH 6.00% 5/25/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7216 | &nbsp;&nbsp;&nbsp; 7338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2001-14 Z 6.00% 5/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp; 557 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-30 OE 1.784% 4/25/37 Ω, ^ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;831183 | &nbsp;&nbsp;&nbsp; 684193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-24 ZA 5.00% 4/25/38 | &nbsp;&nbsp;&nbsp;&nbsp;2493420 | &nbsp;&nbsp;&nbsp; 2546848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-2 AS 1.711% (5.59% minus SOFR, Cap 5.70%) 2/25/39 Σ, =, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175225 | &nbsp;&nbsp;&nbsp; 11071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-68 SA 2.761% (6.64% minus SOFR, Cap 6.75%) 9/25/39 Σ, =, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62109 | &nbsp;&nbsp;&nbsp; 5576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-40 GZ 3.50% 5/25/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348125 | &nbsp;&nbsp;&nbsp; 318257 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-95 FA 4.673% (SOFR + 0.46%, Floor 0.35%) 11/25/47 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123713 | &nbsp;&nbsp;&nbsp; 122396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-38 FA 5.009% (SOFR + 0.80%, Floor 0.80%) 1/25/51 • | &nbsp;&nbsp;&nbsp;&nbsp;1373845 | &nbsp;&nbsp;&nbsp; 1375554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 3143 BC 5.50% 2/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;437586 | &nbsp;&nbsp;&nbsp; 454761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2165 PE 6.00% 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6628 | &nbsp;&nbsp;&nbsp; 6755 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac REMICs |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 3289 SA 2.652% (6.64% minus SOFR, Cap 6.75%) 3/15/37 Σ, =, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;118422 | &nbsp;&nbsp;$9230 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 4676 KZ 2.50% 7/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292324 | &nbsp;&nbsp;&nbsp; 254212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5508 FB 4.874% (SOFR + 1.00%, Cap 6.50%, Floor 1.00%) 2/25/55 • | &nbsp;&nbsp;&nbsp;&nbsp;1283432 | &nbsp;&nbsp;&nbsp; 1283888 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 5560 FB 4.874% (SOFR + 1.00%, Cap 8.00%, Floor 1.00%) 6/25/55 • | &nbsp;&nbsp;&nbsp;&nbsp;3009052 | &nbsp;&nbsp;&nbsp; 3027226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured<br> Agency Credit Risk REMIC Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-DNA5 M2 144A 5.524% (SOFR + 1.65%) 1/25/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;820322 | &nbsp;&nbsp;&nbsp; 822627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-HQA2 M2 144A 5.924% (SOFR + 2.05%) 12/25/33 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3726372 | &nbsp;&nbsp;&nbsp; 3853723 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA1 M2 144A 6.374% (SOFR + 2.50%) 1/25/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp; 3042934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-DNA2 M2 144A 7.624% (SOFR + 3.75%) 2/25/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1029765 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA2 M2 144A 5.374% (SOFR + 1.50%) 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp; 1114758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA3 M2 144A 5.374% (SOFR + 1.50%) 9/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1290000 | &nbsp;&nbsp;&nbsp; 1293441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-DNA4 M2 144A 5.424% (SOFR + 1.55%) 10/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp; 5524401 |

---

NQ- OPTFI [1225] 0226 (5191660) 1

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Structured<br> Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-54 2A 6.50% 2/25/43 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8111 | &nbsp;&nbsp;$8142 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series T-58 2A 6.50% 9/25/43 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2237 | &nbsp;&nbsp;&nbsp; 2300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-65 SB 2.152% (5.89% minus TSFR01M, Cap 6.00%) 8/20/38 Σ, =, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;163663 | &nbsp;&nbsp;&nbsp; 725 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2009-2 SE 1.972% (5.71% minus TSFR01M, Cap 5.82%) 1/20/39 Σ, =, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558252 | &nbsp;&nbsp;&nbsp; 11533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-H21 FT 4.36% (H15T1Y + 0.70%, Cap 15.25%, Floor 0.70%) 10/20/61 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;413658 | &nbsp;&nbsp;&nbsp; 414063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2011-H23 FA 4.814% (TSFR01M + 0.81%, Cap 11.00%, Floor 0.70%) 10/20/61 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;361291 | &nbsp;&nbsp;&nbsp; 362276 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-H08 FB 4.714% (TSFR01M + 0.71%, Cap 11.00%, Floor 0.60%) 3/20/62 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44018 | &nbsp;&nbsp;&nbsp; 44090 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-H18 NA 4.634% (TSFR01M + 0.63%, Cap 10.50%, Floor 0.52%) 8/20/62 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33680 | &nbsp;&nbsp;&nbsp; 33683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2012-H29 SA 4.629% (TSFR01M + 0.63%, Cap 12.00%, Floor 0.52%) 10/20/62 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;748475 | &nbsp;&nbsp;&nbsp; 748834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-113 LY 3.00% 5/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453955 | &nbsp;&nbsp;&nbsp; 426133 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-H10 FA 4.714% (TSFR01M + 0.71%, Cap 7.50%) 4/20/65 • | &nbsp;&nbsp;&nbsp;&nbsp;2106542 | &nbsp;&nbsp;$2107368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-H11 FC 4.664% (TSFR01M + 0.66%, Cap 7.50%, Floor 0.55%) 5/20/65 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;219401 | &nbsp;&nbsp;&nbsp; 219448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-H12 FB 4.714% (TSFR01M + 0.71%, Cap 7.50%, Floor 0.60%) 5/20/65 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;957162 | &nbsp;&nbsp;&nbsp; 958105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-H20 FB 4.714% (TSFR01M + 0.71%, Cap 7.50%, Floor 0.60%) 8/20/65 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286190 | &nbsp;&nbsp;&nbsp; 286457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-H30 FD 4.714% (TSFR01M + 0.71%, Cap 11.00%, Floor 0.60%) 10/20/65 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13293 | &nbsp;&nbsp;&nbsp; 13314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-H06 FD 5.034% (TSFR01M + 1.03%, Cap 7.50%, Floor 0.92%) 7/20/65 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;229228 | &nbsp;&nbsp;&nbsp; 230516 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-163 ZK 3.50% 11/20/47 | &nbsp;&nbsp;&nbsp;&nbsp;1718977 | &nbsp;&nbsp;&nbsp; 1609769 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-204 FH 4.893% (SOFR + 0.95%, Cap 7.00%, Floor 0.95%) 12/20/55 • | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1001363 |
| &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations<br> (cost $35,255,271)** | &nbsp;&nbsp;&nbsp;**Total Agency Collateralized Mortgage Obligations<br> (cost $35,255,271)** | &nbsp;&nbsp;&nbsp; **35296167** |
| &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.35%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.35%** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities — 0.35%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily<br> Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series K144 A2 2.45% 4/25/32 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;4750000 | &nbsp;&nbsp;&nbsp; 4286774 |

---

2 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Commercial Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac Multifamily<br> Structured Pass Through Certificates |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series K150 A2 3.71% 9/25/32 ♦, • | &nbsp;&nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;$2222940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series K753 A2 4.40% 10/25/30 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;1575000 | &nbsp;&nbsp;&nbsp; 1595232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series X3FX A2FX 3.00% 6/25/27 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;887089 | &nbsp;&nbsp;&nbsp; 878998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FREMF Mortgage Trust Series 2017-K71 B 144A 3.752% 11/25/50 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp; 462988 |
| &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities<br> (cost $9,383,064)** | &nbsp;&nbsp;&nbsp;**Total Agency Commercial Mortgage-Backed Securities<br> (cost $9,383,064)** | &nbsp;&nbsp;&nbsp; **9446932** |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 51.16%** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 51.16%** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities — 51.16%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae<br> 5.50% 3/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2532 | &nbsp;&nbsp;&nbsp; 2568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 15 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 7/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;4023821 | &nbsp;&nbsp;&nbsp; 3805975 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590985 | &nbsp;&nbsp;&nbsp; 559899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 6/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;1750207 | &nbsp;&nbsp;&nbsp; 1655634 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 6/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;8982589 | &nbsp;&nbsp;&nbsp; 7342755 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 12/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;4754022 | &nbsp;&nbsp;&nbsp; 3898238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;791055 | &nbsp;&nbsp;&nbsp; 654098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 2/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2946415 | &nbsp;&nbsp;&nbsp; 2418670 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101194 | &nbsp;&nbsp;&nbsp; 82468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 4/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;47442491 | &nbsp;&nbsp;&nbsp; 38648433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3406811 | &nbsp;&nbsp;&nbsp; 2777089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1109440 | &nbsp;&nbsp;&nbsp; 912380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 9/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6909105 | &nbsp;&nbsp;&nbsp; 5615437 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3023196 | &nbsp;&nbsp;&nbsp; 2490684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2613922 | &nbsp;&nbsp;&nbsp; 2260442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2183559 | &nbsp;&nbsp;&nbsp; 1871848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 3/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;9607062 | &nbsp;&nbsp;&nbsp; 8195541 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;1004500 | &nbsp;&nbsp;&nbsp; 866184 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5524834 | &nbsp;&nbsp;&nbsp; 4765308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 2/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;18264133 | &nbsp;&nbsp;&nbsp; 15530666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 4/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52766 | &nbsp;&nbsp;&nbsp; 45199 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 10/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;863928 | &nbsp;&nbsp;&nbsp; 798962 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 4/1/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315323 | &nbsp;&nbsp;&nbsp; 291431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 7/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;3166497 | &nbsp;&nbsp;&nbsp; 2843325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;6038950 | &nbsp;&nbsp;&nbsp; 5400245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 6/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2191173 | &nbsp;&nbsp;&nbsp; 1963231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 7/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;9128755 | &nbsp;&nbsp;&nbsp; 8099158 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 2/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;7066999 | &nbsp;&nbsp;&nbsp; 6738878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527644 | &nbsp;&nbsp;&nbsp; 504374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 7/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;2821042 | &nbsp;&nbsp;&nbsp; 2677429 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 8/1/50 | &nbsp;&nbsp;&nbsp;&nbsp;3709507 | &nbsp;&nbsp;&nbsp; 3479672 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5573591 | &nbsp;&nbsp;$5220581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 10/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6503 | &nbsp;&nbsp;&nbsp; 6368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 11/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25168 | &nbsp;&nbsp;&nbsp; 24689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 3/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49578 | &nbsp;&nbsp;&nbsp; 47976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 3/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;2328525 | &nbsp;&nbsp;&nbsp; 2252116 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 4/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357073 | &nbsp;&nbsp;&nbsp; 345786 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 6/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1733126 | &nbsp;&nbsp;&nbsp; 1683082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1721671 | &nbsp;&nbsp;&nbsp; 1662081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 1/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;31695 | &nbsp;&nbsp;&nbsp; 30527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 3/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;88346 | &nbsp;&nbsp;&nbsp; 85239 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 6/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;404862 | &nbsp;&nbsp;&nbsp; 391752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4035663 | &nbsp;&nbsp;&nbsp; 3844889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 5/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15905 | &nbsp;&nbsp;&nbsp; 15877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27199 | &nbsp;&nbsp;&nbsp; 27433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 9/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29541 | &nbsp;&nbsp;&nbsp; 29796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 5/1/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;130407 | &nbsp;&nbsp;&nbsp; 131534 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 4/1/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10723 | &nbsp;&nbsp;&nbsp; 10806 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;8547987 | &nbsp;&nbsp;&nbsp; 8384140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 3/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482 | &nbsp;&nbsp;&nbsp; 489 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3222 | &nbsp;&nbsp;&nbsp; 3245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 8/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4723 | &nbsp;&nbsp;&nbsp; 4793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1361 | &nbsp;&nbsp;&nbsp; 1396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 12/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp; 554 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 3/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33866 | &nbsp;&nbsp;&nbsp; 34792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 5/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56218 | &nbsp;&nbsp;&nbsp; 57812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216535 | &nbsp;&nbsp;&nbsp; 222664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2469235 | &nbsp;&nbsp;&nbsp; 2502927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5792 | &nbsp;&nbsp;&nbsp; 5872 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 2/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;78685 | &nbsp;&nbsp;&nbsp; 80726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4320402 | &nbsp;&nbsp;&nbsp; 4408583 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;9986642 | &nbsp;&nbsp;&nbsp; 10128511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 9/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4858 | &nbsp;&nbsp;&nbsp; 5076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 12/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1836 | &nbsp;&nbsp;&nbsp; 1942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 1/1/42 | &nbsp;&nbsp;&nbsp;&nbsp;2370813 | &nbsp;&nbsp;&nbsp; 2506141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;1934812 | &nbsp;&nbsp;&nbsp; 1991507 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5249429 | &nbsp;&nbsp;&nbsp; 5400570 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;15492659 | &nbsp;&nbsp;&nbsp; 15909250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;833 | &nbsp;&nbsp;&nbsp; 864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 2/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14696 | &nbsp;&nbsp;&nbsp; 15587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 3/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14512 | &nbsp;&nbsp;&nbsp; 15220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 6/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18609 | &nbsp;&nbsp;&nbsp; 19654 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 2/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3419 | &nbsp;&nbsp;&nbsp; 3548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 11/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1391 | &nbsp;&nbsp;&nbsp; 1480 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 3/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;10536481 | &nbsp;&nbsp;&nbsp; 10944915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr<br> TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 2/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;70500000 | &nbsp;&nbsp;&nbsp; 66825378 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 1/1/56 | 184000000 | &nbsp;&nbsp;&nbsp; 179610165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 2/1/56 | 184000000 | &nbsp;&nbsp;&nbsp; 179466406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;11400000 | &nbsp;&nbsp;&nbsp; 11367937 |

---

NQ- OPTFI [1225] 0226 (5191660) 3

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr<br> TBA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 2/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;68000000 | &nbsp;&nbsp;$67747659 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 1/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;99000000 | &nbsp;&nbsp;&nbsp; 100384278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 2/1/56 | 142100000 | &nbsp;&nbsp;&nbsp; 143953709 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 2/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;32300000 | &nbsp;&nbsp;&nbsp; 33146896 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 3/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;22406095 | &nbsp;&nbsp;&nbsp; 22991824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 1/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;89500000 | &nbsp;&nbsp;&nbsp; 93012034 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 3/1/56 | &nbsp;&nbsp;&nbsp;&nbsp;99000000 | &nbsp;&nbsp;&nbsp; 102977632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac ARM<br> 7.18% (RFUCCT1Y + 2.18%, Cap 10.56%, Floor 2.18%) 5/1/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15836 | &nbsp;&nbsp;&nbsp; 16436 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac S.F. 15 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 8/1/36 | &nbsp;&nbsp;&nbsp;&nbsp;10624001 | &nbsp;&nbsp;&nbsp; 9839869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 1/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;4383428 | &nbsp;&nbsp;&nbsp; 4068597 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 3/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;4395656 | &nbsp;&nbsp;&nbsp; 4259402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freddie Mac S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 3/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;4508028 | &nbsp;&nbsp;&nbsp; 3655465 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 5/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783801 | &nbsp;&nbsp;&nbsp; 676412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 10/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;5680464 | &nbsp;&nbsp;&nbsp; 4889353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 12/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;2461678 | &nbsp;&nbsp;&nbsp; 2124952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 5/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;616931 | &nbsp;&nbsp;&nbsp; 524324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 11/1/46 | &nbsp;&nbsp;&nbsp;&nbsp;1748993 | &nbsp;&nbsp;&nbsp; 1593735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 11/1/49 | &nbsp;&nbsp;&nbsp;&nbsp;1683119 | &nbsp;&nbsp;&nbsp; 1505805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;177340 | &nbsp;&nbsp;&nbsp; 159259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;3270789 | &nbsp;&nbsp;&nbsp; 2928543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 8/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13903 | &nbsp;&nbsp;&nbsp; 13029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 9/1/48 | &nbsp;&nbsp;&nbsp;&nbsp;1417649 | &nbsp;&nbsp;&nbsp; 1324440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 10/1/47 | &nbsp;&nbsp;&nbsp;&nbsp;1022603 | &nbsp;&nbsp;&nbsp; 985416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 9/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;5949550 | &nbsp;&nbsp;&nbsp; 5693664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 10/1/52 | &nbsp;&nbsp;&nbsp;&nbsp;2833464 | &nbsp;&nbsp;&nbsp; 2777106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 6/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;8532994 | &nbsp;&nbsp;&nbsp; 8541289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/1/55 | &nbsp;&nbsp;&nbsp;&nbsp;4053068 | &nbsp;&nbsp;&nbsp; 4044260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 3/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;4271651 | &nbsp;&nbsp;&nbsp; 4382308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 9/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;5014443 | &nbsp;&nbsp;&nbsp; 5140393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 1/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;722070 | &nbsp;&nbsp;&nbsp; 755227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 5/1/53 | &nbsp;&nbsp;&nbsp;&nbsp;2520299 | &nbsp;&nbsp;&nbsp; 2610953 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 11/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6828 | &nbsp;&nbsp;&nbsp; 7091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 1/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30457 | &nbsp;&nbsp;&nbsp; 31665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00% 1/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4332 | &nbsp;&nbsp;&nbsp; 4553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA I S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;3295172 | &nbsp;&nbsp;&nbsp; 2991673 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 3/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;277921 | &nbsp;&nbsp;&nbsp; 247102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 10/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1422299 | &nbsp;&nbsp;&nbsp; 1494518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA II S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 10/20/50 | &nbsp;&nbsp;&nbsp;&nbsp;18124861 | &nbsp;&nbsp;&nbsp; 15021166 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 7/20/51 | &nbsp;&nbsp;&nbsp;&nbsp;19056655 | &nbsp;&nbsp;&nbsp; 16446599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 4/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;13765305 | &nbsp;&nbsp;&nbsp; 12384628 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 9/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;9129853 | &nbsp;&nbsp;&nbsp; 8312684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;5898253 | &nbsp;&nbsp;&nbsp; 5574152 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** | &nbsp;&nbsp;**Agency Mortgage-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA II S.F. 30 yr |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 8/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;7143786 | &nbsp;&nbsp;$6961335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 9/20/52 | &nbsp;&nbsp;&nbsp;&nbsp;1249487 | &nbsp;&nbsp;&nbsp; 1252899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 12/20/54 | &nbsp;&nbsp;&nbsp;&nbsp;8235816 | &nbsp;&nbsp;&nbsp; 8225960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 6/20/49 | &nbsp;&nbsp;&nbsp;&nbsp;2360790 | &nbsp;&nbsp;&nbsp; 2426263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 2/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;9571913 | &nbsp;&nbsp;&nbsp; 9677053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 4/20/34 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300 | &nbsp;&nbsp;&nbsp; 306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.00% 3/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;6930548 | &nbsp;&nbsp;&nbsp; 7067542 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 4/20/55 | &nbsp;&nbsp;&nbsp;&nbsp;3687375 | &nbsp;&nbsp;&nbsp; 3814238 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GNMA II S.F. 30 yr TBA<br> 4.00% 1/20/56 | &nbsp;&nbsp;&nbsp;&nbsp;6000000 | &nbsp;&nbsp;&nbsp; 5666953 |
| &nbsp;&nbsp;&nbsp;**Total Agency Mortgage-Backed Securities<br> (cost $1,400,534,662)** | &nbsp;&nbsp;&nbsp;**Total Agency Mortgage-Backed Securities<br> (cost $1,400,534,662)** | &nbsp;&nbsp;&nbsp;**1397261546** |
| &nbsp;&nbsp;**Collateralized Debt Obligations — 0.25%** | &nbsp;&nbsp;**Collateralized Debt Obligations — 0.25%** | &nbsp;&nbsp;**Collateralized Debt Obligations — 0.25%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BDS Series 2025-FL14 A 144A 5.013% (TSFR01M + 1.28%, Floor 1.28%) 10/17/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 599787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HGI CRE CLO Series 2022-FL3 A 144A 5.674% (SOFR + 1.70%, Floor 1.70%) 4/20/37 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1275398 | &nbsp;&nbsp;&nbsp; 1275390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MF1 |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-FL14 A 144A 5.468% (TSFR01M + 1.74%, Floor 1.74%) 3/19/39 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 901993 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-FL17 A 144A 5.054% (TSFR01M + 1.32%, Floor 1.32%) 2/18/40 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1400263 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PFP Series 2024-11 A 144A 5.61% (TSFR01M + 1.83%, Floor 1.83%) 9/17/39 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2125149 | &nbsp;&nbsp;&nbsp; 2130005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Romark Credit Funding III Series 2024-3A A 144A 5.539% 9/15/42 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 501650 |
| &nbsp;&nbsp;&nbsp;**Total Collateralized Debt Obligations<br> (cost $6,788,582)** | &nbsp;&nbsp;&nbsp;**Total Collateralized Debt Obligations<br> (cost $6,788,582)** | &nbsp;&nbsp;&nbsp; **6809088** |

---

4 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations — 3.41%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 3.41%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 3.41%** | &nbsp;&nbsp;**Collateralized Loan Obligations — 3.41%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AGL CLO 17<br> Series 2022-17A AR 144A 4.82% (TSFR03M + 0.95%, Floor 0.95%) 1/21/35 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;2550000 | &nbsp;&nbsp;$2544923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aimco CLO 15<br> Series 2021-15A D1R 144A 6.632% (TSFR03M + 2.75%, Floor 2.75%) 4/17/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp; 746155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apidos CLO XXIV Series 2016-24A A1AL 144A 5.096% (TSFR03M + 1.21%, Floor 0.95%) 10/20/30 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383045 | &nbsp;&nbsp;&nbsp; 382955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ares European CLO X DAC Series 10A AR 144A 2.789% (EUR003M + 0.78%, Floor 0.78%) 10/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942317 | &nbsp;&nbsp;&nbsp; 1106986 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ares European CLO XII DAC Series 12A AR 144A 2.854% (EUR003M + 0.85%, Floor 0.85%) 4/20/32 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236806 | &nbsp;&nbsp;&nbsp; 277931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlantic Avenue Series 2024-3A A 144A 5.144% (TSFR03M + 1.26%, Floor 1.26%) 1/20/35 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp; 4000912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Atlas Senior Loan Fund XVIII Series 2021-18A A1R 144A 4.994% (TSFR03M + 1.11%, Floor 1.11%) 1/18/35 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp; 1695471 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aurium CLO IV DAC Series 4A AR 144A 2.751% (EUR003M + 0.73%, Floor 0.73%) 1/16/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2088826 | &nbsp;&nbsp;&nbsp; 2453335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bain Capital Credit CLO<br> Series 2021-7A A1R 144A 4.837% (TSFR03M + 0.98%, Floor 0.98%) 1/22/35 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;3150000 | &nbsp;&nbsp;&nbsp; 3137517 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bain Capital Euro CLO DAC Series 2018-2A AR 144A 2.744% (EUR003M + 0.74%, Floor 0.74%) 1/20/32 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380156 | &nbsp;&nbsp;$446345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ballyrock CLO 18<br> Series 2021-18A C1R 144A 6.755% (TSFR03M + 2.85%, Floor 2.85%) 4/15/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 846787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Black Diamond CLO DAC Series 2019-1A A1R 144A 3.044% (EUR003M + 0.98%, Floor 0.98%) 5/15/32 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93873 | &nbsp;&nbsp;&nbsp; 110336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackrock European CLO VII DAC Series 7A AR 144A 2.629% (EUR003M + 0.62%, Floor 0.62%) 10/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731880 | &nbsp;&nbsp;&nbsp; 859758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNPP AM Euro CLO<br> DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1A AR 144A 2.626% (EUR003M + 0.60%, Floor 0.60%) 4/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245459 | &nbsp;&nbsp;&nbsp; 286701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-1A AR 144A 2.835% (EUR003M + 0.82%, Floor 0.82%) 7/22/32 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;998205 | &nbsp;&nbsp;&nbsp; 1169386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cairn CLO X DAC Series 2018-10A AR 144A 2.789% (EUR003M + 0.78%, Floor 0.78%) 10/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692467 | &nbsp;&nbsp;&nbsp; 812613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canyon Capital CLO<br> Series 2019-2A AR2 144A 4.915% (TSFR03M + 1.01%, Floor 1.01%) 10/15/34 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp; 1347785 |

---

NQ- OPTFI [1225] 0226 (5191660) 5

------

Optimum Fixed Income Fund

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canyon CLO<br> Series 2020-2A AR2 144A 4.935% (TSFR03M + 1.03%, Floor 1.03%) 10/15/34 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;$1894779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Four CLO X DAC Series 10A A 144A 3.279% (EUR003M + 1.25%, Floor 1.25%) 10/25/38 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1176165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carlyle Euro CLO DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-3A A1R 144A 2.709% (EUR003M + 0.70%, Floor 0.70%) 1/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;673966 | &nbsp;&nbsp;&nbsp; 791500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-2A A1R 144A 2.954% (EUR003M + 0.89%, Floor 0.89%) 8/15/32 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;358012 | &nbsp;&nbsp;&nbsp; 420400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A A1 144A 3.221% (EUR003M + 1.21%, Floor 1.21%) 8/15/38 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1177823 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carlyle Global Market Strategies Euro CLO Series 2014-2A AR1 144A 2.814% (EUR003M + 0.75%, Floor 0.75%) 11/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;184293 | &nbsp;&nbsp;&nbsp; 216527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CarVal CLO III Series 2019-2A AR2 144A 4.874% (TSFR03M + 0.99%, Floor 0.99%) 7/20/32 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;2228710 | &nbsp;&nbsp;&nbsp; 2227493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIFC Funding Series 2025-1A D1 144A 6.36% (TSFR03M + 2.50%, Floor 2.50%) 4/23/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 843951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden 109 CLO Series 2022-109A DR 144A 6.605% (TSFR03M + 2.70%, Floor 2.70%) 4/15/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 847345 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden 27 R Euro CLO DAC Series 2017-27A AR 144A 2.686% (EUR003M + 0.66%, Floor 0.66%) 4/15/33 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1206936 | &nbsp;&nbsp;$1417923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden 52 Euro CLO DAC Series 2017-52A AR 144A 2.924% (EUR003M + 0.86%, Floor 0.86%) 5/15/34 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1168403 | &nbsp;&nbsp;&nbsp; 1372889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dryden 54 Senior Loan Fund Series 2017-54A AR 144A 5.034% (TSFR03M + 1.15%, Floor 1.15%) 10/19/29 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482840 | &nbsp;&nbsp;&nbsp; 482698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Elmwood CLO 22<br> Series 2023-1A D1R 144A 6.682% (TSFR03M + 2.80%, Floor 2.80%) 4/17/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp; 748651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-Galaxy III CLO DAC Series 2013-3A ARRR 144A 2.686% (EUR003M + 0.62%, Floor 0.62%) 4/24/34 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3981064 | &nbsp;&nbsp;&nbsp; 4659360 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harvest CLO XVI DAC Series 16A AR3 144A 3.336% (EUR003M + 1.26%, Floor 1.26%) 10/15/38 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp; 846144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Harvest CLO XXI DAC Series 21A A2R 144A 1.04% 7/15/31 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125858 | &nbsp;&nbsp;&nbsp; 145744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indigo Credit Management II DAC Series 2A A 144A 3.209% (EUR003M + 1.20%, Floor 1.20%) 7/15/38 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 1292713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Invesco Euro CLO I DAC Series 1A A1R 144A 2.659% (EUR003M + 0.65%, Floor 0.65%) 7/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144004 | &nbsp;&nbsp;&nbsp; 168752 |

---

6 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jubilee CLO DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-17A A1RR 144A 2.659% (EUR003M + 0.65%, Floor 0.65%) 4/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;961286 | &nbsp;&nbsp;$1128177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-17A A2RR 144A 2.659% (EUR003M + 0.65%, Floor 0.65%) 4/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343316 | &nbsp;&nbsp;&nbsp; 402479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kennedy Lewis CLO 10<br> Series 2022-10A D1R 144A 6.707% (TSFR03M + 2.85%, Floor 2.85%) 1/22/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 589615 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding XLVI<br> Series 2020-46A ARR 144A 4.905% (TSFR03M + 1.00%) 10/15/34 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;3900000 | &nbsp;&nbsp;&nbsp; 3898951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison Park Funding XXVII Series 2018-27A D1R 144A 6.734% (TSFR03M + 2.85%, Floor 2.85%) 4/20/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 848473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnetite LI<br> Series 2025-51A A1 144A 5.092% (TSFR03M + 1.20%, Floor 1.20%) 10/25/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;10300000 | &nbsp;&nbsp;&nbsp; 10300000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnetite XLV<br> Series 2025-45A D1 144A 6.405% (TSFR03M + 2.50%, Floor 2.50%) 4/15/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp; 747663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Man GLG Euro CLO V DAC Series 5A A1R 144A 2.79% (EUR003M + 0.69%, Floor 0.69%) 12/15/31 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234665 | &nbsp;&nbsp;&nbsp; 275626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marathon CLO Series 2021-16A A1AR 144A TBD (TSFR03M + 1.11%, Floor 1.11%) 4/15/34 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp; 1249436 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman CLO XX<br> Series 2015-20A D1R3 144A 6.555% (TSFR03M + 2.65%, Floor 2.65%) 4/15/39 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;$494777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Neuberger Berman Loan Advisers CLO 42<br> Series 2021-42A AR 144A 4.844% (TSFR03M + 0.95%, Floor 0.95%) 7/16/36 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp; 649568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oaktree CLO<br> Series 2020-1A D1RR 144A 6.505% (TSFR03M + 2.60%, Floor 2.60%) 1/15/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 791246 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Octagon Investment Partners 51<br> Series 2021-1A AR 144A 4.874% (TSFR03M + 0.99%, Floor 0.99%) 7/20/34 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp; 2741192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OHA Credit Partners VII<br> Series 2012-7A D1R4 144A 6.389% (TSFR03M + 2.50%, Floor 2.50%) 2/20/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 849584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square CLO Series 2015-1A A1A5 144A 4.918% (TSFR03M + 1.05%, Floor 1.05%) 5/21/34 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp; 3696848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square<br> European Loan Funding DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-1A AR 144A 3.034% (EUR003M + 0.97%, Floor 0.97%) 8/15/33 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283777 | &nbsp;&nbsp;&nbsp; 332834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1A A 144A 2.859% (EUR003M + 0.85%, Floor 0.85%) 10/15/34 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1444644 | &nbsp;&nbsp;&nbsp; 1697313 |

---

NQ- OPTFI [1225] 0226 (5191660) 7

------

Optimum Fixed Income Fund

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palmer Square<br> European Loan Funding DAC |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A A 144A 3.214% (EUR003M + 1.15%, Floor 1.15%) 2/15/35 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2839286 | &nbsp;&nbsp;$3342425 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-3A A 144A 3.047% (EUR003M + 0.93%, Floor 0.93%) 7/15/35 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1173879 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Signal Peak CLO 5<br> Series 2018-5A A1R 144A 5.408% (TSFR03M + 1.55%, Floor 1.55%) 4/25/37 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1802729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TCI-Symphony CLO Series 2017-1A AR 144A 5.096% (TSFR03M + 1.19%, Floor 0.93%) 7/15/30 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;186771 | &nbsp;&nbsp;&nbsp; 186735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TCW CLO Series 2019-2A D1R2 144A 6.884% (TSFR03M + 3.00%, Floor 3.00%) 1/20/38 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 825227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tikehau CLO IX DAC Series 9A AR 144A 3.224% (EUR003M + 1.22%, Floor 1.22%) 1/20/37 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1175181 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toro European CLO 6 DAC Series 6A AR 144A 2.945% (EUR003M + 0.92%, Floor 0.92%) 1/12/32 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235894 | &nbsp;&nbsp;&nbsp; 276854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toro European CLO 7 DAC Series 7A ARE 144A 2.874% (EUR003M + 0.81%, Floor 0.81%) 2/15/34 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1529069 | &nbsp;&nbsp;&nbsp; 1792482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trinitas Euro CLO I DAC Series 1A AR 144A TBD (EUR003M + 1.21%, Floor 1.21%) 7/15/39 #, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1175543 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** | &nbsp;&nbsp;**Collateralized Loan Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture 32 CLO Series 2018-32A A1 144A 5.246% (TSFR03M + 1.36%, Floor 1.10%) 7/18/31 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;131057 | &nbsp;&nbsp;$131120 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture 34 CLO<br> Series 2018-34A AR 144A 5.185% (TSFR03M + 1.28%, Floor 1.28%) 10/15/31 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1193765 | &nbsp;&nbsp;&nbsp; 1193854 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture 42 CLO<br> Series 2021-42A A1A 144A 5.296% (TSFR03M + 1.39%, Floor 1.13%) 4/15/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp; 1300156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture XXIX CLO Series 2017-29A AR 144A 5.103% (TSFR03M + 1.25%, Floor 0.99%) 9/7/30 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;99576 | &nbsp;&nbsp;&nbsp; 99584 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vibrant CLO XI Series 2019-11A A1R1 144A 5.266% (TSFR03M + 1.38%, Floor 1.12%) 7/20/32 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392832 | &nbsp;&nbsp;&nbsp; 392716 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Voya CLO Series 2014-4A A1RA 144A 5.273% (TSFR03M + 1.36%) 7/14/31 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114094 | &nbsp;&nbsp;&nbsp; 114081 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wellington Management CLO 4<br> Series 2025-4A D1 144A 6.434% (TSFR03M + 2.55%, Floor 2.55%) 4/18/38 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp; 743652 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Zais CLO 16<br> Series 2020-16A A1R2 144A 5.014% (TSFR03M + 1.13%, Floor 1.13%) 10/20/34 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp; 3696544 |
| &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations<br> (cost $92,874,622)** | &nbsp;&nbsp;&nbsp;**Total Collateralized Loan Obligations<br> (cost $92,874,622)** | &nbsp;&nbsp;&nbsp; **93073297** |

---

8 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds — 33.73%** | &nbsp;&nbsp;**Corporate Bonds — 33.73%** | &nbsp;&nbsp;**Corporate Bonds — 33.73%** |
| &nbsp;&nbsp;Banking — 13.72% | &nbsp;&nbsp;Banking — 13.72% | &nbsp;&nbsp;Banking — 13.72% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABN AMRO Bank 144A 2.47% 12/13/29 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;$3817180 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Access Bank 144A 6.125% 9/21/26 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 300314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Akbank TAS |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.80% 6/22/31 μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 201351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.498% 1/20/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 211942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Al Rajhi Sukuk 5.651% 3/16/36 μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp; 414308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axis Bank 4.10% 9/8/26 μ, ψ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp; 538449 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Davivienda 144A 8.125% 7/2/35 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp; 514441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco de Credito e Inversiones 144A 8.75% 5/8/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp; 297513 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco del Estado de Chile 144A 7.95% 5/2/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp; 403912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Macro 144A 8.00% 6/23/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 506250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Mercantil del Norte 144A 7.50% 6/27/29 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp; 460300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banco Santander |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.175% 3/24/28 μ | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp; 1200671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.551% 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 801047 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bancolombia 8.625% 12/24/34 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 429212 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bangkok Bank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.466% 9/23/36 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp; 286666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.507% 11/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp; 441130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Leumi Le-Israel 144A 7.129% 7/18/33 #, μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp; 486799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Muscat SAOG 4.846% 10/1/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp; 552482 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.734% 7/22/27 μ | &nbsp;&nbsp;&nbsp;&nbsp;3060000 | &nbsp;&nbsp;&nbsp; 3021379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.974% 2/7/30 μ | &nbsp;&nbsp;&nbsp;&nbsp;6900000 | &nbsp;&nbsp;&nbsp; 6864762 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.623% 5/9/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp; 1317445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.162% 1/24/31 μ | &nbsp;&nbsp;&nbsp;&nbsp;1855000 | &nbsp;&nbsp;&nbsp; 1915412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.202% 4/25/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 718042 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.288% 4/25/34 μ | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 5149286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.518% 10/25/35 μ | &nbsp;&nbsp;&nbsp;&nbsp;5255000 | &nbsp;&nbsp;&nbsp; 5384790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.819% 9/15/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;1939000 | &nbsp;&nbsp;&nbsp; 2024205 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.204% 11/10/28 μ | &nbsp;&nbsp;&nbsp;&nbsp;3670000 | &nbsp;&nbsp;&nbsp; 3814577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25% 7/26/30 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;2542000 | &nbsp;&nbsp;&nbsp; 2583552 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of America |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625% 5/1/30 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;1015000 | &nbsp;&nbsp;$1058387 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank of New York Mellon 4.942% 2/11/31 μ | &nbsp;&nbsp;&nbsp;&nbsp;1470000 | &nbsp;&nbsp;&nbsp; 1512072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Barclays |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.942% 9/10/30 μ | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 2040078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.972% 5/16/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp; 3050721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.501% 8/9/28 μ | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp; 1635218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.437% 11/2/33 μ | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp; 3431581 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BBVA Mexico SA<br> Institucion De Banca Multiple Grupo Financiero BBVA Mexico |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.875% 9/13/34 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 399632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.125% 1/8/39 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;230000 | &nbsp;&nbsp;&nbsp; 248972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BNP Paribas |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 1.904% 9/30/28 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1733335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.159% 9/15/29 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 568104 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.052% 1/13/31 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;4700000 | &nbsp;&nbsp;&nbsp; 4452040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BPCE |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.748% 7/19/33 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 5206325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.612% 10/19/27 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;3350000 | &nbsp;&nbsp;&nbsp; 3414218 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Burgan Bank 2.75% 12/15/31 μ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295000 | &nbsp;&nbsp;&nbsp; 287717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CBQ Finance 4.625% 9/10/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp; 552054 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citibank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.438% 4/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;955000 | &nbsp;&nbsp;&nbsp; 958704 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.488% 12/4/26 | &nbsp;&nbsp;&nbsp;&nbsp;2545000 | &nbsp;&nbsp;&nbsp; 2579028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.20% 10/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 994355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.075% 4/23/29 μ | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp; 2398837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.503% 9/11/31 μ | &nbsp;&nbsp;&nbsp;&nbsp;2110000 | &nbsp;&nbsp;&nbsp; 2117107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.174% 2/13/30 μ | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp; 1950156 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.02% 1/24/36 μ | &nbsp;&nbsp;&nbsp;&nbsp;1215000 | &nbsp;&nbsp;&nbsp; 1273086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625% 2/15/31 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp; 904847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 2/15/30 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972000 | &nbsp;&nbsp;&nbsp; 990175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.00% 8/15/34 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 896957 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 7/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp; 1347093 |

---

NQ- OPTFI [1225] 0226 (5191660) 9

------

Optimum Fixed Income Fund

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cooperatieve Rabobank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.447% 3/5/30 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3300000 | &nbsp;&nbsp;$3411038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Agricole 144A 4.818% 9/25/33 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2350000 | &nbsp;&nbsp;&nbsp; 2347802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Credit Suisse Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.25% 12/18/24 #, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 550000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.375% 8/21/26 #, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp; 522500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.50% 12/11/23 ψ, ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 110000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Danske Bank 144A 5.705% 3/1/30 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp; 3533744 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Deutsche Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.552% 1/7/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2720000 | &nbsp;&nbsp;&nbsp; 2675685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.547% 9/18/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1432168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.729% 1/14/32 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 661894 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% 8/4/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp; 3435155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.297% 5/9/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1290000 | &nbsp;&nbsp;&nbsp; 1322022 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.819% 11/20/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679000 | &nbsp;&nbsp;&nbsp; 724807 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.146% 7/13/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1130000 | &nbsp;&nbsp;&nbsp; 1147448 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.431% 3/9/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 1989893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.542% 9/10/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;9350000 | &nbsp;&nbsp;&nbsp; 9188689 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.615% 3/15/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp; 3381906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.223% 5/1/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;6100000 | &nbsp;&nbsp;&nbsp; 6117919 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.369% 10/21/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2170000 | &nbsp;&nbsp;&nbsp; 2165293 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.937% 4/23/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 606955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.016% 10/23/35 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2080000 | &nbsp;&nbsp;&nbsp; 2091873 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.049% 7/23/30 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;6355000 | &nbsp;&nbsp;&nbsp; 6512853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.207% 1/28/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp; 2170255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.218% 4/23/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2635000 | &nbsp;&nbsp;&nbsp; 2722091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.484% 10/24/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5195000 | &nbsp;&nbsp;&nbsp; 5511329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSBC Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.013% 9/22/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp; 3668936 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.848% 6/4/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp; 2524889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.871% 11/22/32 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 909305 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.21% 8/11/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 508575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.546% 3/4/30 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1866665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 9/28/26 μ, ψ | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 676315 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Huntington Bancshares 6.25% 10/15/30 μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1270000 | &nbsp;&nbsp;&nbsp; 1276020 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ING Groep |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875% 5/16/27 μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp; 2924295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 3/19/35 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp; 4162061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.00% 9/23/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp; 1283493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.625% 6/20/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp; 2866667 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Intesa Sanpaolo |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.20% 11/28/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;$914077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.75% 1/11/27 μ, ψ, ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 245043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.47% 9/22/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;6365000 | &nbsp;&nbsp;&nbsp; 6250177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.522% 4/22/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5500000 | &nbsp;&nbsp;&nbsp; 5124828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.947% 2/24/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 1086995 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.963% 1/25/33 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 459014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.005% 4/23/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 899329 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.452% 12/5/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1515763 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.851% 7/25/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1418370 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.103% 4/22/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1635000 | &nbsp;&nbsp;&nbsp; 1688797 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.14% 1/24/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1085000 | &nbsp;&nbsp;&nbsp; 1121658 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.571% 4/22/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1340000 | &nbsp;&nbsp;&nbsp; 1367029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.572% 4/22/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;521000 | &nbsp;&nbsp;&nbsp; 546818 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.576% 7/23/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1335000 | &nbsp;&nbsp;&nbsp; 1381500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.254% 10/23/34 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2940000 | &nbsp;&nbsp;&nbsp; 3233097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase Bank 5.11% 12/8/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp; 4043858 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KeyBank 5.85% 11/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;995000 | &nbsp;&nbsp;&nbsp; 1025706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kookmin Bank 144A 2.50% 11/4/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp; 501817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lloyds Banking Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 3/18/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1395702 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.462% 1/5/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3600000 | &nbsp;&nbsp;&nbsp; 3649103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metropolitan Bank & Trust 5.375% 3/6/29 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp; 273410 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mitsubishi UFJ Financial Group 2.559% 2/25/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1683492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mizuho Financial Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.564% 9/13/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1255974 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.591% 5/25/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 1859997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.261% 5/22/30 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3100000 | &nbsp;&nbsp;&nbsp; 3002007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.495% 10/26/29 μ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 2201867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625% 1/20/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp; 3990518 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.79% 3/21/30 μ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;4400000 | &nbsp;&nbsp;&nbsp; 5293967 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.133% 10/18/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;810000 | &nbsp;&nbsp;&nbsp; 809845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.21% 4/20/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1403363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.892% 10/22/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1180000 | &nbsp;&nbsp;&nbsp; 1170005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.968% (SOFR + 1.02%) 4/13/28 • |  | &nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp; 4519599 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.123% 2/1/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp; 4185827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.192% 4/17/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp; 324852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.652% 4/13/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp; 1223943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.656% 4/18/30 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp; 1250569 |

---

10 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.664% 4/17/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;4917000 | &nbsp;&nbsp;$5164301 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.296% 10/18/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1717000 | &nbsp;&nbsp;&nbsp; 1784372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.407% 11/1/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1688000 | &nbsp;&nbsp;&nbsp; 1789469 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nationwide Building<br> Society |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.972% 2/16/28 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 790684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.302% 3/8/29 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5200000 | &nbsp;&nbsp;&nbsp; 5210433 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NatWest Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.80% 4/5/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 5012788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.115% 5/23/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1770000 | &nbsp;&nbsp;&nbsp; 1818424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125% 5/12/27 μ, ψ | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 670352 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.778% 3/1/35 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp; 4020175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NBK SPC 144A 1.625% 9/15/27 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 392396 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nordea Bank 144A 6.75% 11/10/33 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp; 1050038 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nykredit Realkredit 2.00% 10/1/53 ■ | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oversea-Chinese Banking 144A 4.55% 9/8/35 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;795000 | &nbsp;&nbsp;&nbsp; 792817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Bank 4.05% 7/26/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp; 2404068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PNC Financial Services<br> Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.40% 9/15/26 μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1465000 | &nbsp;&nbsp;&nbsp; 1437325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.899% 5/13/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp; 865074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.575% 1/29/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;980000 | &nbsp;&nbsp;&nbsp; 1022372 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.676% 1/22/35 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp; 1149636 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875% 10/20/34 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1645000 | &nbsp;&nbsp;&nbsp; 1862514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Popular 7.25% 3/13/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;1987000 | &nbsp;&nbsp;&nbsp; 2095441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QNB Bank 10.75% 11/15/33 μ, ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp; 310824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Royal Bank of Canada 6.50% 11/24/85 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1580000 | &nbsp;&nbsp;&nbsp; 1574475 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander UK Group<br> Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.823% 11/3/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp; 3179927 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.534% 1/10/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3350000 | &nbsp;&nbsp;&nbsp; 3501084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Scotiabank Peru 144A 6.10% 10/1/35 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp; 513068 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shinhan Bank 144A 5.75% 4/15/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp; 441126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SNB Funding 6.00% 6/24/35 μ, ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp; 448176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Societe Generale 144A 5.439% 10/3/36 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1890000 | &nbsp;&nbsp;&nbsp; 1894819 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Chartered |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.005% 10/15/30 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;$1123976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.301% 1/9/29 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270000 | &nbsp;&nbsp;&nbsp; 280803 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.625% 1/16/32 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp; 294768 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Street |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.543% 4/24/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2460000 | &nbsp;&nbsp;&nbsp; 2481306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.784% 10/23/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1020000 | &nbsp;&nbsp;&nbsp; 1015086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.834% 4/24/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp; 947614 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui<br> Financial Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.222% 9/17/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2300000 | &nbsp;&nbsp;&nbsp; 2047405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.454% 1/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 2094086 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sumitomo Mitsui Trust Bank 144A 5.20% 3/7/27 # |  | &nbsp;&nbsp;&nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp; 2739209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TBC Bank JSC 144A 10.25% 7/30/29 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp; 421796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toronto-Dominion Bank 6.35% 10/31/85 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;845000 | &nbsp;&nbsp;&nbsp; 860067 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truist Bank 4.632% 9/17/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;527000 | &nbsp;&nbsp;&nbsp; 528970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Truist Financial 4.964% 10/23/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3945000 | &nbsp;&nbsp;&nbsp; 3904473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkiye Garanti Bankasi 144A 8.375% 2/28/34 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 522992 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UBS Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.25% 11/5/28 μ, ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1125928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.126% 8/13/30 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 1916815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.194% 4/1/31 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp; 2477039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.844% 11/6/33 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1920000 | &nbsp;&nbsp;&nbsp; 1922397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.01% 3/23/37 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1890000 | &nbsp;&nbsp;&nbsp; 1874071 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.699% 2/8/35 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3900000 | &nbsp;&nbsp;&nbsp; 4102815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.85% 9/10/29 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1795000 | &nbsp;&nbsp;&nbsp; 1842700 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 2/10/30 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp; 902948 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UniCredit 7.50% 6/3/26 μ, ψ, ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 718991 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Bancorp |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.491% 11/3/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp; 2969409 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.653% 2/1/29 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1136000 | &nbsp;&nbsp;&nbsp; 1150394 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.046% 2/12/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1470000 | &nbsp;&nbsp;&nbsp; 1510439 |

---

NQ- OPTFI [1225] 0226 (5191660) 11

------

Optimum Fixed Income Fund

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) | &nbsp;&nbsp;Banking (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Bancorp |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.678% 1/23/35 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1115000 | &nbsp;&nbsp;$1177972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.787% 10/26/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720000 | &nbsp;&nbsp;&nbsp; 735942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Bank 4.73% 5/15/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1485000 | &nbsp;&nbsp;&nbsp; 1500128 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo & Co. |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.196% 6/17/27 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 896500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.584% 5/22/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5300000 | &nbsp;&nbsp;&nbsp; 5266811 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.90% 3/15/26 μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 997499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.982% (SOFR + 1.07%) 4/22/28 • |  | &nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp; 2916869 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15% 4/23/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125000 | &nbsp;&nbsp;&nbsp; 129056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.198% 1/23/30 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp; 2266103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.244% 1/24/31 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp; 1155208 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.389% 4/24/34 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 5203728 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.605% 4/23/36 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;2815000 | &nbsp;&nbsp;&nbsp; 2951612 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.707% 4/22/28 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp; 3879374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Bank 5.254% 12/11/26 |  | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp; 2125664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yapi ve Kredi Bankasi 144A 7.55% 6/11/36 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp; 498552 |
|  |  |  | &nbsp;&nbsp;&nbsp; 374650365 |
| &nbsp;&nbsp;Basic Industry — 0.54% | &nbsp;&nbsp;Basic Industry — 0.54% | &nbsp;&nbsp;Basic Industry — 0.54% | &nbsp;&nbsp;Basic Industry — 0.54% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AngloGold Ashanti Holdings 6.50% 4/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp; 356779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celanese US Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 4/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;151000 | &nbsp;&nbsp;&nbsp; 151880 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 4/15/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;1256000 | &nbsp;&nbsp;&nbsp; 1250547 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cleveland-Cliffs 144A 7.00% 3/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1870000 | &nbsp;&nbsp;&nbsp; 1919088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Quantum Minerals 144A 7.25% 2/15/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp; 357717 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fortescue Treasury 144A 6.125% 4/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1885000 | &nbsp;&nbsp;&nbsp; 1968663 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GC Treasury Center 144A 7.125% 3/10/35 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp; 417532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;INEOS Styrolution Group 2.25% 1/16/27 ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 332526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;LD Celulose International 144A 7.95% 1/26/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;355000 | &nbsp;&nbsp;&nbsp; 371014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Magnera 144A 7.25% 11/15/31 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;855000 | &nbsp;&nbsp;&nbsp; 840213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nickel Industries 144A 9.00% 9/30/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;205000 | &nbsp;&nbsp;&nbsp; 212804 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Basic Industry (continued) | &nbsp;&nbsp;Basic Industry (continued) | &nbsp;&nbsp;Basic Industry (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Novelis 144A 4.75% 1/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;1580000 | &nbsp;&nbsp;$1527379 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP 144A 6.10% 4/30/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 209145 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sasol Financing USA 144A 8.75% 5/3/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp; 310775 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vale Overseas 144A 6.00% 2/25/56 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;555000 | &nbsp;&nbsp;&nbsp; 555722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vedanta Resources Finance II 144A 9.125% 10/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp; 413626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volcan Cia Minera 144A 8.50% 10/28/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp; 628684 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westlake |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1685000 | &nbsp;&nbsp;&nbsp; 1685568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.375% 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp; 714122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Windfall Mining Group 144A 5.854% 5/13/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;560000 | &nbsp;&nbsp;&nbsp; 585263 |
|  |  | &nbsp;&nbsp;&nbsp; 14809047 |
| &nbsp;&nbsp;Brokerage — 0.25% | &nbsp;&nbsp;Brokerage — 0.25% | &nbsp;&nbsp;Brokerage — 0.25% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jefferies Financial<br> Group |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.625% 10/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2925000 | &nbsp;&nbsp;&nbsp; 2596680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.45% 6/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;331000 | &nbsp;&nbsp;&nbsp; 341724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 1/20/43 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;880000 | &nbsp;&nbsp;&nbsp; 916355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PennyMac Financial Services 144A 6.875% 5/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;2755000 | &nbsp;&nbsp;&nbsp; 2885711 |
|  |  | &nbsp;&nbsp;&nbsp; 6740470 |
| &nbsp;&nbsp;Capital Goods — 0.36% | &nbsp;&nbsp;Capital Goods — 0.36% | &nbsp;&nbsp;Capital Goods — 0.36% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aeropuerto Internacional de Tocumen 144A 5.125% 8/11/61 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 162799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aeropuertos Argentina 2000 144A 8.50% 8/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430723 | &nbsp;&nbsp;&nbsp; 449058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bombardier |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 6/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp; 714076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.25% 7/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1105000 | &nbsp;&nbsp;&nbsp; 1178922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Celestial Dynasty 6.375% 8/22/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp; 332731 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IHS Holding 144A 8.25% 11/29/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp; 633543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kingston Airport Revenue Finance 144A 6.75% 12/15/36 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 309375 |

---

12 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Capital Goods (continued) | &nbsp;&nbsp;Capital Goods (continued) | &nbsp;&nbsp;Capital Goods (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montego Bay Airport Revenue Finance 144A 6.60% 6/15/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;$546357 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rolls-Royce 144A 5.75% 10/15/27 # | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1025859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Industries 144A 3.375% 1/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1073000 | &nbsp;&nbsp;&nbsp; 986420 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TransDigm |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.375% 5/31/33 # | &nbsp;&nbsp;&nbsp;&nbsp;2650000 | &nbsp;&nbsp;&nbsp; 2721039 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.625% 3/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp; 703127 |
|  |  | &nbsp;&nbsp;&nbsp; 9763306 |
| &nbsp;&nbsp;Communications — 3.53% | &nbsp;&nbsp;Communications — 3.53% | &nbsp;&nbsp;Communications — 3.53% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alibaba Group Holding |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.70% 2/9/41 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp; 194940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 5/26/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp; 328446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amazon.com |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.10% 11/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;1310000 | &nbsp;&nbsp;&nbsp; 1311822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 11/20/65 | &nbsp;&nbsp;&nbsp;&nbsp;1165000 | &nbsp;&nbsp;&nbsp; 1130950 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AT&T |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.55% 12/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2673000 | &nbsp;&nbsp;&nbsp; 2282122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 11/1/45 | &nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp; 1050632 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.05% 8/15/56 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp; 681501 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.30% 1/15/38 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 978135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Axian Telecom Holding & Management 144A 7.25% 7/11/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp; 382685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Beignet Investor 144A 6.581% 5/30/49 # | &nbsp;&nbsp;&nbsp;&nbsp;14000000 | &nbsp;&nbsp;&nbsp; 14803720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CCO Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 1/15/34 # | &nbsp;&nbsp;&nbsp;&nbsp;1625000 | &nbsp;&nbsp;&nbsp; 1383240 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.375% 9/1/29 # | &nbsp;&nbsp;&nbsp;&nbsp;2739000 | &nbsp;&nbsp;&nbsp; 2778033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charter<br> Communications Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.80% 4/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp; 3600901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.40% 12/1/61 | &nbsp;&nbsp;&nbsp;&nbsp;4252000 | &nbsp;&nbsp;&nbsp; 2783889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 3/30/29 | &nbsp;&nbsp;&nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp; 3845138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Digicel International Finance 144A 8.625% 8/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;435000 | &nbsp;&nbsp;&nbsp; 451648 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iliad Holding 144A 8.50% 4/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1943000 | &nbsp;&nbsp;&nbsp; 2092415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meituan 144A 4.625% 10/2/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp; 351763 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Communications (continued) | &nbsp;&nbsp;Communications (continued) | &nbsp;&nbsp;Communications (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meta Platforms |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60% 11/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1025000 | &nbsp;&nbsp;$1033536 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2875000 | &nbsp;&nbsp;&nbsp; 2872262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 11/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;5060000 | &nbsp;&nbsp;&nbsp; 4916419 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Midcontinent Communications 144A 8.00% 8/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1625000 | &nbsp;&nbsp;&nbsp; 1665422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Millicom International Cellular 144A 7.375% 4/2/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401000 | &nbsp;&nbsp;&nbsp; 417077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NTT Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.62% 7/16/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 405385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.282% (SOFR + 1.31%) 7/16/30 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 914172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prosus 144A 3.061% 7/13/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp; 359840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Rogers Communications 5.30% 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;2075000 | &nbsp;&nbsp;&nbsp; 2095126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sable International Finance 144A 7.125% 10/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp; 527442 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sirius XM Radio 144A 4.125% 7/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;2115000 | &nbsp;&nbsp;&nbsp; 2012925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SoftBank |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.699% 7/9/30 # | &nbsp;&nbsp;&nbsp;&nbsp;2445000 | &nbsp;&nbsp;&nbsp; 2454899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.332% 7/9/35 # | &nbsp;&nbsp;&nbsp;&nbsp;2940000 | &nbsp;&nbsp;&nbsp; 2948779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sprint Capital 6.875% 11/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;3275000 | &nbsp;&nbsp;&nbsp; 3515635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Time Warner Cable |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.55% 5/1/37 | &nbsp;&nbsp;&nbsp;&nbsp;5955000 | &nbsp;&nbsp;&nbsp; 6084141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.30% 7/1/38 | &nbsp;&nbsp;&nbsp;&nbsp;2120000 | &nbsp;&nbsp;&nbsp; 2272758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;T-Mobile USA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50% 2/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp; 2093220 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.30% 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1003793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 4/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;2150000 | &nbsp;&nbsp;&nbsp; 2143912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.875% 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1376994 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 11/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1665000 | &nbsp;&nbsp;&nbsp; 1670383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkcell Iletisim Hizmetleri 144A 7.45% 1/24/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;&nbsp; 368798 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verizon<br> Communications |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.55% 3/21/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;537000 | &nbsp;&nbsp;&nbsp; 490574 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 1/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;3230000 | &nbsp;&nbsp;&nbsp; 3228427 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.78% 2/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1027000 | &nbsp;&nbsp;&nbsp; 1011525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/15/36 | &nbsp;&nbsp;&nbsp;&nbsp;1955000 | &nbsp;&nbsp;&nbsp; 1939160 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 11/30/55 | &nbsp;&nbsp;&nbsp;&nbsp;1555000 | &nbsp;&nbsp;&nbsp; 1537412 |

---

NQ- OPTFI [1225] 0226 (5191660) 13

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Communications (continued) | &nbsp;&nbsp;Communications (continued) | &nbsp;&nbsp;Communications (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vmed O2 UK Financing<br> I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 1/31/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1290000 | &nbsp;&nbsp;$1177486 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.75% 7/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;930000 | &nbsp;&nbsp;&nbsp; 859319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.75% 4/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp; 2712710 |
|  |  | &nbsp;&nbsp;&nbsp; 96541511 |
| &nbsp;&nbsp;Consumer Cyclical — 1.88% | &nbsp;&nbsp;Consumer Cyclical — 1.88% | &nbsp;&nbsp;Consumer Cyclical — 1.88% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BMW US Capital 144A 4.75% 3/21/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 913241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Caesars Entertainment |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.50% 2/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1910000 | &nbsp;&nbsp;&nbsp; 1957672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 2/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;2675000 | &nbsp;&nbsp;&nbsp; 2771640 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carnival |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.00% 8/1/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 492877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.875% 6/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 2067328 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;El Puerto de Liverpool 144A 6.658% 1/22/37 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp; 504028 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Motor Credit |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.70% 8/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 693384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.389% 1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;&nbsp; 1900132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.80% 3/5/27 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp; 3545053 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.869% 10/31/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp; 671852 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.532% 3/19/32 | &nbsp;&nbsp;&nbsp;&nbsp;1765000 | &nbsp;&nbsp;&nbsp; 1846565 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Future Retail 144A 5.60% 1/22/25 #, ‡ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;565000 | &nbsp;&nbsp;&nbsp; 1418 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;General Motors<br> Financial |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.35% 2/26/27 | &nbsp;&nbsp;&nbsp;&nbsp;3575000 | &nbsp;&nbsp;&nbsp; 3504813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.60% 6/18/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;478000 | &nbsp;&nbsp;&nbsp; 498790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625% 4/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp; 614650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 2/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp; 4314638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gildan Activewear 144A 4.70% 10/7/30 # | &nbsp;&nbsp;&nbsp;&nbsp;3515000 | &nbsp;&nbsp;&nbsp; 3498844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Domestic<br> Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.625% 2/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 650353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.00% 5/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 670677 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Grand Vacations Borrower Escrow 144A 5.00% 6/1/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 874789 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hyundai Capital Services 144A 5.25% 1/22/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;330000 | &nbsp;&nbsp;&nbsp; 337092 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Consumer Cyclical (continued) | &nbsp;&nbsp;Consumer Cyclical (continued) | &nbsp;&nbsp;Consumer Cyclical (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Las Vegas Sands 5.625% 6/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;1900000 | &nbsp;&nbsp;$1948458 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lowe's 4.25% 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1365000 | &nbsp;&nbsp;&nbsp; 1359660 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Marriott International 3.50% 10/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 840805 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Melco Resorts Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 12/4/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 198141 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 7/21/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 200065 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.625% 4/17/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp; 436874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MGM China Holdings 144A 4.75% 2/1/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 199286 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.345% 9/17/27 # | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1382044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.81% 9/17/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 566040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nissan Motor<br> Acceptance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.45% 9/15/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 278968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.773% (SOFRINDX + 2.05%) 9/13/27 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp; 99412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QXO Building Products 144A 6.75% 4/30/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp; 689844 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Resideo Funding 144A 6.50% 7/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp; 1383457 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sands China |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.30% 3/8/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 195440 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.85% 3/8/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 380016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25% 8/8/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;425000 | &nbsp;&nbsp;&nbsp; 393164 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.375% 6/18/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp; 246899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40% 8/8/28 | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1835483 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toyota Motor Credit 4.596% (SOFR + 0.77%) 8/7/26 • | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 1103706 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Volkswagen Group of<br> America Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.95% 3/25/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 605290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.05% 3/27/28 # | &nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp; 2945720 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.65% 9/12/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 412827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Warnermedia Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 3/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 565000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.141% 3/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;70000 | &nbsp;&nbsp;&nbsp; 46295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wynn Macau |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 10/1/27 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 199983 |

---

14 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Consumer Cyclical (continued) | &nbsp;&nbsp;Consumer Cyclical (continued) | &nbsp;&nbsp;Consumer Cyclical (continued) | &nbsp;&nbsp;Consumer Cyclical (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wynn Macau |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.75% 2/15/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;$491678 |
|  |  |  | &nbsp;&nbsp;&nbsp; 51334391 |
| &nbsp;&nbsp;Consumer Non-Cyclical — 3.02% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.02% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.02% | &nbsp;&nbsp;Consumer Non-Cyclical — 3.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AbbVie 4.95% 3/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;4300000 | &nbsp;&nbsp;&nbsp; 4447671 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adani Ports & Special Economic Zone 144A 3.10% 2/2/31 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 354866 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amgen 2.20% 2/21/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;3300000 | &nbsp;&nbsp;&nbsp; 3238741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Anheuser-Busch InBev Worldwide 5.55% 1/23/49 |  | &nbsp;&nbsp;&nbsp;&nbsp;2150000 | &nbsp;&nbsp;&nbsp; 2147830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ashtead Capital 144A 5.95% 10/15/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp; 2752262 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Astrazeneca Finance 1.75% 5/28/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;4600000 | &nbsp;&nbsp;&nbsp; 4396922 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayer US Finance |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.125% 11/21/26 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 811719 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.25% 1/21/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 210476 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.375% 11/21/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 641722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.50% 11/21/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 433179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayer US Finance II 144A 4.375% 12/15/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 200256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Becton Dickinson Euro Finance 1.336% 8/13/41 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 542885 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bidvest Group UK 144A 6.20% 9/17/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp; 448348 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bimbo Bakeries USA 144A 6.40% 1/15/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260000 | &nbsp;&nbsp;&nbsp; 284058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Block 144A 6.00% 8/15/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1531000 | &nbsp;&nbsp;&nbsp; 1572596 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bunge Limited Finance 4.20% 9/17/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2930000 | &nbsp;&nbsp;&nbsp; 2936527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cargill |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.125% 10/23/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1175000 | &nbsp;&nbsp;&nbsp; 1170313 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 10/23/55 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp; 1468726 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVS Health |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.75% 4/1/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;4400000 | &nbsp;&nbsp;&nbsp; 4298029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45% 9/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1460000 | &nbsp;&nbsp;&nbsp; 1495021 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Consumer Non-Cyclical (continued) | &nbsp;&nbsp;Consumer Non-Cyclical (continued) | &nbsp;&nbsp;Consumer Non-Cyclical (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVS Health |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.20% 9/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;1310000 | &nbsp;&nbsp;$1330997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CVS Pass Through Trust 144A 5.773% 1/10/33 #, ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46561 | &nbsp;&nbsp;&nbsp; 47487 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DaVita |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.75% 2/15/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp; 537012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.625% 6/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;945000 | &nbsp;&nbsp;&nbsp; 919546 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DP World Crescent 144A 5.50% 5/8/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp; 500356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ERAC USA Finance 144A 4.60% 5/1/28 # | &nbsp;&nbsp;&nbsp;&nbsp;3880000 | &nbsp;&nbsp;&nbsp; 3934777 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Medical Response 144A 7.375% 10/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1120000 | &nbsp;&nbsp;&nbsp; 1166344 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Global Payments 3.20% 8/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2150000 | &nbsp;&nbsp;&nbsp; 2051259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Haleon US Capital 3.375% 3/24/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 488837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HCA |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 9/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp; 4329060 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 6/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp; 3389589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.25% 3/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp; 2065215 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.45% 9/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;1735000 | &nbsp;&nbsp;&nbsp; 1786724 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herc Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 6/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;580000 | &nbsp;&nbsp;&nbsp; 610754 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.25% 6/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp; 445609 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;International Container Terminal Services 4.75% 6/17/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp; 247573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JBS USA Holding Lux 144A 6.25% 3/1/56 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp; 732451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kaspi.KZ JSC 144A 6.25% 3/26/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp; 348980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merck & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.85% 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;910000 | &nbsp;&nbsp;&nbsp; 909833 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.15% 3/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;2425000 | &nbsp;&nbsp;&nbsp; 2418069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.45% 12/4/32 | &nbsp;&nbsp;&nbsp;&nbsp;1285000 | &nbsp;&nbsp;&nbsp; 1287171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 12/4/35 | &nbsp;&nbsp;&nbsp;&nbsp;1160000 | &nbsp;&nbsp;&nbsp; 1156117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 3/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;1285000 | &nbsp;&nbsp;&nbsp; 1280960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 12/4/55 | &nbsp;&nbsp;&nbsp;&nbsp;1815000 | &nbsp;&nbsp;&nbsp; 1792193 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70% 12/4/65 | &nbsp;&nbsp;&nbsp;&nbsp;1210000 | &nbsp;&nbsp;&nbsp; 1198061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MHP Lux 144A 6.95% 4/3/26 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp; 356323 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pfizer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20% 11/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp; 829028 |

---

NQ- OPTFI [1225] 0226 (5191660) 15

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Consumer Non-Cyclical (continued) | &nbsp;&nbsp;Consumer Non-Cyclical (continued) | &nbsp;&nbsp;Consumer Non-Cyclical (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pfizer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;$1254214 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Philip Morris International 4.125% 4/28/28 | &nbsp;&nbsp;&nbsp;&nbsp;3100000 | &nbsp;&nbsp;&nbsp; 3114531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Roche Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.374% 12/2/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1115000 | &nbsp;&nbsp;&nbsp; 1111144 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.666% 12/2/35 # | &nbsp;&nbsp;&nbsp;&nbsp;1745000 | &nbsp;&nbsp;&nbsp; 1737431 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sysco 5.10% 9/23/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 929679 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tenet Healthcare 4.25% 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;2680000 | &nbsp;&nbsp;&nbsp; 2642306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Teva Pharmaceutical<br> Finance Netherlands III |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.125% 5/9/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 202422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 3/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp; 327155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Rentals North America 3.875% 2/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594000 | &nbsp;&nbsp;&nbsp; 567012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UnitedHealth Group 3.70% 5/15/27 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 599242 |
|  |  | &nbsp;&nbsp;&nbsp; 82497608 |
| &nbsp;&nbsp;Energy — 2.36% | &nbsp;&nbsp;Energy — 2.36% | &nbsp;&nbsp;Energy — 2.36% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Crude Oil Pipeline 144A 4.60% 11/2/47 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp; 255933 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adnoc Murban Rsc 144A 4.25% 9/11/29 # | &nbsp;&nbsp;&nbsp;&nbsp;3600000 | &nbsp;&nbsp;&nbsp; 3625490 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azule Energy Finance 144A 8.125% 1/23/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;345000 | &nbsp;&nbsp;&nbsp; 345794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cenovus Energy 5.40% 3/20/36 | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp; 1698568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamondback Energy 5.55% 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;2688000 | &nbsp;&nbsp;&nbsp; 2763921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EIG Pearl Holdings 144A 4.387% 11/30/46 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp; 207365 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enbridge |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.90% 6/20/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;865000 | &nbsp;&nbsp;&nbsp; 884595 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.55% 6/20/35 | &nbsp;&nbsp;&nbsp;&nbsp;1360000 | &nbsp;&nbsp;&nbsp; 1407698 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70% 3/8/33 | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 5268958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 7/15/80 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;585000 | &nbsp;&nbsp;&nbsp; 592787 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% 5/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 712005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp; 3253494 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.10% 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;2655000 | &nbsp;&nbsp;&nbsp; 2789837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25% 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;4420000 | &nbsp;&nbsp;&nbsp; 4380908 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Energy (continued) | &nbsp;&nbsp;Energy (continued) | &nbsp;&nbsp;Energy (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energy Transfer |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.50% 2/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;2445000 | &nbsp;&nbsp;$2437998 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.75% 2/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;2660000 | &nbsp;&nbsp;&nbsp; 2671592 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Enterprise Products Operating 4.60% 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1455000 | &nbsp;&nbsp;&nbsp; 1473314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galaxy Pipeline Assets Bidco 144A 2.16% 3/31/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;499921 | &nbsp;&nbsp;&nbsp; 453222 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Greensaif Pipelines Bidco 144A 6.51% 2/23/42 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp; 601361 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilcorp Energy I |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.00% 2/1/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp; 677703 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.25% 4/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp; 637795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KazMunayGas National JSC 144A 3.50% 4/14/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp; 357084 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NGL Energy Operating 144A 8.375% 2/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1050000 | &nbsp;&nbsp;&nbsp; 1088031 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ONEOK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.35% 3/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1505326 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.65% 11/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 727255 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70% 11/1/54 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;960000 | &nbsp;&nbsp;&nbsp; 895290 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ORLEN 144A 6.00% 1/30/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp; 501380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pertamina Hulu Energi 144A 5.25% 5/21/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 612201 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petrobras Global Finance 6.25% 1/10/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;550000 | &nbsp;&nbsp;&nbsp; 540338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital 144A 5.848% 4/3/55 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;380000 | &nbsp;&nbsp;&nbsp; 397828 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pluspetrol 144A 8.50% 5/30/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375000 | &nbsp;&nbsp;&nbsp; 381588 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRIO Luxembourg Holding 144A 6.75% 10/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp; 409080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Raizen Fuels Finance |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.25% 7/8/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp; 307056 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.95% 3/5/54 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp; 354911 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santos Finance 144A 3.649% 4/29/31 # | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp; 1594151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SEPLAT Energy 144A 9.125% 3/21/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp; 379761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Shell Finance US |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 11/6/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp; 610149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 1/6/36 | &nbsp;&nbsp;&nbsp;&nbsp;1505000 | &nbsp;&nbsp;&nbsp; 1503368 |

---

16 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Energy (continued) | &nbsp;&nbsp;Energy (continued) | &nbsp;&nbsp;Energy (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SierraCol Energy Andina 144A 9.00% 11/14/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;$475750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern Gas Corridor CJSC 6.875% 3/24/26 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 201732 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;State Oil Co. of the Azerbaijan Republic 6.95% 3/18/30 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 216827 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Targa Resources |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20% 2/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 287331 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.35% 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp; 892690 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40% 7/30/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp; 470729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tecpetrol 144A 7.625% 11/3/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp; 477182 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tennessee Gas Pipeline 144A 2.90% 3/1/30 # | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp; 3303966 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Transportadora de Gas del Sur 144A 7.75% 11/20/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp; 391192 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USA Compression Partners 144A 7.125% 3/15/29 # | &nbsp;&nbsp;&nbsp;&nbsp;2014000 | &nbsp;&nbsp;&nbsp; 2085661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venture Global Calcasieu Pass 144A 3.875% 11/1/33 # | &nbsp;&nbsp;&nbsp;&nbsp;3870000 | &nbsp;&nbsp;&nbsp; 3320699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Viper Energy Partners |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.90% 8/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1416961 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.70% 8/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp; 1327495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Woodside Finance 144A 3.70% 9/15/26 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 398607 |
|  |  | &nbsp;&nbsp;&nbsp; 64571957 |
| &nbsp;&nbsp;Finance Companies — 2.60% | &nbsp;&nbsp;Finance Companies — 2.60% | &nbsp;&nbsp;Finance Companies — 2.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Abu Dhabi Developmental Holding PJSC 144A 5.50% 5/8/34 # | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1587295 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AerCap Ireland Capital<br> DAC |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.45% 10/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 197337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.45% 4/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp; 150017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 11/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2010000 | &nbsp;&nbsp;&nbsp; 1991722 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Lease 4.125% 12/15/26 μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967000 | &nbsp;&nbsp;&nbsp; 950799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Express 5.284% 7/26/35 μ | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp; 1752510 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Debt Solutions 6.70% 7/29/31 | &nbsp;&nbsp;&nbsp;&nbsp;2755000 | &nbsp;&nbsp;&nbsp; 2908686 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Global<br> Management |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.60% 1/15/31 | &nbsp;&nbsp;&nbsp;&nbsp;1030000 | &nbsp;&nbsp;&nbsp; 1036183 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Finance Companies (continued) | &nbsp;&nbsp;Finance Companies (continued) | &nbsp;&nbsp;Finance Companies (continued) | &nbsp;&nbsp;Finance Companies (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Apollo Global<br> Management |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.15% 8/12/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;780000 | &nbsp;&nbsp;$781813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ares Capital 5.10% 1/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;2495000 | &nbsp;&nbsp;&nbsp; 2465321 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aviation Capital Group 144A 5.375% 7/15/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1435174 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Avolon Holdings<br> Funding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.528% 11/18/27 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51000 | &nbsp;&nbsp;&nbsp; 49485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.95% 1/15/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1030000 | &nbsp;&nbsp;&nbsp; 1043005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.95% 10/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp; 2378705 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 5/30/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp; 431685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blackstone Private<br> Credit Fund |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 9/10/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1075000 | &nbsp;&nbsp;&nbsp; 1059117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.60% 11/22/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;920000 | &nbsp;&nbsp;&nbsp; 930018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Owl Credit Income |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.80% 3/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1419000 | &nbsp;&nbsp;&nbsp; 1419010 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.60% 9/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;1170000 | &nbsp;&nbsp;&nbsp; 1205100 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Asset Management 4.653% 11/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;2025000 | &nbsp;&nbsp;&nbsp; 2042088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Capital Finance 6.087% 6/14/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp; 4071881 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brookfield Finance 5.33% 1/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;3495000 | &nbsp;&nbsp;&nbsp; 3501745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cantor Fitzgerald 144A 7.20% 12/12/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;2800000 | &nbsp;&nbsp;&nbsp; 2977651 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CI Financial 144A 4.625% 12/12/31 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 947559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CrossCountry Intermediate HoldCo 144A 6.50% 10/1/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;3908000 | &nbsp;&nbsp;&nbsp; 3991029 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Crown Castle 2.25% 1/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 4471683 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DAE Funding 3.375% 3/20/28 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp; 2631825 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Encore Capital Group 144A 8.50% 5/15/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 430470 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GE Capital UK Funding Unlimited 5.875% 1/18/33 ■ | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 430651 |

---

NQ- OPTFI [1225] 0226 (5191660) 17

------

Optimum Fixed Income Fund

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Finance Companies (continued) | &nbsp;&nbsp;Finance Companies (continued) | &nbsp;&nbsp;Finance Companies (continued) | &nbsp;&nbsp;Finance Companies (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Indigo Group 1.625% 4/19/28 ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;$1949426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jyske Realkredit 1.50% 10/1/53 | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;KKR & Co. 5.10% 8/7/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;4155000 | &nbsp;&nbsp;&nbsp; 4157138 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Logicor Financing 3.25% 11/13/28 ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;3400000 | &nbsp;&nbsp;&nbsp; 4050102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Muthoot Finance 144A 6.375% 3/2/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505000 | &nbsp;&nbsp;&nbsp; 513231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OneMain Finance 7.125% 9/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;2770000 | &nbsp;&nbsp;&nbsp; 2881272 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Owl Rock Capital 2.875% 6/11/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 472473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Realkredit Danmark |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.00% 10/1/50 ■ | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.50% 10/1/53 ■ | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 10/1/53 ■ | DKK | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp; 0 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sirius Real Estate 1.125% 6/22/26 ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2400000 | &nbsp;&nbsp;&nbsp; 2800289 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SMBC Aviation Capital Finance DAC 144A 5.25% 11/26/35 # |  | &nbsp;&nbsp;&nbsp;&nbsp;2090000 | &nbsp;&nbsp;&nbsp; 2091629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stellantis Finance US 144A 5.35% 3/17/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 509923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stellantis Financial Services US 144A 5.413% (SOFR + 1.69%) 9/15/28 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1409929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;UWM Holdings 144A 6.25% 3/15/31 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;890000 | &nbsp;&nbsp;&nbsp; 889008 |
|  |  |  | &nbsp;&nbsp;&nbsp; 70993984 |
| &nbsp;&nbsp;Industrials — 0.68% | &nbsp;&nbsp;Industrials — 0.68% | &nbsp;&nbsp;Industrials — 0.68% | &nbsp;&nbsp;Industrials — 0.68% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amcor Flexibles North America 5.50% 3/17/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1033543 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amphenol |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 11/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825000 | &nbsp;&nbsp;&nbsp; 820942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.625% 2/15/36 |  | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1470163 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ATP Tower Holdings 144A 7.875% 2/3/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385000 | &nbsp;&nbsp;&nbsp; 397309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boeing |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.259% 5/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;2750000 | &nbsp;&nbsp;&nbsp; 2822767 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.298% 5/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 743256 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.388% 5/1/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 1194237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.528% 5/1/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 553355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.858% 5/1/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;3835000 | &nbsp;&nbsp;&nbsp; 4310074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.008% 5/1/64 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 456191 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Industrials (continued) | &nbsp;&nbsp;Industrials (continued) | &nbsp;&nbsp;Industrials (continued) | &nbsp;&nbsp;Industrials (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Embraer Netherlands Finance 5.40% 1/9/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450000 | &nbsp;&nbsp;$445635 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Holcim Finance Luxembourg 0.50% 4/23/31 ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 1124385 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HTA Group 144A 7.50% 6/4/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;365000 | &nbsp;&nbsp;&nbsp; 378162 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mauser Packaging Solutions Holding 144A 7.875% 4/15/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;2064000 | &nbsp;&nbsp;&nbsp; 2049625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MV24 Capital 144A 6.748% 6/1/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416418 | &nbsp;&nbsp;&nbsp; 413620 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sitios Latinoamerica 144A 6.00% 11/25/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp; 327285 |
|  |  |  | &nbsp;&nbsp;&nbsp; 18540549 |
| &nbsp;&nbsp;Insurance — 0.35% | &nbsp;&nbsp;Insurance — 0.35% | &nbsp;&nbsp;Insurance — 0.35% | &nbsp;&nbsp;Insurance — 0.35% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AIA Group |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.90% 4/6/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1001376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 4/5/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp; 321062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Athene Global Funding 3.054% (EUR003M + 1.00%) 2/23/27 ■, • | EUR | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;&nbsp; 2952335 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Athene Holding 6.875% 6/28/55 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1290000 | &nbsp;&nbsp;&nbsp; 1289685 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;F&G Global Funding 144A 5.875% 1/16/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 1142910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fairfax Financial Holdings 4.625% 4/29/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 1004165 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FWD Group Holdings |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.252% 9/22/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp; 251629 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.836% 9/22/35 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;395000 | &nbsp;&nbsp;&nbsp; 399999 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hanwha Life Insurance 144A 6.30% 6/24/55 #, μ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp; 436653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Henneman Trust 144A 6.58% 5/15/55 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;730000 | &nbsp;&nbsp;&nbsp; 763514 |
|  |  |  | &nbsp;&nbsp;&nbsp; 9563328 |
| &nbsp;&nbsp;Real Estate Investment Trusts — 0.85% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.85% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.85% | &nbsp;&nbsp;Real Estate Investment Trusts — 0.85% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Tower |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.30% 9/15/31 |  | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp; 1421932 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.65% 3/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 298841 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.95% 3/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;2150000 | &nbsp;&nbsp;&nbsp; 2132867 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.20% 2/15/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 617704 |

---

18 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Real Estate Investment Trusts (continued) | &nbsp;&nbsp;Real Estate Investment Trusts (continued) | &nbsp;&nbsp;Real Estate Investment Trusts (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EPR Properties 4.50% 6/1/27 | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;$1703527 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Extra Space Storage 5.40% 2/1/34 | &nbsp;&nbsp;&nbsp;&nbsp;2340000 | &nbsp;&nbsp;&nbsp; 2407127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FIBRA Prologis 144A 5.50% 11/26/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;445000 | &nbsp;&nbsp;&nbsp; 447336 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GLP Capital 4.00% 1/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp; 2535355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iron Mountain 144A 5.25% 7/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;661000 | &nbsp;&nbsp;&nbsp; 653521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Iron Mountain Information Management Services 144A 5.00% 7/15/32 # | &nbsp;&nbsp;&nbsp;&nbsp;2105000 | &nbsp;&nbsp;&nbsp; 2010822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IRSA Inversiones y Representaciones 144A 8.00% 3/31/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp; 429785 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Prologis 4.20% 2/15/33 CAD | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp; 952664 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Simon Property Group 2.65% 2/1/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;770000 | &nbsp;&nbsp;&nbsp; 693376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Starwood Property Trust 144A 7.25% 4/1/29 # | &nbsp;&nbsp;&nbsp;&nbsp;3315000 | &nbsp;&nbsp;&nbsp; 3505122 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sunac China Holdings |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.00% 9/30/26 #, ‡ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482710 | &nbsp;&nbsp;&nbsp; 75834 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.25% 9/30/27 #, ‡ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;281821 | &nbsp;&nbsp;&nbsp; 44736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Trust 2401 144A 7.70% 1/23/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416000 | &nbsp;&nbsp;&nbsp; 460587 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;VICI Properties |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 2/15/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp; 101013 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.95% 2/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1815000 | &nbsp;&nbsp;&nbsp; 1837266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.625% 4/1/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;715000 | &nbsp;&nbsp;&nbsp; 730499 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.75% 2/1/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;145000 | &nbsp;&nbsp;&nbsp; 146687 |
|  |  | &nbsp;&nbsp;&nbsp; 23206601 |
| &nbsp;&nbsp;Technology — 1.42% | &nbsp;&nbsp;Technology — 1.42% | &nbsp;&nbsp;Technology — 1.42% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings 144A 7.25% 8/1/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1845000 | &nbsp;&nbsp;&nbsp; 1945883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Broadcom |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.137% 11/15/35 # | &nbsp;&nbsp;&nbsp;&nbsp;2789000 | &nbsp;&nbsp;&nbsp; 2402837 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.419% 4/15/33 | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp; 1481532 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20% 10/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;1450000 | &nbsp;&nbsp;&nbsp; 1449314 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.926% 5/15/37 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;115000 | &nbsp;&nbsp;&nbsp; 113555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.05% 4/15/30 | &nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp; 2992997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CDW 3.276% 12/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;4143000 | &nbsp;&nbsp;&nbsp; 4026488 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Technology (continued) | &nbsp;&nbsp;Technology (continued) | &nbsp;&nbsp;Technology (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Entegris 144A 4.75% 4/15/29 # | &nbsp;&nbsp;&nbsp;&nbsp;1230000 | &nbsp;&nbsp;$1233908 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fiserv 3.50% 7/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp; 3395610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Foundry JV Holdco |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.10% 1/25/36 # | &nbsp;&nbsp;&nbsp;&nbsp;1520000 | &nbsp;&nbsp;&nbsp; 1590824 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.15% 1/25/32 # | &nbsp;&nbsp;&nbsp;&nbsp;1095000 | &nbsp;&nbsp;&nbsp; 1161219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Leidos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40% 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;735000 | &nbsp;&nbsp;&nbsp; 764761 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 3/15/35 | &nbsp;&nbsp;&nbsp;&nbsp;2560000 | &nbsp;&nbsp;&nbsp; 2661721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NXP 3.875% 6/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;3250000 | &nbsp;&nbsp;&nbsp; 3247155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oracle |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.70% 9/27/34 | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp; 2411901 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 9/26/45 | &nbsp;&nbsp;&nbsp;&nbsp;5855000 | &nbsp;&nbsp;&nbsp; 5290734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TD SYNNEX |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.375% 8/9/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 762136 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.65% 8/9/31 | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp; 1080515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TSMC Arizona 2.50% 10/25/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590000 | &nbsp;&nbsp;&nbsp; 538069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;TSMC Global 144A 2.25% 4/23/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp; 222532 |
|  |  | &nbsp;&nbsp;&nbsp; 38773691 |
| &nbsp;&nbsp;Transportation — 0.26% | &nbsp;&nbsp;Transportation — 0.26% | &nbsp;&nbsp;Transportation — 0.26% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Air Canada 144A 3.875% 8/15/26 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 298741 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines 144A 5.50% 4/20/26 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83333 | &nbsp;&nbsp;&nbsp; 83495 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines 2015-1 Class A Pass Through Trust 3.375% 11/1/28 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853355 | &nbsp;&nbsp;&nbsp; 842322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines 2016-1 Class AA Pass Through Trust 3.575% 7/15/29 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400354 | &nbsp;&nbsp;&nbsp; 396107 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines 2016-3 Class AA Pass Through Trust 3.00% 4/15/30 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;745783 | &nbsp;&nbsp;&nbsp; 721713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines 2019-1 Class AA Pass Through Trust 3.15% 8/15/33 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140314 | &nbsp;&nbsp;&nbsp; 132626 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Airlines 2021-1 Class A Pass Through Trust 2.875% 1/11/36 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83913 | &nbsp;&nbsp;&nbsp; 76650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;British Airways 2018-1 Class AA Pass Through Trust 144A 3.80% 3/20/33 #, ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;711070 | &nbsp;&nbsp;&nbsp; 697515 |

---

NQ- OPTFI [1225] 0226 (5191660) 19

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Transportation (continued) | &nbsp;&nbsp;Transportation (continued) | &nbsp;&nbsp;Transportation (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;British Airways 2019-1 Class AA Pass Through Trust 144A 3.30% 6/15/34 #, ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215311 | &nbsp;&nbsp;$203306 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Latam Airlines Group 144A 7.875% 4/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;495000 | &nbsp;&nbsp;&nbsp; 521245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Penske Truck Leasing 144A 4.45% 1/29/26 # | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;&nbsp; 2100749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines 144A 4.625% 4/15/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 298910 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;United Airlines 2020-1 Class A Pass Through Trust 5.875% 4/15/29 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;646111 | &nbsp;&nbsp;&nbsp; 662491 |
|  |  | &nbsp;&nbsp;&nbsp; 7035870 |
| &nbsp;&nbsp;Utilities — 1.91% | &nbsp;&nbsp;Utilities — 1.91% | &nbsp;&nbsp;Utilities — 1.91% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Adani Electricity Mumbai 144A 3.949% 2/12/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;245000 | &nbsp;&nbsp;&nbsp; 228384 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aegea Finance 144A 7.625% 1/20/36 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp; 353573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AEP Texas 5.40% 6/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;2805000 | &nbsp;&nbsp;&nbsp; 2903941 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AES Andes 144A 8.15% 6/10/55 #, μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480000 | &nbsp;&nbsp;&nbsp; 503227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Electric Power 5.80% 3/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875000 | &nbsp;&nbsp;&nbsp; 869055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Black Hills 4.55% 1/31/31 | &nbsp;&nbsp;&nbsp;&nbsp;1090000 | &nbsp;&nbsp;&nbsp; 1090721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Boston Gas 144A 3.757% 3/16/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 474667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cikarang Listrindo 144A 5.65% 3/12/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;610000 | &nbsp;&nbsp;&nbsp; 620733 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comision Ejecutiva Hidroelectrica del Rio Lempa 144A 8.65% 1/24/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 214800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominion Energy |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.20% 2/15/56 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;950000 | &nbsp;&nbsp;&nbsp; 951280 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625% 5/15/55 μ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;421000 | &nbsp;&nbsp;&nbsp; 434058 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875% 2/1/55 μ | &nbsp;&nbsp;&nbsp;&nbsp;1295000 | &nbsp;&nbsp;&nbsp; 1346822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Duke Energy Florida 4.20% 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp;1175000 | &nbsp;&nbsp;&nbsp; 1177271 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Edison International 5.25% 3/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 300351 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Energuate Trust 2 0 144A 6.35% 9/15/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;520000 | &nbsp;&nbsp;&nbsp; 520281 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Utilities (continued) | &nbsp;&nbsp;Utilities (continued) | &nbsp;&nbsp;Utilities (continued) | &nbsp;&nbsp;Utilities (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GDZ Elektrik Dagitim 144A 9.00% 10/15/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;$301380 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia Global Utilities JSC 144A 8.875% 7/25/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;275000 | &nbsp;&nbsp;&nbsp; 291688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgia Power 4.70% 5/15/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp; 3249560 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JSW Hydro Energy 144A 4.125% 5/18/31 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;368350 | &nbsp;&nbsp;&nbsp; 343030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Minejesa Capital 144A 4.625% 8/10/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334428 | &nbsp;&nbsp;&nbsp; 333461 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mong Duong Finance Holdings 144A 5.125% 5/7/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590969 | &nbsp;&nbsp;&nbsp; 584980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NextEra Energy Capital Holdings 1.90% 6/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;4500000 | &nbsp;&nbsp;&nbsp; 4289734 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NiSource 5.75% 7/15/56 μ |  | &nbsp;&nbsp;&nbsp;&nbsp;1420000 | &nbsp;&nbsp;&nbsp; 1429909 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Northumbrian Water Finance 1.625% 10/11/26 ■ | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 926846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;NRG Energy |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.734% 10/15/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1760000 | &nbsp;&nbsp;&nbsp; 1763374 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.407% 10/15/35 # |  | &nbsp;&nbsp;&nbsp;&nbsp;1405000 | &nbsp;&nbsp;&nbsp; 1404270 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pacific Gas & Electric |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.10% 8/1/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1358102 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 6/15/28 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 776016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.30% 3/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 692821 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.30% 8/1/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 455729 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 8/1/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 743176 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.20% 3/1/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;3200000 | &nbsp;&nbsp;&nbsp; 3181173 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.40% 3/1/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp; 1269082 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 7/1/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;1100000 | &nbsp;&nbsp;&nbsp; 959248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Pedernales Electric Cooperative 144A 6.202% 11/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp; 440008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saavi Energia 144A 8.875% 2/10/35 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340000 | &nbsp;&nbsp;&nbsp; 369172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern California Edison 5.25% 3/15/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 923525 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Southern California Gas 2.95% 4/15/27 |  | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp; 2573412 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Star Energy Geothermal Wayang Windu 144A 6.75% 4/24/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283687 | &nbsp;&nbsp;&nbsp; 292920 |

---

20 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** | &nbsp;&nbsp;**Corporate Bonds (continued)** |
| &nbsp;&nbsp;Utilities (continued) | &nbsp;&nbsp;Utilities (continued) | &nbsp;&nbsp;Utilities (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virginia Electric and Power 5.00% 4/1/33 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;$4098402 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra 144A 7.00% 12/15/26 #, μ, ψ | &nbsp;&nbsp;&nbsp;&nbsp;2845000 | &nbsp;&nbsp;&nbsp; 2905325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations 144A 6.95% 10/15/33 # | &nbsp;&nbsp;&nbsp;&nbsp;3900000 | &nbsp;&nbsp;&nbsp; 4357872 |
|  |  | &nbsp;&nbsp;&nbsp; 52303379 |
| &nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (cost $917,586,549)** | &nbsp;&nbsp;&nbsp;**Total Corporate Bonds<br> (cost $917,586,549)** | &nbsp;&nbsp;&nbsp; **921326057** |
| &nbsp;&nbsp;**Government Agency Obligations — 0.54%** | &nbsp;&nbsp;**Government Agency Obligations — 0.54%** | &nbsp;&nbsp;**Government Agency Obligations — 0.54%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Airport Authority 144A 4.875% 7/15/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 208023 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AL Jawaher Assets 144A 4.662% 10/29/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp; 540770 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Electricity Lux MPC 144A 6.01% 1/20/33 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;416175 | &nbsp;&nbsp;&nbsp; 437779 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Electricity Lux MPC II 144A 5.58% 10/20/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312802 | &nbsp;&nbsp;&nbsp; 321033 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Comision Federal de Electricidad 144A 3.348% 2/9/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;655000 | &nbsp;&nbsp;&nbsp; 595530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corp Nacional del<br> Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.70% 1/30/50 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;225000 | &nbsp;&nbsp;&nbsp; 160952 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 7/17/42 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 166493 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.33% 1/13/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 427800 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CPPIB Capital 4.30% 6/2/34 ■ CAD | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1141390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecopetrol 5.875% 11/2/51 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;485000 | &nbsp;&nbsp;&nbsp; 350226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Equinor |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.50% 9/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;305000 | &nbsp;&nbsp;&nbsp; 309563 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 11/14/35 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;630000 | &nbsp;&nbsp;&nbsp; 627057 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;FIEMEX Energia - Banco Actinver Institucion de Banca Multiple 144A 7.25% 1/31/41 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;534874 | &nbsp;&nbsp;&nbsp; 563105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Abu Dhabi Bank PJSC 4.50% 4/5/26 μ, ψ, ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp; 323906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Freeport Indonesia 144A 5.315% 4/14/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;335000 | &nbsp;&nbsp;&nbsp; 342011 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Government Agency Obligations (continued)** | &nbsp;&nbsp;**Government Agency Obligations (continued)** | &nbsp;&nbsp;**Government Agency Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gaci First Investment 4.875% 2/14/35 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;539000 | &nbsp;&nbsp;$537219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Georgian Railway JSC 4.00% 6/17/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 189519 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hutama Karya Persero 144A 3.75% 5/11/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;454000 | &nbsp;&nbsp;&nbsp; 438865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Korea Development Bank 4.875% 2/3/30 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 206940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Korea Hydro & Nuclear Power 144A 5.00% 7/18/28 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460000 | &nbsp;&nbsp;&nbsp; 471639 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ma'aden Sukuk 144A 5.25% 2/13/30 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;670000 | &nbsp;&nbsp;&nbsp; 688473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mazoon Assets 144A 5.25% 10/9/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 203847 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MISC Capital Two Labuan 144A 3.75% 4/6/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;315000 | &nbsp;&nbsp;&nbsp; 313099 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OCP |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.75% 6/23/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 187474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.50% 5/2/54 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685000 | &nbsp;&nbsp;&nbsp; 759864 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Perusahaan Perseroan Persero Perusahaan Listrik Negara 144A 5.25% 5/15/47 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp; 379472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.95% 1/28/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 581080 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.70% 2/16/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;76000 | &nbsp;&nbsp;&nbsp; 75845 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.69% 1/23/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;240000 | &nbsp;&nbsp;&nbsp; 215250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10.00% 2/7/33 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp; 115943 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Petronas Capital |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.48% 1/28/32 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 179642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.95% 1/3/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp; 444055 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;QazaqGaz JSC 144A 4.375% 9/26/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;&nbsp; 428983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabian Oil |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.25% 4/16/39 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 182838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.75% 7/17/54 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 390735 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sweihan PV Power PJSC 144A 3.625% 1/31/49 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;393923 | &nbsp;&nbsp;&nbsp; 339426 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Telecommunications Telekom Srbija AD Belgrade 144A 7.00% 10/28/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;475000 | &nbsp;&nbsp;&nbsp; 475833 |

---

NQ- OPTFI [1225] 0226 (5191660) 21

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Government Agency Obligations (continued)** | &nbsp;&nbsp;**Government Agency Obligations (continued)** | &nbsp;&nbsp;**Government Agency Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;YPF 144A 9.50% 1/17/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;$469996 |
| &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations<br> (cost $14,636,119)** | &nbsp;&nbsp;&nbsp;**Total Government Agency Obligations<br> (cost $14,636,119)** | &nbsp;&nbsp;&nbsp; **14791675** |
| &nbsp;&nbsp;**Municipal Bonds — 0.60%** | &nbsp;&nbsp;**Municipal Bonds — 0.60%** | &nbsp;&nbsp;**Municipal Bonds — 0.60%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;American Municipal<br> Power, Ohio |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Combined Hydroelectric Projects - Build America Bonds) Series B 8.084% 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1888170 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chicago, Illinois Transit<br> Authority Sales Tax Receipts Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Pension Funding) Series A 6.899% 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1583072 | &nbsp;&nbsp;&nbsp; 1777093 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Retiree Health Care) Series B 6.899% 12/1/40 | &nbsp;&nbsp;&nbsp;&nbsp;1583075 | &nbsp;&nbsp;&nbsp; 1778317 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Golden State, California<br> Tobacco Securitization |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Senior) Series A1 2.587% 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;1700000 | &nbsp;&nbsp;&nbsp; 1600074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Municipal Electric<br> Authority of Georgia |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Build America Bonds Plant Vogtle Units 3 & 4 Project) 6.655% 4/1/57 | &nbsp;&nbsp;&nbsp;&nbsp;1663000 | &nbsp;&nbsp;&nbsp; 1814316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New York State Urban<br> Development |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Build America Bonds) Series E 5.77% 3/15/39 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp; 644025 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Texas Water<br> Development Board Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Master Trust) 4.75% 10/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;3030000 | &nbsp;&nbsp;&nbsp; 3044665 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;West Virginia Tobacco<br> Settlement Finance Authority |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Class 1 Senior Current Interest Bonds) |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A 1.82% 6/1/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp; 247758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A 2.351% 6/1/28 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 287568 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A 2.551% 6/1/29 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 283389 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series A 2.951% 6/1/31 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 458650 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** | &nbsp;&nbsp;**Municipal Bonds (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wisconsin Public<br> Finance Authority Senior Lien Toll Revenue |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Georgia SR 400 Express Lanes Project) 6.50% 12/31/65 (AMT) | &nbsp;&nbsp;&nbsp;&nbsp;2375000 | &nbsp;&nbsp;$2600910 |
| &nbsp;&nbsp;&nbsp;**Total Municipal Bonds<br> (cost $17,365,731)** | &nbsp;&nbsp;&nbsp;**Total Municipal Bonds<br> (cost $17,365,731)** | &nbsp;&nbsp;&nbsp; **16424935** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 3.33%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 3.33%** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities — 3.33%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ABFC Trust Series 2006-HE1 A2D 4.286% (TSFR01M + 0.55%, Floor 0.44%) 1/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;213553 | &nbsp;&nbsp;&nbsp; 119621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ACHV ABS Trust Series 2024-3AL A 144A 5.01% 12/26/31 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402963 | &nbsp;&nbsp;&nbsp; 406878 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argent Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-M1 A2C 4.146% (TSFR01M + 0.41%, Floor 0.30%) 7/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;1022518 | &nbsp;&nbsp;&nbsp; 274069 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-W4 A2C 4.166% (TSFR01M + 0.43%, Floor 0.32%) 5/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535529 | &nbsp;&nbsp;&nbsp; 127078 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Stearns Asset-Backed Securities I Trust Series 2005-FR1 M2 4.851% (TSFR01M + 1.12%, Floor 1.01%) 6/25/35 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179094 | &nbsp;&nbsp;&nbsp; 176871 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Capital Street Master Trust Series 2025-1 A 144A 5.074% (SOFR + 1.10%, Floor 1.10%) 8/16/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 498983 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Carvana Auto Receivables Trust Series 2024-P2 A3 5.33% 7/10/29 | &nbsp;&nbsp;&nbsp;&nbsp;3591311 | &nbsp;&nbsp;&nbsp; 3618247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Centex Home Equity Loan Trust Series 2002-A AF6 5.54% 1/25/32 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67 | &nbsp;&nbsp;&nbsp; 67 |

---

22 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Auto Owner Trust Series 2024-2A A3 144A 5.52% 6/25/29 # | &nbsp;&nbsp;&nbsp;&nbsp;2593004 | &nbsp;&nbsp;$2629098 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chesapeake Funding II Series 2024-1A A1 144A 5.52% 5/15/36 # | &nbsp;&nbsp;&nbsp;&nbsp;1696192 | &nbsp;&nbsp;&nbsp; 1716325 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CIT Mortgage Loan Trust Series 2007-1 1M1 144A 5.346% (TSFR01M + 2.36%, Floor 2.25%) 10/25/37 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2296464 | &nbsp;&nbsp;&nbsp; 2331707 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citizens Auto Receivables Trust Series 2023-1 A3 144A 5.84% 1/18/28 # | &nbsp;&nbsp;&nbsp;&nbsp;2989265 | &nbsp;&nbsp;&nbsp; 3007157 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Countrywide Asset-Backed Certificates Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-3 2A 4.246% (TSFR01M + 0.51%, Floor 0.40%) 8/25/34 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20796 | &nbsp;&nbsp;&nbsp; 20324 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-1 AF6 4.366% 7/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13215 | &nbsp;&nbsp;&nbsp; 13076 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-11 1AF6 6.15% 9/25/46 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15662 | &nbsp;&nbsp;&nbsp; 14594 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-26 2A4 4.286% (TSFR01M + 0.55%, Floor 0.44%) 6/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;590225 | &nbsp;&nbsp;&nbsp; 580638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-6 2A4 4.466% (TSFR01M + 0.73%, Floor 0.62%) 9/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;936051 | &nbsp;&nbsp;&nbsp; 790987 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CWABS Asset-Backed Certificates Trust Series 2005-3 MV7 5.796% (TSFR01M + 2.06%, Floor 1.95%) 8/25/35 • | &nbsp;&nbsp;&nbsp;&nbsp;4200000 | &nbsp;&nbsp;&nbsp; 4001248 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CyrusOne Data Centers Issuer I Series 2024-2A A2 144A 4.50% 5/20/49 # | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 4879650 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DataBank Issuer<br> Series 2021-1A A2 144A 2.06% 2/27/51 # | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp; 1592767 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Diamond Infrastructure Funding Series 2021-1A A 144A 1.76% 4/15/49 # | &nbsp;&nbsp;&nbsp;&nbsp;4700000 | &nbsp;&nbsp;$4567815 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Domino's Pizza Master Issuer Series 2021-1A A2I 144A 2.662% 4/25/51 # | &nbsp;&nbsp;&nbsp;&nbsp;7196500 | &nbsp;&nbsp;&nbsp; 6840446 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EquiFirst Mortgage Loan Trust Series 2004-2 M7 6.846% (TSFR01M + 3.11%, Floor 3.00%) 10/25/34 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;662361 | &nbsp;&nbsp;&nbsp; 632946 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Auto Owner Trust Series 2024-B A3 5.10% 4/15/29 | &nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp; 2937302 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ford Credit Floorplan Master Owner Trust Series 2024-1 A1 144A 5.29% 4/15/29 # | &nbsp;&nbsp;&nbsp;&nbsp;6500000 | &nbsp;&nbsp;&nbsp; 6614977 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fremont Home Loan Trust Series 2004-B M1 4.716% (TSFR01M + 0.98%, Floor 0.87%) 5/25/34 • | &nbsp;&nbsp;&nbsp;&nbsp;1619112 | &nbsp;&nbsp;&nbsp; 1615206 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Frontier Issuer<br> Series 2024-1 A2 144A 6.19% 6/20/54 # | &nbsp;&nbsp;&nbsp;&nbsp;1350000 | &nbsp;&nbsp;&nbsp; 1391883 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GE-WMC Mortgage Securities Trust Series 2006-1 A2B 4.146% (TSFR01M + 0.41%, Floor 0.30%) 8/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;1507669 | &nbsp;&nbsp;&nbsp; 636088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GLS Auto Select Receivables Trust Series 2024-3A A2 144A 5.59% 10/15/29 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;276845 | &nbsp;&nbsp;&nbsp; 279776 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GreenState Auto Receivables Trust Series 2024-1A A2 144A 5.53% 8/16/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152814 | &nbsp;&nbsp;&nbsp; 152889 |

---

NQ- OPTFI [1225] 0226 (5191660) 23

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSAMP Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-FM3 A2D 4.306% (TSFR01M + 0.57%, Floor 0.46%) 11/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679366 | &nbsp;&nbsp;$316404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-SEA1 A 144A 4.146% (TSFR01M + 0.41%, Floor 0.30%) 12/25/36 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251728 | &nbsp;&nbsp;&nbsp; 250863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Home Equity Mortgage Loan Asset-Backed Trust Series 2007-A 2A3 4.086% (TSFR01M + 0.35%, Floor 0.24%) 4/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904169 | &nbsp;&nbsp;&nbsp; 616699 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;HSI Asset Securitization Trust Series 2006-HE1 2A1 3.946% (TSFR01M + 0.21%, Floor 0.10%) 10/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19887 | &nbsp;&nbsp;&nbsp; 7000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Long Beach Mortgage<br> Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-1 2A4 4.446% (TSFR01M + 0.71%, Floor 0.60%) 2/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;2164769 | &nbsp;&nbsp;&nbsp; 1934751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-7 1A 4.156% (TSFR01M + 0.42%, Floor 0.31%) 8/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;1982878 | &nbsp;&nbsp;&nbsp; 1029714 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley ABS<br> Capital I Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-HE1 A2C 3.996% (TSFR01M + 0.26%, Floor 0.15%) 11/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;3168888 | &nbsp;&nbsp;&nbsp; 1871526 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-HE5 A2D 4.186% (TSFR01M + 0.45%, Floor 0.34%) 3/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;2462131 | &nbsp;&nbsp;&nbsp; 1045356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Century Home Equity Loan Trust Series 2005-1 M2 4.566% (TSFR01M + 0.83%, Cap 12.50%, Floor 0.83%) 3/25/35 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;172931 | &nbsp;&nbsp;&nbsp; 174273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nissan Master Owner Trust Receivables Series 2024-B A 144A 5.05% 2/15/29 # | &nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp; 8095530 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Option One Mortgage<br> Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-1 M1 4.626% (TSFR01M + 0.89%, Floor 0.78%) 2/25/35 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535256 | &nbsp;&nbsp;$515309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-4 2A4 4.156% (TSFR01M + 0.42%, Floor 0.31%) 4/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;4186071 | &nbsp;&nbsp;&nbsp; 2395799 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Porsche Innovative Lease Owner Trust Series 2024-1A A3 144A 4.67% 11/22/27 # | &nbsp;&nbsp;&nbsp;&nbsp;3800000 | &nbsp;&nbsp;&nbsp; 3815172 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Santander Drive Auto<br> Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-1 D 5.43% 3/17/31 | &nbsp;&nbsp;&nbsp;&nbsp;1600000 | &nbsp;&nbsp;&nbsp; 1624949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-4 D 4.95% 1/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;1300000 | &nbsp;&nbsp;&nbsp; 1304749 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SLAM Series 2025-1A A 144A 5.807% 5/15/50 # | &nbsp;&nbsp;&nbsp;&nbsp;2798540 | &nbsp;&nbsp;&nbsp; 2868044 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-AA A2 144A 4.63% 7/20/27 # | &nbsp;&nbsp;&nbsp;&nbsp;2362995 | &nbsp;&nbsp;&nbsp; 2371017 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Asset Investment Loan Trust Series 2003-BC2 M1 5.226% (TSFR01M + 1.49%, Floor 1.38%) 4/25/33 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15778 | &nbsp;&nbsp;&nbsp; 16278 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Asset<br> Securities Mortgage Loan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-BC1 A6 4.116% (TSFR01M + 0.38%, Floor 0.27%) 3/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732139 | &nbsp;&nbsp;&nbsp; 700479 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-BC2 A1 4.001% (TSFR01M + 0.27%, Floor 0.16%) 9/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;2478483 | &nbsp;&nbsp;&nbsp; 1536130 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Toyota Auto Receivables Owner Trust Series 2024-B A3 5.33% 1/16/29 | &nbsp;&nbsp;&nbsp;&nbsp;4174842 | &nbsp;&nbsp;&nbsp; 4218338 |

---

24 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** | &nbsp;&nbsp;**Non-Agency Asset-Backed Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Westlake Automobile<br> Receivables Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-3A A2A 144A 4.82% 9/15/27 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497419 | &nbsp;&nbsp;$498043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-2A A2A 144A 4.66% 9/15/28 # | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp; 1203776 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities<br> (cost $96,338,883)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Asset-Backed Securities<br> (cost $96,338,883)** | &nbsp;&nbsp;&nbsp; **90878912** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.07%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.07%** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations — 3.07%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alternative Loan Trust Resecuritization Series 2008-2R 3A1 6.00% 8/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;781128 | &nbsp;&nbsp;&nbsp; 349576 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Angel Oak Mortgage Trust Series 2024-2 A1 144A 5.985% 1/25/69 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;989977 | &nbsp;&nbsp;&nbsp; 998397 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ARM Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-10 3A31 3.885% 1/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13299 | &nbsp;&nbsp;&nbsp; 12030 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-2 1A4 4.713% 5/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220114 | &nbsp;&nbsp;&nbsp; 188930 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banc of America<br> Funding Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-E 7A1 5.459% (12MTA + 1.43%, Floor 1.43%) 6/20/35 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;50938 | &nbsp;&nbsp;&nbsp; 47015 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-I 1A1 5.902% 12/20/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43782 | &nbsp;&nbsp;&nbsp; 43207 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Banc of America Mortgage Trust Series 2003-D 2A1 7.022% 5/25/33 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;339 | &nbsp;&nbsp;&nbsp; 333 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Stearns ARM Trust Series 2003-5 2A1 4.713% 8/25/33 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10565 | &nbsp;&nbsp;&nbsp; 9886 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bear Stearns Asset-Backed Securities Trust Series 2007-SD1 22A1 4.896% 10/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;90897 | &nbsp;&nbsp;&nbsp; 38223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Home Lending<br> Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-7 A11 144A 5.174% (SOFR + 1.30%, Cap 8.00%) 6/25/55 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2248184 | &nbsp;&nbsp;&nbsp; 2254574 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Home Lending<br> Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RPL1 A1A 144A 3.25% 3/25/64 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1554778 | &nbsp;&nbsp;$1391559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-RPL3 A1A 144A 3.25% 9/25/64 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2943579 | &nbsp;&nbsp;&nbsp; 2629074 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chase Mortgage Finance Trust Series 2005-A1 3A1 4.348% 12/25/35 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26634 | &nbsp;&nbsp;&nbsp; 23247 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CHL Mortgage Pass Through Trust Series 2007-4 1A1 6.00% 5/25/37 ♦ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648932 | &nbsp;&nbsp;&nbsp; 259226 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Mortgage Loan Trust Series 2024-1 A11 144A 5.224% (SOFR + 1.35%, Cap 8.00%) 7/25/54 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2390528 | &nbsp;&nbsp;&nbsp; 2401758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COLT Mortgage Loan Trust Series 2024-3 A1 144A 6.393% 6/25/69 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;1984287 | &nbsp;&nbsp;&nbsp; 2010319 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue Securities Series 2025-R01 1M2 144A 5.374% (SOFR + 1.50%) 1/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;680000 | &nbsp;&nbsp;&nbsp; 679383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue<br> Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R01 1M2 144A 5.774% (SOFR + 1.90%) 12/25/41 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1500000 | &nbsp;&nbsp;&nbsp; 1507375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-R02 2M2 144A 6.874% (SOFR + 3.00%) 1/25/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 916224 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-R04 1M1 144A 4.974% (SOFR + 1.10%) 5/25/44 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1585443 | &nbsp;&nbsp;&nbsp; 1584460 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R02 1M2 144A 5.474% (SOFR + 1.60%) 2/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1620000 | &nbsp;&nbsp;&nbsp; 1620502 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R03 2M1 144A 5.474% (SOFR + 1.60%) 3/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1166337 | &nbsp;&nbsp;&nbsp; 1167773 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R04 1M2 144A 5.374% (SOFR + 1.50%) 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2870000 | &nbsp;&nbsp;&nbsp; 2870076 |

---

NQ- OPTFI [1225] 0226 (5191660) 25

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Connecticut Avenue<br> Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R05 2M2 144A 5.474% (SOFR + 1.60%) 7/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1280000 | &nbsp;&nbsp;$1284403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2025-R06 1B1 144A 5.724% (SOFR + 1.85%) 9/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;5169444 | &nbsp;&nbsp;&nbsp; 5189906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cross Mortgage Trust Series 2024-H3 A1 144A 6.272% 6/25/69 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;2730649 | &nbsp;&nbsp;&nbsp; 2761653 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSMC Mortgage-Backed Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-1 5A14 6.00% 2/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134701 | &nbsp;&nbsp;&nbsp; 72259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3 4A12 2.904% (6.64% minus TSFR01M, Cap 6.75%) 4/25/37 Σ, =, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp; 7955 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3 4A15 5.50% 4/25/37 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25887 | &nbsp;&nbsp;&nbsp; 21019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-3 4A6 4.096% (TSFR01M + 0.36%, Cap 7.00%, Floor 0.25%) 4/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58300 | &nbsp;&nbsp;&nbsp; 44958 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CSMC Trust Series 2005-1R 2A5 144A 5.75% 12/26/35 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438028 | &nbsp;&nbsp;&nbsp; 246688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;First Franklin Mortgage Loan Trust Series 2006-FF5 2A3 4.166% (TSFR01M + 0.43%, Floor 0.32%) 4/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387686 | &nbsp;&nbsp;&nbsp; 383151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GCAT Trust Series 2024-NQM2 A1 144A 6.085% 6/25/59 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;2441068 | &nbsp;&nbsp;&nbsp; 2466406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GMACM Mortgage Loan Trust Series 2006-J1 A1 5.75% 4/25/36 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10852 | &nbsp;&nbsp;&nbsp; 9424 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GSR Mortgage Loan Trust Series 2007-AR1 2A1 4.147% 3/25/47 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;309905 | &nbsp;&nbsp;$162778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Alternative Loan Trust Series 2007-A2 11A1 4.206% (TSFR01M + 0.47%, Cap 11.50%, Floor 0.36%) 6/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;2545543 | &nbsp;&nbsp;&nbsp; 1290016 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Mortgage<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-A6 2A4L 5.392% 10/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;134301 | &nbsp;&nbsp;&nbsp; 106441 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-A7 2A2 4.397% 1/25/37 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;23588 | &nbsp;&nbsp;&nbsp; 18902 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-A1 6A1 5.386% 7/25/35 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19826 | &nbsp;&nbsp;&nbsp; 19281 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-2 B1 144A 3.37% 6/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21186 | &nbsp;&nbsp;&nbsp; 20693 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-2 B2 144A 3.37% 6/25/29 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;21186 | &nbsp;&nbsp;&nbsp; 20666 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4 B1 144A 3.507% 6/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293463 | &nbsp;&nbsp;&nbsp; 275338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-4 B2 144A 3.507% 6/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;125426 | &nbsp;&nbsp;&nbsp; 117464 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4 B1 144A 3.779% 10/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;133634 | &nbsp;&nbsp;&nbsp; 127403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-4 B2 144A 3.779% 10/25/46 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;243822 | &nbsp;&nbsp;&nbsp; 231633 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-1 B3 144A 3.447% 1/25/47 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677544 | &nbsp;&nbsp;&nbsp; 615577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-13 B1 144A 3.135% 4/25/52 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1806380 | &nbsp;&nbsp;&nbsp; 1543036 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-5 B2 144A 5.599% 5/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9588 | &nbsp;&nbsp;&nbsp; 9538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6 B1 144A 3.513% 10/25/45 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp; 97273 |

---

26 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-6 B2 144A 3.513% 10/25/45 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97298 | &nbsp;&nbsp;$94550 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lehman Mortgage Trust Series 2007-10 2A2 6.50% 1/25/38 |  | &nbsp;&nbsp;&nbsp;&nbsp;1142981 | &nbsp;&nbsp;&nbsp; 280790 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ludgate Funding |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2006-1X A2A 4.128% (SONIA + 0.31%) 12/1/60 ■, • | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540717 | &nbsp;&nbsp;&nbsp; 718511 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2008-W1X A1 4.461% (SONIA + 0.72%) 1/1/61 ■, • | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;207631 | &nbsp;&nbsp;&nbsp; 278035 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mansard Mortgages Series 2007-1X A2 4.243% (SONIA + 0.30%) 4/15/47 ■, • | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210620 | &nbsp;&nbsp;&nbsp; 282485 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MASTR Alternative<br> Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-3 8A1 7.00% 4/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;720 | &nbsp;&nbsp;&nbsp; 752 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-5 6A1 7.00% 6/25/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7093 | &nbsp;&nbsp;&nbsp; 7300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MASTR ARM Trust Series 2004-4 4A1 5.839% 5/25/34 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18481 | &nbsp;&nbsp;&nbsp; 17980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merrill Lynch Mortgage Investors Trust Series 2004-A1 2A2 6.124% 2/25/34 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959 | &nbsp;&nbsp;&nbsp; 912 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mill City Mortgage Loan Trust Series 2019-1 A1 144A 3.25% 10/25/69 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;2863522 | &nbsp;&nbsp;&nbsp; 2806266 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;New Residential<br> Mortgage Loan Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-RPL1 A1 144A 3.50% 12/25/57 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75285 | &nbsp;&nbsp;&nbsp; 73555 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-RPL3 A1 144A 2.75% 7/25/59 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;1626534 | &nbsp;&nbsp;&nbsp; 1576829 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;OBX Trust Series 2024-NQM8 A1 144A 6.233% 5/25/64 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;1976001 | &nbsp;&nbsp;&nbsp; 1999189 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRKCM Series 2024-AFC1 A1 144A 6.333% 3/25/59 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524459 | &nbsp;&nbsp;&nbsp; 529524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Project Cashmere 144A 4.543% 12/30/57 #, = | AUD | &nbsp;&nbsp;&nbsp;&nbsp;20500000 | &nbsp;&nbsp;&nbsp; 13680675 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PRPM Series 2024-RPL1 A1 144A 4.20% 12/25/64 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;2591179 | &nbsp;&nbsp;$2563746 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RAAC Trust Series 2005-SP2 2A 4.446% (TSFR01M + 0.71%, Cap 14.00%, Floor 0.60%) 6/25/44 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;108906 | &nbsp;&nbsp;&nbsp; 100997 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Radnor Re<br> Series 2024-1 M1B 144A 6.765% (SOFR + 2.90%, Floor 2.90%) 9/25/34 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;209921 | &nbsp;&nbsp;&nbsp; 211050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;RALI Series Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-QA5 2A1 6.163% 9/25/37 • |  | &nbsp;&nbsp;&nbsp;&nbsp;1717502 | &nbsp;&nbsp;&nbsp; 1127931 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-QH8 A 5.007% 10/25/37 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;904981 | &nbsp;&nbsp;&nbsp; 718512 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Reperforming Loan REMIC Trust Series 2006-R1 AF1 144A 4.186% (TSFR01M + 0.45%, Cap 9.50%, Floor 0.34%) 1/25/36 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198074 | &nbsp;&nbsp;&nbsp; 187960 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sequoia Mortgage Trust |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2004-5 A3 4.608% (TSFR06M + 0.99%, Cap 11.50%, Floor 0.56%) 6/20/34 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36204 | &nbsp;&nbsp;&nbsp; 34533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-1 4A1 3.544% 9/20/46 • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;153636 | &nbsp;&nbsp;&nbsp; 100343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2015-1 B2 144A 3.936% 1/25/45 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77598 | &nbsp;&nbsp;&nbsp; 75972 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-5 B2 144A 3.779% 8/25/47 #, • |  | &nbsp;&nbsp;&nbsp;&nbsp;2223710 | &nbsp;&nbsp;&nbsp; 2107926 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stratton Mortgage Funding Series 2024-2A A 144A 4.641% (SONIA + 0.90%) 6/28/50 #, • | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696262 | &nbsp;&nbsp;&nbsp; 939294 |

---

NQ- OPTFI [1225] 0226 (5191660) 27

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** | &nbsp;&nbsp;**Non-Agency Collateralized Mortgage Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured ARM Loan Trust Series 2006-1 7A4 4.057% 2/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27611 | &nbsp;&nbsp;$23688 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Structured Asset Mortgage Investments II Trust Series 2005-AR5 A2 4.346% (TSFR01M + 0.61%, Cap 11.00%, Floor 0.50%) 7/19/35 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;35207 | &nbsp;&nbsp;&nbsp; 35152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Towd Point Mortgage<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-4 M1 144A 3.25% 6/25/57 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615000 | &nbsp;&nbsp;&nbsp; 570309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2018-1 A1 144A 3.00% 1/25/58 #, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22492 | &nbsp;&nbsp;&nbsp; 22356 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-4 A1 144A 2.90% 10/25/59 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3170803 | &nbsp;&nbsp;&nbsp; 3058792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-5 A1A 144A 4.606% 10/25/64 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3268799 | &nbsp;&nbsp;&nbsp; 3280168 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Verus Securitization<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2023-7 A1 144A 7.07% 10/25/68 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;3308524 | &nbsp;&nbsp;&nbsp; 3350219 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-4 A1 144A 6.218% 6/25/69 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;2504870 | &nbsp;&nbsp;&nbsp; 2536923 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;WaMu Mortgage Pass<br> Through Certificates Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2005-AR16 1A3 4.369% 12/25/35 ♦, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105813 | &nbsp;&nbsp;&nbsp; 96808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-HY1 3A3 4.104% 2/25/37 ♦, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84442 | &nbsp;&nbsp;&nbsp; 72644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2007-HY7 4A1 4.651% 7/25/37 ♦, • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;175875 | &nbsp;&nbsp;&nbsp; 159898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Mortgage-Backed Securities Trust Series 2006-AR11 A6 6.193% 8/25/36 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73066 | &nbsp;&nbsp;&nbsp; 68813 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations<br> (cost $87,457,720)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Collateralized Mortgage Obligations<br> (cost $87,457,720)** | &nbsp;&nbsp;&nbsp; **83938395** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 4.07%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 4.07%** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed Securities — 4.07%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 Trust<br> Series 2025-1301 A 144A 5.059% 8/11/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;3150000 | &nbsp;&nbsp;$3188835 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;AG Trust Series 2024-NLP A 144A 5.766% (TSFR01M + 2.02%, Floor 2.02%) 8/15/41 #, • | &nbsp;&nbsp;&nbsp;&nbsp;1900663 | &nbsp;&nbsp;&nbsp; 1910213 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BANK |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK5 B 3.896% 6/15/60 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;605000 | &nbsp;&nbsp;&nbsp; 589114 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-BNK7 A5 3.435% 9/15/60 | &nbsp;&nbsp;&nbsp;&nbsp;1120000 | &nbsp;&nbsp;&nbsp; 1105708 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-BN20 A3 3.011% 9/15/62 | &nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp; 7568571 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-BN29 A4 1.997% 11/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5880000 | &nbsp;&nbsp;&nbsp; 5199906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39 B 3.237% 2/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;1353000 | &nbsp;&nbsp;&nbsp; 1200043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK39 C 3.268% 2/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;797000 | &nbsp;&nbsp;&nbsp; 688575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-BNK40 B 3.39% 3/15/64 • | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1591548 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2024-BNK47 A5 5.716% 6/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;3500000 | &nbsp;&nbsp;&nbsp; 3712874 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benchmark Mortgage<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B17 A5 2.289% 3/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3460000 | &nbsp;&nbsp;&nbsp; 3127585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B19 A5 1.85% 9/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp; 2660077 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2020-B20 A5 2.034% 10/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;5250000 | &nbsp;&nbsp;&nbsp; 4645241 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2021-B24 A5 2.584% 3/15/54 | &nbsp;&nbsp;&nbsp;&nbsp;6790000 | &nbsp;&nbsp;&nbsp; 6085007 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B32 B 3.202% 1/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1518398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B32 C 3.453% 1/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp; 1716965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B33 B 3.614% 3/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 787895 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B33 C 3.614% 3/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 719559 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B34 A5 3.786% 4/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;2950000 | &nbsp;&nbsp;&nbsp; 2754014 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B35 A5 4.443% 5/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;3375000 | &nbsp;&nbsp;&nbsp; 3307108 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2022-B36 A5 4.47% 7/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 783741 |

---

28 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed<br> Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed<br> Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed<br> Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BFLD Commercial Mortgage Trust Series 2025-660F A 144A 5.25% (TSFR01M + 1.50%, Floor 1.50%) 11/15/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2100000 | &nbsp;&nbsp;$2105904 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BMO Mortgage Trust Series 2022-C1 A5 3.374% 2/15/55 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 557232 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cantor Commercial<br> Real Estate Lending |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF1 A5 3.786% 5/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2340000 | &nbsp;&nbsp;&nbsp; 2297124 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF2 A5 2.874% 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp; 3787742 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CF3 A4 3.006% 1/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;800000 | &nbsp;&nbsp;&nbsp; 753915 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CD Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-CD6 B 3.911% 11/13/50 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp; 420503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-CD8 A4 2.912% 8/15/57 | &nbsp;&nbsp;&nbsp;&nbsp;4575000 | &nbsp;&nbsp;&nbsp; 4293488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;CFCRE Commercial Mortgage Trust Series 2016-C7 A3 3.838% 12/10/54 | &nbsp;&nbsp;&nbsp;&nbsp;3100000 | &nbsp;&nbsp;&nbsp; 3079937 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citigroup Commercial<br> Mortgage Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-P3 A4 3.329% 4/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1305000 | &nbsp;&nbsp;&nbsp; 1300906 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C4 A4 3.471% 10/12/50 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;635000 | &nbsp;&nbsp;&nbsp; 626454 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;COMM Mortgage Trust Series 2018-HCLV A 144A 5.046% (TSFR01M + 1.30%, Floor 1.00%) 9/15/33 #, • | &nbsp;&nbsp;&nbsp;&nbsp;2900000 | &nbsp;&nbsp;&nbsp; 2677273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;DB-JPM Mortgage Trust<br> Series 2016-C1 A4 3.276% 5/10/49 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 897390 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;GS Mortgage Securities<br> Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS5 A4 3.674% 3/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;1280000 | &nbsp;&nbsp;&nbsp; 1265657 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-GS6 A3 3.433% 5/10/50 | &nbsp;&nbsp;&nbsp;&nbsp;1935000 | &nbsp;&nbsp;&nbsp; 1913337 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC39 A4 3.567% 5/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp; 1200727 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-GC42 A4 3.00% 9/10/52 | &nbsp;&nbsp;&nbsp;&nbsp;5000000 | &nbsp;&nbsp;&nbsp; 4716035 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed<br> Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed<br> Securities (continued)** | &nbsp;&nbsp;**Non-Agency Commercial Mortgage-Backed<br> Securities (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton USA Trust Series 2016-SFP A 144A 2.828% 11/5/35 # | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp;$2150050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IRV Trust Series 2025-200P A 144A 5.295% 3/14/47 #, • | &nbsp;&nbsp;&nbsp;&nbsp;4000000 | &nbsp;&nbsp;&nbsp; 4104186 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPM-DB Commercial<br> Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C2 A4 3.144% 6/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1640000 | &nbsp;&nbsp;&nbsp; 1629680 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-C4 A3 3.141% 12/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1065000 | &nbsp;&nbsp;&nbsp; 1047900 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2017-C7 A5 3.409% 10/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;2395000 | &nbsp;&nbsp;&nbsp; 2354610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;JPMorgan Chase<br> Commercial Mortgage Securities Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2013-LC11 B 3.499% 4/15/46 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;66755 | &nbsp;&nbsp;&nbsp; 61415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2016-JP2 AS 3.056% 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1250000 | &nbsp;&nbsp;&nbsp; 1219627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MAD Commercial Mortgage Trust Series 2025-11MD A 144A 4.754% 10/15/42 #, • | &nbsp;&nbsp;&nbsp;&nbsp;6200000 | &nbsp;&nbsp;&nbsp; 6223503 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Capital<br> I Trust |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2014-150E A 144A 3.912% 9/9/32 # | &nbsp;&nbsp;&nbsp;&nbsp;3700000 | &nbsp;&nbsp;&nbsp; 3338003 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Series 2019-L3 A4 3.127% 11/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 953152 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wells Fargo Commercial Mortgage Trust Series 2016-BNK1 A3 2.652% 8/15/49 | &nbsp;&nbsp;&nbsp;&nbsp;1220000 | &nbsp;&nbsp;&nbsp; 1207231 |
| &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities<br> (cost $115,279,405)** | &nbsp;&nbsp;&nbsp;**Total Non-Agency Commercial Mortgage-Backed Securities<br> (cost $115,279,405)** | &nbsp;&nbsp;&nbsp; **111043958** |
| &nbsp;&nbsp;**Loan Agreements — 0.90%** | &nbsp;&nbsp;**Loan Agreements — 0.90%** | &nbsp;&nbsp;**Loan Agreements — 0.90%** |
| &nbsp;&nbsp;Basic Industry — 0.00% | &nbsp;&nbsp;Basic Industry — 0.00% | &nbsp;&nbsp;Basic Industry — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ineos Finance 6.966% (SOFR01M + 3.25%) 2/18/30 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;139646 | &nbsp;&nbsp;&nbsp; 113637 |
|  |  | &nbsp;&nbsp;&nbsp; 113637 |

---

NQ- OPTFI [1225] 0226 (5191660) 29

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** |
| &nbsp;&nbsp;Brokerage — 0.03% | &nbsp;&nbsp;Brokerage — 0.03% | &nbsp;&nbsp;Brokerage — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Jefferies Finance 6.500% (SOFR01M + 2.75%) 10/21/31 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691508 | &nbsp;&nbsp;$687618 |
|  |  | &nbsp;&nbsp;&nbsp; 687618 |
| &nbsp;&nbsp;Capital Goods — 0.01% | &nbsp;&nbsp;Capital Goods — 0.01% | &nbsp;&nbsp;Capital Goods — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Standard Industries 5.484% (SOFR01M + 1.75%) 9/22/28 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;333461 | &nbsp;&nbsp;&nbsp; 335406 |
|  |  | &nbsp;&nbsp;&nbsp; 335406 |
| &nbsp;&nbsp;Communications — 0.14% | &nbsp;&nbsp;Communications — 0.14% | &nbsp;&nbsp;Communications — 0.14% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Charter<br> Communications Operating |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tranche B-4 5.985% (SOFR03M + 2.00%) 12/7/30 • | &nbsp;&nbsp;&nbsp;&nbsp;1813000 | &nbsp;&nbsp;&nbsp; 1813316 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tranche B5 6.235% (SOFR03M + 2.25%) 12/15/31 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462330 | &nbsp;&nbsp;&nbsp; 463117 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Midcontinent Communications 6.230% (SOFR01M + 2.50%) 8/16/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1209688 | &nbsp;&nbsp;&nbsp; 1208175 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Virgin Media Bristol Tranche Y 7.052% (SOFR06M + 3.28%) 3/31/31 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp; 213253 |
|  |  | &nbsp;&nbsp;&nbsp; 3697861 |
| &nbsp;&nbsp;Consumer Cyclical — 0.25% | &nbsp;&nbsp;Consumer Cyclical — 0.25% | &nbsp;&nbsp;Consumer Cyclical — 0.25% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hilton Worldwide Finance Tranche B4 5.477% (SOFR01M + 1.75%) 11/8/30 • | &nbsp;&nbsp;&nbsp;&nbsp;1088891 | &nbsp;&nbsp;&nbsp; 1096151 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IRB Holding Tranche B 6.216% (SOFR01M + 2.50%) 12/16/30 • | &nbsp;&nbsp;&nbsp;&nbsp;3454376 | &nbsp;&nbsp;&nbsp; 3466131 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;White Cap Supply Holdings Tranche C 6.966% (SOFR01M + 3.25%) 10/19/29 • | &nbsp;&nbsp;&nbsp;&nbsp;2277000 | &nbsp;&nbsp;&nbsp; 2288772 |
|  |  | &nbsp;&nbsp;&nbsp; 6851054 |
| &nbsp;&nbsp;Finance Companies — 0.09% | &nbsp;&nbsp;Finance Companies — 0.09% | &nbsp;&nbsp;Finance Companies — 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dragon Buyer 6.422% (SOFR03M + 2.75%) 9/30/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1397939 | &nbsp;&nbsp;&nbsp; 1400343 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;June Purchaser 6.422% (SOFR03M + 2.75%) 11/28/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1173986 | &nbsp;&nbsp;&nbsp; 1183671 |
|  |  | &nbsp;&nbsp;&nbsp; 2584014 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** | &nbsp;&nbsp;**Loan Agreements (continued)** |
| &nbsp;&nbsp;Industrials — 0.09% | &nbsp;&nbsp;Industrials — 0.09% | &nbsp;&nbsp;Industrials — 0.09% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azorra Soar TLB Finance 6.473% (SOFR03M + 2.75%) 10/18/29 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;696477 | &nbsp;&nbsp;$700830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SPX Flow 6.466% (SOFR01M + 2.75%) 4/5/29 • | &nbsp;&nbsp;&nbsp;&nbsp;1780000 | &nbsp;&nbsp;&nbsp; 1786305 |
|  |  | &nbsp;&nbsp;&nbsp; 2487135 |
| &nbsp;&nbsp;Insurance — 0.10% | &nbsp;&nbsp;Insurance — 0.10% | &nbsp;&nbsp;Insurance — 0.10% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ardonagh Group Finco Tranche B 6.422% - 6.950% (SOFR03M + 2.75%) 2/15/31 • | &nbsp;&nbsp;&nbsp;&nbsp;2779052 | &nbsp;&nbsp;&nbsp; 2779052 |
|  |  | &nbsp;&nbsp;&nbsp; 2779052 |
| &nbsp;&nbsp;Technology — 0.10% | &nbsp;&nbsp;Technology — 0.10% | &nbsp;&nbsp;Technology — 0.10% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Amentum Holdings 5.716% (SOFR01M + 2.00%) 9/29/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1467400 | &nbsp;&nbsp;&nbsp; 1473515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Icon Parent I 6.445% (SOFR03M + 2.75%) 11/13/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1261838 | &nbsp;&nbsp;&nbsp; 1265938 |
|  |  | &nbsp;&nbsp;&nbsp; 2739453 |
| &nbsp;&nbsp;Transportation — 0.01% | &nbsp;&nbsp;Transportation — 0.01% | &nbsp;&nbsp;Transportation — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Delta Air Lines 5.384% (SOFR03M + 1.50%) 10/20/28 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;137981 | &nbsp;&nbsp;&nbsp; 139210 |
|  |  | &nbsp;&nbsp;&nbsp; 139210 |
| &nbsp;&nbsp;Utilities — 0.08% | &nbsp;&nbsp;Utilities — 0.08% | &nbsp;&nbsp;Utilities — 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Calpine |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.466% (SOFR01M + 1.75%) 2/15/32 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;181177 | &nbsp;&nbsp;&nbsp; 181375 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Tranche B-10 5.466% (SOFR01M + 1.75%) 1/31/31 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;237556 | &nbsp;&nbsp;&nbsp; 237809 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lightning Power Tranche B 5.966% (SOFR01M + 2.25%) 8/18/31 • | &nbsp;&nbsp;&nbsp;&nbsp;1327557 | &nbsp;&nbsp;&nbsp; 1336268 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vistra Operations 5.466% (SOFR01M + 1.75%) 12/20/30 • | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;494200 | &nbsp;&nbsp;&nbsp; 497227 |
|  |  | &nbsp;&nbsp;&nbsp; 2252679 |
| &nbsp;&nbsp;&nbsp;**Total Loan Agreements<br> (cost $24,543,691)** | &nbsp;&nbsp;&nbsp;**Total Loan Agreements<br> (cost $24,543,691)** | &nbsp;&nbsp;&nbsp; **24667119** |

---

30 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds — 4.43%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 4.43%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 4.43%Δ** | &nbsp;&nbsp;**Sovereign Bonds — 4.43%Δ** |
| &nbsp;&nbsp;Albania — 0.01% | &nbsp;&nbsp;Albania — 0.01% | &nbsp;&nbsp;Albania — 0.01% | &nbsp;&nbsp;Albania — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Albania Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.50% 6/16/27 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;$177103 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.75% 2/14/35 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp; 178771 |
|  |  |  | &nbsp;&nbsp;&nbsp; 355874 |
| &nbsp;&nbsp;Angola — 0.01% | &nbsp;&nbsp;Angola — 0.01% | &nbsp;&nbsp;Angola — 0.01% | &nbsp;&nbsp;Angola — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Angolan Government International Bond<br> 8.25% 5/9/28 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 201279 |
|  |  |  | &nbsp;&nbsp;&nbsp; 201279 |
| &nbsp;&nbsp;Argentina — 0.03% | &nbsp;&nbsp;Argentina — 0.03% | &nbsp;&nbsp;Argentina — 0.03% | &nbsp;&nbsp;Argentina — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Argentine Republic Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.75% 7/9/30 ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469887 | &nbsp;&nbsp;&nbsp; 400578 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.00% 7/9/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25466 | &nbsp;&nbsp;&nbsp; 22691 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.125% 7/9/35 ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;461150 | &nbsp;&nbsp;&nbsp; 344248 |
|  |  |  | &nbsp;&nbsp;&nbsp; 767517 |
| &nbsp;&nbsp;Armenia — 0.01% | &nbsp;&nbsp;Armenia — 0.01% | &nbsp;&nbsp;Armenia — 0.01% | &nbsp;&nbsp;Armenia — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Armenia International Bond<br> 3.60% 2/2/31 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440000 | &nbsp;&nbsp;&nbsp; 401309 |
|  |  |  | &nbsp;&nbsp;&nbsp; 401309 |
| &nbsp;&nbsp;Azerbaijan — 0.01% | &nbsp;&nbsp;Azerbaijan — 0.01% | &nbsp;&nbsp;Azerbaijan — 0.01% | &nbsp;&nbsp;Azerbaijan — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Azerbaijan International Bond<br> 144A 3.50% 9/1/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;325000 | &nbsp;&nbsp;&nbsp; 305913 |
|  |  |  | &nbsp;&nbsp;&nbsp; 305913 |
| &nbsp;&nbsp;Bahrain — 0.01% | &nbsp;&nbsp;Bahrain — 0.01% | &nbsp;&nbsp;Bahrain — 0.01% | &nbsp;&nbsp;Bahrain — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bahrain Government International Bond<br> 144A 7.375% 5/14/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 321511 |
|  |  |  | &nbsp;&nbsp;&nbsp; 321511 |
| &nbsp;&nbsp;Benin — 0.01% | &nbsp;&nbsp;Benin — 0.01% | &nbsp;&nbsp;Benin — 0.01% | &nbsp;&nbsp;Benin — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Benin Government International Bond<br> 144A 7.96% 2/13/38 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 207764 |
|  |  |  | &nbsp;&nbsp;&nbsp; 207764 |
| &nbsp;&nbsp;Bermuda — 0.02% | &nbsp;&nbsp;Bermuda — 0.02% | &nbsp;&nbsp;Bermuda — 0.02% | &nbsp;&nbsp;Bermuda — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bermuda Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 7/15/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 405400 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 7/15/32 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp; 258442 |
|  |  |  | &nbsp;&nbsp;&nbsp; 663842 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Brazil — 1.32% | &nbsp;&nbsp;Brazil — 1.32% | &nbsp;&nbsp;Brazil — 1.32% | &nbsp;&nbsp;Brazil — 1.32% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazil Letras do Tesouro Nacional<br> 14.329% 4/1/26 ^ | BRL | 191000000 | &nbsp;&nbsp;$33716687 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Brazilian Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 1/14/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;210000 | &nbsp;&nbsp;&nbsp; 153405 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.625% 3/15/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 412780 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125% 5/13/54 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 297675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.25% 1/12/56 |  | &nbsp;&nbsp;&nbsp;&nbsp;1570000 | &nbsp;&nbsp;&nbsp; 1558775 |
|  |  |  | &nbsp;&nbsp;&nbsp; 36139322 |
| &nbsp;&nbsp;Canada — 0.84% | &nbsp;&nbsp;Canada — 0.84% | &nbsp;&nbsp;Canada — 0.84% | &nbsp;&nbsp;Canada — 0.84% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Canadian Government<br> Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 6/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;9000000 | &nbsp;&nbsp;&nbsp; 6409275 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.25% 12/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;10300000 | &nbsp;&nbsp;&nbsp; 7448524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Province of Quebec Canada<br> 4.45% 9/1/34 | CAD | &nbsp;&nbsp;&nbsp;&nbsp;11800000 | &nbsp;&nbsp;&nbsp; 9036536 |
|  |  |  | &nbsp;&nbsp;&nbsp; 22894335 |
| &nbsp;&nbsp;Chile — 0.02% | &nbsp;&nbsp;Chile — 0.02% | &nbsp;&nbsp;Chile — 0.02% | &nbsp;&nbsp;Chile — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chile Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.10% 5/7/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;323000 | &nbsp;&nbsp;&nbsp; 249582 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.50% 1/25/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 293980 |
|  |  |  | &nbsp;&nbsp;&nbsp; 543562 |
| &nbsp;&nbsp;Colombia — 0.02% | &nbsp;&nbsp;Colombia — 0.02% | &nbsp;&nbsp;Colombia — 0.02% | &nbsp;&nbsp;Colombia — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Colombia Government International Bond<br> 7.50% 2/2/34 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;415000 | &nbsp;&nbsp;&nbsp; 433675 |
|  |  |  | &nbsp;&nbsp;&nbsp; 433675 |
| &nbsp;&nbsp;Costa Rica — 0.04% | &nbsp;&nbsp;Costa Rica — 0.04% | &nbsp;&nbsp;Costa Rica — 0.04% | &nbsp;&nbsp;Costa Rica — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Costa Rica Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 11/21/30 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp; 903774 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.00% 4/4/44 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 220000 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1123774 |
| &nbsp;&nbsp;Dominican Republic — 0.04% | &nbsp;&nbsp;Dominican Republic — 0.04% | &nbsp;&nbsp;Dominican Republic — 0.04% | &nbsp;&nbsp;Dominican Republic — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Dominican Republic<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.875% 9/23/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;500000 | &nbsp;&nbsp;&nbsp; 482350 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.30% 1/21/41 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231000 | &nbsp;&nbsp;&nbsp; 209863 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.95% 3/15/37 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp; 268650 |
|  |  |  | &nbsp;&nbsp;&nbsp; 960863 |

---

NQ- OPTFI [1225] 0226 (5191660) 31

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Ecuador — 0.01% | &nbsp;&nbsp;Ecuador — 0.01% | &nbsp;&nbsp;Ecuador — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ecuador Government International Bond<br> 6.90% 7/31/30 ■, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;350000 | &nbsp;&nbsp;$346328 |
|  |  | &nbsp;&nbsp;&nbsp; 346328 |
| &nbsp;&nbsp;Egypt — 0.02% | &nbsp;&nbsp;Egypt — 0.02% | &nbsp;&nbsp;Egypt — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Egypt Government<br> International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.70% 3/1/49 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp; 360300 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.70% 3/1/49 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 200725 |
|  |  | &nbsp;&nbsp;&nbsp; 561025 |
| &nbsp;&nbsp;Ghana — 0.00% | &nbsp;&nbsp;Ghana — 0.00% | &nbsp;&nbsp;Ghana — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ghana Government<br> International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 7/3/29 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55660 | &nbsp;&nbsp;&nbsp; 54793 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.00% 7/3/35 #, ~ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;80040 | &nbsp;&nbsp;&nbsp; 73425 |
|  |  | &nbsp;&nbsp;&nbsp; 128218 |
| &nbsp;&nbsp;Guatemala — 0.01% | &nbsp;&nbsp;Guatemala — 0.01% | &nbsp;&nbsp;Guatemala — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Guatemala Government Bond<br> 144A 6.55% 2/6/37 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 214800 |
|  |  | &nbsp;&nbsp;&nbsp; 214800 |
| &nbsp;&nbsp;Honduras — 0.01% | &nbsp;&nbsp;Honduras — 0.01% | &nbsp;&nbsp;Honduras — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Honduras Government International Bond<br> 144A 8.625% 11/27/34 # | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 225310 |
|  |  | &nbsp;&nbsp;&nbsp; 225310 |
| &nbsp;&nbsp;Hungary — 0.01% | &nbsp;&nbsp;Hungary — 0.01% | &nbsp;&nbsp;Hungary — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MFB Magyar Fejlesztesi Bank<br> 6.50% 6/29/28 ■ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;215000 | &nbsp;&nbsp;&nbsp; 224250 |
|  |  | &nbsp;&nbsp;&nbsp; 224250 |
| &nbsp;&nbsp;Israel — 0.10% | &nbsp;&nbsp;Israel — 0.10% | &nbsp;&nbsp;Israel — 0.10% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Israel Government<br> International Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375% 3/12/29 | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1442822 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375% 2/19/30 | &nbsp;&nbsp;&nbsp;&nbsp;1200000 | &nbsp;&nbsp;&nbsp; 1242683 |
|  |  | &nbsp;&nbsp;&nbsp; 2685505 |
| &nbsp;&nbsp;Italy — 0.26% | &nbsp;&nbsp;Italy — 0.26% | &nbsp;&nbsp;Italy — 0.26% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Cassa Depositi e Prestiti<br> 144A 5.875% 4/30/29 # | &nbsp;&nbsp;&nbsp;&nbsp;6600000 | &nbsp;&nbsp;&nbsp; 6964096 |
|  |  | &nbsp;&nbsp;&nbsp; 6964096 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Ivory Coast — 0.03% | &nbsp;&nbsp;Ivory Coast — 0.03% | &nbsp;&nbsp;Ivory Coast — 0.03% | &nbsp;&nbsp;Ivory Coast — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ivory Coast Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.125% 6/15/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;430000 | &nbsp;&nbsp;$431287 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 8.075% 4/1/36 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;400000 | &nbsp;&nbsp;&nbsp; 433016 |
|  |  |  | &nbsp;&nbsp;&nbsp; 864303 |
| &nbsp;&nbsp;Japan — 0.44% | &nbsp;&nbsp;Japan — 0.44% | &nbsp;&nbsp;Japan — 0.44% | &nbsp;&nbsp;Japan — 0.44% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan Government Forty Year Bond<br> 2.20% 3/20/64 | JPY | 722000000 | &nbsp;&nbsp;&nbsp; 3355322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan Government<br> Thirty Year Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.30% 12/20/54 | JPY | 470000000 | &nbsp;&nbsp;&nbsp; 2410625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.40% 3/20/55 | JPY | 271000000 | &nbsp;&nbsp;&nbsp; 1421721 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Japan Government<br> Twenty Year Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 12/20/44 | JPY | 610000000 | &nbsp;&nbsp;&nbsp; 3389893 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.40% 3/20/45 | JPY | 221000000 | &nbsp;&nbsp;&nbsp; 1306572 |
|  |  |  | &nbsp;&nbsp;&nbsp; 11884133 |
| &nbsp;&nbsp;Kazakhstan — 0.02% | &nbsp;&nbsp;Kazakhstan — 0.02% | &nbsp;&nbsp;Kazakhstan — 0.02% | &nbsp;&nbsp;Kazakhstan — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baiterek National Managing Holding JSC<br> 144A 5.45% 5/8/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp; 483544 |
|  |  |  | &nbsp;&nbsp;&nbsp; 483544 |
| &nbsp;&nbsp;Lebanon — 0.00% | &nbsp;&nbsp;Lebanon — 0.00% | &nbsp;&nbsp;Lebanon — 0.00% | &nbsp;&nbsp;Lebanon — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Lebanon Government International Bond<br> 6.85% 3/23/27 ‡, ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;465000 | &nbsp;&nbsp;&nbsp; 108734 |
|  |  |  | &nbsp;&nbsp;&nbsp; 108734 |
| &nbsp;&nbsp;Mexico — 0.23% | &nbsp;&nbsp;Mexico — 0.23% | &nbsp;&nbsp;Mexico — 0.23% | &nbsp;&nbsp;Mexico — 0.23% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Eagle Funding Luxco<br> 144A 5.50% 8/17/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;3950000 | &nbsp;&nbsp;&nbsp; 4028368 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mexico Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.375% 3/22/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp; 248625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.85% 7/2/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600000 | &nbsp;&nbsp;&nbsp; 617196 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.338% 5/4/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp; 401415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.875% 5/13/37 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 962550 |
|  |  |  | &nbsp;&nbsp;&nbsp; 6258154 |
| &nbsp;&nbsp;Montenegro — 0.01% | &nbsp;&nbsp;Montenegro — 0.01% | &nbsp;&nbsp;Montenegro — 0.01% | &nbsp;&nbsp;Montenegro — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montenegro Government International Bond<br> 144A 4.875% 4/1/32 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;140000 | &nbsp;&nbsp;&nbsp; 166592 |
|  |  |  | &nbsp;&nbsp;&nbsp; 166592 |

---

32 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Morocco — 0.01% | &nbsp;&nbsp;Morocco — 0.01% | &nbsp;&nbsp;Morocco — 0.01% | &nbsp;&nbsp;Morocco — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morocco Government International Bond<br> 4.00% 12/15/50 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$146435 |
|  |  |  | &nbsp;&nbsp;&nbsp; 146435 |
| &nbsp;&nbsp;Nigeria — 0.02% | &nbsp;&nbsp;Nigeria — 0.02% | &nbsp;&nbsp;Nigeria — 0.02% | &nbsp;&nbsp;Nigeria — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nigeria Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.375% 9/28/33 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;320000 | &nbsp;&nbsp;&nbsp; 326376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.875% 2/16/32 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;337000 | &nbsp;&nbsp;&nbsp; 352979 |
|  |  |  | &nbsp;&nbsp;&nbsp; 679355 |
| &nbsp;&nbsp;Oman — 0.01% | &nbsp;&nbsp;Oman — 0.01% | &nbsp;&nbsp;Oman — 0.01% | &nbsp;&nbsp;Oman — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Oman Government International Bond<br> 144A 6.75% 1/17/48 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343000 | &nbsp;&nbsp;&nbsp; 378543 |
|  |  |  | &nbsp;&nbsp;&nbsp; 378543 |
| &nbsp;&nbsp;Panama — 0.01% | &nbsp;&nbsp;Panama — 0.01% | &nbsp;&nbsp;Panama — 0.01% | &nbsp;&nbsp;Panama — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Panama Government International Bond<br> 6.40% 2/14/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235000 | &nbsp;&nbsp;&nbsp; 248418 |
|  |  |  | &nbsp;&nbsp;&nbsp; 248418 |
| &nbsp;&nbsp;Paraguay — 0.02% | &nbsp;&nbsp;Paraguay — 0.02% | &nbsp;&nbsp;Paraguay — 0.02% | &nbsp;&nbsp;Paraguay — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Paraguay Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.40% 3/30/50 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403000 | &nbsp;&nbsp;&nbsp; 378586 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.40% 3/30/50 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;220000 | &nbsp;&nbsp;&nbsp; 206672 |
|  |  |  | &nbsp;&nbsp;&nbsp; 585258 |
| &nbsp;&nbsp;Peru — 0.20% | &nbsp;&nbsp;Peru — 0.20% | &nbsp;&nbsp;Peru — 0.20% | &nbsp;&nbsp;Peru — 0.20% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peru Government<br> Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.85% 8/12/35 # | PEN | &nbsp;&nbsp;&nbsp;&nbsp;9100000 | &nbsp;&nbsp;&nbsp; 2915161 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 7.30% 8/12/33 # | PEN | &nbsp;&nbsp;&nbsp;&nbsp;6300000 | &nbsp;&nbsp;&nbsp; 2138424 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Peruvian Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.844% 6/20/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312000 | &nbsp;&nbsp;&nbsp; 294216 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.15% 8/12/32 # | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 224186 |
|  |  |  | &nbsp;&nbsp;&nbsp; 5571987 |
| &nbsp;&nbsp;Poland — 0.03% | &nbsp;&nbsp;Poland — 0.03% | &nbsp;&nbsp;Poland — 0.03% | &nbsp;&nbsp;Poland — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bank Gospodarstwa<br> Krajowego |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.375% 5/22/33 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;250000 | &nbsp;&nbsp;&nbsp; 257575 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 5.75% 7/9/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 210818 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Poland (continued) | &nbsp;&nbsp;Poland (continued) | &nbsp;&nbsp;Poland (continued) | &nbsp;&nbsp;Poland (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of Poland<br> Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.875% 2/12/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;$206231 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.50% 4/4/53 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;203000 | &nbsp;&nbsp;&nbsp; 195461 |
|  |  |  | &nbsp;&nbsp;&nbsp; 870085 |
| &nbsp;&nbsp;Qatar — 0.03% | &nbsp;&nbsp;Qatar — 0.03% | &nbsp;&nbsp;Qatar — 0.03% | &nbsp;&nbsp;Qatar — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Qatar Government International Bond<br> 144A 4.40% 4/16/50 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;771000 | &nbsp;&nbsp;&nbsp; 683611 |
|  |  |  | &nbsp;&nbsp;&nbsp; 683611 |
| &nbsp;&nbsp;Republic of North Macedonia — 0.01% | &nbsp;&nbsp;Republic of North Macedonia — 0.01% | &nbsp;&nbsp;Republic of North Macedonia — 0.01% | &nbsp;&nbsp;Republic of North Macedonia — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;North Macedonia Government International Bond<br> 144A 3.675% 6/3/26 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150000 | &nbsp;&nbsp;&nbsp; 176720 |
|  |  |  | &nbsp;&nbsp;&nbsp; 176720 |
| &nbsp;&nbsp;Romania — 0.08% | &nbsp;&nbsp;Romania — 0.08% | &nbsp;&nbsp;Romania — 0.08% | &nbsp;&nbsp;Romania — 0.08% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Romanian Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 1.75% 7/13/30 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1914745 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 2.625% 12/2/40 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;123000 | &nbsp;&nbsp;&nbsp; 95853 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.375% 1/28/50 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109000 | &nbsp;&nbsp;&nbsp; 82577 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125% 1/17/33 ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;176000 | &nbsp;&nbsp;&nbsp; 191314 |
|  |  |  | &nbsp;&nbsp;&nbsp; 2284489 |
| &nbsp;&nbsp;Saudi Arabia — 0.03% | &nbsp;&nbsp;Saudi Arabia — 0.03% | &nbsp;&nbsp;Saudi Arabia — 0.03% | &nbsp;&nbsp;Saudi Arabia — 0.03% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Saudi Government International Bond<br> 144A 5.375% 1/13/31 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 944380 |
|  |  |  | &nbsp;&nbsp;&nbsp; 944380 |
| &nbsp;&nbsp;Serbia — 0.02% | &nbsp;&nbsp;Serbia — 0.02% | &nbsp;&nbsp;Serbia — 0.02% | &nbsp;&nbsp;Serbia — 0.02% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Serbia International<br> Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 1.00% 9/23/28 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 219817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.125% 5/15/27 # | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp; 117132 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.00% 6/12/34 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 207309 |
|  |  |  | &nbsp;&nbsp;&nbsp; 544258 |

---

NQ- OPTFI [1225] 0226 (5191660) 33

------

Optimum Fixed Income Fund

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;South Africa — 0.34% | &nbsp;&nbsp;South Africa — 0.34% | &nbsp;&nbsp;South Africa — 0.34% | &nbsp;&nbsp;South Africa — 0.34% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of South Africa<br> Government Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.25% 3/31/36 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;10700000 | &nbsp;&nbsp;$549468 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.75% 2/28/48 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;8000000 | &nbsp;&nbsp;&nbsp; 464622 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8.875% 2/28/35 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;60900000 | &nbsp;&nbsp;&nbsp; 3831865 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.00% 1/31/40 | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;6800000 | &nbsp;&nbsp;&nbsp; 411740 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Republic of South Africa<br> Government International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.85% 9/30/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;3000000 | &nbsp;&nbsp;&nbsp; 3005675 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.65% 9/27/47 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;761000 | &nbsp;&nbsp;&nbsp; 644812 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 6/22/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp; 277850 |
|  |  |  | &nbsp;&nbsp;&nbsp; 9186032 |
| &nbsp;&nbsp;South Korea — 0.01% | &nbsp;&nbsp;South Korea — 0.01% | &nbsp;&nbsp;South Korea — 0.01% | &nbsp;&nbsp;South Korea — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Export-Import Bank of Korea<br> 5.125% 1/11/33 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 209923 |
|  |  |  | &nbsp;&nbsp;&nbsp; 209923 |
| &nbsp;&nbsp;Sri Lanka — 0.01% | &nbsp;&nbsp;Sri Lanka — 0.01% | &nbsp;&nbsp;Sri Lanka — 0.01% | &nbsp;&nbsp;Sri Lanka — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sri Lanka Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.10% 1/15/30 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26208 | &nbsp;&nbsp;&nbsp; 24978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.35% 3/15/33 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;81407 | &nbsp;&nbsp;&nbsp; 70143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.60% 6/15/35 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54712 | &nbsp;&nbsp;&nbsp; 41796 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.60% 5/15/36 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39091 | &nbsp;&nbsp;&nbsp; 35661 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 3.60% 2/15/38 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;83202 | &nbsp;&nbsp;&nbsp; 76089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.00% 4/15/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24491 | &nbsp;&nbsp;&nbsp; 23513 |
|  |  |  | &nbsp;&nbsp;&nbsp; 272180 |
| &nbsp;&nbsp;Türkiye — 0.05% | &nbsp;&nbsp;Türkiye — 0.05% | &nbsp;&nbsp;Türkiye — 0.05% | &nbsp;&nbsp;Türkiye — 0.05% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hazine Mustesarligi Varlik Kiralama<br> 144A 6.50% 4/26/30 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 208573 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkiye Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6.95% 9/16/35 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 309472 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.125% 2/12/32 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 212403 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7.625% 4/26/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;300000 | &nbsp;&nbsp;&nbsp; 323273 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9.125% 7/13/30 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 229149 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turkiye Ihracat Kredi Bankasi<br> 144A 6.875% 7/3/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 206779 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1489649 |

---

---

| | | | |
|:---|:---|:---|:---|
|  |  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** | &nbsp;&nbsp;**Sovereign Bonds Δ(continued)** |
| &nbsp;&nbsp;Ukraine — 0.01% | &nbsp;&nbsp;Ukraine — 0.01% | &nbsp;&nbsp;Ukraine — 0.01% | &nbsp;&nbsp;Ukraine — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ukraine Government<br> International Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/30 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13261 | &nbsp;&nbsp;$7891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/34 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49556 | &nbsp;&nbsp;&nbsp; 23621 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/35 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;41878 | &nbsp;&nbsp;&nbsp; 23695 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 0.00% 2/1/36 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34899 | &nbsp;&nbsp;&nbsp; 19838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.50% 2/1/34 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;109247 | &nbsp;&nbsp;&nbsp; 67126 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.50% 2/1/35 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84970 | &nbsp;&nbsp;&nbsp; 51223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 4.50% 2/1/36 #, ~ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48554 | &nbsp;&nbsp;&nbsp; 28781 |
|  |  |  | &nbsp;&nbsp;&nbsp; 222175 |
| &nbsp;&nbsp;Venezuela — 0.00% | &nbsp;&nbsp;Venezuela — 0.00% | &nbsp;&nbsp;Venezuela — 0.00% | &nbsp;&nbsp;Venezuela — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Venezuela Government International Bond<br> 7.75% 10/13/19 ‡, ■ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;370000 | &nbsp;&nbsp;&nbsp; 99530 |
|  |  |  | &nbsp;&nbsp;&nbsp; 99530 |
| &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds<br> (cost $120,908,343)** | &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds<br> (cost $120,908,343)** | &nbsp;&nbsp;&nbsp;**Total Sovereign Bonds<br> (cost $120,908,343)** | &nbsp;&nbsp;&nbsp; **121028560** |
| &nbsp;&nbsp;**Supranational Banks — 0.51%** | &nbsp;&nbsp;**Supranational Banks — 0.51%** | &nbsp;&nbsp;**Supranational Banks — 0.51%** | &nbsp;&nbsp;**Supranational Banks — 0.51%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Africa Finance 144A 5.55% 10/8/29 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540000 | &nbsp;&nbsp;&nbsp; 554757 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;African Development<br> Bank |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.75% 5/7/34 μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;525000 | &nbsp;&nbsp;&nbsp; 525876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.875% 5/7/35 μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 200585 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Central American Bank for Economic Integration 144A 4.75% 1/24/28 # |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 203474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Corp Andina de<br> Fomento |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 1/24/29 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200000 | &nbsp;&nbsp;&nbsp; 206277 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144A 6.75% 6/17/30 #, μ, ψ |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;490000 | &nbsp;&nbsp;&nbsp; 504088 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;European Union 2.875% 10/5/29 ■ | EUR | &nbsp;&nbsp;&nbsp;&nbsp;9900000 | &nbsp;&nbsp;&nbsp; 11797319 |
| &nbsp;&nbsp;&nbsp;**Total Supranational Banks<br> (cost $12,761,022)** | &nbsp;&nbsp;&nbsp;**Total Supranational Banks<br> (cost $12,761,022)** | &nbsp;&nbsp;&nbsp;**Total Supranational Banks<br> (cost $12,761,022)** | &nbsp;&nbsp;&nbsp; **13992376** |
| &nbsp;&nbsp;**US Treasury Obligations — 14.45%** | &nbsp;&nbsp;**US Treasury Obligations — 14.45%** | &nbsp;&nbsp;**US Treasury Obligations — 14.45%** | &nbsp;&nbsp;**US Treasury Obligations — 14.45%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Bonds |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.375% 11/15/40 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;&nbsp; 64949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.625% 11/15/50 |  | &nbsp;&nbsp;&nbsp;&nbsp;13500000 | &nbsp;&nbsp;&nbsp; 7091191 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.75% 8/15/41 |  | &nbsp;&nbsp;&nbsp;&nbsp;1800000 | &nbsp;&nbsp;&nbsp; 1215176 |

---

34 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount<sup>°</sup>** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**US Treasury Obligations (continued)** | &nbsp;&nbsp;**US Treasury Obligations (continued)** | &nbsp;&nbsp;**US Treasury Obligations (continued)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875% 2/15/41 | &nbsp;&nbsp;&nbsp;&nbsp;52800000 | &nbsp;&nbsp;$36906376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875% 2/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;2700000 | &nbsp;&nbsp;&nbsp; 1509627 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875% 11/15/51 | &nbsp;&nbsp;&nbsp;&nbsp;5100000 | &nbsp;&nbsp;&nbsp; 2820738 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.00% 2/15/50 | &nbsp;&nbsp;&nbsp;&nbsp;16000000 | &nbsp;&nbsp;&nbsp; 9383750 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25% 8/15/49 ∞ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;850000 | &nbsp;&nbsp;&nbsp; 533309 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.25% 2/15/52 | &nbsp;&nbsp;&nbsp;&nbsp;2600000 | &nbsp;&nbsp;&nbsp; 1578383 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.50% 2/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;37100000 | &nbsp;&nbsp;&nbsp; 26285929 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.75% 8/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 695004 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.75% 11/15/42 | &nbsp;&nbsp;&nbsp;&nbsp;1400000 | &nbsp;&nbsp;&nbsp; 1076250 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875% 5/15/43 | &nbsp;&nbsp;&nbsp;&nbsp;2200000 | &nbsp;&nbsp;&nbsp; 1708524 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2.875% 8/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;10700000 | &nbsp;&nbsp;&nbsp; 8029179 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 5/15/47 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp; 676125 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 8/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;3770000 | &nbsp;&nbsp;&nbsp; 2792451 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.00% 2/15/49 ∞ | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;700000 | &nbsp;&nbsp;&nbsp; 515840 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.125% 5/15/48 | &nbsp;&nbsp;&nbsp;&nbsp;1490000 | &nbsp;&nbsp;&nbsp; 1132109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625% 5/15/53 | &nbsp;&nbsp;&nbsp;&nbsp;24300000 | &nbsp;&nbsp;&nbsp; 19665438 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.75% 5/15/55 | &nbsp;&nbsp;&nbsp;&nbsp;14940000 | &nbsp;&nbsp;&nbsp; 14684386 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5.00% 5/15/45 | &nbsp;&nbsp;&nbsp;&nbsp;6445000 | &nbsp;&nbsp;&nbsp; 6618209 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Inflation<br> Indexed Bonds |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.625% 7/15/32 | &nbsp;&nbsp;&nbsp;&nbsp;36645255 | &nbsp;&nbsp;&nbsp; 34391018 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.125% 1/15/33 ∞ | &nbsp;&nbsp;&nbsp;&nbsp;20222165 | &nbsp;&nbsp;&nbsp; 19410259 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.75% 1/15/34 ∞ | &nbsp;&nbsp;&nbsp;&nbsp;7414750 | &nbsp;&nbsp;&nbsp; 7375538 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1.875% 7/15/34 | &nbsp;&nbsp;&nbsp;&nbsp;3943146 | &nbsp;&nbsp;&nbsp; 3960367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury Notes |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0.50% 10/31/27 ∞ | &nbsp;&nbsp;&nbsp;&nbsp;13200000 | &nbsp;&nbsp;&nbsp; 12509063 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3.625% 9/30/30 | &nbsp;&nbsp;&nbsp;&nbsp;14465000 | &nbsp;&nbsp;&nbsp; 14411322 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 2/15/34 ∞ | &nbsp;&nbsp;&nbsp;&nbsp;1000000 | &nbsp;&nbsp;&nbsp; 997109 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.00% 11/15/35 | 150930000 | &nbsp;&nbsp;&nbsp; 148772169 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4.25% 11/15/34 ∞ | &nbsp;&nbsp;&nbsp;&nbsp;7900000 | &nbsp;&nbsp;&nbsp; 7984709 |
| &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations<br> (cost $398,373,778)** | &nbsp;&nbsp;&nbsp;**Total US Treasury Obligations<br> (cost $398,373,778)** | &nbsp;&nbsp;&nbsp; **394794497** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of<br> shares** |  |
| &nbsp;&nbsp;**Common Stocks — 0.04%♣** | &nbsp;&nbsp;**Common Stocks — 0.04%♣** | &nbsp;&nbsp;**Common Stocks — 0.04%♣** |
| &nbsp;&nbsp;Financials — 0.00% | &nbsp;&nbsp;Financials — 0.00% | &nbsp;&nbsp;Financials — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;MNSN Holdings =, † | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2589 | &nbsp;&nbsp; 138079 |
|  |  | &nbsp;&nbsp; 138079 |
| &nbsp;&nbsp;Industrials — 0.04% | &nbsp;&nbsp;Industrials — 0.04% | &nbsp;&nbsp;Industrials — 0.04% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Grupo Aeromexico † | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;452315 | &nbsp;&nbsp; 1004726 |
|  |  | &nbsp;&nbsp; 1004726 |
| &nbsp;&nbsp;&nbsp;**Total Common Stocks<br> (cost $365,198)** | &nbsp;&nbsp;&nbsp;**Total Common Stocks<br> (cost $365,198)** | &nbsp;&nbsp; **1142805** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of<br> shares** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Preferred Stock — 0.05%♣** | &nbsp;&nbsp;**Preferred Stock — 0.05%♣** | &nbsp;&nbsp;**Preferred Stock — 0.05%♣** |
| &nbsp;&nbsp;Financials — 0.05% |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;SVB Financial Trust 11/7/32 † | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953 | &nbsp;&nbsp;$1407104 |
| &nbsp;&nbsp;&nbsp;**Total Preferred Stock<br> (cost $1,343,419)** | &nbsp;&nbsp;&nbsp;**Total Preferred Stock<br> (cost $1,343,419)** | &nbsp;&nbsp;&nbsp; **1407104** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of<br> contracts** |  |
| &nbsp;&nbsp;**Options Purchased — 0.01%** | &nbsp;&nbsp;**Options Purchased — 0.01%** | &nbsp;&nbsp;**Options Purchased — 0.01%** |
| &nbsp;&nbsp;Foreign Currency Put Option — 0.00% | &nbsp;&nbsp;Foreign Currency Put Option — 0.00% | &nbsp;&nbsp;Foreign Currency Put Option — 0.00% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USD vs KRW strike price $1,419.00, expiration date 2/12/26, notional amount $3,547,500,000 (BAML) | &nbsp;&nbsp;&nbsp;&nbsp;2500000 | &nbsp;&nbsp; 14462 |
|  |  | &nbsp;&nbsp; 14462 |

---

---

| | | |
|:---|:---|:---|
|  | **Notional<br> amount\*** |  |
| &nbsp;&nbsp;Put Swaptions — 0.01% | &nbsp;&nbsp;Put Swaptions — 0.01% | &nbsp;&nbsp;Put Swaptions — 0.01% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 yr IRS pay a fixed rate 3.757% and receive a floating rate based on<br> 12-month USD-ICE SOFR expiration date 9/18/26 (DB) | 176900000 | &nbsp;&nbsp; 89367 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 yr IRS pay a fixed rate 3.757% and receive a floating rate based on<br> 12-month USD-ICE SOFR expiration date 9/18/26 (MS) | 152500000 | &nbsp;&nbsp; 77040 |
|  |  | &nbsp;&nbsp; 166407 |
| &nbsp;&nbsp;&nbsp;**Total Options Purchased<br> (premium paid $277,635)** | &nbsp;&nbsp;&nbsp;**Total Options Purchased<br> (premium paid $277,635)** | &nbsp;&nbsp; **180869** |

---

NQ- OPTFI [1225] 0226 (5191660) 35

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Number of<br> shares** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Short-Term Investments — 19.90%** | &nbsp;&nbsp;**Short-Term Investments — 19.90%** | &nbsp;&nbsp;**Short-Term Investments — 19.90%** |
| &nbsp;&nbsp;Money Market Mutual Funds — 0.60% | &nbsp;&nbsp;Money Market Mutual Funds — 0.60% | &nbsp;&nbsp;Money Market Mutual Funds — 0.60% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BlackRock Liquidity FedFund – Institutional Shares (seven-day effective yield 3.65%) | &nbsp;&nbsp;&nbsp;&nbsp;4100000 | &nbsp;&nbsp;$4100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fidelity Investments Money Market Government Portfolio – Class I (seven-day effective yield 3.67%) | &nbsp;&nbsp;&nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp; 4100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Goldman Sachs Financial Square Government Fund – Institutional Shares (seven-day effective yield 3.68%) | &nbsp;&nbsp;&nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp; 4100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Morgan Stanley Institutional Liquidity Funds Government Portfolio – Institutional Class (seven-day effective yield 3.69%) | &nbsp;&nbsp;&nbsp;&nbsp;4100000 | &nbsp;&nbsp;&nbsp; 4100000 |
|  |  | &nbsp;&nbsp;&nbsp; 16400000 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount°** |  |
| &nbsp;&nbsp;Commercial Paper — 0.24% | &nbsp;&nbsp;Commercial Paper — 0.24% | &nbsp;&nbsp;Commercial Paper — 0.24% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;ERAC USA Finance 4.224% 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;6550000 | &nbsp;&nbsp; 6541508 |
|  |  | &nbsp;&nbsp; 6541508 |
| &nbsp;&nbsp;Repurchase Agreements — 19.06% | &nbsp;&nbsp;Repurchase Agreements — 19.06% | &nbsp;&nbsp;Repurchase Agreements — 19.06% |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury repurchase agreement with<br> BNP Paribas 3.82%, dated 12/31/25, to be repurchased 1/5/26, repurchase price $166,553,002<br> (collateralized by US government obligations; 4.00%; market value $169,232,744) | 166500000 | &nbsp;&nbsp; 166500000 |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount°** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;Repurchase Agreements (continued) | &nbsp;&nbsp;Repurchase Agreements (continued) | &nbsp;&nbsp;Repurchase Agreements (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury repurchase agreement with<br> JPMorgan Securities 3.82%, dated 12/31/25, to be repurchased 1/2/26, repurchase price $100,032<br> (collateralized by US government obligations; 1.875%; market value $102,006) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;$100000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury repurchase agreement with<br> JPMorgan Securities 3.90%, dated 12/30/25, to be repurchased 1/2/26, repurchase price $166,636,097<br> (collateralized by US government obligations; 2.00%; market value $170,141,201) | 166600000 | &nbsp;&nbsp;&nbsp; 166600000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury repurchase agreement with<br> JPMorgan Securities 3.93%, dated 12/31/25, to be repurchased 1/2/26, repurchase price $24,405,327<br> (collateralized by US government obligations; 4.125%; market value $24,891,855) | &nbsp;&nbsp;&nbsp;&nbsp;24400000 | &nbsp;&nbsp;&nbsp; 24400000 |

---

36 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount°** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;Repurchase Agreements (continued) | &nbsp;&nbsp;Repurchase Agreements (continued) | &nbsp;&nbsp;Repurchase Agreements (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury repurchase agreement with<br> JPMorgan Securities 4.02%, dated 11/5/25, to be repurchased 1/26/26, repurchase price $164,509,620<br> (collateralized by US government obligations; 2.00% - 2.25%; market value $163,350,493) | 163143295 | &nbsp;&nbsp;$163143295 |
|  |  | &nbsp;&nbsp;&nbsp; 520743295 |
| &nbsp;&nbsp;&nbsp;**Total Short-Term Investments<br> (cost $543,684,889)** | &nbsp;&nbsp;&nbsp;**Total Short-Term Investments<br> (cost $543,684,889)** | &nbsp;&nbsp;&nbsp; **543684803** |
| &nbsp;&nbsp;&nbsp;**Total Value of Securities Before<br> Options Written—142.09%<br> (cost $3,895,758,583)** | &nbsp;&nbsp;&nbsp;**Total Value of Securities Before<br> Options Written—142.09%<br> (cost $3,895,758,583)** | &nbsp;&nbsp;&nbsp;**3881189095** |

---

---

| | | |
|:---|:---|:---|
|  | **Number of<br> contracts** |  |
| &nbsp;&nbsp;**Options Written — (0.00%)** | &nbsp;&nbsp;**Options Written — (0.00%)** | &nbsp;&nbsp;**Options Written — (0.00%)** |
| &nbsp;&nbsp;Foreign Currency Put Option — (0.00%) | &nbsp;&nbsp;Foreign Currency Put Option — (0.00%) | &nbsp;&nbsp;Foreign Currency Put Option — (0.00%) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;USD vs KRW strike price $1,383.00, expiration date 2/12/26, notional amount ($3457500000) (BAML) | &nbsp;&nbsp;&nbsp;&nbsp;(2500000) | &nbsp;&nbsp; (4055) |
|  |  | &nbsp;&nbsp; (4055) |
| &nbsp;&nbsp;Futures Option — (0.00%) | &nbsp;&nbsp;Futures Option — (0.00%) | &nbsp;&nbsp;Futures Option — (0.00%) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund, strike price EUR 127.50, expiration date 1/23/26, notional amount (EUR 74,919,000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp; (940) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Euro-Bund, strike price EUR 130.50, expiration date 1/23/26, notional amount (EUR 76,681,800) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) | &nbsp;&nbsp; 2527 |

---

---

| | | |
|:---|:---|:---|
|  | **Number of<br> contracts** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;**Options Written (continued)** | &nbsp;&nbsp;**Options Written (continued)** | &nbsp;&nbsp;**Options Written (continued)** |
| &nbsp;&nbsp;Futures Option (continued) | &nbsp;&nbsp;Futures Option (continued) | &nbsp;&nbsp;Futures Option (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury 10 yr Notes, strike price $111.50, expiration date 1/23/26, notional amount ($702450000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(63) | &nbsp;&nbsp;$(7875) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury 10 yr Notes, strike price $112.00, expiration date 1/23/26, notional amount ($302400000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(27) | &nbsp;&nbsp;&nbsp; (7172) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;US Treasury 10 yr Notes, strike price $113.50, expiration date 1/23/26, notional amount ($1021500000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(90) | &nbsp;&nbsp;&nbsp; (9844) |
|  |  | &nbsp;&nbsp;&nbsp; (23304) |

---

---

| | | |
|:---|:---|:---|
|  | **Notional<br> amount\*** |  |
| &nbsp;&nbsp;Call Swaptions — (0.00%) | &nbsp;&nbsp;Call Swaptions — (0.00%) | &nbsp;&nbsp;Call Swaptions — (0.00%) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.548% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/2/26 (GS) | &nbsp;&nbsp;&nbsp;&nbsp;(1800000) | &nbsp;&nbsp; (0) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.551% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/5/26 (BNP) | &nbsp;&nbsp;&nbsp;&nbsp;(3300000) | &nbsp;&nbsp; (4) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.625% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/8/26 (BNP) | &nbsp;&nbsp;&nbsp;&nbsp;(2600000) | &nbsp;&nbsp; (268) |

---

NQ- OPTFI [1225] 0226 (5191660) 37

------

Optimum Fixed Income Fund

---

| | | |
|:---|:---|:---|
|  | **Notional<br> amount\*** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;Call Swaptions (continued) | &nbsp;&nbsp;Call Swaptions (continued) | &nbsp;&nbsp;Call Swaptions (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.625% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/8/26 (MS) | &nbsp;&nbsp;&nbsp;&nbsp;(1700000) | &nbsp;&nbsp;$(176) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.578% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/12/26 (GS) | &nbsp;&nbsp;&nbsp;&nbsp;(1400000) | &nbsp;&nbsp;&nbsp; (172) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.639% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/12/26 (MS) | &nbsp;&nbsp;&nbsp;&nbsp;(1700000) | &nbsp;&nbsp;&nbsp; (625) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.648% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/15/26 (GS) | &nbsp;&nbsp;&nbsp;&nbsp;(3000000) | &nbsp;&nbsp;&nbsp; (1882) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.622% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/29/26 (BNP) | &nbsp;&nbsp;&nbsp;&nbsp;(1200000) | &nbsp;&nbsp;&nbsp; (1578) |
|  |  | &nbsp;&nbsp;&nbsp; (4705) |
| &nbsp;&nbsp;Put Swaptions — (0.00%) | &nbsp;&nbsp;Put Swaptions — (0.00%) | &nbsp;&nbsp;Put Swaptions — (0.00%) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.831% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/5/26 (BNP) | &nbsp;&nbsp;&nbsp;&nbsp;(3300000) | &nbsp;&nbsp;&nbsp; (4596) |

---

---

| | | |
|:---|:---|:---|
|  | **Notional<br> amount\*** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;Put Swaptions (continued) | &nbsp;&nbsp;Put Swaptions (continued) | &nbsp;&nbsp;Put Swaptions (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.848% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/2/26 (GS) | &nbsp;&nbsp;&nbsp;&nbsp;(1800000) | &nbsp;&nbsp;$(576) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.878% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/12/26 (GS) | &nbsp;&nbsp;&nbsp;&nbsp;(1400000) | &nbsp;&nbsp;&nbsp; (2005) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.882% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/29/26 (BNP) | &nbsp;&nbsp;&nbsp;&nbsp;(1200000) | &nbsp;&nbsp;&nbsp; (3915) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.919% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/12/26 (MS) | &nbsp;&nbsp;&nbsp;&nbsp;(1700000) | &nbsp;&nbsp;&nbsp; (1262) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.925% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/8/26 (BNP) | &nbsp;&nbsp;&nbsp;&nbsp;(2600000) | &nbsp;&nbsp;&nbsp; (859) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.925% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/8/26 (MS) | &nbsp;&nbsp;&nbsp;&nbsp;(1700000) | &nbsp;&nbsp;&nbsp; (562) |

---

38 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | |
|:---|:---|:---|
|  | **Notional<br> amount\*** | &nbsp;&nbsp;**Value (US $)** |
| &nbsp;&nbsp;Put Swaptions (continued) | &nbsp;&nbsp;Put Swaptions (continued) | &nbsp;&nbsp;Put Swaptions (continued) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10 yr IRS pay a fixed rate 3.928% and receive a floating rate based on<br> 1-month USD-ICE SOFR expiration date 1/15/26 (GS) | &nbsp;&nbsp;&nbsp;&nbsp;(3000000) | &nbsp;&nbsp;$(2764) |
|  |  | &nbsp;&nbsp;&nbsp; (16539) |
| &nbsp;&nbsp;&nbsp;**Total Options Written<br> (premium received $119,593)** | &nbsp;&nbsp;&nbsp;**Total Options Written<br> (premium received $119,593)** | &nbsp;&nbsp;&nbsp; **(48603)** |

---

---

| | | |
|:---|:---|:---|
|  | **Principal<br> amount°** |  |
| &nbsp;&nbsp;**Security Sold Short — (11.09)%** | &nbsp;&nbsp;**Security Sold Short — (11.09)%** | &nbsp;&nbsp;**Security Sold Short — (11.09)%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr TBA 4.50% 1/1/56 | (184000000) | &nbsp;&nbsp;&nbsp;&nbsp; (179610165) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr TBA 5.50% 1/1/56 | (99000000) | &nbsp;&nbsp;&nbsp;&nbsp; (100384277) |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fannie Mae S.F. 30 yr TBA 6.00% 2/1/56 | (22406095) | &nbsp;&nbsp;&nbsp;&nbsp; (22993576) |
| &nbsp;&nbsp;&nbsp;**Total Security Sold Short<br> (cost $(302482430))** | &nbsp;&nbsp;&nbsp;**Total Security Sold Short<br> (cost $(302482430))** | &nbsp;&nbsp;&nbsp;&nbsp; **(302988018)** |
| &nbsp;&nbsp;&nbsp;**Liabilities Net of Receivables and Other Assets—(31.00%)★** |  | &nbsp;&nbsp;&nbsp;&nbsp; **(846741188)** |
| &nbsp;&nbsp;&nbsp;**Net Assets Applicable to 329,100,046 Shares Outstanding—100.00%** |  | &nbsp;&nbsp;**$2731411286** |

---

---

| |
|:---|
| Principal amount shown is stated in USD unless noted that the security is denominated in another currency. |
| Non-income producing security. |
| Categorizations used for financial reporting purposes may differ from categorizations used for regulatory compliance and/or internal classification purposes. |
| Fully or partially pledged as collateral for futures and swap contracts. |
| Securities have been classified by country of risk. |
| Step-up bond that pays an initial coupon rate for the first period and then a higher coupon rate for the following periods. Stated rate in effect at December 31, 2025. |
| Security is currently in default. |
| Perpetual security. Maturity date represents next call date. |

---

---

| | |
|:---|:---|
| \* | Notional amount shown is stated in USD unless noted that the swap is denominated in another currency. |
| ■ | Regulation S security. Security is offered and sold outside of the United States; therefore, it is exempt from registration with the SEC under Rules 903 and 904 of the Securities Act of 1933, as amended. |
| ♦ | Pass Through Agreement. Security represents the contractual right to receive a proportionate amount of underlying payments due to the counterparty pursuant to various agreements related to the rescheduling of obligations and the exchange of certain notes. |
| # | Security exempt from registration under Rule 144A of the Securities Act of 1933, as amended. At December 31, 2025, the aggregate value of Rule 144A securities was $584,809,835, which represents 21.41% of the Fund's net assets. |
| = | The value of this security was determined using significant unobservable inputs and is reported as a Level 3 security. |
| Σ | Interest only security. An interest only security is the interest only portion of a fixed income security, which is separated and sold individually from the principal portion of the security. |
| ^ | Zero-coupon security. The rate shown is the effective yield at the time of purchase. |
| Ω | Principal only security. A principal only security is the principal only portion of a fixed income security which is separated and sold individually from the interest portion of the security. |
| • | Variable rate investment. Rates reset periodically. Rate shown reflects the rate in effect at December 31, 2025. For securities based on a published reference rate and spread, the reference rate and spread are indicated in their descriptions. The reference rate descriptions (i.e. SOFR01M, SOFR03M, etc.) used in this report are identical for different securities, but the underlying reference rates may differ due to the timing of the reset period. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions, or for mortgage-backed securities, are impacted by the individual mortgages which are paying off over time. These securities do not indicate a reference rate and spread in their descriptions. |
| μ | Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at December 31, 2025. Rate will reset at a future date. |
| ★ | Includes $12,201,014 cash collateral held at broker for futures contracts, $5,130,170 cash collateral held at brokers for certain open derivatives, $3,733,000 cash collateral pledged for TBA transactions, and $590,000 cash collateral due to brokers for certain open derivatives as of December 31, 2025. |
| X | This loan will settle after December 31, 2025, at which time the interest rate, based on the SOFR and the agreed upon spread on trade date, will be reflected. |

---

NQ- OPTFI [1225] 0226 (5191660) 39

------

Optimum Fixed Income Fund

#### Unfunded Loan Commitments
The Fund may invest in floating rate loans. In connection with these investments, the Fund may also enter into unfunded corporate loan commitments (commitments). Commitments may obligate the Fund to furnish temporary financing to a borrower until permanent financing can be arranged. In connection with these commitments, the Fund earns a commitment fee, typically set as a percentage of the commitment amount. The following unfunded loan commitment was outstanding at December 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| Borrower | Principal<br> Amount | Value | Commitment | Unrealized<br> Appreciation<br> (Depreciation) |
| June Purchaser TBD 11/28/31 X | $197143 | $198769 | $197143 | $1626 |

---

The following forward foreign currency exchange contracts, futures contracts, and swap contracts were outstanding at December 31, 2025:

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |  |  |
| Counterparty | Currency to<br> Receive (Deliver) | Currency to<br> Receive (Deliver) | In Exchange For | In Exchange For | Settlement<br> Date | Unrealized<br> Appreciation | Unrealized<br> Depreciation |
| BAML | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(239000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;300875 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1322) |
| BAML | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(186000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;218336 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(400) |
| BAML | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2723934) | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(246) |
| BAML | JPY | &nbsp;&nbsp;&nbsp;&nbsp;189000000 | USD | &nbsp;&nbsp;(1222994) | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14846) |
| BAML | KRW | (1834997678) | USD | &nbsp;&nbsp;1258291 | &nbsp;&nbsp;1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12877) |
| BAML | MXN | &nbsp;&nbsp;&nbsp;&nbsp;14162000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(763884) | 2/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18466 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BAML | MXN | &nbsp;&nbsp;&nbsp;&nbsp;21284000 | USD | &nbsp;&nbsp;(1150958) | 2/24/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24722 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BAML | MXN | &nbsp;&nbsp;&nbsp;&nbsp;16007000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(873056) | &nbsp;&nbsp;3/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BAML | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326735 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(89193) | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1810 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BAML | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4863772) | USD | &nbsp;&nbsp;&nbsp;&nbsp;150186 | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4401) |
| BAML | TRY | &nbsp;&nbsp;&nbsp;&nbsp;138993165 | USD | &nbsp;&nbsp;(3049808) | 2/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72904 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BAML | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5673229) | USD | &nbsp;&nbsp;&nbsp;&nbsp;186038 | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5516 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2666666) | USD | &nbsp;&nbsp;1733370 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46396) |
| BNP | BRL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4300000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;753654 | &nbsp;&nbsp;4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13766) |
| BNP | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(318288) | USD | &nbsp;&nbsp;&nbsp;&nbsp;400361 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2089) |
| BNP | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6759080) | USD | &nbsp;&nbsp;&nbsp;&nbsp;959150 | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6040) |
| BNP | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(349000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;471962 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | IDR | (4793823993) | USD | &nbsp;&nbsp;&nbsp;&nbsp;286594 | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(431) |
| BNP | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1896313) | USD | &nbsp;&nbsp;&nbsp;&nbsp;593086 | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2343) |
| BNP | INR | &nbsp;&nbsp;&nbsp;&nbsp;10687870 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(118054) | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;514 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3153133 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(35000) | &nbsp;&nbsp;2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| BNP | JPY | &nbsp;&nbsp;&nbsp;(134000000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;867188 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | MXN | &nbsp;&nbsp;&nbsp;&nbsp;17792000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(961477) | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19058 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3577138) | USD | &nbsp;&nbsp;2046534 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14248) |
| BNP | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3220498 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(891971) | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5009 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | TRY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5198271 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(114193) | &nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1174 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | TWD | &nbsp;&nbsp;&nbsp;&nbsp;50844520 | USD | &nbsp;&nbsp;(1610000) | 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8225 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | TWD | &nbsp;&nbsp;&nbsp;&nbsp;28253845 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(905244) | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6209) |
| BNP | TWD | &nbsp;&nbsp;&nbsp;&nbsp;15091714 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(480000) | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(205) |
| BNP | TWD | &nbsp;&nbsp;&nbsp;&nbsp;21156222 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(675000) | &nbsp;&nbsp;2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2424) |
| BNP | TWD | &nbsp;&nbsp;&nbsp;&nbsp;24499281 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(780000) | &nbsp;&nbsp;2/5/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1170) |
| BNP | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(164069) | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5283 | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| BNP | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5042634) | USD | &nbsp;&nbsp;&nbsp;&nbsp;301413 | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2615) |
| BNP | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;17767804 | USD | &nbsp;&nbsp;(1066956) | 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3961 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CITI | CAD | &nbsp;&nbsp;&nbsp;&nbsp;(42817607) | USD | 30419976 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(796119) |
| CITI | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8079000 | USD | &nbsp;&nbsp;(1157241) | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3568) |
| CITI | EUR | &nbsp;&nbsp;&nbsp;&nbsp;(57900394) | USD | 67177178 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(913488) |
| CITI | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;762000 | USD | &nbsp;&nbsp;(1022806) | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4315 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

40 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |  |  |
| Counterparty | Currency to<br> Receive (Deliver) | Currency to<br> Receive (Deliver) | In Exchange For | In Exchange For | Settlement<br> Date | Unrealized<br> Appreciation | Unrealized<br> Depreciation |
| CITI | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1885601) | USD | &nbsp;&nbsp;&nbsp;&nbsp;579772 | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(12295) |
| CITI | INR | &nbsp;&nbsp;&nbsp;&nbsp;622290408 | USD | &nbsp;&nbsp;(6964542) | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61088) |
| CITI | JPY | (1432823789) | USD | &nbsp;&nbsp;&nbsp;9204891 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;45826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CITI | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2406862) | USD | &nbsp;&nbsp;&nbsp;1384862 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1726) |
| CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5071895) | USD | &nbsp;&nbsp;&nbsp;1491032 | 2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14794) |
| CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6123552) | USD | &nbsp;&nbsp;&nbsp;1816000 | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(505) |
| CITI | PEN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7146472) | USD | &nbsp;&nbsp;&nbsp;2061165 | 4/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56733) |
| CITI | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5744387) | USD | &nbsp;&nbsp;&nbsp;1567183 | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(32757) |
| CITI | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2044277 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(569560) | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(210) |
| CITI | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6758 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(209) | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CITI | TWD | &nbsp;&nbsp;&nbsp;&nbsp;(60985211) | USD | &nbsp;&nbsp;&nbsp;2009020 | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68475 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| CITI | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7002664 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(415617) | 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6454 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DB | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1904209 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(596856) | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1053 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DB | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1526026) | USD | &nbsp;&nbsp;&nbsp;&nbsp;474401 | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4757) |
| DB | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1903726) | USD | &nbsp;&nbsp;&nbsp;&nbsp;596856 | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(986) |
| DB | INR | &nbsp;&nbsp;&nbsp;&nbsp;189381306 | USD | &nbsp;&nbsp;(2126556) | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25632) |
| DB | KRW | &nbsp;&nbsp;1653709643 | USD | &nbsp;&nbsp;(1125351) | &nbsp;&nbsp;1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20233 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DB | MXN | &nbsp;&nbsp;&nbsp;&nbsp;64022499 | USD | &nbsp;&nbsp;(3447408) | 1/29/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97668 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DB | TWD | &nbsp;&nbsp;&nbsp;(195250668) | USD | &nbsp;&nbsp;&nbsp;6429276 | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;216414 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DB | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5032928 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(299367) | 1/22/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4076 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DB | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;(13935116) | USD | &nbsp;&nbsp;&nbsp;&nbsp;799761 | 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(40149) |
| GS | BRL | &nbsp;&nbsp;&nbsp;&nbsp;96905946 | USD | (17568156) | &nbsp;&nbsp;3/3/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(130362) |
| GS | BRL | &nbsp;&nbsp;&nbsp;&nbsp;(50800000) | USD | &nbsp;&nbsp;&nbsp;8775528 | &nbsp;&nbsp;4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(290743) |
| GS | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(89602) | USD | &nbsp;&nbsp;&nbsp;&nbsp;111761 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1533) |
| GS | CNY | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2341470) | USD | &nbsp;&nbsp;&nbsp;&nbsp;332780 | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1580) |
| GS | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3215400) | USD | &nbsp;&nbsp;&nbsp;&nbsp;987810 | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21805) |
| GS | ILS | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3481415) | USD | &nbsp;&nbsp;&nbsp;1085254 | 2/19/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8042) |
| GS | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9001100) | USD | &nbsp;&nbsp;&nbsp;&nbsp;100000 | &nbsp;&nbsp;1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(56) |
| GS | INR | &nbsp;&nbsp;&nbsp;&nbsp;(26149300) | USD | &nbsp;&nbsp;&nbsp;&nbsp;290000 | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(570) |
| GS | INR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2739690) | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30000 | 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(421) |
| GS | INR | &nbsp;&nbsp;&nbsp;&nbsp;27812043 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(307490) | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1047 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | INR | &nbsp;&nbsp;&nbsp;&nbsp;42353590 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(470000) | &nbsp;&nbsp;2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(248) |
| GS | MXN | &nbsp;&nbsp;&nbsp;&nbsp;11439000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(616551) | &nbsp;&nbsp;3/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14951 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8971000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(486713) | 4/10/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7111000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(384817) | 4/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5989 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | MXN | &nbsp;&nbsp;&nbsp;&nbsp;12010000 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(651635) | 4/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8270 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(519000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;300672 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1677 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1943254 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(531342) | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9898 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | PLN | &nbsp;&nbsp;&nbsp;&nbsp;18023453 | USD | &nbsp;&nbsp;(4935632) | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | SGD | &nbsp;&nbsp;&nbsp;&nbsp;(12330663) | USD | &nbsp;&nbsp;&nbsp;9539429 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(62776) |
| GS | THB | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7761954 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(242300) | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | TWD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3447950) | USD | &nbsp;&nbsp;&nbsp;&nbsp;110000 | &nbsp;&nbsp;1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;117 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | TWD | &nbsp;&nbsp;&nbsp;&nbsp;14022900 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(450000) | 1/12/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3301) |
| GS | TWD | &nbsp;&nbsp;&nbsp;&nbsp;10061760 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(320000) | 1/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;235 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| GS | ZAR | &nbsp;&nbsp;&nbsp;&nbsp;(15104796) | USD | &nbsp;&nbsp;&nbsp;&nbsp;876132 | 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(34278) |
| JPMCB | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2833110) | USD | &nbsp;&nbsp;&nbsp;1851386 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(39466) |
| JPMCB | BRL | &nbsp;&nbsp;&nbsp;(135900000) | USD | &nbsp;&nbsp;23011412 | &nbsp;&nbsp;4/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1242648) |
| JPMCB | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(874830) | USD | &nbsp;&nbsp;&nbsp;1093505 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12648) |
| JPMCB | CNY | &nbsp;&nbsp;&nbsp;&nbsp;(24802261) | USD | &nbsp;&nbsp;&nbsp;3522087 | 1/21/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19653) |
| JPMCB | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1050949) | USD | &nbsp;&nbsp;&nbsp;1222607 | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2458641) |
| JPMCB | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(327000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;439337 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1435) |

---

NQ- OPTFI [1225] 0226 (5191660) 41

------

## Schedule of investments
Optimum Fixed Income Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** | **Forward Foreign Currency Exchange Contracts** |  |  |  |
| Counterparty | Currency to<br> Receive (Deliver) | Currency to<br> Receive (Deliver) | In Exchange For | In Exchange For | Settlement<br> Date | Unrealized<br> Appreciation | Unrealized<br> Depreciation |
| JPMCB | ILS | &nbsp;&nbsp;&nbsp;&nbsp;(2952161) | USD | &nbsp;&nbsp;&nbsp;&nbsp;908374 | 1/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(18585) |
| JPMCB | INR | &nbsp;&nbsp;&nbsp;42380237 | USD | &nbsp;&nbsp;&nbsp;(475894) | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5743) |
| JPMCB | INR | &nbsp;&nbsp;&nbsp;&nbsp;3605320 | USD | &nbsp;&nbsp;&nbsp;&nbsp;(40000) | &nbsp;&nbsp;2/2/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13) |
| JPMCB | JPY | (167900000) | USD | &nbsp;&nbsp;1079165 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5894 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB | KRW | &nbsp;&nbsp;181389167 | USD | &nbsp;&nbsp;&nbsp;(126412) | &nbsp;&nbsp;1/8/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(758) |
| JPMCB | KRW | (181151133) | USD | &nbsp;&nbsp;&nbsp;&nbsp;126412 | 2/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(297342) | USD | &nbsp;&nbsp;&nbsp;&nbsp;15987 | 1/30/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(476) |
| JPMCB | MXN | &nbsp;&nbsp;&nbsp;&nbsp;6489104 | USD | &nbsp;&nbsp;&nbsp;(349555) | 2/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8788 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB | MXN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1543 | USD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(84) | 3/18/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB | MXN | &nbsp;&nbsp;&nbsp;&nbsp;3267291 | USD | &nbsp;&nbsp;&nbsp;(177493) | &nbsp;&nbsp;4/9/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2147 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(552000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;320814 | 1/14/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2808 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB | PLN | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(618000) | USD | &nbsp;&nbsp;&nbsp;&nbsp;170068 | 1/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2059) |
| JPMCB | PLN | &nbsp;&nbsp;&nbsp;&nbsp;4365059 | USD | (1182017) | 1/23/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;33682 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB | ZAR | &nbsp;&nbsp;(25854006) | USD | &nbsp;&nbsp;1506609 | 1/26/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(51687) |
| TD | EUR | &nbsp;&nbsp;&nbsp;&nbsp;(4728330) | USD | &nbsp;&nbsp;5511002 | 2/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(59002) |
| Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | Total Forward Foreign Currency Exchange Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$839231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(6565392) |

---

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** |  |  |
| **Contracts to<br> Buy (Sell)** | **Notional<br> Amount** | **Notional<br> Cost<br> (Proceeds)** | **Expiration<br> Date** | **Value/<br> Unrealized<br> Appreciation** | **Value/<br> Unrealized<br> Depreciation** | **Variation<br> Margin<br> Due from<br> (Due to)<br> Brokers** |  |  |
| **Long Contracts:** | **Long Contracts:** |  |  |  |  |  |  |  |
| 3 Month SOFR | 3 Month SOFR |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40692031 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$40606492 | 3/17/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$85539 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |  |  |
| 3 Month SOFR | 3 Month SOFR |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40764913 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40697313 | 6/16/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;67600 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4225) |  |  |
| 3 Month SOFR | 3 Month SOFR |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;169 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40851525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40786054 | 9/15/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;65471 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8450) |  |  |
| Long 10 yr Gilt | Long 10 yr Gilt |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;21 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2586406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568870 | 3/27/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;17536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4553 |  |  |
| US Treasury 2 yr Notes | US Treasury 2 yr Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;406 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84768359 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84790812 | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(22453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28547) |  |  |
| US Treasury 5 yr Notes | US Treasury 5 yr Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;2622 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286596891 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287082353 | 3/31/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(485462) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(307272) |  |  |
| US Treasury 10 yr Notes | US Treasury 10 yr Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39015812 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39197667 | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(181855) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(70486) |  |  |
| US Treasury 10 yr Ultra Notes | US Treasury 10 yr Ultra Notes |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;106 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12191657 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12258655 | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(66998) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19875) |  |  |
| US Treasury Long Bonds | US Treasury Long Bonds |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;1302 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;150503062 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;152212859 | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1709797) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(284812) |  |  |
| US Treasury Ultra Bonds | US Treasury Ultra Bonds |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;452 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;53336000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;54257033 | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(921033) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(169500) |  |  |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;754458108 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;236146 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3387598) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(888614) |

---

42 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** | **Futures Contracts<br> Exchange-Traded** |  |
| **Contracts to<br> Buy (Sell)** | **Notional<br> Amount** | **Notional<br> Cost<br> (Proceeds)** | **Expiration<br> Date** | **Value/<br> Unrealized<br> Appreciation** | **Value/<br> Unrealized<br> Depreciation** | **Variation<br> Margin<br> Due from<br> (Due to)<br> Brokers** |  |
| **Short Contracts:** | **Short Contracts:** |  |  |  |  |  |  |
| Canadian Treasury 10 yr Bonds | Canadian Treasury 10 yr Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(14) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1233281) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1233993) | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$712 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$42 |  |
| Euro-Bobl | Euro-Bobl |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(171) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23343420) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(23523026) | &nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;179606 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;234 |  |
| Euro-Bund | Euro-Bund |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(112) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(16791070) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17022270) | &nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;231200 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;532 |  |
| Euro-Schatz | Euro-Schatz |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(50) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6274980) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6283597) | &nbsp;&nbsp;3/6/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8617 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |  |
| Japanese Treasury 10 yr Bonds | Japanese Treasury 10 yr Bonds |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(17) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14370339) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(14465631) | 3/13/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;95292 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(178) |  |
| US Treasury 10 yr Ultra Notes | US Treasury 10 yr Ultra Notes |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;(662) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76140347) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(76284348) | 3/20/26 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;144001 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93236 |  |
|  |  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(138812865) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659428 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;93861 |
| Total Futures Contracts | Total Futures Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$615645243 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$895574 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(3387598) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(794753) |  |

---

#### Swap Contracts

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> | CDS Contracts<sup>1</sup> |
| Counterparty/<br> Reference Obligation/<br> Termination Date/<br> Payment Frequency | Notional<br> Amount<sup>2</sup> | Annual Protection<br> Payments | Value | Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | Unrealized<br> Appreciation | Unrealized<br> Depreciation | Variation Margin<br> Due from<br> (Due to) Brokers |
| **Centrally Cleared:** |  |  |  |  |  |  |  |
| **Protection Sold/Moody's Ratings:** |  |  |  |  |  |  |  |
| Boeing 2.60%<br> 10/30/25 Baa2<br> 6/26/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 700000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2761 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(482) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$3243 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(8) |
| Boeing 7.25%<br> 6/15/25 Baa3<br> 12/20/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4100000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29758 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4447) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;34205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40 |
| British Telecom 2.70%<br> 10/9/22 Baa1<br> 12/20/28-Quarterly | EUR 1,600,000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38028 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(35717) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73745 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(490) |
| CDX.ITRX.EUR.44<sup>3</sup> 12/20/30-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;EUR 90,000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;242 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(5) |
| CDX.NA.HY.45.V1<sup>4</sup> 12/20/30-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp; 20400000 | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1582864 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1489937 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;92927 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(12949) |
| CDX.NA.IG.36<sup>5</sup> 6/20/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1900000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8400 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4395 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4005 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61) |
| CDX.NA.IG.37<sup>5</sup> 12/20/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2493 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1285 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1208 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9 |
| CDX.NA.IG.45<sup>5</sup> 12/20/30-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2700000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;61888 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;57157 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4731 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(108) |

---

NQ- OPTFI [1225] 0226 (5191660) 43

------

## Schedule of investments
Optimum Fixed Income Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Counterparty/<br> Reference Obligation/<br> Termination Date/<br> Payment Frequency | Notional<br> Amount<sup>2</sup> | Annual Protection<br> Payments | Value | Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | Unrealized<br> Appreciation | Unrealized<br> Depreciation | Variation Margin<br> Due from<br> (Due to) Brokers |
| **Centrally<br> Cleared: (continued)** |  |  |  |  |  |  |  |
| **Protection Sold/Moody's Ratings (continued):** |  |  |  |  |  |  |  |
| General Electric 2.70% 10/9/22 Baa1<br> 12/20/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1200000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11139 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$8626 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(7) |
| General Electric 2.70% 10/9/22 Baa1<br> 6/20/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 600000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2834 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;540 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2294 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9) |
| General Motors 4.875% 10/2/23 Baa2<br> 12/20/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 240000 | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11210 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8753 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28) |
| General Motors 4.875% 10/2/23 Baa2<br> 6/20/28-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 275000 | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15815 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13770 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;12 |
| Goldman Sachs Group 6.484% 10/24/29 A2<br> 6/20/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;385 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3) |
| Lloyds Banking Group 1.985% 12/15/31 Baa1<br> 12/20/30-Quarterly | EUR 1,700,000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3209) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4322 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;79 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1786072 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1539912 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;246160 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13528) |
| **Over-The-Counter:** |  |  |  |  |  |  |  |
| **Protection Purchased/Moody's Ratings:** |  |  |  |  |  |  |  |
| JPMCB Mexico 10.375% 1/28/33 Baa2<br> 6/22/26-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2085000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8186) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1469 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(9655) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB Republic of Brazil 1.00% 12/20/29 Ba2 12/20/29 - Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 428000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1733 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10184 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(8451) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(6453) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11653 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| **Protection Sold/Moody's Ratings:** |  |  |  |  |  |  |  |
| CITI Israel 2.875% 3/16/26 A2<br> 6/20/27-Quarterly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200000 | 1.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22422 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4867) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| DB CMBX.NA.AAA<sup>6</sup> 10/17/57-Monthly | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 192007 | 0.500% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(10232) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10248 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |
| JPMCB HOCHTIEF 1.00% 3/7/25 BBB<br> 12/20/26-Quarterly | EUR 1,100,000 | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;62513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;64747 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2234) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— |

---

44 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| Counterparty/<br> Reference Obligation/<br> Termination Date/<br> Payment Frequency | Notional<br> Amount<sup>2</sup> | Annual Protection<br> Payments | Value | Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | Unrealized<br> Appreciation | Unrealized<br> Depreciation | Variation Margin<br> Due from<br> (Due to) Brokers |
| **Over-The-Counter<br> (continued):** |  |  |  |  |  |  |  |
| **Protection Sold/Moody's Ratings (continued):** |  |  |  |  |  |  |  |
| JPMCB HOCHTIEF 5.00% 3/7/25 BBB<br> 12/20/26-Quarterly | EUR 1,100,000 | 5.000% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$62513 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$64374 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1861) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$147464 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$114022 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$37537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4095) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$141011 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$125675 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$37537 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(22201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— |
| Total CDS Contracts | Total CDS Contracts | Total CDS Contracts | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1927083 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1665587 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$283697 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(22201) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(13528) |

---

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| IRS Contracts<sup>7</sup> |  |  |  |  |  |  |  |
| Reference Obligation/<br> Termination Date/<br> Payment Frequency<br> (Fixed Rate/<br> Floating Rate) | Notional Amount<sup>2</sup> | Fixed/<br> Floating<br> Interest<br> Rate<br> Paid<br> (Received) | Value | Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | Unrealized<br> Appreciation | Unrealized<br> Depreciation | Variation Margin<br> Due from<br> (Due to) Brokers |
| **Centrally Cleared:** | **Centrally Cleared:** | **Centrally Cleared:** | **Centrally Cleared:** | **Centrally Cleared:** | **Centrally Cleared:** | **Centrally Cleared:** | **Centrally Cleared:** |
| 2 yr IRS<sup>8</sup> 3/18/28-<br> Annually/<br> Annually) | JPY 10,620,000,000 | 1.00%/<br> (0.75)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$316118 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$211554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$104564 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(1799) |
| 3 yr IRS<sup>9</sup> 2/18/26-<br> Semiannually/<br> Quarterly) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 30040000 | &nbsp;&nbsp;&nbsp;(0.64)%/<br> 3.77% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(194920) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(11449) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(183471) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2855 |
| 3 yr IRS<sup>10</sup> 1/4/27-<br> At Maturity/<br> At Maturity) | &nbsp;&nbsp;&nbsp;&nbsp;BRL 196,500,000 | 11.496%/<br> (14.90)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1343544) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1343544) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1169) |
| 3 yr IRS<sup>10</sup> 1/4/27-<br> At Maturity/<br> At Maturity) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;BRL 2,900,000 | 11.566%/<br> (14.90)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(19085) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(18) |
| 5 yr IRS<sup>11</sup> 4/11/27-<br> Annually/<br> Semiannually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 1,900,000 | (0.70)%/<br> 2.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(46053) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21) |
| 5 yr IRS<sup>11</sup> 4/12/27-<br> Annually/<br> Semiannually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 3,800,000 | (0.65)%/<br> 2.099% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95951) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(95951) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(37) |
| 5 yr IRS<sup>11</sup> 5/13/27-<br> Annually/<br> Semiannually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 4,100,000 | (1.00)%/<br> 2.146% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(77218) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(126) |
| 5 yr IRS<sup>11</sup> 5/18/27-<br> Annually/<br> Semiannually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 2,000,000 | (1.00)%/<br> 2.155% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(36787) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(65) |
| 5 yr IRS<sup>12</sup> 10/5/29-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 4,700,000 | 2.063%/<br> (1.934)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(345) |

---

NQ- OPTFI [1225] 0226 (5191660) 45

------

Optimum Fixed Income Fund

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| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| IRS Contracts<sup>7</sup> |  |  |  |  |  |  |  |
| Reference Obligation/<br> Termination Date/<br> Payment Frequency<br> (Fixed Rate/<br> Floating Rate) | Notional Amount<sup>2</sup> | Fixed/<br> Floating<br> Interest<br> Rate<br> Paid<br> (Received) | Value | Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | Unrealized<br> Appreciation | Unrealized<br> Depreciation | Variation Margin<br> Due from<br> (Due to) Brokers |
| **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** |
| 5 yr IRS<sup>12</sup> 10/5/29-<br> Annually/<br> Annually) | &nbsp;&nbsp;EUR 2,000,000 | 2.05%/<br> (1.934)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$12824 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(147) |
| 5 yr IRS<sup>12</sup> 10/5/29-<br> Annually/<br> Annually) | &nbsp;&nbsp;EUR 3,200,000 | 2.056%/<br> (1.934)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19658 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(235) |
| 5 yr IRS<sup>13</sup> 9/17/30-<br> Annually/<br> Annually) | GBP 19,100,000 | (3.75)%/<br> 3.959% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;105988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(92469) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;198457 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;20716 |
| 5 yr IRS<sup>9</sup> 12/18/29-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20260000 | 3.75%/<br> (3.727)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(265420) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30554 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(295974) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30654 |
| 5 yr IRS<sup>11</sup> 3/18/31-<br> Annually/<br> Semiannually) | EUR 14,700,000 | (2.50)%/<br> 2.126% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(87301) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;49081 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(136382) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 15300000 | 3.595%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(86686) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;29623 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9800000 | 3.601%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(58151) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18978 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4400000 | 3.601%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(26091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8521 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2200000 | 3.545%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7435) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4252 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3390000 | 3.582%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(17099) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6560 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4300000 | 3.623%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(29952) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8334 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9900000 | 3.689%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(98912) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19233 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2900000 | 3.664%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25607) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5629 |
| 7 yr IRS<sup>9</sup> 10/31/30-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2300000 | 3.677%/<br> (3.884)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(21672) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4466 |
| 7 yr IRS<sup>9</sup> 5/15/32-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 43270000 | 3.75%/<br> (4.092)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(410027) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3924) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(406103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103609 |

---

46 NQ- OPTFI [1225] 0226 (5191660)

------

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| IRS Contracts<sup>7</sup> |  |  |  |  |  |  |  |
| Reference Obligation/<br> Termination Date/<br> Payment Frequency<br> (Fixed Rate/<br> Floating Rate) | Notional Amount<sup>2</sup> | Fixed/<br> Floating<br> Interest<br> Rate<br> Paid<br> (Received) | Value | Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | Unrealized<br> Appreciation | Unrealized<br> Depreciation | Variation Margin<br> Due from<br> (Due to) Brokers |
| **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** |
| 8 yr IRS<sup>14</sup> 6/1/33-<br> Semiannually/<br> Semiannually) | &nbsp;&nbsp;&nbsp;&nbsp;CAD 200,000 | 2.90%/<br> (2.273)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2629 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(106) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2735 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$202 |
| 8 yr IRS<sup>14</sup> 6/1/33-<br> Semiannually/<br> Semiannually) | &nbsp;&nbsp;&nbsp;&nbsp;CAD 300,000 | 2.85%/<br> (2.273)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2030 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2032 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301 |
| 8 yr IRS<sup>14</sup> 6/1/33-<br> Semiannually/<br> Semiannually) | &nbsp;&nbsp;CAD 2,300,000 | 3.00%/<br> (2.273)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(160) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7347 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7507) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2360 |
| 8 yr IRS<sup>14</sup> 6/1/32-<br> Semiannually/<br> Semiannually) | CAD 16,200,000 | 3.50%/<br> (2.30)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(412822) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56843 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(469665) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;16518 |
| 9 yr IRS<sup>14</sup> 6/1/34-<br> Semiannually/<br> Semiannually) | &nbsp;&nbsp;CAD 2,600,000 | 3.00%/<br> (2.273)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6991 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9480 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2727 |
| 9 yr IRS<sup>14</sup> 6/1/34-<br> Semiannually/<br> Semiannually) | &nbsp;&nbsp;CAD 3,500,000 | 3.00%/<br> (2.273)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9372 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1612 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7760 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3671 |
| 9 yr IRS<sup>14</sup> 6/1/34-<br> Semiannually/<br> Semiannually) | &nbsp;&nbsp;CAD 5,800,000 | 3.00%/<br> (2.273)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;14318 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;9330 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4988 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6083 |
| 10 yr IRS<sup>9</sup> 8/14/34-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 100000 | 3.569%/<br> (4.127)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1301 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286 |
| 10 yr IRS<sup>9</sup> 9/4/34-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 180000 | 3.47%/<br> (4.072)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3692 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;515 |
| 10 yr IRS<sup>9</sup> 12/18/34-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 40800000 | 3.75%/<br> (3.727)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(43048) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(764520) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;721472 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;120483 |
| 10 yr IRS<sup>11</sup> 1/8/35-<br> Annually/<br> Semiannually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;EUR 80,000 | (2.22)%/<br> 2.031% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(4091) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5 |
| 10 yr IRS<sup>9</sup> 2/26/35-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 800000 | 4.00%/<br> (4.303)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13523) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(13523) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2416 |
| 10 yr IRS<sup>9</sup> 3/3/35-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 250000 | 3.89%/<br> (4.299)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1852) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1852) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;751 |
| 10 yr IRS<sup>9</sup> 3/4/35-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 300000 | 3.908%/<br> (4.298)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2681) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2681) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;902 |
| 10 yr IRS<sup>9</sup> 3/5/35-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 400000 | 3.87%/<br> (4.298)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2285) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1201 |

---

NQ- OPTFI [1225] 0226 (5191660) 47

------

Optimum Fixed Income Fund

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| IRS Contracts<sup>7</sup> |  |  |  |  |  |  |  |
| Reference Obligation/<br> Termination Date/<br> Payment Frequency<br> (Fixed Rate/<br> Floating Rate) | Notional Amount<sup>2</sup> | Fixed/<br> Floating<br> Interest<br> Rate<br> Paid<br> (Received) | Value | Amortized<br> Upfront<br> Payments<br> Paid<br> (Received) | Unrealized<br> Appreciation | Unrealized<br> Depreciation | Variation Margin<br> Due from<br> (Due to) Brokers |
| **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** | **Centrally Cleared (continued):** |
| 10 yr IRS<sup>9</sup> 3/5/35-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1600000 | 3.874%/<br> (4.298)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(9690) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4804 |
| 10 yr IRS<sup>9</sup> 3/11/35-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 890000 | 3.899%/<br> (4.294)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7324) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(7324) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2678 |
| 10 yr IRS<sup>11</sup> 4/1/35-<br> Annually/<br> Semiannually) | &nbsp;&nbsp;EUR 1,100,000 | (2.46)%/<br> 2.109% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28788) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(28788) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38 |
| 10 yr IRS<sup>15</sup> 6/18/35-<br> Semiannually/<br> Semiannually) | AUD 26,000,000 | (4.50)%/<br> 4.092% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(333060) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;390412 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(723472) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19695 |
| 10 yr IRS<sup>13</sup> 9/17/35-<br> Annually/<br> Annually) | &nbsp;&nbsp;GBP 4,400,000 | (4.00)%/<br> 3.725% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(124650) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135424 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8868 |
| 10 yr IRS<sup>11</sup> 3/18/36-<br> Annually/<br> Semiannually) | &nbsp;&nbsp;EUR 6,900,000 | (2.75)%/<br> 2.126% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(149000) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(25489) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(123511) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681 |
| 30 yr IRS<sup>9</sup> 9/19/53-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4800000 | 1.842%/<br> (4.049)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1888584 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1460536 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;428048 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;15825 |
| 30 yr IRS<sup>9</sup> 10/27/53-<br> Semiannually/<br> Quarterly) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13680000 | 2.06%/<br> (3.906)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5473608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;44247 |
| 30 yr IRS<sup>9</sup> 6/20/54-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8400000 | 3.50%/<br> (4.213)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;987556 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(3103) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990659 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;36439 |
| 30 yr IRS<sup>9</sup> 12/21/52-<br> Annually/<br> Annually) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17000000 | 1.75%/<br> (3.766)% | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6759223 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3134850 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3624373 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;— | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56001 |
| Total IRS Contracts |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11685881 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$4323918 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$11768525 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$(4406562) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$607857 |

---

#### Reverse Repurchase Agreement

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Interest<br> Rate** | **Trade<br> Date** | **Maturity<br> Date** | **Face<br> Value** | **Repurchase<br> Price** |
| BCLY - INEOS Styrolution Ludwigshafen | 1.250% | 11/13/25 | 11/14/25 | $(343408) | $— |

---

The type of underlying collateral and the remaining maturity of open reverse repurchase agreement in relation to the reverse repurchase agreement is as follows:

#### Remaining Contracted Maturity of the Agreement

---

| | | |
|:---|:---|:---|
| **Reverse Repurchase Agreement** | **Up to<br> 30 days** | Total |
| BCLY - INEOS Styrolution Ludwigshafen | $(343408) | $(343408) |

---

48 NQ- OPTFI [1225] 0226 (5191660)

------

The use of forward foreign currency exchange contracts, futures contracts, and swap contracts involves elements of market risk and risks in excess of the amounts disclosed in the schedule of investments. The forward foreign currency exchange contracts and notional amounts presented above represent the Fund's total exposure in such contracts, whereas only the net unrealized appreciation (depreciation) and variation margin are reflected in the Fund's net assets.

<sup>1</sup> A CDS contract is a risk-transfer instrument through which one party (purchaser of protection) transfers to another party (seller of protection) the financial risk of a credit event (as defined in the CDS agreement), as it relates to a particular reference security or basket of securities (such as an index). Periodic payments (receipts) on such contracts are accrued daily and recorded as unrealized losses (gains) on swap contracts. Upon payment (receipt), such amounts are recorded as realized losses (gains) on swap contracts. Upfront payments made or received in connection with CDS contracts are amortized over the expected life of the CDS contracts as unrealized losses (gains) on swap contracts. The change in value of CDS contracts is recorded daily as unrealized appreciation or depreciation. A realized gain or loss is recorded upon a credit event (as defined in the CDS agreement) or the maturity or termination of the CDS agreement.

<sup>2</sup> Notional amount shown is stated in USD unless noted that the swap is denominated in another currency.

---

| | |
|:---|:---|
| <sup>3</sup> | Markit's iTraxx Europe Main Index, or the ITRX EUR CDSI S41, is comprised of 125 Financial entities from the Markit iTraxx<sup>®</sup> Europe Index referencing subordinated debt. |
| <sup>4</sup> | Markit's North America High Yield Index, or the CDX.NA.HY Index, is composed of 100 liquid North American entities with high yield credit ratings that trade in the CDS market. |
| <sub>5</sub> | Markit's North America Investment Grade Index, or the CDX.NA.IG Index, is composed of 125 liquid North American entities with investment grade credit ratings that trade in the CDS market. |
| <sup>6</sup> | Markit's CMBX Index, or the CMBX.NA Index, is a synthetic tradable index referencing a basket of 25 commercial mortgage-backed securities in North America. Credit-quality rating are measured on a scale that generally ranges from AAA (highest) to BB (lowest). US Agency and US Agency mortgage-backed securities appear under US Government. |
| <sup>7</sup> | An IRS agreement is an exchange of interest rates between counterparties. Periodic payments (receipt) on such contracts are accrued daily and recorded as unrealized appreciation (depreciation) on swap contracts. Upon periodic payment (receipt) or termination of the contract, such amounts are recorded as realized gains (losses) on swap contracts. |
| <sup>8</sup> | Rates resets based on MUTKCALM. |
| <sup>9</sup> | Rates resets based on SOFR. |
| <sup>10</sup> | Rates resets based on Brazil CETIP Interbank Deposit. |
| <sup>11</sup> | Rate resets based on EUR006M. |

---

<sup>12</sup> Rate resets based on ESTR.

<sup>13</sup> Rate resets based on SONIA.

<sup>14</sup> Rates resets based on CORRA.

<sup>15</sup> Rates resets based on ASX Australian Bank Short Term Bill.

---

| |
|:---|
| **Summary of abbreviations:** |
| 12MTA – 12 Month Treasury Average |
| ABS – Asset-Backed Security |
| AD – Akcionarsko Drustvo |
| AMT – Subject to Alternative Minimum Tax |
| ARM – Adjustable Rate Mortgage |
| ASX – Australian Securities Exchange |
| BAML – Bank of America Merrill Lynch |
| BCLY – Barclays Bank |
| BNP – BNP Paribas |
| CDS – Credit Default Swap |
| CDX.ITRX.EUR – Credit Default Swap Index iTraxx Europe |
| CDX.NA.HY – Credit Default Swap Index North America High Yield |
| CDX.NA.IG – Credit Default Swap Index North America Investment Grade |
| CETIP – Central de Custódia de Liquidação Financeira de Títulos |
| CITI – Citigroup |
| CJSC – Closed Joint Stock Company |
| CLO – Collateralized Loan Obligation |
| CMBX.NA – Commercial Mortgage-Backed Index North America |
| CORRA – Canadian Overnight Repo Rate Average |
| DAC – Designated Activity Company |
| DB – Deutsche Bank |
| ESTR – Euro Short-Term Rate |
| EUR003M – EURIBOR EUR 3 Month |
| EUR006M – EURIBOR EUR 6 Month |
| EURIBOR – Euro interbank offered rate |
| FREMF – Freddie Mac Multifamily |
| GE – General Electric |
| GNMA – Government National Mortgage Association |
| GS – Goldman Sachs |
| H15T1Y – US Treasury Yield Curve Rate T Note Constant Maturity 1 Year |
| IBOR – Interbank Offered Rate |

---

NQ- OPTFI [1225] 0226 (5191660) 49

------

## Schedule of investments
Optimum Fixed Income Fund

---

| |
|:---|
| **Summary of abbreviations: (continued)** |
| ICE – Intercontinental Exchange, Inc. |
| IRS – Interest Rate Swap |
| JPM – JPMorgan |
| JPMCB – JPMorgan Chase Bank |
| JSC – Joint Stock Company |
| MASTR – Mortgage Asset Securitization Transactions, Inc. |
| MS – Morgan Stanley |
| MUTKCALM – Japan Overnight Call Rate |
| PJSC – Private Joint Stock Company |
| REMIC – Real Estate Mortgage Investment Conduit |
| RFUCCT1Y – Refinitiv USD IBOR Consumer Cash Fallbacks Term 1 Year |
| S.F. – Single Family |
| SAOG – Societe Anonyme Onamaise Generale |
| SOFR – Secured Overnight Financing Rate |
| SOFR01M – Secured Overnight Financing Rate 1 Month |
| SOFR03M – Secured Overnight Financing Rate 3 Month |
| SOFR06M – Secured Overnight Financing Rate 6 Month |
| SOFRINDX – Secured Overnight Financing Rate Index |
| SONIA – Sterling Overnight Indexed Average |
| TBA – To be announced |
| TBD – To be determined |
| TD – TD Bank |
| TSFR01M – 1 Month Term Secured Overnight Financing Rate |
| TSFR03M – 3 Month Term Secured Overnight Financing Rate |
| TSFR06M – 6 Month Term Secured Overnight Financing Rate |
| USD – US Dollar |

---

---

| |
|:---|
| **Summary of abbreviations: (continued)** |
| yr – Year |

---

---

| |
|:---|
| **Summary of currencies:** |
| AUD – Australian Dollar |
| BRL – Brazilian Real |
| CAD – Canadian Dollar |
| CHF – Swiss Franc |
| CNY – China Yuan Renminbi |
| DKK – Danish Krone |
| EUR – European Monetary Unit |
| GBP – British Pound Sterling |
| IDR – Indonesian Rupiah |
| ILS – Israeli New Shekel |
| INR – Indian Rupee |
| JPY – Japanese Yen |
| KRW – South Korean Won |
| MXN – Mexican Peso |
| NZD – New Zealand Dollar |
| PEN – Peruvian Sol |
| PLN – Polish Zloty |
| SGD – Singapore Dollar |
| THB – Thai Baht |
| TRY – Turkish Lira |
| TWD – New Taiwan Dollar |
| USD – US Dollar |
| ZAR – South African Rand |

---

50 NQ- OPTFI [1225] 0226 (5191660)

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Optimum Fund Trust

- **b. Investment Company Act file number:** 811-21335

- **c. CIK number of Registrant:** 0001227523

- **d. LEI of Registrant:** 54930035OPW530FG2N40

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

  - **Street Address 1:** 100 Independence

  - **City:** Philadelphia

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19106

  - **Telephone number:** 215-255-1200

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

- **a. Name of Series:** Optimum Fixed Income Fund

- **b. EDGAR series identifier (if any):** S000002420

- **c. LEI of Series:** 6U6JL2K17ZLVNY2CVT93

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $4174613310.17

**Total Liabilities:** $1443880097.89

**Net Assets:** $2730733212.28

**Delayed Delivery Securities:** $13413150.00

**Stand-by Commitments:** $1317142450.77

**Cash Not Reported:** $47322746.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 5381.73601000 | **1-Year:** 139471.57147000 | **5-Year:** 623091.39899000 | **10-Year:** 220566.64496000 | **30-Year:** -13086.80285000

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

- **3-Month:** 273.07144000 | **1-Year:** 15378.57956000 | **5-Year:** 38279.24742000 | **10-Year:** 10194.09907000 | **30-Year:** 298.19394000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000006443 | 0.59%                | 0.58%                | -0.16%               |
| Class ID C000006445 | 0.67%                | 0.44%                | -0.22%               |
| Class ID C000006446 | 0.59%                | 0.58%                | -0.10%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6167282.89             | $11594484.00                               |
| Month 2  | $-3509974.49             | $10310092.61                               |
| Month 3  | $-13657262.34            | $4352476.40                                |

**Designated Index Information**

- **Index Name:** BBG U.S. Aggregate Index

- **Index Identifier:** LEH_AGG

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.35.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $8399.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.37.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2493.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-46395.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2014-150E                                         | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3338003.47    | 0.12%             | 2032-09-09      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5124828.50    | 0.19%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| BANCO DAVIVIENDA SA                            | Banco Davivienda SA                                                              | CUSIP: 059501AG1<br>LEI: 549300P161V4IPKAQS70 | Long             | DBT              | CORP              | CO        |     490000 | PA      | $514441.20     | 0.02%             | 2035-07-02      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                 | Westlake Automobile Receivables Trust 2025-2                                     | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1200000 | PA      | $1203776.28    | 0.04%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     661000 | PA      | $653520.65     | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31414S3B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1860 | PA      | $1910.14       | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2019-CD8 Mortgage Trust                                                       | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4575000 | PA      | $4293487.90    | 0.16%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     200000 | PA      | $166493.12     | 0.01%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                       | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -6000000 | PA      | $-5667880.80   | -0.21%            | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                       | CUSIP: 21H0406C2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6000000 | PA      | $5667880.80    | 0.21%             | 2054-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -3000000 | NC      | $-1881.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                         | UnitedHealth Group Inc                                                           | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     600000 | PA      | $599242.08     | 0.02%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1735000 | PA      | $1786723.82    | 0.07%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                 | MF1 2025-FL17 LLC                                                                | CUSIP: 55287HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1400263.20    | 0.05%             | 2040-02-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1495020.58    | 0.05%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                       | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     825000 | PA      | $829027.82     | 0.03%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DJ6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $229149.30     | 0.01%             | 2030-07-13      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1765000 | PA      | $1846565.24    | 0.07%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $5384789.57    | 0.20%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1330997.20    | 0.05%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                             | Realkredit Danmark A/S                                                           | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.12          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | USD/ILS FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1052.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2398836.72    | 0.09%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     700000 | PA      | $712005.49     | 0.03%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                    | KeyBank NA/Cleveland OH                                                          | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     995000 | PA      | $1025705.70    | 0.04%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4185826.94    | 0.15%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    5855000 | PA      | $5290733.74    | 0.19%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3250000 | PA      | $3247154.95    | 0.12%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4252000 | PA      | $2783889.42    | 0.10%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31414SHK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      32006 | PA      | $32882.21      | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DP97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8982589 | PA      | $7342754.87    | 0.27%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 42 Ltd                                        | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |     650000 | PA      | $649568.40     | 0.02%             | 2036-07-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -1800000 | NC      | $-576.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tikehau CLO IX DAC                             | Tikehau Clo IX DAC                                                               | CUSIP: 000000000<br>LEI: 635400WF4D7I3IFMCZ19 | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1175181.20    | 0.04%             | 2037-01-20      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| HUNGARIAN DEVELOPMENT BA                       | MFB Magyar Fejlesztesi Bank Zrt                                                  | CUSIP: 000000000<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     215000 | PA      | $224250.22     | 0.01%             | 2028-06-29      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Harvest CLO                                    | Harvest CLO XVI DAC                                                              | CUSIP: 000000000<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |     720000 | PA      | $846144.00     | 0.03%             | 2038-10-15      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPNP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     722070 | PA      | $755226.89     | 0.03%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL UK FUNDING UN                       | GE Capital UK Funding Unlimited Co                                               | CUSIP: 000000000<br>LEI: BR7Z6BPTFF652NNO9651 | Long             | DBT              | CORP              | IE        |     300000 | PA      | $430650.67     | 0.02%             | 2033-01-18      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                             | Boston Gas Co                                                                    | CUSIP: 100743AM5<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     500000 | PA      | $474667.25     | 0.02%             | 2032-03-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                    | Harvest CLO XXI DAC                                                              | CUSIP: 000000000<br>LEI: 635400UREZHY9PWJR290 | Long             | ABS-CBDO         | CORP              | IE        |     125858 | PA      | $145743.91     | 0.01%             | 2031-07-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2014-4 Ltd                                                              | CUSIP: 92914RAY8<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |     114094 | PA      | $114080.84     | 0.00%             | 2031-07-14      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| SCOTIABANK PERU SA                             | Scotiabank Peru SAA                                                              | CUSIP: 80928HAB9<br>LEI: 5493001E54CPRG5J5Q41 | Long             | DBT              | CORP              | PE        |     495000 | PA      | $513067.50     | 0.02%             | 2035-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                             | Cenovus Energy Inc                                                               | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    1700000 | PA      | $1698568.09    | 0.06%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6472.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HAZINE MUSTESARLIGI VARL                       | Hazine Mustesarligi Varlik Kiralama AS                                           | CUSIP: 421790AL0<br>LEI: 6354003QFJP7RDXEOZ20 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $208572.72     | 0.01%             | 2030-04-26      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 109 CLO Ltd                                                               | CUSIP: 26248KAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |     850000 | PA      | $847344.60     | 0.03%             | 2038-04-15      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                         | Mauser Packaging Solutions Holding Co                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    2064000 | PA      | $2049625.07    | 0.08%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                              | Iliad Holding SAS                                                                | CUSIP: 449691AF1<br>LEI: 9695009BGMXB527HV965 | Long             | DBT              | CORP              | FR        |    1943000 | PA      | $2092414.76    | 0.08%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                        | Sasol Financing USA LLC                                                          | CUSIP: 80386WAF2<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |     305000 | PA      | $310774.84     | 0.01%             | 2029-05-03      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BENIN INTL GOV BOND                            | Benin Government International Bond                                              | CUSIP: 08205QAA6<br>LEI: 635400Q11P6AE5A5Y230 | Long             | DBT              | NUSS              | BJ        |     200000 | PA      | $207764.22     | 0.01%             | 2038-02-13      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QBA1<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    1256000 | PA      | $1250546.82    | 0.05%             | 2033-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $670351.54     | 0.02%             | N/A             | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cross Mortgage Trust                           | Cross 2024-H3 Mortgage Trust                                                     | CUSIP: 22758DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2730649 | PA      | $2761653.05    | 0.10%             | 2069-06-25      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    6300000 | PA      | $2138423.69    | 0.08%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-32757.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fremont Home Loan Trust                        | Fremont Home Loan Trust 2004-B                                                   | CUSIP: 35729PDQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1619111 | PA      | $1615205.71    | 0.06%             | 2034-05-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                       | Amcor Flexibles North America Inc                                                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1033543.40    | 0.04%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae Trust 2004-W15                                                        | CUSIP: 31394BZ64<br>LEI: 549300KIT83OL5QXFU28 | Long             | ABS-MBS          | USGSE             | US        |       8684 | PA      | $8947.50       | 0.00%             | 2044-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL CONTAINER                        | International Container Terminal Services Inc                                    | CUSIP: 000000000<br>LEI: 254900FU1MWK0I0Q4J61 | Long             | DBT              | CORP              | PH        |     245000 | PA      | $247572.70     | 0.01%             | 2030-06-17      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SHINHAN BANK                                   | Shinhan Bank Co Ltd                                                              | CUSIP: 824589AH8<br>LEI: 5493003P813VL21KG928 | Long             | DBT              | CORP              | KR        |     420000 | PA      | $441126.34     | 0.02%             | 2034-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XPHG7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5573591 | PA      | $5220581.04    | 0.19%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2                    | CUSIP: 46590MAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1219627.38    | 0.04%             | 2049-08-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MAZOON ASSETS CO SAOC                          | Mazoon Assets Co SAOC                                                            | CUSIP: 57886LAD4<br>LEI: 6354003TDIRN5Y6LJP91 | Long             | DBT              | CORP              | OM        |     200000 | PA      | $203847.30     | 0.01%             | 2031-10-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXIS BANK GANDHINAGAR                          | Axis Bank Ltd/Gandhinagar                                                        | CUSIP: 000000000<br>LEI: 549300HVNWMJPOFVNI41 | Long             | DBT              | CORP              | IN        |     545000 | PA      | $538448.66     | 0.02%             | N/A             | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                       | Embraer Netherlands Finance BV                                                   | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     450000 | PA      | $445635.00     | 0.02%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/PEN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56733.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CIKARANG LISTRINDO PT                          | Cikarang Listrindo Tbk PT                                                        | CUSIP: 74448QAA5<br>LEI: 254900NPCIO562Z7FN53 | Long             | DBT              | CORP              | ID        |     610000 | PA      | $620732.83     | 0.02%             | 2035-03-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JAPAN (40 YEAR ISSUE)                          | Japan Government Forty Year Bond                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  722000000 | PA      | $3355321.69    | 0.12%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4471683.00    | 0.16%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2020-1 Ltd                                                           | CUSIP: 67402FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     800000 | PA      | $791246.40     | 0.03%             | 2038-01-15      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 4 Ltd                                                  | CUSIP: 94957LAG4<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $743652.00     | 0.03%             | 2038-04-18      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375YBB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     163663 | PA      | $796.33        | 0.00%             | 2038-08-20      | Floating      | 2.15%                 | No            |                  3 | On Loan: No      |
| VISTRA CORP                                    | Vistra Corp                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    2845000 | PA      | $2905324.53    | 0.11%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                          | Blue Owl Capital Corp                                                            | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     500000 | PA      | $472473.40     | 0.02%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                        | STANDARD INDUSTRIES INC                                                          | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     333461 | PA      | $335406.15     | 0.01%             | 2028-09-22      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     151000 | PA      | $151879.58     | 0.01%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -63 | NC      | $-7875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square European Loan Fu                 | Palmer Square European Loan Funding 2025-3 DAC                                   | CUSIP: 000000000<br>LEI: 254900VGFCQBASWATQ78 | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1173878.84    | 0.04%             | 2035-07-15      | Floating      | 3.05%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     320000 | PA      | $326375.90     | 0.01%             | 2033-09-28      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REVENUE                      | Texas Water Development Board                                                    | CUSIP: 88285AKD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3030000 | PA      | $3044665.20    | 0.11%             | 2055-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     420000 | PA      | $445609.12     | 0.02%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                              | CUSIP: 83368RCK6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    1890000 | PA      | $1894819.50    | 0.07%             | 2036-10-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAB6<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |     930000 | PA      | $859318.61     | 0.03%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $2094085.80    | 0.08%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON HOLDCO INC                              | AMAZON HOLDCO INC                                                                | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |    1467400 | PA      | $1473514.66    | 0.05%             | 2031-09-29      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    2495000 | PA      | $2465320.98    | 0.09%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                       | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2014000 | PA      | $2085660.94    | 0.08%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $772.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      13293 | PA      | $13314.45      | 0.00%             | 2065-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     945000 | PA      | $919546.43     | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                                     | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1036182.58    | 0.04%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    5060000 | PA      | $4916418.45    | 0.18%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                                 | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $405384.60     | 0.01%             | 2028-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                        | Bayer US Finance II LLC                                                          | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200256.06     | 0.01%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    2340000 | PA      | $2407127.58    | 0.09%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     715000 | PA      | $730498.63     | 0.03%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                              | Toro European CLO 7 DAC                                                          | CUSIP: 000000000<br>LEI: 635400B4VLIGNRNR9O61 | Long             | ABS-CBDO         | CORP              | IE        |    1529069 | PA      | $1792482.18    | 0.07%             | 2034-02-15      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2815000 | PA      | $2951611.95    | 0.11%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| ICE FUTURES EUROPE                             | LONG GILT                                                                        | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |         21 | NC      | $17535.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XKJA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2821042 | PA      | $2677428.93    | 0.10%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TURK IHRACAT KR BK                             | Turkiye Ihracat Kredi Bankasi AS                                                 | CUSIP: 90015LAK3<br>LEI: 789000JVRVYLAXGDWR11 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $206778.50     | 0.01%             | 2028-07-03      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                           | GCAT 2024-NQM2 Trust                                                             | CUSIP: 36831CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2441068 | PA      | $2466406.31    | 0.09%             | 2059-06-25      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                 | Porsche Innovative Lease Owner Trust 2024-1                                      | CUSIP: 73328AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3800000 | PA      | $3815172.26    | 0.14%             | 2027-11-22      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4035663 | PA      | $3844888.59    | 0.14%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $959248.18     | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mtg Loan Asset                  | First Franklin Mortgage Loan Trust 2006-FF5                                      | CUSIP: 32027EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     387686 | PA      | $383151.01     | 0.01%             | 2036-04-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B35 Mortgage Trust                                                | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3375000 | PA      | $3307107.83    | 0.12%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $195439.80     | 0.01%             | 2027-03-08      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     580000 | PA      | $537012.31     | 0.02%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $20233.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        347 | NC      | $-181854.76    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TSMC GLOBAL LTD                                | TSMC Global Ltd                                                                  | CUSIP: 872882AK1<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |     245000 | PA      | $222531.96     | 0.01%             | 2031-04-23      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SPX FLOW INC                                   | SPX FLOW INC                                                                     | CUSIP: 78470DAW8<br>LEI: 5493003YXEKRBINIEM78 | Long             | LON              | CORP              | US        |    1780000 | PA      | $1786304.76    | 0.07%             | 2029-04-05      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B17 Mortgage Trust                                                | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3460000 | PA      | $3127585.00    | 0.11%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $909304.60     | 0.03%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     660000 | PA      | $689844.34     | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | HILTON DOMESTIC OPERATING CO INC                                                 | CUSIP: 43289DAK9<br>LEI: 5493003EG7H0N1E4XV50 | Long             | LON              | CORP              | US        |    1088891 | PA      | $1096150.35    | 0.04%             | 2030-11-08      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     679000 | PA      | $724807.24     | 0.03%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| AL JAWAHER ASSETS                              | AL Jawaher Assets Co Spc                                                         | CUSIP: 009931AA4<br>LEI: 6354007IHCAYDAUAAY02 | Long             | DBT              | CORP              | OM        |     545000 | PA      | $540770.09     | 0.02%             | 2030-10-29      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| GC TREASURY CENTRE CO                          | GC Treasury Center Co Ltd                                                        | CUSIP: 36830AAD9<br>LEI: 549300LUFQBC2EQNAR40 | Long             | DBT              | CORP              | TH        |     410000 | PA      | $417531.78     | 0.02%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O                 | Ford Credit Floorplan Master Owner Trust A                                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |    6500000 | PA      | $6614976.55    | 0.24%             | 2029-04-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/BRL FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1242648.27   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HANWHA LIFE INSURANCE                          | Hanwha Life Insurance Co Ltd                                                     | CUSIP: 41135UAC9<br>LEI: 988400ZKCI3R9DQHR320 | Long             | DBT              | CORP              | KR        |     420000 | PA      | $436653.00     | 0.02%             | 2055-06-24      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Zais Matrix CDO I                              | Zais Clo 16 Ltd                                                                  | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3696544.20    | 0.14%             | 2034-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     800000 | PA      | $811718.56     | 0.03%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| MUNI ELEC AUTH OF GEORGIA                      | Municipal Electric Authority of Georgia                                          | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    1663000 | PA      | $1814316.37    | 0.07%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2992996.62    | 0.11%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     420000 | PA      | $431685.24     | 0.02%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                              | Ma'aden Sukuk Ltd                                                                | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |     670000 | PA      | $688472.84     | 0.03%             | 2030-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trinitas Euro CLO                              | Trinitas Euro Clo I DAC                                                          | CUSIP: 000000000<br>LEI: 635400ENNWRNGMMBII74 | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1175543.16    | 0.04%             | 2039-07-15      | Floating      | 3.23%                 | No            |                  3 | On Loan: No      |
| VMED O2 UK FINANCING I                         | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAD2<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    2600000 | PA      | $2712710.00    | 0.10%             | 2032-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    6800000 | PA      | $411739.57     | 0.02%             | 2040-01-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        169 | NC      | $67600.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PLUSPETROL SA                                  | Pluspetrol SA                                                                    | CUSIP: 72942BAA3<br>LEI: 254900QSCHBUBX6J6H71 | Long             | DBT              | CORP              | AR        |     375000 | PA      | $381588.41     | 0.01%             | 2032-05-30      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                              | Lebanon Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     465000 | PA      | $108733.97     | 0.00%             | 2027-03-23      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BZS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     748475 | PA      | $748833.66     | 0.03%             | 2062-10-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                               | Black Hills Corp                                                                 | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1090721.25    | 0.04%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     800000 | PA      | $801046.72     | 0.03%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2822766.65    | 0.10%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                  | HTA Group Ltd/Mauritius                                                          | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     365000 | PA      | $378161.90     | 0.01%             | 2029-06-04      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   10700000 | PA      | $549468.02     | 0.02%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DXK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     101194 | PA      | $82467.84      | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    3315000 | PA      | $3505121.88    | 0.13%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -1200000 | NC      | $-3915.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    2445000 | PA      | $2454898.58    | 0.09%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANC CREDITO INVERSIONES                       | Banco de Credito e Inversiones SA                                                | CUSIP: 05890MAC7<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     275000 | PA      | $297512.88     | 0.01%             | N/A             | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                     | Pfizer Inc                                                                       | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1254214.25    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3900000 | PA      | $4102815.21    | 0.15%             | 2035-02-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     700000 | PA      | $727254.92     | 0.03%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                               | TCI-Symphony CLO 2017-1 Ltd                                                      | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     186771 | PA      | $186734.97     | 0.01%             | 2030-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 05583JAM4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $5206325.50    | 0.19%             | 2033-07-19      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4508028 | PA      | $3655464.97    | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      97298 | PA      | $94550.26      | 0.00%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQC6<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $3042933.90    | 0.11%             | 2042-01-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/KRW FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-757.67       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| KAZMUNAYGAS NATIONAL CO                        | KazMunayGas National Co JSC                                                      | CUSIP: 48126PAA0<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     395000 | PA      | $357083.67     | 0.01%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                         | Argent Securities Trust 2006-M1                                                  | CUSIP: 04012MAQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1022518 | PA      | $274068.88     | 0.01%             | 2036-07-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                              | Herc Holdings Inc                                                                | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     580000 | PA      | $610753.57     | 0.02%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1555000 | PA      | $1537412.17    | 0.06%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CBQ FINANCE LTD                                | CBQ Finance Ltd                                                                  | CUSIP: 000000000<br>LEI: 213800FNEMX56U9OHK56 | Long             | DBT              | CORP              | BM        |     550000 | PA      | $552054.20     | 0.02%             | 2030-09-10      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ares Euro CLO                                  | Ares European CLO XII DAC                                                        | CUSIP: 000000000<br>LEI: 635400XCOLUI5RNVIZ11 | Long             | ABS-CBDO         | CORP              | IE        |     236806 | PA      | $277930.55     | 0.01%             | 2032-04-20      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3050720.70    | 0.11%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Asset Backed Funding Certifica                 | ABFC 2006-HE1 Trust                                                              | CUSIP: 00075WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     213553 | PA      | $119620.72     | 0.00%             | 2037-01-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1455000 | PA      | $1473313.65    | 0.05%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFO MGMT                        | Iron Mountain Information Management Services Inc                                | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2105000 | PA      | $2010822.30    | 0.07%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1321.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                  | SoftBank Corp                                                                    | CUSIP: 83405KAB8<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    2940000 | PA      | $2948779.13    | 0.11%             | 2035-07-09      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2132866.65    | 0.08%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2006-A6                                                 | CUSIP: 46628BAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134301 | PA      | $106441.36     | 0.00%             | 2036-10-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X83K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2341040 | PA      | $1911239.72    | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAJ2<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $210476.06     | 0.01%             | 2029-01-21      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINAN                               | Vmed O2 UK Financing I PLC                                                       | CUSIP: 92858RAA8<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    1290000 | PA      | $1177485.68    | 0.04%             | 2031-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $246899.28     | 0.01%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XX Ltd                                                      | CUSIP: 64130TBS3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $494777.00     | 0.02%             | 2039-04-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS6                                            | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1935000 | PA      | $1913336.51    | 0.07%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                 | RALI Series 2007-QA5 Trust                                                       | CUSIP: 749236AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1717502 | PA      | $1127930.58    | 0.04%             | 2037-09-25      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -1200000 | NC      | $-1578.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                           | Royal Bank of Canada                                                             | CUSIP: 780082AY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    1580000 | PA      | $1574474.74    | 0.06%             | 2085-11-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-6                                                           | CUSIP: 46645GAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $97273.30      | 0.00%             | 2045-10-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     125000 | PA      | $129056.40     | 0.00%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BONOS DE TESORERIA                             | Peru Government Bond                                                             | CUSIP: 000000000<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    9100000 | PA      | $2915161.08    | 0.11%             | 2035-08-12      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                       | Stellantis Financial Services US Corp                                            | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1409929.22    | 0.05%             | 2028-09-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Toro European CLO                              | Toro European CLO 6 DAC                                                          | CUSIP: 000000000<br>LEI: 635400SBMZDOVHEFNA56 | Long             | ABS-CBDO         | CORP              | IE        |     235894 | PA      | $276853.97     | 0.01%             | 2032-01-12      | Floating      | 2.94%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     200000 | PA      | $212403.50     | 0.01%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAC0<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     465000 | PA      | $354911.25     | 0.01%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFYA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2328525 | PA      | $2252115.84    | 0.08%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                   | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     967000 | PA      | $950799.17     | 0.03%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS ITRAXX.EU.44.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2472.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     421000 | PA      | $434058.16     | 0.02%             | 2055-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| HENNEMAN TRUST                                 | Henneman Trust                                                                   | CUSIP: 425911AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     730000 | PA      | $763513.94     | 0.03%             | 2055-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMZB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5680464 | PA      | $4889352.94    | 0.18%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $150017.37     | 0.01%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STATE OIL CO OF THE AZER                       | State Oil Co of the Azerbaijan Republic                                          | CUSIP: 000000000<br>LEI: 2549002HARR1VE257O76 | Long             | DBT              | NUSS              | AZ        |     200000 | PA      | $216827.46     | 0.01%             | 2030-03-18      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1194237.11    | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     500000 | PA      | $553355.05     | 0.02%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DYB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   47442491 | PA      | $38648432.61   | 1.42%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MONTENEGRO                         | Montenegro Government International Bond                                         | CUSIP: 000000000<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     140000 | PA      | $166591.55     | 0.01%             | 2032-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4143000 | PA      | $4026487.65    | 0.15%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9898.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBL1<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     400000 | PA      | $427800.00     | 0.02%             | 2035-01-13      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     900000 | PA      | $840804.75     | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     600000 | PA      | $641722.44     | 0.02%             | 2030-11-21      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 817477AJ1<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $207309.30     | 0.01%             | 2034-06-12      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 54 Senior Loan Fund                                                       | CUSIP: 26244RAF8<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |     482840 | PA      | $482698.21     | 0.02%             | 2029-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  610000000 | PA      | $3389892.75    | 0.12%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                       | Saudi Government International Bond                                              | CUSIP: 80413TBK4<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     900000 | PA      | $944380.17     | 0.03%             | 2031-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B36 Mortgage Trust                                                | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $783741.12     | 0.03%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| CELESTIAL DYNASTY LTD                          | Celestial Dynasty Ltd                                                            | CUSIP: 000000000<br>LEI: 254900A85ZVOMCLC2410 | Long             | DBT              | CORP              | VG        |     335000 | PA      | $332731.51     | 0.01%             | 2028-08-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $187474.30     | 0.01%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/AUD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-39466.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    5249429 | PA      | $5400570.08    | 0.20%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 857524AF9<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $206230.92     | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2017-C7                               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2395000 | PA      | $2354609.76    | 0.09%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140L2PU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1150265 | PA      | $948595.59     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBX0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     181177 | PA      | $181375.43     | 0.01%             | 2032-02-27      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132A5HR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1022603 | PA      | $985416.36     | 0.04%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                     | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     485000 | PA      | $350225.92     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                         | Galaxy Pipeline Assets Bidco Ltd                                                 | CUSIP: 36321PAD2<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |     499921 | PA      | $453221.98     | 0.02%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                  | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1583076 | PA      | $1778316.41    | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     315000 | PA      | $324851.69     | 0.01%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3301.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28.03        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $743255.87     | 0.03%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                           | Bayer US Finance LLC                                                             | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     400000 | PA      | $433179.44     | 0.02%             | 2033-11-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                             | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1503367.53    | 0.06%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 1999-T2                                                 | CUSIP: 31359VYH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2051 | PA      | $2121.43       | 0.00%             | 2039-01-19      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2017-5                                                    | CUSIP: 81746DCC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2223710 | PA      | $2107925.72    | 0.08%             | 2047-08-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| ADANI ELECTRICITY MUMBAI                       | Adani Electricity Mumbai Ltd                                                     | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | IN        |     245000 | PA      | $228384.27     | 0.01%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QGPL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2183559 | PA      | $1871847.75    | 0.07%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 000000000<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $201350.94     | 0.01%             | 2031-06-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2024-4                                                | CUSIP: 92540GAA6<br>LEI: 213800WNY873LW1L3M73 | Long             | ABS-MBS          | CORP              | US        |    2504870 | PA      | $2536923.44    | 0.09%             | 2069-06-25      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| POPULAR INC                                    | Popular Inc                                                                      | CUSIP: 733174AL0<br>LEI: 5493008CARDZMVQ3LO89 | Long             | DBT              | CORP              | US        |    1987000 | PA      | $2095440.53    | 0.08%             | 2028-03-13      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-169.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     685000 | PA      | $759863.65     | 0.03%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAC7<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     200000 | PA      | $210818.00     | 0.01%             | 2034-07-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                  | Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1583072 | PA      | $1777093.06    | 0.07%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $4310073.66    | 0.16%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418DAR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      88346 | PA      | $85238.93      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QNB BANK AS                                    | QNB Bank AS                                                                      | CUSIP: 000000000<br>LEI: 789000Q21SW842S9IJ58 | Long             | DBT              | CORP              | TR        |     275000 | PA      | $310823.73     | 0.01%             | 2033-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFU74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4565693 | PA      | $3921395.49    | 0.14%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    1295000 | PA      | $1346821.63    | 0.05%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Preston Ridge Partners Mortgag                 | PRPM 2024-RPL1 LLC                                                               | CUSIP: 69380XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2591179 | PA      | $2563745.91    | 0.09%             | 2064-12-25      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $219816.46     | 0.01%             | 2028-09-23      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $19057.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                 | Wells Fargo Mortgage Backed Securities 2006-AR11 Trust                           | CUSIP: 94984CAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      73066 | PA      | $68813.41      | 0.00%             | 2036-08-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                       | Digicel International Finance Ltd / Difl US LLC                                  | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     435000 | PA      | $451648.41     | 0.02%             | 2032-08-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                | North Macedonia Government International Bond                                    | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |     150000 | PA      | $176719.83     | 0.01%             | 2026-06-03      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     400000 | PA      | $433016.32     | 0.02%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5149286.00    | 0.19%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    3800000 | PA      | $3668935.72    | 0.13%             | 2028-09-22      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     700000 | PA      | $692820.66     | 0.03%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5266810.87    | 0.19%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397NAL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     175224 | PA      | $12109.63      | 0.00%             | 2039-02-25      | Floating      | 1.71%                 | No            |                  3 | On Loan: No      |
| Hilton USA Trust                               | Hilton USA Trust 2016-SFP                                                        | CUSIP: 43289VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2150050.00    | 0.08%             | 2035-11-05      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BOBL                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -171 | NC      | $179605.67     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVMD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3270789 | PA      | $2928543.38    | 0.11%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                   | AES Andes SA                                                                     | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     480000 | PA      | $503227.20     | 0.02%             | 2055-06-10      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $776016.16     | 0.03%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                             | Panama Government International Bond                                             | CUSIP: 698299BT0<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     235000 | PA      | $248418.50     | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                           | Edison International                                                             | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300350.58     | 0.01%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MNSN Holdings Inc                              | MNSN Holdings Inc                                                                | CUSIP: 55339C109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2589 | NS      | $138079.14     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    3000000 | PA      | $3005675.10    | 0.11%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1418370.38    | 0.05%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TECPETROL S.A.                                 | Tecpetrol SA                                                                     | CUSIP: 87876TAH7<br>LEI: 529900C0GOV3UC7ZMZ16 | Long             | DBT              | CORP              | AR        |     480000 | PA      | $477182.40     | 0.02%             | 2030-11-03      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                               | Marathon CLO 2021-16 Ltd                                                         | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |    1250000 | PA      | $1249436.25    | 0.05%             | 2034-04-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | ULTRA U.S. TREASURY BOND                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        452 | NC      | $-921032.97    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                       | Apollo Global Management Inc                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     780000 | PA      | $781812.49     | 0.03%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite Xlv Ltd                                                                | CUSIP: 55956CAJ0<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $747663.00     | 0.03%             | 2038-04-15      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                       | OBX 2024-NQM8 Trust                                                              | CUSIP: 67119CAA8<br>LEI: 254900Y1YRD8JNADSC78 | Long             | ABS-MBS          | CORP              | US        |    1976001 | PA      | $1999189.45    | 0.07%             | 2064-05-25      | Variable      | 6.23%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1215000 | PA      | $1273086.23    | 0.05%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAP8<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |      21186 | PA      | $20692.49      | 0.00%             | 2029-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2014-2                                                  | CUSIP: 46641YAQ6<br>LEI: 549300BV8AJIRLDGMR51 | Long             | ABS-MBS          | CORP              | US        |      21186 | PA      | $20665.69      | 0.00%             | 2029-06-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                              | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     590000 | PA      | $538069.32     | 0.02%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $5293966.80    | 0.19%             | 2030-03-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                       | Comision Federal de Electricidad                                                 | CUSIP: 200447AH3<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     655000 | PA      | $595530.39     | 0.02%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                       | Encore Capital Group Inc                                                         | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     400000 | PA      | $430470.40     | 0.02%             | 2030-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -3300000 | NC      | $-4595.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Indigo Credit Management                       | Indigo Credit Management II DAC                                                  | CUSIP: 000000000<br>LEI: 635400ZBUBZKOZYRMX14 | Long             | ABS-CBDO         | CORP              | IE        |    1100000 | PA      | $1292713.54    | 0.05%             | 2038-07-15      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| ADNOC MURBAN RSC LTD                           | Adnoc Murban Rsc Ltd                                                             | CUSIP: 00723L2A6<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    3600000 | PA      | $3625489.80    | 0.13%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANCOLOMBIA SA                                 | Bancolombia SA                                                                   | CUSIP: 05968LAN2<br>LEI: 54930052NWJRPNMP1W58 | Long             | DBT              | CORP              | CO        |     400000 | PA      | $429211.76     | 0.02%             | 2034-12-24      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1249487 | PA      | $1252898.95    | 0.05%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XMYJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2191173 | PA      | $1963230.55    | 0.07%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2015-1 Ltd                                                     | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |    3700000 | PA      | $3696847.60    | 0.14%             | 2034-05-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $1004165.30    | 0.04%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| YPF SOCIEDAD ANONIMA                           | YPF SA                                                                           | CUSIP: 984245AX8<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     440000 | PA      | $469995.68     | 0.02%             | 2031-01-17      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R06                                     | CUSIP: 20754YCL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5169444 | PA      | $5189906.21    | 0.19%             | 2045-09-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                          | US Bank NA/Cincinnati OH                                                         | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    1485000 | PA      | $1500127.99    | 0.05%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-420.96       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROVINCE OF QUEBEC                             | Province of Quebec Canada                                                        | CUSIP: 74814ZFT5<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   11800000 | PA      | $9036536.37    | 0.33%             | 2034-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NYKREDIT REALKREDIT A/S                        | Nykredit Realkredit A/S                                                          | CUSIP: 000000000<br>LEI: LIU16F6VZJSD6UKHD557 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.08          | 0.00%             | 2053-10-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| SHELL FINANCE US INC                           | Shell Finance US Inc                                                             | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $610148.60     | 0.02%             | 2030-11-06      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     972000 | PA      | $990175.43     | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $206277.14     | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AYN82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     123713 | PA      | $122395.71     | 0.00%             | 2047-11-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MHP LUX SA                                     | MHP Lux SA                                                                       | CUSIP: 59318YAA6<br>LEI: 222100RHC7R1WZ1J3M44 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $356323.48     | 0.01%             | 2026-04-03      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust Series 2024-RPL1                               | CUSIP: 16159MAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1554778 | PA      | $1391558.84    | 0.05%             | 2064-03-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2143912.28    | 0.08%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPER                                                      | CUSIP: 16117LCB3<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    1813000 | PA      | $1813315.46    | 0.07%             | 2030-12-09      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       2622 | NC      | $-485453.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ORLEN SA                                       | ORLEN SA                                                                         | CUSIP: 68666UAA3<br>LEI: 259400VVMM70CQREJT74 | Long             | DBT              | CORP              | PL        |     475000 | PA      | $501380.36     | 0.02%             | 2035-01-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHUMBRIAN WATER FIN                         | Northumbrian Water Finance PLC                                                   | CUSIP: 000000000<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |     700000 | PA      | $926846.41     | 0.03%             | 2026-10-11      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418RT27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      56218 | PA      | $57811.95      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                       | OCP SA                                                                           | CUSIP: 67091TAH8<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |     200000 | PA      | $209145.00     | 0.01%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust                   | CUSIP: 92922F6Y9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     105813 | PA      | $96808.23      | 0.00%             | 2035-12-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $1916815.00    | 0.07%             | 2030-08-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2885710.70    | 0.11%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37100000 | PA      | $26285928.76   | 0.96%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFP III                                        | PFP 2024-11 Ltd                                                                  | CUSIP: 69291WAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2125149 | PA      | $2130005.31    | 0.08%             | 2039-09-17      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Stratton Mortgage Funding PLC                  | Stratton Mortgage Funding 2024-2 PLC                                             | CUSIP: 000000000<br>LEI: 635400BEV82LZKPTAB28 | Long             | ABS-MBS          | CORP              | GB        |     696262 | PA      | $939294.31     | 0.03%             | 2050-06-28      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -1700000 | NC      | $-1262.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                  | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $456191.40     | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon CLO 2020-2 Ltd                                                            | CUSIP: 13876NAW3<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |    1900000 | PA      | $1894778.80    | 0.07%             | 2034-10-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                  | American Municipal Power Inc                                                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1888170.00    | 0.07%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     700000 | PA      | $718041.52     | 0.03%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31412ERR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       2532 | PA      | $2567.78       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5C56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    8235816 | PA      | $8225959.91    | 0.30%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TR BK LT                       | Sumitomo Mitsui Trust Bank Ltd                                                   | CUSIP: 86563VBP3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    2700000 | PA      | $2739208.86    | 0.10%             | 2027-03-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BNQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     361291 | PA      | $362275.66     | 0.01%             | 2061-10-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9LP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     791055 | PA      | $654098.26     | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                 | Jubilee CLO 2016-XVII DAC                                                        | CUSIP: 000000000<br>LEI: 635400JSFGFQPD2VOA16 | Long             | ABS-CBDO         | CORP              | IE        |     961286 | PA      | $1128177.15    | 0.04%             | 2031-04-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-18584.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2E4<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     200000 | PA      | $182838.40     | 0.01%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2147829.58    | 0.08%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 71675CAB4<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     200000 | PA      | $179641.94     | 0.01%             | 2032-01-28      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 18-1 AA PTT                        | British Airways 2018-1 Class AA Pass Through Trust                               | CUSIP: 11042TAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     711070 | PA      | $697514.63     | 0.03%             | 2031-09-20      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MGM CHINA HOLDINGS LTD                         | MGM China Holdings Ltd                                                           | CUSIP: 55300RAG6<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199286.00     | 0.01%             | 2027-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KRN1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $1029765.10    | 0.04%             | 2042-02-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5268958.00    | 0.19%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XFNN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3023196 | PA      | $2490684.06    | 0.09%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     880000 | PA      | $916355.44     | 0.03%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Euro CLO 2021-2 DAC                                                      | CUSIP: 000000000<br>LEI: 635400GXUD5SKWFXE966 | Long             | ABS-CBDO         | CORP              | IE        |     673966 | PA      | $791499.62     | 0.03%             | 2031-01-15      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-399.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS BOEING CO/THE                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2760.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1900131.67    | 0.07%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |    1105000 | PA      | $1178922.29    | 0.04%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Mansard Mortgages Plc                          | Mansard Mortgages 2007-1 PLC                                                     | CUSIP: 000000000<br>LEI: 213800JK7REF83LDFT15 | Long             | ABS-MBS          | CORP              | GB        |     210620 | PA      | $282484.66     | 0.01%             | 2047-04-15      | Floating      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                          | Venezuela Government International Bond                                          | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     370000 | PA      | $99530.00      | 0.00%             | 2019-10-13      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bank                                           | BANK 2020-BNK29                                                                  | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5880000 | PA      | $5199905.68    | 0.19%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $1059116.66    | 0.04%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CIT Mortgage Loan Trust                        | CIT Mortgage Loan Trust 2007-1                                                   | CUSIP: 12559QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2296464 | PA      | $2331706.88    | 0.09%             | 2037-10-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| BOMBARDIER INC                                 | Bombardier Inc                                                                   | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |     675000 | PA      | $714076.43     | 0.03%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                             | Elmwood CLO 22 Ltd                                                               | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $748651.50     | 0.03%             | 2038-04-17      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4380907.75    | 0.16%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6453.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |    1885000 | PA      | $1968663.27    | 0.07%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BlackRock European CLO DAC                     | Blackrock European CLO VII DAC                                                   | CUSIP: 000000000<br>LEI: 635400IDVZFM7YPKHY80 | Long             | ABS-CBDO         | CORP              | IE        |     731880 | PA      | $859757.93     | 0.03%             | 2031-10-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| JSW HYDRO ENERGY LTD                           | JSW Hydro Energy Ltd                                                             | CUSIP: 46653YAA6<br>LEI: 3358006ZP5KO7VUH2790 | Long             | DBT              | CORP              | IN        |     368350 | PA      | $343030.28     | 0.01%             | 2031-05-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10700000 | PA      | $8029179.42    | 0.29%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     675000 | PA      | $637795.22     | 0.02%             | 2032-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 5 Ltd                                                            | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1800000 | PA      | $1802728.80    | 0.07%             | 2037-04-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1520000 | PA      | $1590824.55    | 0.06%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                   | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     335000 | PA      | $356779.19     | 0.01%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   24300000 | PA      | $19665438.39   | 0.72%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2017-4                                                 | CUSIP: 89173UAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     615000 | PA      | $570308.63     | 0.02%             | 2057-06-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4400.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XLL71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2370813 | PA      | $2506140.69    | 0.09%             | 2042-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    8000000 | PA      | $464622.44     | 0.02%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2017-C4                                      | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     635000 | PA      | $626454.17     | 0.02%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                            | Ecuador Government International Bond                                            | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     350000 | PA      | $346328.50     | 0.01%             | 2030-07-31      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust Series 2024-7                                  | CUSIP: 16159TAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2248184 | PA      | $2254573.56    | 0.08%             | 2055-06-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $790684.40     | 0.03%             | 2028-02-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410GJA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      78685 | PA      | $80725.80      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 85325C2A9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    1100000 | PA      | $1123975.60    | 0.04%             | 2030-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                 | Bain Capital Credit CLO 2021-7 Ltd                                               | CUSIP: 05682NAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3150000 | PA      | $3137516.55    | 0.11%             | 2035-01-22      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HKBG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     905630 | PA      | $874751.81     | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.IG.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $61888.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1160000 | PA      | $1156116.90    | 0.04%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1290000 | PA      | $1322022.32    | 0.05%             | 2031-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BANK MUSCAT SAOG                               | Bank Muscat SAOG                                                                 | CUSIP: 000000000<br>LEI: 549300HC6W6OEXV7SY67 | Long             | DBT              | CORP              | OM        |     550000 | PA      | $552482.32     | 0.02%             | 2030-10-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410GCT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      15905 | PA      | $15877.35      | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                          | Toronto-Dominion Bank/The                                                        | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     845000 | PA      | $860067.20     | 0.03%             | 2085-10-31      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AP8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      80040 | PA      | $73425.22      | 0.00%             | 2035-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2945720.24    | 0.11%             | 2028-03-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                 | Banc of America Funding 2005-E Trust                                             | CUSIP: 05946XXT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50938 | PA      | $47014.96      | 0.00%             | 2035-06-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    2688000 | PA      | $2763921.22    | 0.10%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MAGNERA CORP                                   | Magnera Corp                                                                     | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     855000 | PA      | $840212.78     | 0.03%             | 2031-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-569.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                              | Vedanta Resources Finance II PLC                                                 | CUSIP: 92243XAN1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |     410000 | PA      | $413626.00     | 0.02%             | 2032-10-15      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     231000 | PA      | $209863.50     | 0.01%             | 2041-01-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| LIGHTNING POWER LLC                            | LIGHTNING POWER LLC                                                              | CUSIP: 53229LAB3<br>LEI: 254900BWCHJ03XRL8K59 | Long             | LON              | CORP              | US        |    1327556 | PA      | $1336267.83    | 0.05%             | 2031-08-18      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                    | Truist Bank                                                                      | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     527000 | PA      | $528969.93     | 0.02%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                         | CVS Pass-Through Trust                                                           | CUSIP: 126650BV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      46561 | PA      | $47486.51      | 0.00%             | 2033-01-10      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1939000 | PA      | $2024205.09    | 0.07%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                       | Virgin Media Bristol LLC                                                         | CUSIP: 000000000<br>LEI: 213800IQ982XX69LE276 | Long             | LON              | CORP              | US        |     215000 | PA      | $213253.13     | 0.01%             | 2031-03-31      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38385KEJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1000000 | PA      | $1001363.20    | 0.04%             | 2055-12-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3400000 | PA      | $3435155.32    | 0.13%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     900000 | PA      | $676125.00     | 0.02%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL ELECTRIC COMPANY                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $11139.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R02                                     | CUSIP: 20754TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1620000 | PA      | $1620502.20    | 0.06%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA4                                          | CUSIP: 35564UBS5<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |    5500000 | PA      | $5524401.30    | 0.20%             | 2045-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LL                 | Domino's Pizza Master Issuer LLC                                                 | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7196500 | PA      | $6840445.97    | 0.25%             | 2051-04-25      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     950000 | PA      | $951280.22     | 0.03%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1287170.88    | 0.05%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA FINANCE LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6550000 | PA      | $6541508.58    | 0.24%             | 2026-01-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W3NY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9607062 | PA      | $8195541.30    | 0.30%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     109247 | PA      | $67126.45      | 0.00%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| KINGSTON AIRPORT REV FIN                       | Kingston Airport Revenue Finance Ltd                                             | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $309375.00     | 0.01%             | 2036-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                             | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     400000 | PA      | $390735.00     | 0.01%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS CDX.NA.HY.45.V1                                                              | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1582864.53    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 715638DA7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     312000 | PA      | $294216.00     | 0.01%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| SWEIHAN PV POWER CO PJSC                       | Sweihan PV Power Co PJSC                                                         | CUSIP: 870674AA6<br>LEI: 353800EF1E1IC18GBC48 | Long             | DBT              | CORP              | AE        |     393923 | PA      | $339425.72     | 0.01%             | 2049-01-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAL7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     300000 | PA      | $283389.00     | 0.01%             | 2029-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     900000 | PA      | $896499.54     | 0.03%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 09659W2K9<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    4700000 | PA      | $4452039.75    | 0.16%             | 2031-01-13      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1468725.52    | 0.05%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1250569.20    | 0.05%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2018-1                                                 | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      22492 | PA      | $22355.53      | 0.00%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                    | Corp Nacional del Cobre de Chile                                                 | CUSIP: 21987BBA5<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     225000 | PA      | $160951.50     | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $202422.26     | 0.01%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        406 | NC      | $-22452.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138WPLH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     315323 | PA      | $291430.88     | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                       | Venture Global Calcasieu Pass LLC                                                | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    3870000 | PA      | $3320699.17    | 0.12%             | 2033-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     675000 | PA      | $703126.58     | 0.03%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AY0<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     268000 | PA      | $277850.34     | 0.01%             | 2030-06-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2024-R04                                     | CUSIP: 20753GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1585443 | PA      | $1584460.25    | 0.06%             | 2044-05-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1015000 | PA      | $1058387.19    | 0.04%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6355000 | PA      | $6512853.12    | 0.24%             | 2030-07-23      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                                | SKYMILES IP LTD                                                                  | CUSIP: 24736CBT0<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |     137981 | PA      | $139210.23     | 0.01%             | 2028-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                         | Blackstone Private Credit Fund                                                   | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     920000 | PA      | $930018.16     | 0.03%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4750000 | PA      | $4286773.83    | 0.16%             | 2032-04-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $68475.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3945000 | PA      | $3904473.41    | 0.14%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BEIGNET INVESTOR LLC                           | Beignet Investor LLC                                                             | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14803720.40   | 0.54%             | 2049-05-30      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    2075000 | PA      | $2095126.26    | 0.08%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1177270.69    | 0.04%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B20 Mortgage Trust                                                | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $4645240.95    | 0.17%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1920000 | PA      | $1922396.54    | 0.07%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2018-RPL1                                    | CUSIP: 64829VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75285 | PA      | $73554.97      | 0.00%             | 2057-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1515762.75    | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                         | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3303965.70    | 0.12%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF3                                   | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $753915.12     | 0.03%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |  151700000 | NC      | $76636.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CARGILL INC                                    | Cargill Inc                                                                      | CUSIP: 141781CF9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    1175000 | PA      | $1170313.16    | 0.04%             | 2030-10-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4329059.85    | 0.16%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE LUX SA                          | Holcim Finance Luxembourg SA                                                     | CUSIP: 000000000<br>LEI: 529900XU3Z9D2HLBR716 | Long             | DBT              | CORP              | LU        |    1100000 | PA      | $1124384.96    | 0.04%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      84970 | PA      | $51223.25      | 0.00%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     300000 | PA      | $287568.00     | 0.01%             | 2028-06-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                       | Apollo Debt Solutions BDC                                                        | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2908685.47    | 0.11%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     600000 | PA      | $605290.08     | 0.02%             | 2027-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1335000 | PA      | $1381499.52    | 0.05%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PM7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     850000 | PA      | $896956.55     | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140HPVB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     816041 | PA      | $787328.76     | 0.03%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS BOEING CO/THE                                                                | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $29758.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $11210.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KVBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2412982 | PA      | $1986998.04    | 0.07%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fidelity Government Portfolio                  | Fidelity Government Portfolio                                                    | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |    4100000 | NS      | $4100000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government International Bond                           | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     761000 | PA      | $644812.35     | 0.02%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1376993.66    | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                | Rolls-Royce PLC                                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1025858.70    | 0.04%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3181173.12    | 0.12%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING                        | Oversea-Chinese Banking Corp Ltd                                                 | CUSIP: 69033CAE9<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |     795000 | PA      | $792817.01     | 0.03%             | 2035-09-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14465000 | PA      | $14411321.83   | 0.53%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ4Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      13903 | PA      | $13029.23      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      48554 | PA      | $28781.03      | 0.00%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS HOCHTIEF AG                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $62496.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSR Mortgage Loan Trust                        | GSR Mortgage Loan Trust 2007-AR1                                                 | CUSIP: 362290AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     309905 | PA      | $162777.70     | 0.01%             | 2047-03-25      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1989893.00    | 0.07%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| NBK SPC LTD                                    | NBK SPC Ltd                                                                      | CUSIP: 62877PAB0<br>LEI: 549300P1ANDK86KWB419 | Long             | DBT              | CORP              | AE        |     400000 | PA      | $392395.52     | 0.01%             | 2027-09-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     720000 | PA      | $735941.52     | 0.03%             | 2027-10-26      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                            | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    2115000 | PA      | $2012924.60    | 0.07%             | 2030-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LOGICOR FINANCING SARL                         | Logicor Financing Sarl                                                           | CUSIP: 000000000<br>LEI: 254900IS16Q1A2TQFN22 | Long             | DBT              | CORP              | LU        |    3400000 | PA      | $4050101.68    | 0.15%             | 2028-11-13      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2006-2                                            | CUSIP: 007034BN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     220114 | PA      | $188930.10     | 0.01%             | 2036-05-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1223943.24    | 0.04%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | REPURCHASE AGREEMENT                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  163143295 | PA      | $163143295.00  | 5.97%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  470000000 | PA      | $2410625.32    | 0.09%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8270.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I/HILCORP                       | Hilcorp Energy I LP / Hilcorp Finance Co                                         | CUSIP: 431318AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     710000 | PA      | $677703.09     | 0.02%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1177971.97    | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CGK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20222165 | PA      | $19410259.23   | 0.71%             | 2033-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FPG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9986642 | PA      | $10128510.88   | 0.37%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6MU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1733126 | PA      | $1683082.27    | 0.06%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140KYPB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     967722 | PA      | $798207.17     | 0.03%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |     315000 | PA      | $327155.03     | 0.01%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                       | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAA1<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |     250000 | PA      | $257574.75     | 0.01%             | 2033-05-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VOLCAN CIA MINERA SAA-CM                       | Volcan Cia Minera SAA                                                            | CUSIP: 92863UAD8<br>LEI: 549300XKJ91C4SZLG750 | Long             | DBT              | CORP              | PE        |     610000 | PA      | $628684.30     | 0.02%             | 2032-10-28      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO                               | Capital Four CLO X DAC                                                           | CUSIP: 000000000<br>LEI: 254900PXJCJG50SO9P20 | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1176164.84    | 0.04%             | 2038-10-25      | Floating      | 3.28%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -1800000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Global Market Strategies Euro CLO 2014-2 Ltd                             | CUSIP: 000000000<br>LEI: 6354006SCMVW8LXU4P40 | Long             | ABS-CBDO         | CORP              | IE        |     184293 | PA      | $216527.18     | 0.01%             | 2031-11-15      | Floating      | 2.81%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC39                                           | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1200726.75    | 0.04%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |   10300000 | PA      | $7448523.55    | 0.27%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1269082.36    | 0.05%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      13261 | PA      | $7890.53       | 0.00%             | 2030-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3622ACCD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1422299 | PA      | $1494518.13    | 0.05%             | 2042-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | Midcontinent Communications                                                      | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1665421.88    | 0.06%             | 2032-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R04                                     | CUSIP: 20755TAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2870000 | PA      | $2870075.48    | 0.11%             | 2045-05-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GEORGIAN RAILWAY JSC                           | Georgian Railway JSC                                                             | CUSIP: 000000000<br>LEI: 2138005UZV4ZT2B2ZO19 | Long             | DBT              | CORP              | GE        |     200000 | PA      | $189518.88     | 0.01%             | 2028-06-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY                        | Nationwide Building Society                                                      | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    5200000 | PA      | $5210433.28    | 0.19%             | 2029-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -27 | NC      | $-7171.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375Y3P5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     558252 | PA      | $12668.57      | 0.00%             | 2039-01-20      | Floating      | 1.97%                 | No            |                  3 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                         | CUSIP: 221602AC9<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     200000 | PA      | $220000.00     | 0.01%             | 2044-04-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y2FT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1382587 | PA      | $1291540.40    | 0.05%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     605000 | PA      | $633542.93     | 0.02%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Equifirst Mortgage Loan Trust                  | EquiFirst Mortgage Loan Trust 2004-2                                             | CUSIP: 29445FBP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     662361 | PA      | $632945.57     | 0.02%             | 2034-10-25      | Floating      | 6.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2721038.55    | 0.10%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RSG2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     229228 | PA      | $230515.52     | 0.01%             | 2065-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4519599.30    | 0.17%             | 2028-04-13      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                 | EPR Properties                                                                   | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1703526.99    | 0.06%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1449314.30    | 0.05%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -1700000 | NC      | $-561.52       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2596679.87    | 0.10%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Argent Securities Inc.                         | Argent Securities Trust 2006-W4                                                  | CUSIP: 040104TG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     535529 | PA      | $127077.77     | 0.00%             | 2036-05-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $2040078.00    | 0.07%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1512072.43    | 0.06%             | 2031-02-11      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GreenState Auto Receivables Tr                 | GreenState Auto Receivables Trust 2024-1                                         | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     152814 | PA      | $152888.55     | 0.01%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK40                                                                  | CUSIP: 06541LBU9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1591547.58    | 0.06%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PFB9<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     250000 | PA      | $268650.00     | 0.01%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      49556 | PA      | $23621.26      | 0.00%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D2S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4023821 | PA      | $3805975.18    | 0.14%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     250000 | PA      | $247757.50     | 0.01%             | 2026-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14794.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| PROJECT CASHMERE CLASS A1 144A                 | PROJECT CASHMERE CLASS A1 144A                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |   20500000 | PA      | $13680675.00   | 0.50%             | 2057-12-30      | Fixed         | 4.54%                 | No            |                  3 | On Loan: No      |
| ABU DHABI DEVELOPMENT HO                       | Abu Dhabi Developmental Holding Co PJSC                                          | CUSIP: 00402D2B0<br>LEI: 254900G082ZFKTCR2Q75 | Long             | DBT              | CORP              | AE        |    1500000 | PA      | $1587294.75    | 0.06%             | 2034-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      54712 | PA      | $41795.54      | 0.00%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Romark Credit Funding I, Ltd.                  | Romark Credit Funding III Ltd                                                    | CUSIP: 77587BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     500000 | PA      | $501650.00     | 0.02%             | 2042-09-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      41878 | PA      | $23695.09      | 0.00%             | 2035-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     265000 | PA      | $194940.02     | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RBH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     957162 | PA      | $958105.13     | 0.04%             | 2065-05-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2418069.35    | 0.09%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     600000 | PA      | $617704.26     | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2700000 | PA      | $2524888.80    | 0.09%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        106 | NC      | $-66997.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRITISH AIR 19-1 AA PTT                        | British Airways 2019-1 Class AA Pass Through Trust                               | CUSIP: 11043XAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     215311 | PA      | $203306.24     | 0.01%             | 2032-12-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1465000 | PA      | $1437324.98    | 0.05%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CPPIB CAPITAL INC                              | CPPIB Capital Inc                                                                | CUSIP: 12593CAY7<br>LEI: 549300KW9NB55HTDK075 | Long             | DBT              | NUSS              | CA        |    1500000 | PA      | $1141390.11    | 0.04%             | 2034-06-02      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                          | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     853354 | PA      | $842322.50     | 0.03%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2016-C4                               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1065000 | PA      | $1047899.61    | 0.04%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2007-HE1                                  | CUSIP: 617526AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3168888 | PA      | $1871525.91    | 0.07%             | 2036-11-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                             | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1289684.72    | 0.05%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                          | Tenet Healthcare Corp                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2642306.34    | 0.10%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2006-11                                    | CUSIP: 12666TAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15662 | PA      | $14593.74      | 0.00%             | 2046-09-25      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Tr                 | GLS Auto Select Receivables Trust 2024-3                                         | CUSIP: 37989EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     276845 | PA      | $279776.03     | 0.01%             | 2029-10-15      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $33681.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38380KSV8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1718977 | PA      | $1609768.63    | 0.06%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    9128755 | PA      | $8099158.48    | 0.30%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                            | Abu Dhabi Crude Oil Pipeline LLC                                                 | CUSIP: 00401MAB2<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |     275000 | PA      | $255933.26     | 0.01%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140J5E54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     357073 | PA      | $345785.76     | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1027000 | PA      | $1011524.96    | 0.04%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2165292.62    | 0.08%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                            | Nigeria Government International Bond                                            | CUSIP: 65412JAA1<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     337000 | PA      | $352978.69     | 0.01%             | 2032-02-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1800000 | PA      | $1733335.02    | 0.06%             | 2028-09-30      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2015-1                                                    | CUSIP: 81745QCB6<br>LEI: 5493007E0SBYHIR7SU85 | Long             | ABS-MBS          | CORP              | US        |      77598 | PA      | $75971.91      | 0.00%             | 2045-01-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                     | Air Canada                                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $298741.20     | 0.01%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -1700000 | NC      | $-175.54       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                             | Ukraine Government International Bond                                            | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      34898 | PA      | $19837.57      | 0.00%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     910000 | PA      | $909833.38     | 0.03%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2019-2 Ltd                                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1350000 | PA      | $1347784.65    | 0.05%             | 2034-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                          | Guatemala Government Bond                                                        | CUSIP: 401494AZ2<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     200000 | PA      | $214800.00     | 0.01%             | 2037-02-06      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1481532.32    | 0.05%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418C5Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      31695 | PA      | $30527.39      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QBCC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     404862 | PA      | $391752.18     | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWNH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4053068 | PA      | $4044259.99    | 0.15%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CASSA DEPOSITI E PRESTIT                       | Cassa Depositi e Prestiti SpA                                                    | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    6600000 | PA      | $6964095.60    | 0.26%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Alternative Loan T                 | JP Morgan Alternative Loan Trust 2007-A2                                         | CUSIP: 466278AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2545543 | PA      | $1290015.76    | 0.05%             | 2037-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-246.01       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK, NATIONAL ASSOCIATION                 | CDS STATE OF ISRAEL                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DCR              | CORP              | US        |          1 | NC      | $22421.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1470000 | PA      | $1510438.67    | 0.06%             | 2031-02-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | SGD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-62775.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4063.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |     800000 | NC      | $404.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -3300000 | NC      | $-4.26         | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL SERVICES LLC            | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DIR              | CORP              | US        |   -1700000 | NC      | $-625.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS HOCHTIEF AG                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $62496.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -1400000 | NC      | $-2005.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -5 | NC      | $2526.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-SCHATZ                                                                      | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |        -50 | NC      | $8616.57       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-986.16       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        169 | NC      | $65470.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THE TORONTO-DOMINION BANK                      | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: PT3QB789TSUIDF371261 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-59002.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -662 | NC      | $144001.10     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | CDS UNITED MEXICAN STATES                                                        | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-8186.16      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association      | EUR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13427.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION      | CDS FEDERATIVE REPUBLIC OF BRAZIL                                                | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1732.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-265419.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-25607.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2281.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $19018.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8788.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-1851.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $5472593.20    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS ZCS BRL                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19084.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $26545.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-194884.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $3692.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1301.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-7324.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-26090.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $16593.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | USD/ILS FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4756.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-7434.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $987556.37     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-21672.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-40864.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-13523.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $10789.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-98911.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-9690.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-86686.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-3797.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | PEN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-504.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $783.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-410027.16    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS ZCS BRL                                                                      | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-1343543.77   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-58151.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-43048.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2284.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-29728.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS GBP                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $105587.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-29952.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | IRS USD                                                                          | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |          1 | NC      | $6759223.16    | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | CNY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1580.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13766.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-27967.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-2681.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-419006.30    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-17099.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-149000.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $10013.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-85960.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS JPY                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $316118.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1910.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $12459.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/CNY FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-19652.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS USD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $1888583.84    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS AUD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-333046.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-60422.75     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS CAD                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $7438.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UK CLEARING HOUSE LIMITED                      | IRS EUR                                                                          | CUSIP: 000000000<br>LEI: 213800O8SCO4XJGBU385 | N/A              | DIR              | CORP              | GB        |          1 | NC      | $-87300.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     478000 | PA      | $498790.04     | 0.02%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1665000 | PA      | $1670382.95    | 0.06%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEROPUERTOS ARGENT 2000                        | Aeropuertos Argentina 2000 SA                                                    | CUSIP: 00786PAE4<br>LEI: 549300349K24AVAQ7B24 | Long             | DBT              | CORP              | AR        |     430723 | PA      | $449058.49     | 0.02%             | 2031-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1505326.05    | 0.06%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1950155.63    | 0.07%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | KRW CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |   -2500000 | NC      | $-4055.28      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | BNP Paribas SA                                                                   | CUSIP: 09659W2R4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $568103.58     | 0.02%             | 2029-09-15      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| HUTAMA KARYA PERSERO PT                        | Hutama Karya Persero PT                                                          | CUSIP: 69375MAA1<br>LEI: 2549009QN3GU8QCI7Q61 | Long             | DBT              | CORP              | ID        |     454000 | PA      | $438865.18     | 0.02%             | 2030-05-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                       | American Airlines 2016-3 Class AA Pass Through Trust                             | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     745783 | PA      | $721713.24     | 0.03%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                         | Aviation Capital Group LLC                                                       | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1435173.46    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| KASPI.KZ JSC                                   | Kaspi.KZ JSC                                                                     | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     340000 | PA      | $348980.25     | 0.01%             | 2030-03-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     900000 | PA      | $899329.05     | 0.03%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                     | Atlas Senior Loan Fund XVIII Ltd                                                 | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    1700000 | PA      | $1695471.20    | 0.06%             | 2035-01-18      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| MEITUAN                                        | Meituan                                                                          | CUSIP: 58533EAF0<br>LEI: 21380033K525E5JLIA77 | Long             | DBT              | CORP              | KY        |     350000 | PA      | $351762.57     | 0.01%             | 2029-10-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     630000 | PA      | $627056.89     | 0.02%             | 2035-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     250000 | PA      | $248625.00     | 0.01%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | NZD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1677.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                        | BPCE SA                                                                          | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    3350000 | PA      | $3414217.83    | 0.13%             | 2027-10-19      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                          | Vale Overseas Ltd                                                                | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     555000 | PA      | $555721.50     | 0.02%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1198060.69    | 0.04%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Lehman Mortgage Trust                          | Lehman Mortgage Trust 2007-10                                                    | CUSIP: 52522QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1142981 | PA      | $280789.63     | 0.01%             | 2038-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AV4<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     315000 | PA      | $286666.41     | 0.01%             | 2036-09-23      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 15 Ltd                                                                 | CUSIP: 00889BAH4<br>LEI: 254900QER1MDK5C1YE06 | Long             | ABS-CBDO         | CORP              | KY        |     750000 | PA      | $746154.75     | 0.03%             | 2038-04-17      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                 | AGL CLO 17 Ltd                                                                   | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |    2550000 | PA      | $2544922.95    | 0.09%             | 2035-01-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     700000 | PA      | $693384.16     | 0.03%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                       | Toyota Motor Credit Corp                                                         | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1103705.90    | 0.04%             | 2026-08-07      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DVLV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     783801 | PA      | $676412.13     | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2343.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN ST TOBACCO SECURITIZATI                 | Golden State Tobacco Securitization Corp                                         | CUSIP: 38122NC83<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1700000 | PA      | $1600074.00    | 0.06%             | 2029-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X9HW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     828428 | PA      | $671866.80     | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1792193.25    | 0.07%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1086995.47    | 0.04%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2019-GC42                                           | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4716035.00    | 0.17%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2201866.87    | 0.08%             | 2029-10-26      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3770000 | PA      | $2792450.69    | 0.10%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QQPB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    4320402 | PA      | $4408582.94    | 0.16%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                               | Invesco Euro CLO I DAC                                                           | CUSIP: 000000000<br>LEI: 549300GHZE7CYFQDBC40 | Long             | ABS-CBDO         | CORP              | IE        |     144004 | PA      | $168751.99     | 0.01%             | 2031-07-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3545053.05    | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-130361.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                 | JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                   | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      66755 | PA      | $61415.17      | 0.00%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2025-DNA2                                          | CUSIP: 35564NJA2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    1115000 | PA      | $1114758.38    | 0.04%             | 2045-05-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQNZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     527644 | PA      | $504373.92     | 0.02%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                            | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     900000 | PA      | $923525.01     | 0.03%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2065215.40    | 0.08%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150930000 | PA      | $148772168.88  | 5.45%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RAB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2106542 | PA      | $2107368.17    | 0.08%             | 2065-04-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                 | New Century Home Equity Loan Trust 2005-1                                        | CUSIP: 64352VKB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     172931 | PA      | $174272.70     | 0.01%             | 2035-03-25      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                               | Peruvian Government International Bond                                           | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     700000 | PA      | $224185.77     | 0.01%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                            | Atlantic Avenue 2024-3 Ltd                                                       | CUSIP: 04822JAA4<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |    4000000 | PA      | $4000912.00    | 0.15%             | 2035-01-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4075.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     521000 | PA      | $546818.26     | 0.02%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGTC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2469235 | PA      | $2502926.87    | 0.09%             | 2051-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1490000 | PA      | $1132109.00    | 0.04%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Rece                 | Nissan Master Owner Trust Receivables                                            | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8000000 | PA      | $8095530.40    | 0.30%             | 2029-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CWKJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4395656 | PA      | $4259402.15    | 0.16%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 000000000<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     400000 | PA      | $110000.00     | 0.00%             | N/A             | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133BMLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1552843 | PA      | $1480157.78    | 0.05%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1170004.69    | 0.04%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1003793.40    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF1                                   | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2340000 | PA      | $2297123.48    | 0.08%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-204.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SABLE INTL FINANCE LTD                         | Sable International Finance Ltd                                                  | CUSIP: 785712AK6<br>LEI: 2138009IE9A35LO5JS73 | Long             | DBT              | CORP              | KY        |     520000 | PA      | $527442.24     | 0.02%             | 2032-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1600000 | PA      | $1635218.24    | 0.06%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL MEDICAL RESPONSE                        | Global Medical Response Inc                                                      | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    1120000 | PA      | $1166344.26    | 0.04%             | 2032-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     500000 | PA      | $459013.85     | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | VISTRA OPERATIONS CO LLC                                                         | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |     494200 | PA      | $497227.04     | 0.02%             | 2030-12-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1635000 | PA      | $1688797.22    | 0.06%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST URBAN DEV CORP REV                 | Empire State Development Corp                                                    | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     625000 | PA      | $644025.00     | 0.02%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   13765305 | PA      | $12384628.00   | 0.45%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SLAM LLC                                       | SLAM 2025-1 Ltd                                                                  | CUSIP: 78450TAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2798540 | PA      | $2868043.85    | 0.11%             | 2050-05-15      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      83333 | PA      | $83495.11      | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE INC.               | 3 MONTH SOFR                                                                     | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              | CORP              | US        |        169 | NC      | $85539.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                       | Yapi ve Kredi Bankasi AS                                                         | CUSIP: 984848AW1<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |     495000 | PA      | $498551.63     | 0.02%             | 2036-06-11      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2019-2 Ltd                                                               | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $825226.75     | 0.03%             | 2038-01-20      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31407FQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14696 | PA      | $15587.25      | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31297UVE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      30457 | PA      | $31664.89      | 0.00%             | 2035-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137F5LN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     887090 | PA      | $878998.05     | 0.03%             | 2027-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                           | Airport Authority                                                                | CUSIP: 00946AAM6<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |     200000 | PA      | $208022.60     | 0.01%             | 2030-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                               | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1200670.68    | 0.04%             | 2028-03-24      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                     | Verus Securitization Trust 2023-7                                                | CUSIP: 92539YAA0<br>LEI: 213800W65K5FH3AI2J91 | Long             | ABS-MBS          | CORP              | US        |    3308524 | PA      | $3350218.68    | 0.12%             | 2068-10-25      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132CXLF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4383428 | PA      | $4068597.52    | 0.15%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  184000000 | PA      | $179466405.60  | 6.57%             | 2056-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |         -5 | NC      | $-940.16       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     293463 | PA      | $275338.47     | 0.01%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $994355.50     | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1121657.70    | 0.04%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Radnor Re LTD                                  | Radnor Re 2024-1 Ltd                                                             | CUSIP: 75049AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     209921 | PA      | $211049.75     | 0.01%             | 2034-09-25      | Floating      | 6.77%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     243822 | PA      | $231632.65     | 0.01%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31359VH97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7216 | PA      | $7337.79       | 0.00%             | 2029-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Adjustable Rate Mortgage Trust                 | Adjustable Rate Mortgage Trust 2005-10                                           | CUSIP: 007036TH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      13299 | PA      | $12029.95      | 0.00%             | 2036-01-25      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51                 | Octagon Investment Partners 51 Ltd                                               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2750000 | PA      | $2741191.75    | 0.10%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SNB FUNDING LTD                                | SNB Funding Ltd                                                                  | CUSIP: 000000000<br>LEI: 549300PT73WJRNMAKE44 | Long             | DBT              | CORP              | KY        |     435000 | PA      | $448175.72     | 0.02%             | 2035-06-24      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| INDIGO GROUP SAS                               | Indigo Group SAS                                                                 | CUSIP: 000000000<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |    1700000 | PA      | $1949426.44    | 0.07%             | 2028-04-19      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| EUREX CLEARING AKTIENGESELLSCHAFT              | EURO-BUND                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              | CORP              | DE        |       -112 | NC      | $231200.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo Bank, National Association         | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: KB1H1DSPRFMYMCUFXT09 | N/A              | DFE              | CORP              | US        |          1 | NC      | $74.17         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606955.14     | 0.02%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                              | Magnetite LI Ltd                                                                 | CUSIP: 559932AA6<br>LEI: 529900KAYH281VVPRN31 | Long             | ABS-CBDO         | CORP              | KY        |   10300000 | PA      | $10300000.00   | 0.38%             | 2038-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                          | DP World Crescent Ltd                                                            | CUSIP: 260979AA7<br>LEI: 21380096JRTWB8TL9236 | Long             | DBT              | CORP              | KY        |     485000 | PA      | $500355.59     | 0.02%             | 2035-05-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    1800000 | PA      | $1866664.62    | 0.07%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                             | BMW US Capital LLC                                                               | CUSIP: 05565ECW3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     900000 | PA      | $913240.71     | 0.03%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT INDONESIA PT                          | Freeport Indonesia PT                                                            | CUSIP: 69377FAB2<br>LEI: 549300T4HTQHRKLNE619 | Long             | DBT              | CORP              | ID        |     335000 | PA      | $342011.22     | 0.01%             | 2032-04-14      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2017-1                                                  | CUSIP: 46648CAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     677544 | PA      | $615577.16     | 0.02%             | 2047-01-25      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  184000000 | PA      | $179610164.80  | 6.58%             | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F042616<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        | -184000000 | PA      | $-179610164.80 | -6.58%            | 2056-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2021-B24 Mortgage Trust                                                | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6790000 | PA      | $6085006.52    | 0.22%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14846.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| IndyMac Residential Asset Back                 | Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A                 | CUSIP: 43710BAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     904169 | PA      | $616698.83     | 0.02%             | 2037-04-25      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2020-B19 Mortgage Trust                                                | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2660076.60    | 0.10%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-4                                    | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1300000 | PA      | $1304749.42    | 0.05%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3600000 | PA      | $3649102.92    | 0.13%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DQF43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2520299 | PA      | $2610952.76    | 0.10%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    8547987 | PA      | $8384139.77    | 0.31%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31296QAD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6828 | PA      | $7091.42       | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QNUY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      52766 | PA      | $45199.25      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ICON PARENT INC                                | ICON PARENT INC                                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1265000 | PA      | $1269111.25    | 0.05%             | 2031-11-13      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3200000 | PA      | $3179927.36    | 0.12%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-51687.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123CT5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     300000 | PA      | $323272.80     | 0.01%             | 2029-04-26      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| PRIO LUX HLD SARL                              | PRIO Luxembourg Holding Sarl                                                     | CUSIP: 74259PAA5<br>LEI: 2221003VQP4JY7T31H94 | Long             | DBT              | CORP              | LU        |     420000 | PA      | $409080.00     | 0.01%             | 2030-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5195000 | PA      | $5511329.26    | 0.20%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-1                                                | CUSIP: 126378BN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     134701 | PA      | $72258.60      | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     810000 | PA      | $809845.05     | 0.03%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                       | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAC7<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     550000 | PA      | $601361.37     | 0.02%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| AKBANK TAS                                     | Akbank TAS                                                                       | CUSIP: 00971YAL4<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     200000 | PA      | $211942.48     | 0.01%             | 2030-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31402DGN4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4723 | PA      | $4792.75       | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae                                                                       | CUSIP: 21H040616<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6000000 | PA      | $5666953.20    | 0.21%             | 2056-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Non Gold Pool                                                        | CUSIP: 3128NHYH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      15836 | PA      | $16435.60      | 0.00%             | 2037-05-01      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $9960.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6365000 | PA      | $6250176.67    | 0.23%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31397LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2493420 | PA      | $2546847.56    | 0.09%             | 2038-04-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Man GLG Euro CLO                               | Man GLG Euro CLO V DAC                                                           | CUSIP: 000000000<br>LEI: 635400WPMITSRLC5LX57 | Long             | ABS-CBDO         | CORP              | IE        |     234665 | PA      | $275625.55     | 0.01%             | 2031-12-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAD4<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     395000 | PA      | $399999.44     | 0.01%             | 2035-09-22      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1173986 | PA      | $1183671.10    | 0.04%             | 2031-11-28      | Floating      | 6.59%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    1136000 | PA      | $1150394.48    | 0.04%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXVII Ltd                                                   | CUSIP: 55820YAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $848473.40     | 0.03%             | 2038-04-20      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2722091.23    | 0.10%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     482710 | PA      | $75833.66      | 0.00%             | 2025-09-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3114530.94    | 0.11%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $72904.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Euro CLO                               | Carlyle Euro CLO 2019-2 DAC                                                      | CUSIP: 000000000<br>LEI: 63540012YBWEYXRWOE16 | Long             | ABS-CBDO         | CORP              | IE        |     358012 | PA      | $420400.27     | 0.02%             | 2032-08-15      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                 | Merck & Co Inc                                                                   | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    1285000 | PA      | $1280959.57    | 0.05%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                   | CALPINE CORP                                                                     | CUSIP: 13134MBW2<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | LON              | CORP              | US        |     237556 | PA      | $237808.53     | 0.01%             | 2031-01-31      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| TOBACCO SETTLEMENT FIN AUTH WV                 | Tobacco Settlement Finance Authority                                             | CUSIP: 88880LAN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $458650.00     | 0.02%             | 2031-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4314637.87    | 0.16%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSPORT DE GAS DEL SUR                       | Transportadora de Gas del Sur SA                                                 | CUSIP: 893870AZ8<br>LEI: 5299002TRC7IFQYSW596 | Long             | DBT              | CORP              | AR        |     395000 | PA      | $391192.20     | 0.01%             | 2035-11-20      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF AZERBAIJAN                         | Republic of Azerbaijan International Bond                                        | CUSIP: 000000000<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     325000 | PA      | $305913.22     | 0.01%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      39091 | PA      | $35661.18      | 0.00%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| DRAGON BUYER INC                               | DRAGON BUYER INC                                                                 | CUSIP: 26143FAB5<br>LEI: 2549006V6EIUFGF2Y127 | Long             | LON              | CORP              | US        |    1397940 | PA      | $1400342.76    | 0.05%             | 2031-09-30      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31412MCZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        540 | PA      | $554.53        | 0.00%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GOLDMAN SACHS GROUP INC/THE                                                  | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1526.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3138ABN47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10723 | PA      | $10806.08      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38378WRW5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     453955 | PA      | $426132.62     | 0.02%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FWD GROUP HOLDINGS LTD                         | FWD Group Holdings Ltd                                                           | CUSIP: 30332TAC6<br>LEI: 254900HEGGDS8WU5QZ97 | Long             | DBT              | CORP              | KY        |     250000 | PA      | $251628.85     | 0.01%             | 2030-09-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2015-4                                                  | CUSIP: 46644VBR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125426 | PA      | $117463.95     | 0.00%             | 2045-06-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Vibrant CLO Ltd                                | Vibrant CLO XI Ltd                                                               | CUSIP: 92558NAJ1<br>LEI: 5493008IYL3HLPE46G85 | Long             | ABS-CBDO         | CORP              | KY        |     392832 | PA      | $392716.12     | 0.01%             | 2032-07-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                               | IRB HOLDING CORP                                                                 | CUSIP: 44988LAM9<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    3454376 | PA      | $3466131.16    | 0.13%             | 2030-12-16      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                       | Brookfield Asset Management Ltd                                                  | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    2025000 | PA      | $2042087.56    | 0.07%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     300000 | PA      | $278967.45     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133GEGP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   10624001 | PA      | $9839868.72    | 0.36%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R01                                     | CUSIP: 20754LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1507374.75    | 0.06%             | 2041-12-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $234.91        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1890000 | PA      | $1874070.70    | 0.07%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     850000 | PA      | $533308.62     | 0.02%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                       | American Airlines 2016-1 Class AA Pass Through Trust                             | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400354 | PA      | $396107.23     | 0.01%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Jubilee CDO BV                                 | Jubilee CLO 2016-XVII DAC                                                        | CUSIP: 000000000<br>LEI: 635400JSFGFQPD2VOA16 | Long             | ABS-CBDO         | CORP              | IE        |     343316 | PA      | $402479.02     | 0.01%             | 2031-04-15      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corpo                 | HSI Asset Securitization Corp Trust 2006-HE1                                     | CUSIP: 44328AAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19887 | PA      | $6999.69       | 0.00%             | 2036-10-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31359SWU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        540 | PA      | $557.02        | 0.00%             | 2031-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      81407 | PA      | $70143.18      | 0.00%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| LD CELULOSE INTERNATIONA                       | LD Celulose International GmbH                                                   | CUSIP: 50206BAA0<br>LEI: 529900EHUSQJVOTP9J45 | Long             | DBT              | CORP              | AT        |     355000 | PA      | $371014.30     | 0.01%             | 2032-01-26      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     900000 | PA      | $962550.00     | 0.04%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JUNE PURCHASER LLC                             | JUNE PURCHASER LLC                                                               | CUSIP: 48171UAD7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     197143 | PA      | $198769.29     | 0.01%             | 2031-11-28      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1046.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Fu                 | Palmer Square European Loan Funding 2024-1 DAC                                   | CUSIP: 000000000<br>LEI: 254900S9D49Z2X16W073 | Long             | ABS-CBDO         | CORP              | IE        |     283777 | PA      | $332834.10     | 0.01%             | 2033-08-15      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| Cairn CLO BV                                   | Cairn CLO X DAC                                                                  | CUSIP: 000000000<br>LEI: 549300SJJA6F0HPES196 | Long             | ABS-CBDO         | CORP              | IE        |     692467 | PA      | $812613.38     | 0.03%             | 2031-10-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31414KAU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3419 | PA      | $3547.83       | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable                 | Westlake Automobile Receivables Trust 2024-3                                     | CUSIP: 96043CAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     497419 | PA      | $498043.11     | 0.02%             | 2027-09-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner                  | Toyota Auto Receivables 2024-B Owner Trust                                       | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4174842 | PA      | $4218338.43    | 0.15%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                      | Chesapeake Funding II LLC                                                        | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    1696192 | PA      | $1716325.49    | 0.06%             | 2036-05-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBX6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    3100000 | PA      | $3002007.14    | 0.11%             | 2030-05-22      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| SUNAC CHINA HOLDINGS LTD                       | Sunac China Holdings Ltd                                                         | CUSIP: 000000000<br>LEI: 549300OLARYHDXP3WK18 | Long             | DBT              | CORP              | KY        |     281821 | PA      | $44736.31      | 0.00%             | 2026-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1130000 | PA      | $1147448.22    | 0.04%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1421931.84    | 0.05%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12294.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                             | F&G Global Funding                                                               | CUSIP: 30321L2J0<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1142909.57    | 0.04%             | 2030-01-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO III Ltd                                                               | CUSIP: 14686WAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    2228710 | PA      | $2227492.90    | 0.08%             | 2032-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I                 | CyrusOne Data Centers Issuer I LLC                                               | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $4879650.50    | 0.18%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418EEA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1750207 | PA      | $1655634.51    | 0.06%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA INC                         | Bimbo Bakeries USA Inc                                                           | CUSIP: 09031WAD5<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |     260000 | PA      | $284058.32     | 0.01%             | 2034-01-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WHITE CAP BUYER LLC                            | WHITE CAP BUYER LLC                                                              | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    2277000 | PA      | $2288772.09    | 0.08%             | 2029-10-29      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                          | Haleon US Capital LLC                                                            | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     500000 | PA      | $488837.30     | 0.02%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                             | Realkredit Danmark A/S                                                           | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.11          | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    1870000 | PA      | $1919088.44    | 0.07%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      26208 | PA      | $24978.43      | 0.00%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -1400000 | NC      | $-171.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUROPEAN UNION                                 | European Union                                                                   | CUSIP: 000000000<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | N/A       |    9900000 | PA      | $11797319.09   | 0.43%             | 2029-10-05      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CEZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36645255 | PA      | $34391018.47   | 1.26%             | 2032-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31396NG75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     437586 | PA      | $454761.46     | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3133TLEK0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       6628 | PA      | $6754.56       | 0.00%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                 | Bear Stearns Asset Backed Securities I Trust 2005-FR1                            | CUSIP: 073879G69<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     179094 | PA      | $176871.36     | 0.01%             | 2035-06-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2006-7                                            | CUSIP: 54251TAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1982878 | PA      | $1029713.69    | 0.04%             | 2036-08-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3670000 | PA      | $3814577.45    | 0.14%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136AWPE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     348125 | PA      | $318257.30     | 0.01%             | 2047-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4298029.12    | 0.16%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     890000 | PA      | $889008.36     | 0.03%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MONTREAL EXCHANGE INC.                         | CAN 10YR BOND                                                                    | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |        -12 | NC      | $616.80        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE,INC                             | JAPAN 10Y BOND(OSE)                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              | CORP              | JP        |        -17 | NC      | $95291.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     680000 | PA      | $671852.17     | 0.02%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137HJGE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1283432 | PA      | $1283888.38    | 0.05%             | 2055-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                    | PNC Bank NA                                                                      | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2404067.52    | 0.09%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                        | EIG Pearl Holdings Sarl                                                          | CUSIP: 28249NAB7<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |     245000 | PA      | $207364.69     | 0.01%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3381906.22    | 0.12%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                 | Santander Drive Auto Receivables Trust 2025-1                                    | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1624948.80    | 0.06%             | 2031-03-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | Countrywide Asset-Backed Certificates                                            | CUSIP: 1266714M5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20796 | PA      | $20323.63      | 0.00%             | 2034-08-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137HLZD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    3009052 | PA      | $3027225.76    | 0.11%             | 2055-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    3350000 | PA      | $3501084.00    | 0.13%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 00131LAF2<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    1000000 | PA      | $1001376.30    | 0.04%             | 2028-04-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-475.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13200000 | PA      | $12509063.16   | 0.46%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31371MGC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      29541 | PA      | $29795.67      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    1570000 | PA      | $1558774.50    | 0.06%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                      | Amgen Inc                                                                        | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3238741.11    | 0.12%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| RESIDEO FUNDING INC                            | Resideo Funding Inc                                                              | CUSIP: 76119LAD3<br>LEI: 5493000IFJ6XJKH66598 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1383457.05    | 0.05%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                  | Citigroup Mortgage Loan Trust 2024-1                                             | CUSIP: 17332CBX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2390528 | PA      | $2401757.68    | 0.09%             | 2054-07-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                          | Foundry JV Holdco LLC                                                            | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1161218.81    | 0.04%             | 2032-01-25      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416VSB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1391 | PA      | $1479.92       | 0.00%             | 2038-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                 | Qatar Government International Bond                                              | CUSIP: 74727PBE0<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |     771000 | PA      | $683610.54     | 0.03%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-4                                                  | CUSIP: 46647JAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     133634 | PA      | $127403.08     | 0.00%             | 2046-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL ELECTRIC COMPANY                                                     | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2833.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31404P7H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       3222 | PA      | $3244.80       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     600000 | PA      | $617196.00     | 0.02%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                 | Option One Mortgage Loan Trust 2005-1                                            | CUSIP: 68389FGK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     535256 | PA      | $515308.91     | 0.02%             | 2035-02-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31409JXU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      10829 | PA      | $11489.03      | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BUL4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      33680 | PA      | $33682.52      | 0.00%             | 2062-08-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                        | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    1531000 | PA      | $1572595.74    | 0.06%             | 2033-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF BAHRAIN                             | Bahrain Government International Bond                                            | CUSIP: 05675M2C7<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |     300000 | PA      | $321510.54     | 0.01%             | 2030-05-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                        | American Airlines 2019-1 Class AA Pass Through Trust                             | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     140314 | PA      | $132625.53     | 0.00%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     403000 | PA      | $378585.78     | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAH2<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     415000 | PA      | $436873.65     | 0.02%             | 2032-04-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/TRY FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1173.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     470000 | PA      | $470728.50     | 0.02%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                  | UniCredit SpA                                                                    | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |     600000 | PA      | $718991.12     | 0.03%             | N/A             | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BG8<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1270000 | PA      | $1276019.80    | 0.05%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4917000 | PA      | $5164301.01    | 0.19%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| CORP ANDINA DE FOMENTO                         | Corp Andina de Fomento                                                           | CUSIP: 219868CM6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | NUSS              | N/A       |     490000 | PA      | $504087.50     | 0.02%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPXE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4271651 | PA      | $4382308.08    | 0.16%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                 | Carlyle Euro CLO 2025-1 DAC                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    1000000 | PA      | $1177823.05    | 0.04%             | 2038-08-15      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    1400000 | PA      | $1255973.60    | 0.05%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2019-4                                                 | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3170803 | PA      | $3058791.66    | 0.11%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16000000 | PA      | $9383750.40    | 0.34%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $67.64         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNPP IP Euro CLO                               | BNPP AM Euro CLO 2018 DAC                                                        | CUSIP: 000000000<br>LEI: 635400VGNU8T62DHAX91 | Long             | ABS-CBDO         | CORP              | IE        |     245459 | PA      | $286700.84     | 0.01%             | 2031-04-15      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M                 | Bear Stearns ARM Trust 2003-5                                                    | CUSIP: 07384MWN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10565 | PA      | $9886.15       | 0.00%             | 2033-08-25      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     700000 | PA      | $515839.87     | 0.02%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     359000 | PA      | $360300.51     | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                          | Athene Global Funding                                                            | CUSIP: 000000000<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2952334.74    | 0.11%             | 2027-02-23      | Floating      | 3.05%                 | Yes           |                  2 | On Loan: No      |
| BANGKOK BANK PCL/HK                            | Bangkok Bank PCL/Hong Kong                                                       | CUSIP: 059895AY8<br>LEI: 549300CCL2BKJGMYXV60 | Long             | DBT              | CORP              | TH        |     440000 | PA      | $441130.23     | 0.02%             | 2030-11-26      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XGP86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3709507 | PA      | $3479671.63    | 0.13%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                         | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    1800000 | PA      | $1683492.48    | 0.06%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                   | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     875000 | PA      | $869054.73     | 0.03%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1645000 | PA      | $1862514.24    | 0.07%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | CAD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-796119.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                          | JEFFERIES FINANCE LLC                                                            | CUSIP: 000000000<br>LEI: 549300SKVB18YSSIDT75 | Long             | LON              | CORP              | US        |     691508 | PA      | $687617.81     | 0.03%             | 2031-10-21      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Mortgage Finance Trust Series 2005-A1                                      | CUSIP: 16162WPJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      26634 | PA      | $23247.20      | 0.00%             | 2035-12-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1353000 | PA      | $1200043.08    | 0.04%             | 2055-02-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                 | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC2                    | CUSIP: 86361GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2478483 | PA      | $1536130.17    | 0.06%             | 2036-09-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 05533UAG3<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     400000 | PA      | $399632.36     | 0.01%             | 2034-09-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2411900.66    | 0.09%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179WJR0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   19056655 | PA      | $16446598.54   | 0.60%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   14940000 | PA      | $14684385.56   | 0.54%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31409FPK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      14512 | PA      | $15220.01      | 0.00%             | 2036-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                   | CD 2017-CD6 Mortgage Trust                                                       | CUSIP: 125039AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     440000 | PA      | $420503.38     | 0.02%             | 2050-11-13      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS GENERAL MOTORS CO                                                            | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $29584.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CL2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     400000 | PA      | $412780.00     | 0.02%             | 2035-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     537000 | PA      | $490574.31     | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                  | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2805000 | PA      | $2903941.05    | 0.11%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                                   | KKR & Co Inc                                                                     | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    4155000 | PA      | $4157137.75    | 0.15%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2969409.04    | 0.11%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31368HP64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   10536481 | PA      | $10944915.42   | 0.40%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XB5S5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3166497 | PA      | $2843325.45    | 0.10%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R05                                     | CUSIP: 20753CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1280000 | PA      | $1284403.20    | 0.05%             | 2045-07-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                         | Korea Development Bank/The                                                       | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $206939.86     | 0.01%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN BANK & TRUS                       | Metropolitan Bank & Trust Co                                                     | CUSIP: 000000000<br>LEI: 549300SQYI82RVWFN715 | Long             | DBT              | CORP              | PH        |     265000 | PA      | $273409.91     | 0.01%             | 2029-03-06      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $216413.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1149635.64    | 0.04%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                    | Equinor ASA                                                                      | CUSIP: 29446MAM4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     305000 | PA      | $309562.71     | 0.01%             | 2030-09-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EL PUERTO DE LIVERPOOL                         | El Puerto de Liverpool SAB de CV                                                 | CUSIP: 283837AD4<br>LEI: 4469000001BO4JEXZL32 | Long             | DBT              | CORP              | MX        |     470000 | PA      | $504028.00     | 0.02%             | 2037-01-22      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                             | Angolan Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     200000 | PA      | $201279.50     | 0.01%             | 2028-05-09      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    2673000 | PA      | $2282121.86    | 0.08%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Diamond Infrastructure Funding                 | Diamond Infrastructure Funding LLC                                               | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4700000 | PA      | $4567814.85    | 0.17%             | 2049-04-15      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2007-A1                                                 | CUSIP: 46630GAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      19826 | PA      | $19280.70      | 0.00%             | 2035-07-25      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                   | Barclays PLC                                                                     | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3431580.60    | 0.13%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Ludgate Funding Plc                            | Ludgate Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     207631 | PA      | $278035.09     | 0.01%             | 2061-01-01      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     735000 | PA      | $764761.55     | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | GBP/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1535.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2019-BNK20                                                                  | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7568571.20    | 0.28%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    3800000 | PA      | $4020175.42    | 0.15%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298841.16     | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Trust                       | Mill City Mortgage Loan Trust 2019-1                                             | CUSIP: 59981AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2863522 | PA      | $2806265.49    | 0.10%             | 2069-10-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                        | Mong Duong Finance Holdings BV                                                   | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |     590969 | PA      | $584979.91     | 0.02%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                            | Ashtead Capital Inc                                                              | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2752262.24    | 0.10%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                       | Volkswagen Group of America Finance LLC                                          | CUSIP: 928668BW1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     400000 | PA      | $412827.08     | 0.02%             | 2028-09-12      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     594000 | PA      | $567011.85     | 0.02%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAS9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $2789836.56    | 0.10%             | 2028-12-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Euro Galaxy CLO DAC                            | Euro-Galaxy III CLO DAC                                                          | CUSIP: 000000000<br>LEI: 635400H1W7SGWXGQOB43 | Long             | ABS-CBDO         | CORP              | IE        |    3981064 | PA      | $4659359.95    | 0.17%             | 2034-04-24      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $18466.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     300000 | PA      | $297675.00     | 0.01%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MINEJESA CAPITAL BV                            | Minejesa Capital BV                                                              | CUSIP: 602736AA8<br>LEI: 549300KS7ERCP10BKC35 | Long             | DBT              | CORP              | NL        |     334428 | PA      | $333460.90     | 0.01%             | 2030-08-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     200000 | PA      | $197336.54     | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    1360000 | PA      | $1407698.19    | 0.05%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux Mpc II Sarl                                                | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     312802 | PA      | $321033.04     | 0.01%             | 2035-10-20      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1205100.35    | 0.04%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2720000 | PA      | $2675685.22    | 0.10%             | 2028-01-07      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                    | GSAMP Trust 2007-SEA1                                                            | CUSIP: 3622MLAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     251728 | PA      | $250863.26     | 0.01%             | 2036-12-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31393LFK4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       8111 | PA      | $8142.16       | 0.00%             | 2043-02-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     150000 | PA      | $177102.74     | 0.01%             | 2027-06-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/GBP FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4315.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $45825.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MASTR Adjustable Rate Mortgage                 | MASTR Adjustable Rate Mortgages Trust 2004-4                                     | CUSIP: 576433ME3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      18481 | PA      | $17980.15      | 0.00%             | 2034-05-25      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| SIRIUS REAL ESTATE LTD                         | Sirius Real Estate Ltd                                                           | CUSIP: 000000000<br>LEI: 213800NURUF5W8QSK566 | Long             | DBT              | CORP              | GG        |    2400000 | PA      | $2800289.17    | 0.10%             | 2026-06-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $198141.28     | 0.01%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-5                                              | CUSIP: 576434RL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7093 | PA      | $7300.42       | 0.00%             | 2034-06-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                | Danske Bank A/S                                                                  | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    3400000 | PA      | $3533744.44    | 0.13%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CLE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3943146 | PA      | $3960366.51    | 0.15%             | 2034-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                       | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2573412.40    | 0.09%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    2560000 | PA      | $2661721.34    | 0.10%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                         | Bunge Ltd Finance Corp                                                           | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2936526.58    | 0.11%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                         | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1395702.42    | 0.05%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5989.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                       | Republic of South Africa Government Bond                                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   60900000 | PA      | $3831864.48    | 0.14%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                          | Stellantis Finance US Inc                                                        | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |     500000 | PA      | $509922.95     | 0.02%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                        | Jefferies Financial Group Inc                                                    | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     331000 | PA      | $341724.20     | 0.01%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     865000 | PA      | $884595.10     | 0.03%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Trust 2015-5                                                           | CUSIP: 46644XBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9588 | PA      | $9537.99       | 0.00%             | 2045-05-25      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                           | ERAC USA Finance LLC                                                             | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3934777.45    | 0.14%             | 2028-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RAAC Series                                    | RAAC Series 2005-SP2 Trust                                                       | CUSIP: 76112BF54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     108906 | PA      | $100997.20     | 0.00%             | 2044-06-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 34 CLO Ltd                                                               | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |    1193765 | PA      | $1193854.28    | 0.04%             | 2031-10-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                       | Banco Mercantil del Norte SA/Grand Cayman                                        | CUSIP: 05971PAB4<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     445000 | PA      | $460300.44     | 0.02%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6445000 | PA      | $6618209.38    | 0.24%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $24722.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                          | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $1088031.00    | 0.04%             | 2032-02-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2093220.15    | 0.08%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                       | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |    3950000 | PA      | $4028368.00    | 0.15%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWDR1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     616931 | PA      | $524324.01     | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1518398.46    | 0.06%             | 2055-01-15      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3622AB4N9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2360790 | PA      | $2426263.07    | 0.09%             | 2049-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FUTURE RETAIL LTD                              | Future Retail Ltd                                                                | CUSIP: 36118EAA0<br>LEI: 335800XO19WYIUZC9H61 | Long             | DBT              | CORP              | IN        |     565000 | PA      | $1418.15       | 0.00%             | 2025-01-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     485000 | PA      | $491678.11     | 0.02%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                               | COLT 2024-3 Mortgage Loan Trust                                                  | CUSIP: 19688VAA8<br>LEI: 213800YFAHWZN77V6P52 | Long             | ABS-MBS          | CORP              | US        |    1984287 | PA      | $2010318.93    | 0.07%             | 2069-06-25      | Variable      | 6.39%                 | No            |                  2 | On Loan: No      |
| Grupo Aeromexico SAB de CV                     | Grupo Aeromexico SAB de CV                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | MX        |     452315 | NS      | $1004725.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -2600000 | NC      | $-268.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $566040.42     | 0.02%             | 2030-09-17      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                         | Blue Owl Credit Income Corp                                                      | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    1419000 | PA      | $1419009.79    | 0.05%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     401000 | PA      | $417077.29     | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   11400000 | PA      | $11367937.50   | 0.42%             | 2056-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B34 Mortgage Trust                                                | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2950000 | PA      | $2754013.80    | 0.10%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                   | Entegris Inc                                                                     | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1233907.71    | 0.05%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1855000 | PA      | $1915411.60    | 0.07%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                            | COMM 2018-HCLV Mortgage Trust                                                    | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2677272.75    | 0.10%             | 2033-09-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AL5<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     700000 | PA      | $670676.79     | 0.02%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    1030000 | PA      | $1043005.30    | 0.04%             | 2028-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | CHF/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2089.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                    | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     725000 | PA      | $714121.52     | 0.03%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31412PMN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      54510 | PA      | $54980.80      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13500000 | PA      | $7091190.90    | 0.26%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MASTR Alternative Loans Trust                  | MASTR Alternative Loan Trust 2004-3                                              | CUSIP: 576434PB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        720 | PA      | $752.28        | 0.00%             | 2034-04-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6909105 | PA      | $5615436.93    | 0.21%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                             | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1200000 | PA      | $1242682.80    | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B32 Mortgage Trust                                                | CUSIP: 08163NBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $1716965.14    | 0.06%             | 2055-01-15      | Variable      | 3.45%                 | No            |                  2 | On Loan: No      |
| GMAC Mortgage Corporation Loan                 | GMACM Mortgage Loan Trust 2006-J1                                                | CUSIP: 36185MEB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      10852 | PA      | $9424.47       | 0.00%             | 2036-04-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     900000 | PA      | $929678.67     | 0.03%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     800000 | PA      | $565000.00     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2423.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DPK49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    4396707 | PA      | $4213505.75    | 0.15%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                      | Towd Point Mortgage Trust 2024-5                                                 | CUSIP: 891944AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3268799 | PA      | $3280167.65    | 0.12%             | 2064-10-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| MIDCONTINENT COMMUNICATI                       | MIDCONTINENT COMMUNICATIONS                                                      | CUSIP: 59565TAM1<br>LEI: 549300ZI9GDQBS28C408 | Long             | LON              | CORP              | US        |    1209688 | PA      | $1208175.39    | 0.04%             | 2031-08-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    1400000 | PA      | $1382044.30    | 0.05%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F050627<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68000000 | PA      | $67747658.80   | 2.48%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                  | Westlake Corp                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1685568.35    | 0.06%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AL RAJHI SUKUK LTD                             | Al Rajhi Sukuk Ltd                                                               | CUSIP: 000000000<br>LEI: 549300FHETHK3XGY8N60 | Long             | DBT              | CORP              | KY        |     410000 | PA      | $414307.71     | 0.02%             | 2036-03-16      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| TRUST 2401                                     | Trust 2401                                                                       | CUSIP: 89834MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     416000 | PA      | $460586.88     | 0.02%             | 2032-01-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                            | Global Payments Inc                                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2051258.67    | 0.08%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 18 Ltd                                                             | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $846787.00     | 0.03%             | 2038-04-15      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8224.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 10 Ltd                                                         | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | KY        |     600000 | PA      | $589614.60     | 0.02%             | 2038-01-22      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      83202 | PA      | $76088.65      | 0.00%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | CHL Mortgage Pass-Through Trust 2007-4                                           | CUSIP: 12544RAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     648932 | PA      | $259225.55     | 0.01%             | 2037-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC                             | Dominican Republic International Bond                                            | CUSIP: 25714PEF1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |     500000 | PA      | $482350.00     | 0.02%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2007-1                                                    | CUSIP: 81744HAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     153636 | PA      | $100343.26     | 0.00%             | 2046-09-20      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060634<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   22406095 | PA      | $22991823.93   | 0.84%             | 2056-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418FHZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   15492659 | PA      | $15909250.47   | 0.58%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2600000 | PA      | $2866667.44    | 0.10%             | 2033-06-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    3300000 | PA      | $3411038.07    | 0.12%             | 2030-03-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1957672.07    | 0.07%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $97668.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2700000 | PA      | $1509626.97    | 0.06%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1405000 | PA      | $1404270.52    | 0.05%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| COSTA RICA GOVERNMENT                          | Costa Rica Government International Bond                                         | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     750000 | PA      | $903774.30     | 0.03%             | 2030-11-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58300 | PA      | $8737.84       | 0.00%             | 2037-04-25      | Floating      | 2.90%                 | No            |                  3 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                    | CHARTER COMMUNICATIONS OPERATING LLC                                             | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |     462330 | PA      | $463116.89     | 0.02%             | 2031-12-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     115000 | PA      | $113554.80     | 0.00%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      70000 | PA      | $46294.50      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust                 | Long Beach Mortgage Loan Trust 2006-1                                            | CUSIP: 542514RM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2164769 | PA      | $1934750.77    | 0.07%             | 2036-02-25      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1784372.16    | 0.07%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    2770000 | PA      | $2881272.01    | 0.11%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/NZD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1726.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Structured Asset Investment Lo                 | Structured Asset Investment Loan Trust 2003-BC2                                  | CUSIP: 86358EAN6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      15778 | PA      | $16277.85      | 0.00%             | 2033-04-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137HB2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1575000 | PA      | $1595231.82    | 0.06%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                          | Nickel Industries Ltd                                                            | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |     205000 | PA      | $212803.98     | 0.01%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1050632.36    | 0.04%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                       | Hilton Domestic Operating Co Inc                                                 | CUSIP: 432833AN1<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     700000 | PA      | $650352.64     | 0.02%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     600000 | PA      | $581080.44     | 0.02%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAIN INC                          | Caesars Entertainment Inc                                                        | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2771639.73    | 0.10%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners VII Ltd                                                      | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $849584.35     | 0.03%             | 2038-02-20      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     590000 | PA      | $614650.38     | 0.02%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ares European CLO                              | Ares European CLO X DAC                                                          | CUSIP: 000000000<br>LEI: 635400SFL7VSI4HNPI68 | Long             | ABS-CBDO         | CORP              | IE        |     942317 | PA      | $1106985.86    | 0.04%             | 2031-10-15      | Floating      | 2.79%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2615.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI                       | SMBC Aviation Capital Finance DAC                                                | CUSIP: 78448TAP7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |    2090000 | PA      | $2091628.95    | 0.08%             | 2035-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK5                                                                   | CUSIP: 06541WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     605000 | PA      | $589114.03     | 0.02%             | 2060-06-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     100000 | PA      | $64949.22      | 0.00%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO & NUCLEAR PO                       | Korea Hydro & Nuclear Power Co Ltd                                               | CUSIP: 50064YAS2<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |     460000 | PA      | $471639.29     | 0.02%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCLU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1607557 | PA      | $1386561.88    | 0.05%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $719558.91     | 0.03%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                               | Georgia Power Co                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3249559.68    | 0.12%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXIV                                                                  | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |     383045 | PA      | $382954.99     | 0.01%             | 2030-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                    | Prologis LP                                                                      | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $952664.02     | 0.03%             | 2033-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    2000000 | PA      | $2067328.00    | 0.08%             | 2031-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2059.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     960000 | PA      | $895289.95     | 0.03%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture XXIX CLO Ltd                                                             | CUSIP: 92331EAF3<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-CBDO         | CORP              | KY        |      99576 | PA      | $99583.54      | 0.00%             | 2030-09-07      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| KOOKMIN BANK                                   | Kookmin Bank                                                                     | CUSIP: 50050GAN8<br>LEI: 549300XXMOJSIW8P4769 | Long             | DBT              | CORP              | KR        |     550000 | PA      | $501817.20     | 0.02%             | 2030-11-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                          | Melco Resorts Finance Ltd                                                        | CUSIP: 000000000<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $200065.04     | 0.01%             | 2028-07-21      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QEKE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    2613922 | PA      | $2260441.70    | 0.08%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                    | Capital Street Master Trust                                                      | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     500000 | PA      | $498983.05     | 0.02%             | 2029-08-16      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                         | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     145000 | PA      | $146687.09     | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                   | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1080514.92    | 0.04%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus                 | Citizens Auto Receivables Trust 2023-1                                           | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2989265 | PA      | $3007157.35    | 0.11%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                       | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2300000 | PA      | $2047405.26    | 0.07%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5516.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     890000 | PA      | $892690.38     | 0.03%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC                              | REVERSE REPURCHASE AGREEMENT                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | Short            | RA               | CORP              | US        |    -292212 | PA      | $-343407.54    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                        | Simon Property Group LP                                                          | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     770000 | PA      | $693375.76     | 0.03%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254DF4<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     275000 | PA      | $294768.38     | 0.01%             | N/A             | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| GACI FIRST INVESTMENT                          | Gaci First Investment Co                                                         | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |     539000 | PA      | $537219.41     | 0.02%             | 2035-02-14      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      51000 | PA      | $49485.18      | 0.00%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Centex Home Equity                             | Centex Home Equity Loan Trust 2002-A                                             | CUSIP: 152314EL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         67 | PA      | $67.44         | 0.00%             | 2032-01-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust                    | CUSIP: 93364FAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175875 | PA      | $159897.50     | 0.01%             | 2037-07-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2022-BNK39                                                                  | CUSIP: 06539VBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     797000 | PA      | $688575.32     | 0.03%             | 2055-02-15      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                 | Morgan Stanley Capital I Trust 2019-L3                                           | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $953151.90     | 0.03%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-7570.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2739000 | PA      | $2778032.94    | 0.10%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BANCO DEL ESTADO -CHILE                        | Banco del Estado de Chile                                                        | CUSIP: 05957AAC3<br>LEI: 5493004R4EJC0W0XVQ72 | Long             | DBT              | CORP              | CL        |     380000 | PA      | $403911.50     | 0.01%             | N/A             | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $215250.26     | 0.01%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31409YUT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       7780 | PA      | $8165.23       | 0.00%             | 2036-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Secu                 | Bear Stearns Asset Backed Securities Trust 2007-SD1                              | CUSIP: 07389QAN8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      90897 | PA      | $38223.01      | 0.00%             | 2036-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   32300000 | PA      | $33146896.31   | 1.21%             | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F060626<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -22406095 | PA      | $-22993576.09  | -0.84%            | 2056-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    1760000 | PA      | $1763373.92    | 0.06%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                            | Frontier Issuer LLC                                                              | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1350000 | PA      | $1391882.54    | 0.05%             | 2054-06-20      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1A EETC                        | American Airlines 2021-1 Class A Pass Through Trust                              | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      83913 | PA      | $76649.56      | 0.00%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/ZAR FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-34277.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2010000 | PA      | $1991722.27    | 0.07%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Secur                 | Banc of America Mortgage 2003-D Trust                                            | CUSIP: 05948XBS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        339 | PA      | $333.01        | 0.00%             | 2033-05-25      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Investo                 | Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1                       | CUSIP: 59020UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |        959 | PA      | $911.67        | 0.00%             | 2034-02-25      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through                  | Freddie Mac Structured Pass-Through Certificates                                 | CUSIP: 31394JY35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       2237 | PA      | $2300.10       | 0.00%             | 2043-09-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                          | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     315000 | PA      | $328445.96     | 0.01%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1383239.49    | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA                           | Sitios Latinoamerica SAB de CV                                                   | CUSIP: 82983PAA1<br>LEI: 984500D2C0CDC0BFDD35 | Long             | DBT              | CORP              | MX        |     315000 | PA      | $327285.00     | 0.01%             | 2029-11-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                        | United Airlines 2020-1 Class A Pass Through Trust                                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     646111 | PA      | $662490.84     | 0.02%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KINGDOM OF MOROCCO                             | Morocco Government International Bond                                            | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     200000 | PA      | $146434.60     | 0.01%             | 2050-12-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XH5W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   13698440 | PA      | $11609271.50   | 0.43%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | ILS/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-21804.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                       | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development  | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $475750.00     | 0.02%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                          | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     210000 | PA      | $153405.00     | 0.01%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA GLOBAL UTILITIES                       | Georgia Global Utilities JSC                                                     | CUSIP: 373196AB0<br>LEI: 213800JCP8ERP6FTOL26 | Long             | DBT              | CORP              | GE        |     275000 | PA      | $291688.51     | 0.01%             | 2029-07-25      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square Government Fund | Goldman Sachs Financial Square Government Fund                                   | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |    4100000 | NS      | $4100000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2025-I Ltd                                                          | CUSIP: 12572VAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     850000 | PA      | $843951.40     | 0.03%             | 2038-04-23      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31406M6P6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1361 | PA      | $1395.62       | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    1800000 | PA      | $1835483.40    | 0.07%             | 2028-08-08      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                 | ACHV ABS Trust 2024-3AL                                                          | CUSIP: 00092KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     402963 | PA      | $406877.73     | 0.01%             | 2031-12-26      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                        | Astrazeneca Finance LLC                                                          | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4396921.96    | 0.16%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF POLAND                             | Republic of Poland Government International Bond                                 | CUSIP: 731011AW2<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     203000 | PA      | $195461.35     | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS LLOYDS BANKING GP PLC                                                        | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $1112.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TURKCELL ILETISIM HIZMET                       | Turkcell Iletisim Hizmetleri AS                                                  | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     350000 | PA      | $368798.36     | 0.01%             | 2030-01-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                        | Aeropuerto Internacional de Tocumen SA                                           | CUSIP: 00787CAE2<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |     200000 | PA      | $162799.00     | 0.01%             | 2061-08-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1770000 | PA      | $1818424.01    | 0.07%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MISC CAPITAL TWO LABUAN                        | MISC Capital Two Labuan Ltd                                                      | CUSIP: 60475DAB7<br>LEI: 9845000ED8376T875113 | Long             | DBT              | CORP              | MY        |     315000 | PA      | $313099.26     | 0.01%             | 2027-04-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KFV6<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | CORP              | US        |    3726372 | PA      | $3853722.62    | 0.14%             | 2033-12-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                       | Benchmark 2022-B33 Mortgage Trust                                                | CUSIP: 08163PBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $787894.83     | 0.03%             | 2055-03-15      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Bain Capital Euro CLO                          | Bain Capital Euro Clo 2018-2 DAC                                                 | CUSIP: 000000000<br>LEI: 635400CJJQJHYAMATG34 | Long             | ABS-CBDO         | CORP              | IE        |     380155 | PA      | $446345.44     | 0.02%             | 2032-01-20      | Floating      | 2.74%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    6930548 | PA      | $7067541.64    | 0.26%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL TRUST                            | SVB Financial Trust                                                              | CUSIP: 78500B205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2953 | NS      | $1407104.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN (20 YEAR ISSUE)                          | Japan Government Twenty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  221000000 | PA      | $1306572.20    | 0.05%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DIR              | CORP              | DE        |  176900000 | NC      | $89366.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Cer                 | WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust                    | CUSIP: 92925VAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      84442 | PA      | $72644.25      | 0.00%             | 2037-02-25      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Structured Asset Mortgage Inve                 | Structured Asset Mortgage Investments II Trust 2005-AR5                          | CUSIP: 86359LPE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      35207 | PA      | $35152.43      | 0.00%             | 2035-07-19      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1367028.87    | 0.05%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1403362.52    | 0.05%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2021-13                                                 | CUSIP: 46592XBZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1806380 | PA      | $1543036.22    | 0.06%             | 2052-04-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, In                 | RALI Series 2007-QH8 Trust                                                       | CUSIP: 74924EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     904982 | PA      | $718512.41     | 0.03%             | 2037-10-25      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                    | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     524459 | PA      | $529524.12     | 0.02%             | 2059-03-25      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 31397FPF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118422 | PA      | $10138.85      | 0.00%             | 2037-03-15      | Floating      | 2.65%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XLVI Ltd                                                    | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    3900000 | PA      | $3898950.90    | 0.14%             | 2034-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416BZF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       1836 | PA      | $1941.73       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1.47          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                            | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |     540000 | PA      | $554757.23     | 0.02%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31403FSU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        833 | PA      | $864.21        | 0.00%             | 2033-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                 | JPMDB Commercial Mortgage Securities Trust 2016-C2                               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1640000 | PA      | $1629679.97    | 0.06%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    1800000 | PA      | $1914744.46    | 0.07%             | 2030-07-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                 | TD SYNNEX Corp                                                                   | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     800000 | PA      | $762135.60     | 0.03%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ARDONAGH GROUP LTD                             | ARDONAGH GROUP FINCO PTY LTD                                                     | CUSIP: 000000000<br>LEI: 254900YP2E642AGM4G32 | Long             | LON              | CORP              | AU        |    2779052 | PA      | $2779052.46    | 0.10%             | 2031-02-18      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                  | New Residential Mortgage Loan Trust 2019-RPL3                                    | CUSIP: 64830NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1626534 | PA      | $1576829.20    | 0.06%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| GE-WMC Mortgage Securities LLC                 | GE-WMC Mortgage Securities Trust 2006-1                                          | CUSIP: 36829JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1507669 | PA      | $636088.48     | 0.02%             | 2036-08-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3132Y2LC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      35062 | PA      | $32899.93      | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2266103.18    | 0.08%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $84022.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $2402836.73    | 0.09%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 3136BR4S3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1373845 | PA      | $1375554.11    | 0.05%             | 2051-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3845138.30    | 0.14%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TBC BANK JSC                                   | TBC Bank JSC                                                                     | CUSIP: 48128XAD5<br>LEI: 2138001MSA39Q44QTA18 | Long             | DBT              | CORP              | GE        |     395000 | PA      | $421795.65     | 0.02%             | N/A             | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3253494.08    | 0.12%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                 | Carvana Auto Receivables Trust 2024-P2                                           | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3591311 | PA      | $3618246.95    | 0.13%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BURGAN BANK                                    | Burgan Bank SAK                                                                  | CUSIP: 000000000<br>LEI: 558600NC81HKXMFSTY52 | Long             | DBT              | CORP              | KW        |     295000 | PA      | $287717.19     | 0.01%             | 2031-12-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5TL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    7143786 | PA      | $6961334.71    | 0.25%             | 2055-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                | Nordea Bank Abp                                                                  | CUSIP: 65558RAQ2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    1020000 | PA      | $1050037.98    | 0.04%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1317445.22    | 0.05%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $513.51        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1000000 | PA      | $1125927.52    | 0.04%             | 2028-11-05      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     980000 | PA      | $1022371.67    | 0.04%             | 2036-01-29      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CENTRAL AMERICAN BANK                          | Central American Bank for Economic Integration                                   | CUSIP: 15238PAK2<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $203473.54     | 0.01%             | 2028-01-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                             | Santos Finance Ltd                                                               | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    1700000 | PA      | $1594150.52    | 0.06%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                           | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1948457.79    | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                       | Standard Industries Inc/NY                                                       | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1073000 | PA      | $986419.63     | 0.04%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71654QDP4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     100000 | PA      | $115942.50     | 0.00%             | 2033-02-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997499.00     | 0.04%             | N/A             | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     109000 | PA      | $82576.74      | 0.00%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                       | Virginia Electric and Power Co                                                   | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4098401.60    | 0.15%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-56.51        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/NZD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2808.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3617MN3S0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     277921 | PA      | $247101.63     | 0.01%             | 2050-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEGEA FINANCE SARL                             | Aegea Finance Sarl                                                               | CUSIP: 00775CAE6<br>LEI: 213800V6WTKUT1XWIZ47 | Long             | DBT              | CORP              | LU        |     370000 | PA      | $353572.52     | 0.01%             | 2036-01-20      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| MF1 Multifamily Housing Mortga                 | MF1 2024-FL14 LLC                                                                | CUSIP: 55416AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     900000 | PA      | $901992.60     | 0.03%             | 2039-03-19      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2170255.08    | 0.08%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 085209AJ3<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     400000 | PA      | $405400.00     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                           | FREMF 2017-K71 Mortgage Trust                                                    | CUSIP: 35708WAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     470000 | PA      | $462988.02     | 0.02%             | 2050-11-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                         | Chase Auto Owner Trust 2024-2                                                    | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2593004 | PA      | $2629098.48    | 0.10%             | 2029-06-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                 | DBJPM 16-C1 Mortgage Trust                                                       | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $897389.64     | 0.03%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31419AQ83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      25168 | PA      | $24688.82      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                 | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                    | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2362995 | PA      | $2371017.44    | 0.09%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12648.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                             | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    2350000 | PA      | $2347801.58    | 0.09%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PUBLIC FIN AUTH WI TOLL REVENU                 | Public Finance Authority                                                         | CUSIP: 74448UAC2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    2375000 | PA      | $2600910.00    | 0.10%             | 2065-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REALKREDIT DANMARK                             | Realkredit Danmark A/S                                                           | CUSIP: 000000000<br>LEI: 549300NLOMBOWE943Y30 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.08          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $508575.00     | 0.02%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     845000 | PA      | $865074.16     | 0.03%             | 2031-05-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac REMICS                                                               | CUSIP: 3137BWY73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     292323 | PA      | $254212.04     | 0.01%             | 2045-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3879374.40    | 0.14%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                       | Penske Truck Leasing Co Lp / PTL Finance Corp                                    | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2100749.07    | 0.08%             | 2026-01-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     675000 | PA      | $681500.66     | 0.02%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     123000 | PA      | $95853.44      | 0.00%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/THB FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5.71          | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LATAM AIRLINES GROUP SA                        | Latam Airlines Group SA                                                          | CUSIP: 51817RAD8<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |     495000 | PA      | $521244.90     | 0.02%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATP TOW/ANDEAN TELECOM                         | ATP Tower Holdings / Andean Telecom Partners Chile SpA / Andean Tower Partners C | CUSIP: 00193BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     385000 | PA      | $397309.22     | 0.01%             | 2030-02-03      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust                                    | GSAMP Trust 2006-FM3                                                             | CUSIP: 36245TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     679366 | PA      | $316404.40     | 0.01%             | 2036-11-25      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| STAR ENERGY GEOTHERMAL                         | Star Energy Geothermal Wayang Windu Ltd                                          | CUSIP: 85511XAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |     283688 | PA      | $292920.42     | 0.01%             | 2033-04-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                          | Sri Lanka Government International Bond                                          | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      24492 | PA      | $23512.60      | 0.00%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133B0SH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2461678 | PA      | $2124951.91    | 0.08%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     825000 | PA      | $820942.16     | 0.03%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TELECOMMUNICATIONS CO TE                       | Telecommunications co Telekom Srbija AD Belgrade                                 | CUSIP: 87945BAA8<br>LEI: 254900OVY0XI1DFYC092 | Long             | DBT              | CORP              | RS        |     475000 | PA      | $475833.01     | 0.02%             | 2029-10-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1400000 | PA      | $1076250.00    | 0.04%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                   | GS Mortgage Securities Trust 2017-GS5                                            | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1280000 | PA      | $1265657.34    | 0.05%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | TWD/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $117.28        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31418D3N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     590985 | PA      | $559899.29     | 0.02%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 008281BK2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     200000 | PA      | $200585.10     | 0.01%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   99000000 | PA      | $100384277.40  | 3.68%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Short            | ABS-MBS          | USGSE             | US        |  -99000000 | PA      | $-100384277.40 | -3.68%            | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JYSKE REALKREDIT A/S                           | Jyske Realkredit A/S                                                             | CUSIP: 000000000<br>LEI: 529900R9HQNZRT2OXB26 | Long             | DBT              | CORP              | DK        |          1 | PA      | $0.12          | 0.00%             | 2053-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F052623<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  142100000 | PA      | $143953708.71  | 5.27%             | 2056-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396QD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      62109 | PA      | $6124.30       | 0.00%             | 2039-09-25      | Floating      | 2.76%                 | No            |                  3 | On Loan: No      |
| Cantor Commercial Real Estate                  | Cantor Commercial Real Estate Lending 2019-CF2                                   | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3787742.40    | 0.14%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                           | INEOS US FINANCE LLC                                                             | CUSIP: 000000000<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |     139646 | PA      | $113637.31     | 0.00%             | 2030-02-19      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans                         | Reperforming Loan REMIC Trust 2006-R1                                            | CUSIP: 12669UCN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     198074 | PA      | $187960.20     | 0.01%             | 2036-01-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | INR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5743.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2007-6                                     | CUSIP: 12669LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     936051 | PA      | $790986.84     | 0.03%             | 2037-09-25      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                       | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                 | CUSIP: 05974EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     534874 | PA      | $563104.64     | 0.02%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1310000 | PA      | $1311822.34    | 0.05%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                         | Mizuho Financial Group Inc                                                       | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1859997.40    | 0.07%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    2545000 | PA      | $2579028.43    | 0.09%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Banc of America Funding Corpor                 | Banc of America Funding 2006-I Trust                                             | CUSIP: 05951VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      43782 | PA      | $43206.90      | 0.00%             | 2036-12-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| BIDVEST GROUP UK PLC                           | Bidvest Group UK PLC/The                                                         | CUSIP: 088932AA6<br>LEI: 984500A80C777F496830 | Long             | DBT              | CORP              | GB        |     440000 | PA      | $448347.90     | 0.02%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BNPP AM Euro CLO                               | BNPP AM Euro CLO 2019 DAC                                                        | CUSIP: 000000000<br>LEI: 635400ANSBB6SM453S64 | Long             | ABS-CBDO         | CORP              | IE        |     998205 | PA      | $1169385.94    | 0.04%             | 2032-07-22      | Floating      | 2.83%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     900000 | PA      | $695003.94     | 0.03%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac Stacr Remic Trust 2025-Dna3                                          | CUSIP: 35564UAS6<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |    1290000 | PA      | $1293441.20    | 0.05%             | 2045-09-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DIR              | CORP              | FR        |   -2600000 | NC      | $-858.79       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36179VVX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   18124861 | PA      | $15021165.62   | 0.55%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WINDFALL MINING GROUP                          | Windfall Mining Group Inc / Groupe Minier Windfall Inc                           | CUSIP: 973244AA4<br>LEI: 984500E4L49391BFF948 | Long             | DBT              | CORP              | CA        |     560000 | PA      | $585263.50     | 0.02%             | 2032-05-13      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     323000 | PA      | $249582.10     | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31407NQC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      27199 | PA      | $27432.94      | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SERBIA                             | Serbia International Bond                                                        | CUSIP: 000000000<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     100000 | PA      | $117131.76     | 0.00%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                | Bermuda Government International Bond                                            | CUSIP: 000000000<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |     255000 | PA      | $258442.50     | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    1020000 | PA      | $1015085.74    | 0.04%             | 2036-10-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| BANCO MACRO SA                                 | Banco Macro SA                                                                   | CUSIP: 05963GAK4<br>LEI: 579100KKDKKIFEBKK040 | Long             | DBT              | CORP              | AR        |     500000 | PA      | $506250.00     | 0.02%             | 2029-06-23      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PBV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      58300 | PA      | $44958.19      | 0.00%             | 2037-04-25      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                 | Wynn Macau Ltd                                                                   | CUSIP: 000000000<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $199982.60     | 0.01%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | 10 YEAR U.S. TREASURY NOTE                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -90 | NC      | $-9843.76      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31402CU67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        482 | PA      | $488.91        | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2005-2                                     | CUSIP: 126673C26<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4001248.02    | 0.15%             | 2035-08-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT                            | Canadian Government Bond                                                         | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    9000000 | PA      | $6409274.71    | 0.23%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P                 | Freddie Mac Multifamily Structured Pass Through Certificates                     | CUSIP: 3137H9C98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2300000 | PA      | $2222939.88    | 0.08%             | 2032-09-25      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XCB80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1004500 | PA      | $866183.98     | 0.03%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                       | Azule Energy Finance Plc                                                         | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |     345000 | PA      | $345793.50     | 0.01%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     177340 | PA      | $159258.60     | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                      | Prosus NV                                                                        | CUSIP: 74365PAF5<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |     395000 | PA      | $359839.98     | 0.01%             | 2031-07-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F062630<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   99000000 | PA      | $102977631.90  | 3.77%             | 2056-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AZORRA SOAR TLB FINANCE                        | AZORRA SOAR TLB FINANCE LTD                                                      | CUSIP: 000000000<br>LEI: 254900W0D3E1W7DRS089 | Long             | LON              | CORP              | KY        |     696477 | PA      | $700830.44     | 0.03%             | 2029-10-18      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/CNY FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6040.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     461150 | PA      | $344248.48     | 0.01%             | 2035-07-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                              | Chile Government International Bond                                              | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |     400000 | PA      | $293980.00     | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52800000 | PA      | $36906376.32   | 1.35%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Fu                 | Palmer Square European Loan Funding 2025-2 DAC                                   | CUSIP: 000000000<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |    2839286 | PA      | $3342424.64    | 0.12%             | 2035-02-15      | Floating      | 3.21%                 | No            |                  3 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     800000 | PA      | $914077.44     | 0.03%             | 2033-11-28      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| AMENTUM HOLDINGS INC                           | Amentum Holdings Inc                                                             | CUSIP: 02352BAA3<br>LEI: 2549009FJIBLW40CU216 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1945882.76    | 0.07%             | 2032-08-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                 | CFCRE Commercial Mortgage Trust 2016-C7                                          | CUSIP: 12532BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3100000 | PA      | $3079937.42    | 0.11%             | 2054-12-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BQN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      44018 | PA      | $44089.63      | 0.00%             | 2062-03-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL SERVICES                       | Hyundai Capital Services Inc                                                     | CUSIP: 44920UAX6<br>LEI: 549300MALMDAGL2ZJJ27 | Long             | DBT              | CORP              | KR        |     330000 | PA      | $337091.80     | 0.01%             | 2028-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31403YB36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       5792 | PA      | $5872.49       | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.    | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       1302 | NC      | $-1709796.71   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                              | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      76000 | PA      | $75844.60      | 0.00%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3600901.20    | 0.13%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                       | Angel Oak Mortgage Trust 2024-2                                                  | CUSIP: 034942AA0<br>LEI: 254900NLG610771ZLP05 | Long             | ABS-MBS          | CORP              | US        |     989977 | PA      | $998396.72     | 0.04%             | 2069-01-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                          | CUSIP: 00652MAH5<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |     400000 | PA      | $354865.76     | 0.01%             | 2031-02-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XQFW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1934812 | PA      | $1991507.12    | 0.07%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MONTEGO BAY AIRPORT REVE                       | Montego Bay Airport Revenue Finance Ltd                                          | CUSIP: 61238BAA9<br>LEI: 2549008BQQ5ON8H2UC19 | Long             | DBT              | CORP              | KY        |     545000 | PA      | $546357.05     | 0.02%             | 2035-06-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| INVERSIONES Y REPRESENTA                       | IRSA Inversiones y Representaciones SA                                           | CUSIP: 450047AJ4<br>LEI: 549300QJINFBX83IZ837 | Long             | DBT              | CORP              | AR        |     430000 | PA      | $429785.00     | 0.02%             | 2035-03-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                               | CUSIP: 771196CT7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1111144.33    | 0.04%             | 2032-12-02      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2437998.01    | 0.09%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AV1<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     430000 | PA      | $444055.15     | 0.02%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/PLN FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-210.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                        | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99412.24      | 0.00%             | 2027-09-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $874789.11     | 0.03%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2660000 | PA      | $2671592.28    | 0.10%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1432168.20    | 0.05%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLMW3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1109440 | PA      | $912380.13     | 0.03%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                       | Petrobras Global Finance BV                                                      | CUSIP: 71647NBN8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     550000 | PA      | $540337.99     | 0.02%             | 2036-01-10      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PERTAMINA HULU ENERGI PT                       | Pertamina Hulu Energi PT                                                         | CUSIP: 74448WAA2<br>LEI: 2549003IT1KDHL64C037 | Long             | DBT              | CORP              | ID        |     600000 | PA      | $612200.76     | 0.02%             | 2030-05-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     469886 | PA      | $400578.16     | 0.01%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5203728.50    | 0.19%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                              | NatWest Group PLC                                                                | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $5012788.00    | 0.18%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5894.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/NZD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-14247.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                          | Mexico Government International Bond                                             | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     420000 | PA      | $401415.00     | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7900000 | PA      | $7984709.33    | 0.29%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     890000 | PA      | $904846.80     | 0.03%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                             | Roche Holdings Inc                                                               | CUSIP: 771196CU4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    1745000 | PA      | $1737431.24    | 0.06%             | 2035-12-02      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F062614<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   89500000 | PA      | $93012033.70   | 3.41%             | 2056-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                 | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1130949.73    | 0.04%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BAITEREK NATIONAL MANAGI                       | Baiterek National Managing Holding JSC                                           | CUSIP: 05709VAA2<br>LEI: 984500B4F78F04253804 | Long             | DBT              | NUSS              | KZ        |     476000 | PA      | $483544.12     | 0.02%             | 2028-05-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                      | Fannie Mae or Freddie Mac                                                        | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   70500000 | PA      | $66825377.85   | 2.45%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2460000 | PA      | $2481305.57    | 0.09%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $4162061.20    | 0.15%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/TWD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6208.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     920000 | PA      | $947613.62     | 0.03%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                      | IRV Trust 2025-200P                                                              | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $4104186.00    | 0.15%             | 2047-03-14      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                              | CI Financial Corp                                                                | CUSIP: 000000000<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $947559.05     | 0.03%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                         | Brookfield Capital Finance LLC                                                   | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4071881.26    | 0.15%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                     | MSILF Government Portfolio                                                       | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |    4100000 | NS      | $4100000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Chase Mortgage Finance Corpora                 | Chase Home Lending Mortgage Trust Series 2024-RPL3                               | CUSIP: 161917AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2943579 | PA      | $2629073.97    | 0.10%             | 2064-09-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Co                 | Structured Asset Securities Corp Mortgage Loan Trust 2006-BC1                    | CUSIP: 86359YAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     732139 | PA      | $700478.87     | 0.03%             | 2036-03-25      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140XHBG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    6038950 | PA      | $5400245.45    | 0.20%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Madison Avenue Trust                           | MAD Commercial Mortgage Trust 2025-11MD                                          | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $6223502.96    | 0.23%             | 2042-10-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     500000 | PA      | $492877.30     | 0.02%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4605.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                          | Gildan Activewear Inc                                                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    3515000 | PA      | $3498844.01    | 0.13%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                               | ABN AMRO Bank NV                                                                 | CUSIP: 00084DAW0<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $3817180.40    | 0.14%             | 2029-12-13      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    2833464 | PA      | $2777105.95    | 0.10%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund                    | BlackRock Liquidity FedFund                                                      | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |    4100000 | NS      | $4100000.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1327495.00    | 0.05%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                           | Petronas Capital Ltd                                                             | CUSIP: 716743AX7<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     380000 | PA      | $397828.46     | 0.01%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | CUSIP: 71568PAD1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     415000 | PA      | $379471.64     | 0.01%             | 2047-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140QLRB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3917277 | PA      | $3378746.48    | 0.12%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Series 2025-R01                                    | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     680000 | PA      | $679382.56     | 0.02%             | 2045-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     880000 | PA      | $902947.76     | 0.03%             | N/A             | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-25631.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                  | AIA Group Ltd                                                                    | CUSIP: 00131LAQ8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     310000 | PA      | $321062.07     | 0.01%             | 2034-04-05      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                | CUSIP: 31396VJP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     831183 | PA      | $684193.22     | 0.03%             | 2037-04-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                       | African Development Bank                                                         | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | NUSS              | N/A       |     525000 | PA      | $525876.44     | 0.02%             | N/A             | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1416961.00    | 0.05%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    2000000 | PA      | $550000.00     | 0.02%             | N/A             | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6117918.75    | 0.22%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                | Israel Government International Bond                                             | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    1400000 | PA      | $1442822.36    | 0.05%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                    | Ivory Coast Government International Bond                                        | CUSIP: 221625AN6<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     430000 | PA      | $431287.03     | 0.02%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                         | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     900000 | PA      | $978135.12     | 0.04%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2600000 | PA      | $1578382.78    | 0.06%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                | CDS BRITISH TELECOMMUNICATIONS PLC                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |          1 | NC      | $41553.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Euro CLO                                | Dryden 52 Euro CLO 2017 DAC                                                      | CUSIP: 000000000<br>LEI: 635400V5VX7XDQVRNU55 | Long             | ABS-CBDO         | CORP              | IE        |    1168403 | PA      | $1372889.27    | 0.05%             | 2034-05-15      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                          | Black Diamond CLO 2019-1 DAC                                                     | CUSIP: 000000000<br>LEI: 549300I3ISWDFTMO5713 | Long             | ABS-CBDO         | CORP              | IE        |      93873 | PA      | $110335.98     | 0.00%             | 2032-05-15      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| Option One Mortgage Loan Trust                 | Option One Mortgage Loan Trust 2007-4                                            | CUSIP: 68403FAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4186071 | PA      | $2395798.88    | 0.09%             | 2037-04-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                           | Fannie Mae REMIC Trust 2004-W11                                                  | CUSIP: 31394AB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15216 | PA      | $15754.32      | 0.00%             | 2044-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31416M2B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      75897 | PA      | $76553.45      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK LEUMI LE-ISRAEL                           | Bank Leumi Le-Israel BM                                                          | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | DBT              | CORP              | IL        |     465000 | PA      | $486799.20     | 0.02%             | 2033-07-18      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280BY4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $676315.38     | 0.02%             | N/A             | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1795000 | PA      | $1842700.33    | 0.07%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 000000000<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     200000 | PA      | $245043.18     | 0.01%             | N/A             | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JAPAN (30 YEAR ISSUE)                          | Japan Government Thirty Year Bond                                                | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  271000000 | PA      | $1421720.60    | 0.05%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/INR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-61088.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RBB1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     219401 | PA      | $219448.12     | 0.01%             | 2065-05-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                        | Fannie Mae Grantor Trust 2004-T1                                                 | CUSIP: 31393XFT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1661 | PA      | $1715.21       | 0.00%             | 2044-01-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan T                 | Alternative Loan Trust Resecuritization 2008-2R                                  | CUSIP: 021482AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     781128 | PA      | $349576.18     | 0.01%             | 2037-08-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X6ST9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    7066999 | PA      | $6738878.31    | 0.25%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38376RFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     286190 | PA      | $286456.58     | 0.01%             | 2065-08-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                          | Argentine Republic Government International Bond                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      25466 | PA      | $22690.56      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     425000 | PA      | $393163.97     | 0.01%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     585000 | PA      | $592786.94     | 0.02%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                           | Raizen Fuels Finance SA                                                          | CUSIP: 75102XAF3<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     365000 | PA      | $307056.25     | 0.01%             | 2032-07-08      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                     | AbbVie Inc                                                                       | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4447670.60    | 0.16%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/EUR FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-913488.23    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31419H4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       6503 | PA      | $6368.20       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9188689.13    | 0.34%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                        | JPMorgan Chase Bank NA                                                           | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4043858.00    | 0.15%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                               | NTT Finance Corp                                                                 | CUSIP: 62954WAT2<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |     900000 | PA      | $914172.12     | 0.03%             | 2030-07-16      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                   | Ford Credit Auto Owner Trust 2024-B                                              | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2900000 | PA      | $2937301.83    | 0.11%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF TURKIYE                            | Turkiye Government International Bond                                            | CUSIP: 900123DR8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     300000 | PA      | $309472.20     | 0.01%             | 2035-09-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4289734.35    | 0.16%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2006-1                                     | CUSIP: 126670TH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      13215 | PA      | $13076.02      | 0.00%             | 2036-07-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KHE2<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | CORP              | US        |     820322 | PA      | $822627.20     | 0.03%             | 2034-01-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1358101.64    | 0.05%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/CHF FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1532.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CROSSCOUNTRY INTER                             | CrossCountry Intermediate HoldCo LLC                                             | CUSIP: 22757VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3908000 | PA      | $3991029.37    | 0.15%             | 2030-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $3233096.83    | 0.12%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 36290SXD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        300 | PA      | $306.06        | 0.00%             | 2034-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                     | BMO 2022-C1 Mortgage Trust                                                       | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $557232.48     | 0.02%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                 | Lowe's Cos Inc                                                                   | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1365000 | PA      | $1359660.26    | 0.05%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GDZ ELEKTRIK DAGITIM AS                        | GDZ Elektrik Dagitim AS                                                          | CUSIP: 36270TAA1<br>LEI: 984500B63B5766038A64 | Long             | DBT              | CORP              | TR        |     310000 | PA      | $301379.80     | 0.01%             | 2029-10-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W04F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    3406811 | PA      | $2777088.86    | 0.10%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 31346YFR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1683119 | PA      | $1505805.03    | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                         | Credit Suisse Group AG                                                           | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    1900000 | PA      | $522500.00     | 0.02%             | N/A             | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31417DMU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     863928 | PA      | $798961.54     | 0.03%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                 | USD/CNY FORWARD                                                                  | CUSIP: 000000000<br>LEI: 6SHGI4ZSSLCXXQSBB395 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1775.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARMENIA                            | Republic of Armenia International Bond                                           | CUSIP: 000000000<br>LEI: 5299000H77JSW90G7935 | Long             | DBT              | NUSS              | AM        |     440000 | PA      | $401309.39     | 0.01%             | 2031-02-02      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| SANDS CHINA LTD                                | Sands China Ltd                                                                  | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     400000 | PA      | $380016.08     | 0.01%             | 2029-03-08      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| PEDERNALES ELECTRIC COOP                       | Pedernales Electric Cooperative Inc                                              | CUSIP: 705322AK1<br>LEI: 254900QPHJS1WKBQGE65 | Long             | DBT              | CORP              | US        |     423000 | PA      | $440007.98     | 0.02%             | 2032-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2110000 | PA      | $2117106.69    | 0.08%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                           | Woodside Finance Ltd                                                             | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     400000 | PA      | $398607.16     | 0.01%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3990518.40    | 0.15%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140F3XV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      49578 | PA      | $47975.69      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2200000 | PA      | $1708523.52    | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                 | Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    1220000 | PA      | $1207230.63    | 0.04%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3228426.99    | 0.12%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | CDS CMBX.NA.AAA.8                                                                | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DCR              | CORP              | DE        |          1 | NC      | $16.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3389588.86    | 0.12%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DataBank Issuer LLC                            | DataBank Issuer                                                                  | CUSIP: 23802WAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1600000 | PA      | $1592767.04    | 0.06%             | 2051-02-27      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| FIBRA PROLOGIS                                 | FIBRA Prologis                                                                   | CUSIP: 31575KAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     445000 | PA      | $447336.25     | 0.02%             | 2035-11-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 42 CLO Ltd                                                               | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |    1300000 | PA      | $1300156.00    | 0.05%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 31335AZ68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    1748993 | PA      | $1593735.52    | 0.06%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ALBANIA                            | Albania Government International Bond                                            | CUSIP: 000000000<br>LEI: 254900EDM43U3SGRND29 | Long             | DBT              | NUSS              | AL        |     150000 | PA      | $178771.63     | 0.01%             | 2035-02-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                       | Export-Import Bank of Korea                                                      | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     200000 | PA      | $209922.80     | 0.01%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Government National Mortgage Association                                         | CUSIP: 38375BNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     413658 | PA      | $414062.60     | 0.02%             | 2061-10-20      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| COMISION EJ HI RIO LEMPA                       | Comision Ejecutiva Hidroelectrica del Rio Lempa                                  | CUSIP: 200444AA5<br>LEI: 254900YU43PQQ27Q0E71 | Long             | DBT              | CORP              | SV        |     200000 | PA      | $214800.00     | 0.01%             | 2033-01-24      | Fixed         | 8.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                           | Paraguay Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     220000 | PA      | $206672.14     | 0.01%             | 2050-03-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT               | ZAR/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-40148.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION          | KRW CALL VERSUS USD PUT                                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |    2500000 | NC      | $14462.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEPLAT ENERGY PLC                              | SEPLAT Energy PLC                                                                | CUSIP: 81733MAA3<br>LEI: 029200711C4S4CB2E982 | Long             | DBT              | CORP              | NG        |     365000 | PA      | $379760.60     | 0.01%             | 2030-03-21      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| TURKIYE GARANTI BANKASI                        | Turkiye Garanti Bankasi AS                                                       | CUSIP: 900148AF4<br>LEI: 5493002XSS7K7RHN1V37 | Long             | DBT              | CORP              | TR        |     500000 | PA      | $522991.80     | 0.02%             | 2034-02-28      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| QAZAQGAZ NC JSC                                | QazaqGaz NC JSC                                                                  | CUSIP: 48668NAA9<br>LEI: 635400YGLXBBSVHONW39 | Long             | DBT              | CORP              | KZ        |     430000 | PA      | $428983.31     | 0.02%             | 2027-09-26      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Mortgage-Backed Trust 2007-3                                                | CUSIP: 12638PCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      25887 | PA      | $21019.13      | 0.00%             | 2037-04-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                            | American Express Co                                                              | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1752510.11    | 0.06%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    2120000 | PA      | $2272757.66    | 0.08%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                           | Colombia Government International Bond                                           | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     415000 | PA      | $433675.00     | 0.02%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                        | Romanian Government International Bond                                           | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     176000 | PA      | $191314.04     | 0.01%             | 2033-01-17      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6864762.39    | 0.25%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $455729.28     | 0.02%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | THB/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-4401.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HONDURAS GOVERNMENT                            | Honduras Government International Bond                                           | CUSIP: 438180AK7<br>LEI: 5493002DW1JNBNG17615 | Long             | DBT              | NUSS              | HN        |     200000 | PA      | $225310.00     | 0.01%             | 2034-11-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                       | Vistra Operations Co LLC                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $4357871.70    | 0.16%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                         | Egypt Government International Bond                                              | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $200724.52     | 0.01%             | 2049-03-01      | Fixed         | 8.70%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                   | ING Groep NV                                                                     | CUSIP: 456837AY9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $2924295.00    | 0.11%             | N/A             | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132E0DY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    5014443 | PA      | $5140393.19    | 0.19%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certi                 | CWABS Asset-Backed Certificates Trust 2006-25                                    | CUSIP: 12668HAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     590225 | PA      | $580638.15     | 0.02%             | 2037-06-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1688000 | PA      | $1789468.55    | 0.07%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KT5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    5898253 | PA      | $5574151.90    | 0.20%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                               | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     700000 | PA      | $661893.68     | 0.02%             | 2032-01-14      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Gold Pool                                                            | CUSIP: 3128L4E83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       4332 | PA      | $4553.40       | 0.00%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | PLN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1809.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                       | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1955000 | PA      | $1939160.39    | 0.07%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                         | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    3495000 | PA      | $3501744.65    | 0.13%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     300000 | PA      | $287330.82     | 0.01%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Inc                     | Morgan Stanley ABS Capital I Inc Trust 2007-HE5                                  | CUSIP: 61753KAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2462131 | PA      | $1045355.58    | 0.04%             | 2037-03-25      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ACCESS BANK PLC                                | Access Bank PLC                                                                  | CUSIP: 00434G2B5<br>LEI: 029200328C3N9YI2D660 | Long             | DBT              | CORP              | NG        |     300000 | PA      | $300314.46     | 0.01%             | 2026-09-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TSY INFL IX N/B                                | United States Treasury Inflation Indexed Bonds                                   | CUSIP: 91282CJY8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7414750 | PA      | $7375537.84    | 0.27%             | 2034-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC Series 2005-1R                                                              | CUSIP: 22546MAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     438028 | PA      | $246688.39     | 0.01%             | 2035-12-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                        | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     230000 | PA      | $248972.24     | 0.01%             | 2039-01-08      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| ENERGUATE TRUST 2 0                            | Energuate Trust 2 0                                                              | CUSIP: 29277RAB1<br>LEI: 2549000ZL9MU01FZK194 | Long             | DBT              | CORP              | KY        |     520000 | PA      | $520280.70     | 0.02%             | 2035-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101012.70     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/IDR FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-430.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140X72U2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     216535 | PA      | $222663.62     | 0.01%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    1580000 | PA      | $1527378.73    | 0.06%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                    | Citibank NA                                                                      | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     955000 | PA      | $958703.97     | 0.04%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                            | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBL0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    1300000 | PA      | $1283492.86    | 0.05%             | 2029-09-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Fu                 | Palmer Square European Loan Funding 2025-1 DAC                                   | CUSIP: 000000000<br>LEI: 254900YQGLL0XDHT7334 | Long             | ABS-CBDO         | CORP              | IE        |    1444644 | PA      | $1697312.60    | 0.06%             | 2034-10-15      | Floating      | 2.86%                 | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2017-BNK7                                                                   | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1120000 | PA      | $1105708.24    | 0.04%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                  | Amphenol Corp                                                                    | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1470162.45    | 0.05%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AG Trust                                       | AG Trust 2024-NLP                                                                | CUSIP: 00792MAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900663 | PA      | $1910213.37    | 0.07%             | 2041-08-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| AXIAN TELE HOLD PLC                            | Axian Telecom Holding & Management PLC                                           | CUSIP: 05465QAA7<br>LEI: 984500B7DCD97EB04857 | Long             | DBT              | CORP              | AE        |     380000 | PA      | $382685.12     | 0.01%             | 2030-07-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                 | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    8532994 | PA      | $8541289.43    | 0.31%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES PLC                     | MXN/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: K6Q0W1PS1L1O4IQL9C32 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2147.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                           | BANK 2024-BNK47                                                                  | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3712873.50    | 0.14%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2916868.72    | 0.11%             | 2028-04-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| MV24 CAPITAL BV                                | MV24 Capital BV                                                                  | CUSIP: 55388RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     416418 | PA      | $413619.75     | 0.02%             | 2034-06-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3504812.74    | 0.13%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1837266.24    | 0.07%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SAAVI ENERGIA SARL                             | Saavi Energia Sarl                                                               | CUSIP: 78518PAA3<br>LEI: 254900A2V0IO8K56UH35 | Long             | DBT              | CORP              | LU        |     340000 | PA      | $369172.00     | 0.01%             | 2035-02-10      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $3021378.52    | 0.11%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                      | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $743176.17     | 0.03%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                       | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    2400000 | PA      | $2378705.28    | 0.09%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2006-A7                                                 | CUSIP: 46629DAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      23588 | PA      | $18902.21      | 0.00%             | 2037-01-25      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                         | SWOP IRS USD                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DIR              | CORP              | US        |   -3000000 | NC      | $-2763.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2022-R02                                     | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     900000 | PA      | $916224.39     | 0.03%             | 2042-01-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2025-R03                                     | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1166337 | PA      | $1167773.12    | 0.04%             | 2045-03-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1429908.90    | 0.05%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                                     | Aurium CLO IV DAC                                                                | CUSIP: 000000000<br>LEI: 549300LCZQMYMASRK585 | Long             | ABS-CBDO         | CORP              | IE        |    2088826 | PA      | $2453334.83    | 0.09%             | 2031-01-16      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| HGI CRE CLO Ltd                                | HGI CRE CLO 2021-FL3 Ltd                                                         | CUSIP: 403950AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1275398 | PA      | $1275390.30    | 0.05%             | 2037-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                     | BFLD Commercial Mortgage Trust 2025-660F                                         | CUSIP: 05556QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2105904.36    | 0.08%             | 2042-11-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                     | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    2500000 | PA      | $2477039.50    | 0.09%             | 2031-04-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                              | Ghana Government International Bond                                              | CUSIP: 374422AM5<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      55660 | PA      | $54792.78      | 0.00%             | 2029-07-03      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Structured Adjustable Rate Mor                 | Structured Adjustable Rate Mortgage Loan Trust Series 2006-1                     | CUSIP: 863579Q92<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      27611 | PA      | $23688.16      | 0.00%             | 2036-02-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1155208.13    | 0.04%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | USD/MXN FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14950.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ludgate Funding Plc                            | Ludgate Funding PLC                                                              | CUSIP: 000000000<br>LEI: 213800LADM2GPWI3P269 | Long             | ABS-MBS          | CORP              | GB        |     540717 | PA      | $718510.56     | 0.03%             | 2060-12-01      | Floating      | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                         | Sequoia Mortgage Trust 2004-5                                                    | CUSIP: 81744FCF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36204 | PA      | $34533.07      | 0.00%             | 2034-06-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON EURO                          | Becton Dickinson Euro Finance Sarl                                               | CUSIP: 000000000<br>LEI: 549300W40NLZ25XUTH09 | Long             | DBT              | CORP              | LU        |     700000 | PA      | $542884.77     | 0.02%             | 2041-08-13      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CHILE ELECTRICITY LUX                          | Chile Electricity Lux MPC Sarl                                                   | CUSIP: 168829AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     416175 | PA      | $437779.06     | 0.02%             | 2033-01-20      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5100000 | PA      | $2820738.09    | 0.10%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5KY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3687375 | PA      | $3814238.12    | 0.14%             | 2055-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN GAS CORRIDOR                          | Southern Gas Corridor CJSC                                                       | CUSIP: 000000000<br>LEI: 213800DG58KG59XY6318 | Long             | DBT              | CORP              | AZ        |     200000 | PA      | $201731.72     | 0.01%             | 2026-03-24      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Venture CDO Ltd                                | Venture 32 CLO Ltd                                                               | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     131057 | PA      | $131120.41     | 0.00%             | 2031-07-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                            | Wells Fargo Bank NA                                                              | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2125664.31    | 0.08%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3515634.88    | 0.13%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES, INC.                          | KRW/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 549300HN4UKV1E2R3U73 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12876.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| STYROLUTION                                    | INEOS Styrolution Ludwigshafen GmbH                                              | CUSIP: 000000000<br>LEI: 5299003M4PGUGL48LS74 | Long             | DBT              | CORP              | DE        |     300000 | PA      | $332526.16     | 0.01%             | 2027-01-16      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                       | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     735000 | PA      | $732450.65     | 0.03%             | 2056-03-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                            | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298910.28     | 0.01%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $2091873.26    | 0.08%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                          | Time Warner Cable LLC                                                            | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    5955000 | PA      | $6084141.32    | 0.22%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| BDS Ltd                                        | BDS 2025-FL14 LLC                                                                | CUSIP: 072921AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $599786.40     | 0.02%             | 2042-10-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| MUTHOOT FINANCE LTD                            | Muthoot Finance Ltd                                                              | CUSIP: 62828L2E2<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | IN        |     505000 | PA      | $513231.30     | 0.02%             | 2030-03-02      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                         | Standard Chartered PLC                                                           | CUSIP: 853254CS7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     270000 | PA      | $280802.51     | 0.01%             | 2029-01-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1800000 | PA      | $1215175.86    | 0.04%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                | United States Treasury Note/Bond                                                 | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $997109.40     | 0.04%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS INTERNATIONAL                    | BRL/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-290743.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CANTOR FITZGERALD LP                           | Cantor Fitzgerald LP                                                             | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2977650.76    | 0.11%             | 2028-12-12      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2542000 | PA      | $2583551.53    | 0.09%             | N/A             | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2872261.85    | 0.11%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                       | Cooperatieve Rabobank UA                                                         | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    1350000 | PA      | $1347092.51    | 0.05%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                             | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $1033535.69    | 0.04%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae I Pool                                                                | CUSIP: 3622ABDD1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3295171 | PA      | $2991672.69    | 0.11%             | 2045-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9129853 | PA      | $8312683.58    | 0.30%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                 | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9571913 | PA      | $9677052.85    | 0.35%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST ABU DHABI BANK PJS                       | First Abu Dhabi Bank PJSC                                                        | CUSIP: 000000000<br>LEI: 2138002Y3WMK6RZS8H90 | Long             | DBT              | CORP              | AE        |     325000 | PA      | $323906.38     | 0.01%             | N/A             | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 31410TWV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       4858 | PA      | $5076.25       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                    | USD/JPY FORWARD                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10617.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                  | Citigroup Commercial Mortgage Trust 2016-P3                                      | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1305000 | PA      | $1300905.95    | 0.05%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3395610.40    | 0.12%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avenue of Americas                             | 1301 Trust 2025-AOA                                                              | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3150000 | PA      | $3188835.41    | 0.12%             | 2042-08-11      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                      | Dryden 27 R Euro CLO 2017 DAC                                                    | CUSIP: 000000000<br>LEI: 635400RDG3EM9CGEVD60 | Long             | ABS-CBDO         | CORP              | IE        |    1206936 | PA      | $1417923.13    | 0.05%             | 2033-04-15      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| OMAN GOV INTERNTL BOND                         | Oman Government International Bond                                               | CUSIP: 682051AJ6<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |     343000 | PA      | $378542.89     | 0.01%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DAE FUNDING LLC                                | DAE Funding LLC                                                                  | CUSIP: 000000000<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2631824.46    | 0.10%             | 2028-03-20      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     340000 | PA      | $357717.33     | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN SECURITIES LLC                     | REPURCHASE AGREEMENT                                                             | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | Long             | RA               | CORP              | US        |  166600000 | PA      | $166600000.00  | 6.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2535354.90    | 0.09%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LETRA TESOURO NACIONAL                         | Brazil Letras do Tesouro Nacional                                                | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |  191000000 | PA      | $33716687.39   | 1.23%             | 2026-04-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** Optimum Fund Trust

**Signature:** Dan Geatens

**Name of Signer:** Dan Geatens

**Title:** Division Director - Head of US Fund Administration